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 Anomaly Detection

In this chapter, we’ll delve into anomaly detection problems using time series data. This task involves detecting rare observations that are significantly different from most samples in a dataset. We’ll explore different approaches to tackle this problem, such as prediction-based methods or reconstruction-based methods. This includes using powerful methods such as autoencoders (AEs), variational AEs (VAEs), or generative adversarial networks (GANs).

By the end of this chapter, you’ll be able to define time series anomaly detection problems using different approaches with Python.

The chapter covers the following recipes:

  • Time series anomaly detection with Autoregressive Integrated Moving Average (ARIMA)
  • Prediction-based anomaly detection using deep learning (DL)
  • Anomaly detection using a long short-term memory (LSTM) AE
  • Building an AE using PyOD
  • Creating a VAE for time series anomaly...