Deep Learning for Time Series

  • Lee T
  • Singh V
  • Cho K
N/ACitations
Citations of this article
184Readers
Mendeley users who have this article in their library.
Get full text

Abstract

Machine learning has emerged as a powerful tool to understand hidden complexities in time-series datasets, which frequently need to be analyzed in areas as diverse as healthcare, economics, digital marketing, and social sciences. These datasets are essential for forecasting and predicting outcomes or for detecting anomalies to support informed decision making. This book covers Python basics for time-series and builds your understanding of traditional autoregressive models as well as modern non-parametric models. You will become confident with loading time-series datasets from any source, deep learning models like recurrent neural networks and causal convolutional network models, and gradient boosting with feature engineering. Machine Learning for Time-Series with Python explains the theory behind several useful models and guides you in matching the right model to the right problem. The book also includes real-world case studies covering weather, traffic, biking, and stock market data. By the end of this book, you will be proficient in effectively analyzing time-series datasets with machine learning principles.

Cite

CITATION STYLE

APA

Lee, T., Singh, V. P., & Cho, K. H. (2021). Deep Learning for Time Series (pp. 107–131). https://doi.org/10.1007/978-3-030-64777-3_9

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free