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Deep Learning for Time Series Cookbook

Deep Learning for Time Series Cookbook

By : Cerqueira, Luís Roque
4.8 (10)
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Deep Learning for Time Series Cookbook

Deep Learning for Time Series Cookbook

4.8 (10)
By: 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)
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Comparing different Transformers with NeuralForecast

NeuralForecast contains several deep learning methods that you can use to tackle time series problems. In this recipe, we’ll walk you through the process of comparing different Transformer-based models using neuralforecast.

Getting ready

We’ll use the same dataset as in the previous recipe (the df object). We set the validation and test size to 10% of the data size each:

val_size = int(.1 * n_time)
test_size = int(.1 * n_time)

Now, let’s see how to compare different models using neuralforecast.

How to do it…

We start by defining the models we want to compare. In this case, we’ll compare an Informer model with a vanilla Transformer, which we set up as follows:

from neuralforecast.models import Informer, VanillaTransformer
models = [
    Informer(h=HORIZON,
        input_size=N_LAGS,
      ...

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