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)

Technical requirements

The models developed in this chapter are based on different frameworks. First, we show how to develop prediction-based methods using the statsforecast and neuralforecast libraries. Other methods, such as an LSTM AE, will be explored using the PyTorch Lightning ecosystem. Finally, we’ll also use the PyOD library to create anomaly detection models based on approaches such as GANs or VAEs. Of course, we also rely on typical data manipulation libraries such as pandas or NumPy. The following list contains all the required libraries for this chapter:

  • scikit-learn (1.3.2)
  • pandas (2.1.3)
  • NumPy (1.26.2)
  • statsforecast (1.6.0)
  • datasetsforecast (0.08)
  • 0neuralforecast (1.6.4)
  • torch (2.1.1)
  • PyTorch Lightning (2.1.2)
  • PyTorch Forecasting (1.0.0)
  • PyOD (1.1.2)

The code and datasets used in this chapter can be found at the following GitHub URL: https://github.com/PacktPublishing/Deep-Learning-for-Time-Series-Data-Cookboo...