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)

Using GANs for time series anomaly detection

GANs have gained significant popularity in various fields of ML, particularly in image generation and modification. However, their application in time series data, especially for anomaly detection, is an emerging area of research and practice. In this recipe, we focus on utilizing GANs, specifically Anomaly Detection with Generative Adversarial Networks (AnoGAN), to detect time series data anomalies.

Getting ready…

Before diving into the implementation, ensure that you have the PyOD library installed. We will continue using the taxi trip dataset for this recipe, which provides a real-world context for time series anomaly detection.

How to do it…

The implementation involves several steps: data preprocessing, defining and training the AnoGAN model, and finally, performing anomaly detection:

  1. We start by loading the dataset and preparing it for the AnoGAN model. The dataset is transformed in the same way as...