Welcome to the TensorFlow time series tutorial! This guide will walk you through building predictive models for time-dependent data using TensorFlow. 📈
📌 What is Time Series Analysis?
Time series analysis involves identifying patterns in sequential data (e.g., stock prices, weather, sensor readings) to make forecasts or insights.
📊 Common Use Cases:
- Stock market prediction
- Weather forecasting
- Anomaly detection in IoT devices
- Sales trend analysis
📝 Tutorial Steps
Data Preparation
- Load historical data (CSV, JSON, or databases)
- Normalize/scale values using
StandardScaler
orMinMaxScaler
- Split into training/validation/test sets
Model Building
- Use LSTM (Long Short-Term Memory) layers for sequence modeling
- Implement GRU (Gated Recurrent Units) for efficiency
- Try Transformer models for long-range dependencies
Training & Evaluation
- Compile the model with
Adam
optimizer andMAE
/MSE
loss - Train using
model.fit()
with appropriate batch sizes - Evaluate performance with metrics like RMSE or R²
- Compile the model with
🤖 Example: Predicting Stock Prices
import tensorflow as tf
from tensorflow.keras.models import Sequential
from tensorflow.keras.layers import LSTM, Dense
model = Sequential([
LSTM(50, return_sequences=True, input_shape=(seq_length, 1)),
LSTM(50, return_sequences=False),
Dense(1)
])
👉 Learn more about LSTM in TensorFlow
📊 Data Visualization
Visualize trends and predictions to validate your model:
📚 Expand Your Knowledge
- Explore TensorFlow's forecasting examples
- Master time series with Keras
- Advanced: Transformer models for time series
📌 Key Concepts
- Sequence Length: Number of time steps used for training
- Sliding Window: Technique to create training examples from time series data
- Rolling Forecast: Predicting future values iteratively