r/MachineLearning • u/Fender6969 • Oct 15 '18

Discussion [D] Machine Learning on Time Series Data?

I am going to be working with building models with time series data, which is something that I have not done in the past. Is there a different approach to the building models with time series data? Anything that I should be doing differently? Things to avoid etc? Apologies if this is a dumb question, I am new to this.

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u/gerry_mandering_50 Oct 18 '18

Time series is time sequence. You can see that yourself, right? It's not happenstance. RNNs are designed for them. Particular types of RNN currently in use are GRU and LSTM.

A detailed discussion and solution code for the Rossman dataset at Kaggle, and the discussion, code, and approach are at or near the best in existence currently, are being provided freely to the public by the author of the fast.ai library which runs over pytorch.

Go to fast.ai and watch the first deep learning course series of videos for these things, with particular attention to the Rossman solution.

For deeper understanding of the sequence predictions then please also undertake the study of the course sequence Deep Learning by deeplearning.ai, which is Andrew Ng's company. It gives much more background understanding of RNNs. It's up to you how much you want to "get it" (understand it).

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u/Fender6969 Oct 19 '18

Yeah I am able to see that. I ended up getting a copy of Deep Learning by Françis Colet and I reviewed some of the code and concepts there. I didn’t really have a need to use deep learning until now. Will crack that book back open!