Archive | Deep Learning for Time Series

How to Grid Search Deep Learning Models for Time Series Forecasting

How to Grid Search Deep Learning Models for Time Series Forecasting

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, […]

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Plot of Multi-Headed MLP for Multivariate Time Series Forecasting

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 […]

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How to Use the TimeseriesGenerator for Time Series Forecasting in Keras

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 […]

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Sliding Window Approach to Modeling Time Series

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 […]

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Findings Comparing Classical and Machine Learning Methods for Time Series Forecasting

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 […]

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Line Plot of Monthly Car Sales

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 […]

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How to Grid Search Naive Methods for Univariate Time Series Forecasting

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 […]

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Line Plot of the Monthly Mean Temperatures Dataset

How to Grid Search SARIMA Model Hyperparameters for Time Series Forecasting in Python

The Seasonal Autoregressive Integrated Moving Average, or SARIMA, model is an approach for modeling univariate time series data that may contain trend and seasonal components. It is an effective approach for time series forecasting, although it requires careful analysis and domain expertise in order to configure the seven or more model hyperparameters. An alternative approach […]

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