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)

Time series anomaly detection with ARIMA

Time series anomaly detection is an important task in application domains such as healthcare or manufacturing, among many others. Anomaly detection methods aim to identify observations that do not conform to the typical behavior of a dataset. In practice, anomalies can represent phenomena such as faults in machinery or fraudulent activity. Anomaly detection is a common task in machine learning (ML), and it has a few dedicated methods when it involves time series data. This type of dataset and the patterns therein can evolve over time, which complicates the modeling process and the effectiveness of the detectors. Statistical learning methods for time series anomaly detection problems usually follow a prediction-based approach or a reconstruction-based approach. In this recipe, we describe how to use an ARIMA method to create a prediction-based anomaly detection system for univariate time series.

Getting ready

We’ll focus on a univariate...