/timeseries

Deep Learning repo for timeseries and sequence data

Primary LanguageJupyter NotebookApache License 2.0Apache-2.0

Machine Learning with TimeSeries and Sequence Data - AMLD 2018

This repo contains materials for the "Modeling timeseries and sequence data on AWS using Apache MXNet and Gluon" workshop at Applied ML Days 2018. In this workshop we learn how to model generic sequence data and timeseries data to do sequence prediction, forecasting future timeseries, anomaly detection to name a few. We will use Apache MXNet a scalable deep learning framework to train our neural networks. Once trained we will explore various scalable deployment options on AWS for both real-time and batch inference.

Slide

refer to slides for an introduction in to time series modeling on AWS

Agenda

  1. Introduction to ApacheMXNet and Gluon - Crash Course
  2. Introduction to TimeSeries Analysis
  3. Univariate TimeSeries
  4. Multivariate TimeSeries Forecasting
  5. TimeSeries Forecasting with DeepAR
  6. Seq2Seq with Apache MXNet

Prerequisites

Apache MXNet cheat sheet and Gluon