Book Image

Deep Learning for Time Series Cookbook

By : Vitor Cerqueira, Luís Roque
Book Image

Deep Learning for Time Series Cookbook

By: Vitor Cerqueira, Luís Roque

Overview of this book

Most organizations exhibit a time-dependent structure in their processes, including fields such as finance. By leveraging time series analysis and forecasting, these organizations can make informed decisions and optimize their performance. Accurate forecasts help reduce uncertainty and enable better planning of operations. Unlike traditional approaches to forecasting, deep learning can process large amounts of data and help derive complex patterns. Despite its increasing relevance, getting the most out of deep learning requires significant technical expertise. This book guides you through applying deep learning to time series data with the help of easy-to-follow code recipes. You’ll cover time series problems, such as forecasting, anomaly detection, and classification. This deep learning book will also show you how to solve these problems using different deep neural network architectures, including convolutional neural networks (CNNs) or transformers. As you progress, you’ll use PyTorch, a popular deep learning framework based on Python to build production-ready prediction solutions. By the end of this book, you'll have learned how to solve different time series tasks with deep learning using the PyTorch ecosystem.
Table of Contents (12 chapters)

Deep Learning for Time Series Classification

In this chapter, we’ll tackle time series classification (TSC) problems using deep learning. As the name implies, TSC is a classification task involving time series data. The dataset contains several time series, and each of these has an associated categorical label. This problem is similar to a standard classification task, but the input explanatory variables are time series. We’ll explore how to approach this problem using different approaches. Besides using the K-nearest neighbors model to tackle this task, we’ll also develop different neural networks, such as a residual neural network (ResNet) and a convolutional neural network.

By the end of this chapter, you’ll be able to set up a TSC task using a PyTorch Lightning data module and solve it with different models. You’ll also learn how to use the sktime Python library to solve this problem.

This chapter contains the following recipes:

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