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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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Probabilistic forecasting with DeepAR

This time, we’ll turn our attention to DeepAR, a state-of-the-art method for probabilistic forecasting. We’ll also leverage the neuralforecast framework to exemplify how to apply DeepAR for this task.

Getting ready

We’ll continue with the same dataset that we used in the previous recipe.

Since we are using a different Python package, we need to change our preprocessing steps to get the data into a suitable format. Now, each row corresponds to a single observation at a given time for a specific time series. This is similar to what we did in the Prediction intervals using conformal prediction recipe:

def load_and_prepare_data(file_path, time_column, series_column, 
    aggregation_freq):
    """Load the time series data and prepare it for modeling."""
    dataset = pd.read_csv(file_path, parse_dates=[time_column])
  ...

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