Googlielmo's blog

In the 3rd part of this series I am going to complete the description started in part 2 of the data preparation process for training and evaluation purposes of a LSTM model in time series forecasting. The data set used is the same as for part 1 and part 2. Same as for all of the post of this series, I am referring to Python 3. In part 2 we have learned how to transform the time series into a supervised model. That isn't enough yet to feed our LSTM model: other two transformations are needed. The first thing to do is to transform the time series data in order to make it stationary. The input time series used for these posts presents values that are dependent on time. Looking at its plotting in part 1, we can notice an increasing trend up to January 2006, then a decreasing trend up to February 2010 and finally a second increasing trend from there to date. Transforming this data to stationary makes life easier: we can remove the trends from the observed values before training and

In the second post of this series we are going to learn how to prepare data for training and evaluation of a LSTM neural network for time series forecasting. Same as for any other post of this series I am referring to Python 3. The data set used is the same as for part 1 . LSTM (Long-Short Term Memory) neural networks are a specialization of RNNs (Recurrent Neural Networks) introduced by Sepp Hochreiter and Jurgen Schmiduber in 1997 to solve the problem of the Vanishing Gradient affecting RNNs. LSTMs are used in real-world applications of language translation, text generation, image captioning, music generation and time series forecasting. You can find more info about LSTMs in my book or wait for one of my next posts of this series. This post focuses mostly on one of the best practices for data preparation before using a data set for training and evaluation of a LSTM in a time series forecasting problem with the Keras library. Let's load the data set first: from pandas im

During the latest part of my career I had a chance to work with Data Scientists having strong skills in Python. My tech background, after a start with C/C++, is in JVM programming languages mostly (but I had to touch several others during my career), so it was a great chance for me to learn more about practical Python, at least in the Machine Learning and Deep Learning spaces. I am no more a full time developer since few years, as I moved to other roles, but this didn't stop me following my passion for programming languages and staying hands-on with technology in general, not only because I enjoy it, but also because I believe whatever your role is, it is always important to understand the possibilities and the limits of technologies before making any kind of decision. In this new long series I am going first to share some of the things I have learned about doing time series forecasting through Deep Learning using Python (with  Keras and Tensorflow ), and finally I will present a