Grid searching is generally not an operation that we can perform with deep learning methods. This is because deep learning methods often require large amounts of data and large models, together resulting in models that take hours, days, or weeks to train. In those cases where the datasets are smaller, such as univariate time series, […]

## How to Develop LSTM Models for Time Series Forecasting

Long Short-Term Memory networks, or LSTMs for short, can be applied to time series forecasting. There are many types of LSTM models that can be used for each specific type of time series forecasting problem. In this tutorial, you will discover how to develop a suite of LSTM models for a range of standard time […]

## How to Develop Convolutional Neural Network Models for Time Series Forecasting

Convolutional Neural Network models, or CNNs for short, can be applied to time series forecasting. There are many types of CNN models that can be used for each specific type of time series forecasting problem. In this tutorial, you will discover how to develop a suite of CNN models for a range of standard time […]

## How to Develop Multilayer Perceptron Models for Time Series Forecasting

Multilayer Perceptrons, or MLPs for short, can be applied to time series forecasting. A challenge with using MLPs for time series forecasting is in the preparation of the data. Specifically, lag observations must be flattened into feature vectors. In this tutorial, you will discover how to develop a suite of MLP models for a range […]

## How to Use the TimeseriesGenerator for Time Series Forecasting in Keras

Time series data must be transformed into a structure of samples with input and output components before it can be used to fit a supervised learning model. This can be challenging if you have to perform this transformation manually. The Keras deep learning library provides the TimeseriesGenerator to automatically transform both univariate and multivariate time […]

## A Gentle Introduction to LSTM Autoencoders

An LSTM Autoencoder is an implementation of an autoencoder for sequence data using an Encoder-Decoder LSTM architecture. Once fit, the encoder part of the model can be used to encode or compress sequence data that in turn may be used in data visualizations or as a feature vector input to a supervised learning model. In […]

## LSTM Model Architecture for Rare Event Time Series Forecasting

Time series forecasting with LSTMs directly has shown little success. This is surprising as neural networks are known to be able to learn complex non-linear relationships and the LSTM is perhaps the most successful type of recurrent neural network that is capable of directly supporting multivariate sequence prediction problems. A recent study performed at Uber […]

## Results From Comparing Classical and Machine Learning Methods for Time Series Forecasting

Machine learning and deep learning methods are often reported to be the key solution to all predictive modeling problems. An important recent study evaluated and compared the performance of many classical and modern machine learning and deep learning methods on a large and diverse set of more than 1,000 univariate time series forecasting problems. The […]

## How to Develop Deep Learning Models for Univariate Time Series Forecasting

Deep learning neural networks are capable of automatically learning and extracting features from raw data. This feature of neural networks can be used for time series forecasting problems, where models can be developed directly on the raw observations without the direct need to scale the data using normalization and standardization or to make the data […]

## How to Grid Search Naive Methods for Univariate Time Series Forecasting

Simple forecasting methods include naively using the last observation as the prediction or an average of prior observations. It is important to evaluate the performance of simple forecasting methods on univariate time series forecasting problems before using more sophisticated methods as their performance provides a lower-bound and point of comparison that can be used to […]