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Published inNov 2022
PublisherPackt
ISBN-139781803246802
Edition1st Edition
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Manu Joseph
Manu Joseph
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Manu Joseph

Manu Joseph is a self-made data scientist with more than a decade of experience working with many Fortune 500 companies enabling digital and AI transformations, specifically in machine learning-based demand forecasting. He is considered an expert, thought leader, and strong voice in the world of time series forecasting. Currently, Manu leads applied research at Thoucentric, where he advances research by bringing cutting-edge AI technologies to the industry. He is also an active open-source contributor and developed an open-source library—PyTorch Tabular—which makes deep learning for tabular data easy and accessible. Originally from Thiruvananthapuram, India, Manu currently resides in Bengaluru, India, with his wife and son
Read more about Manu Joseph

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Understanding the encoder-decoder paradigm

In Chapter 5, Time Series Forecasting as Regression, we saw that machine learning is all about learning a function that maps our inputs to the desired output:

Adapting this to time series forecasting (considering univariate time series forecasting to keep it simple), we can rewrite it as follows:

Here, t is the current timestep and N is the total amount of history available at time t.

Deep learning, like any other machine learning approach, is tasked with learning this function, which maps history to the future. In Chapter 11, Introduction to Deep Learning, we saw how deep learning learns good features using representation learning and then uses the learned features to carry out the task at hand. This understanding can be further refined to the time series perspective by using the encoder-decoder paradigm.

Like everything in research, it is not entirely clear when and who proposed...

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Modern Time Series Forecasting with Python
Published in: Nov 2022Publisher: PacktISBN-13: 9781803246802

Author (1)

author image
Manu Joseph

Manu Joseph is a self-made data scientist with more than a decade of experience working with many Fortune 500 companies enabling digital and AI transformations, specifically in machine learning-based demand forecasting. He is considered an expert, thought leader, and strong voice in the world of time series forecasting. Currently, Manu leads applied research at Thoucentric, where he advances research by bringing cutting-edge AI technologies to the industry. He is also an active open-source contributor and developed an open-source library—PyTorch Tabular—which makes deep learning for tabular data easy and accessible. Originally from Thiruvananthapuram, India, Manu currently resides in Bengaluru, India, with his wife and son
Read more about Manu Joseph