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Time series data can be phrased as supervised learning. The goal is to approximate the real underlying mapping so well that when you have new input data, you can predict the output variables for that data. Supervised learning is where you have input variables (X) and an output variable (y) and you use an algorithm to learn the mapping function from the input to the output. The majority of practical machine learning uses supervised learning.
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In this lesson, you will discover how to transform your time series data into a supervised learning format. Lesson 02: How to Transform Data for Time Series In the next lesson, you will discover how to transform time series data for time series forecasting.
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For a lot more detail and 25 fleshed out tutorials, see my book on the topic titled “ Deep Learning for Time Series Forecasting“. Post your results in the comments, I’ll cheer you on! I do provide more help in the form of links to related posts because I want you to build up some confidence and inertia. I will give you hints, but part of the point of each lesson is to force you to learn where to go to look for help on and about the deep learning, time series forecasting and the best-of-breed tools in Python (hint, I have all of the answers directly on this blog, use the search box). The lessons expect you to go off and find out how to do things. Ask questions and even post results in the comments below. Take your time and complete the lessons at your own pace.
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It really depends on the time you have available and your level of enthusiasm.īelow are 7 lessons that will get you started and productive with deep learning for time series forecasting in Python: You could complete one lesson per day (recommended) or complete all of the lessons in one day (hardcore). This crash course is broken down into 7 lessons.
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Who Is This Crash-Course For?īefore we get started, let’s make sure you are in the right place. Photo by Brian Richardson, some rights reserved. How to Get Started with Deep Learning for Time Series Forecasting (7-Day Mini-Course)