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Deep Learning for Time Series Cookbook

You're reading from   Deep Learning for Time Series Cookbook Use PyTorch and Python recipes for forecasting, classification, and anomaly detection

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Product type Paperback
Published in Mar 2024
Publisher Packt
ISBN-13 9781805129233
Length 274 pages
Edition 1st Edition
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Authors (2):
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Luís Roque Luís Roque
Author Profile Icon Luís Roque
Luís Roque
Vitor Cerqueira Vitor Cerqueira
Author Profile Icon Vitor Cerqueira
Vitor Cerqueira
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Toc

Table of Contents (12) Chapters Close

Preface 1. Chapter 1: Getting Started with Time Series 2. Chapter 2: Getting Started with PyTorch FREE CHAPTER 3. Chapter 3: Univariate Time Series Forecasting 4. Chapter 4: Forecasting with PyTorch Lightning 5. Chapter 5: Global Forecasting Models 6. Chapter 6: Advanced Deep Learning Architectures for Time Series Forecasting 7. Chapter 7: Probabilistic Time Series Forecasting 8. Chapter 8: Deep Learning for Time Series Classification 9. Chapter 9: Deep Learning for Time Series Anomaly Detection 10. Index 11. Other Books You May Enjoy

Technical requirements

The models developed in this chapter are based on different frameworks. First, we show how to develop prediction-based methods using the statsforecast and neuralforecast libraries. Other methods, such as an LSTM AE, will be explored using the PyTorch Lightning ecosystem. Finally, we’ll also use the PyOD library to create anomaly detection models based on approaches such as GANs or VAEs. Of course, we also rely on typical data manipulation libraries such as pandas or NumPy. The following list contains all the required libraries for this chapter:

  • scikit-learn (1.3.2)
  • pandas (2.1.3)
  • NumPy (1.26.2)
  • statsforecast (1.6.0)
  • datasetsforecast (0.08)
  • 0neuralforecast (1.6.4)
  • torch (2.1.1)
  • PyTorch Lightning (2.1.2)
  • PyTorch Forecasting (1.0.0)
  • PyOD (1.1.2)

The code and datasets used in this chapter can be found at the following GitHub URL: https://github.com/PacktPublishing/Deep-Learning-for-Time-Series-Data-Cookboo...

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