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Time Series Labs

This repository contains Jupyter notebooks used for training during time series course delivery.

Contents

  1. AR Modelling

  2. ARIMA

  3. Multilayer perceptron in time series forecasting

  4. Time series forecasting using deep learning

  5. Time series classification and anomaly detection using deep learning

Getting Started

Install Anaconda Individual Edition

Download and install Anaconda.

Environment Setup

You can install the dependencies through any of the following ways:

  1. Setup the virtual environment using conda by
conda env create -f environment.yml
  1. Setup the virtual environment using virtualenv with Python version 3.8 by
pip install -r requirement.txt

The environment setup will take some time to download required modules.

GPU Setup (optional)

Follow the instructions below if you plan to use GPU setup.

  1. Install CUDA and cuDNN Requirements:

Step by step installation guides can be found here.

  1. If you like to use different version of CUDA, please install appropriate cudatoolkit module by enter conda install cudatoolkit=CUDA_VERSION
conda install cudatoolkit=10.2

Usage

All examples are separated into [training] and [solution] folders.

All notebooks in training folder have few lines commented out so that they can be taught and demonstrated in the class. The solution folder contains the un-commented version for every line of codes.

Known Issues

time-series-labs's People

Contributors

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time-series-labs's Issues

03 - Data Preprocessing Techniques

Describe the bug
Eg. 2.2.2 - Correct them with linear interpolation

To Reproduce
Steps to reproduce the behavior:
Run the notebooks

Expected behavior
It should replace with NaN value and perform interpolatiob.
It is not replaced with a zero value .

** Screenshot **
image

gist-it unavailable on JupyterLab

Suggested Edits

Users reported gist-it was not available in JupyterLab. Suggest to check on ways to configure it or provide alternative (eg. using Jupyter Notebook) in WIki or in installation tutorial.

Conda package cannot be resolved for macOS

Describe the bug

  • Package cudatoolkit cannot be resolved while trying to install the conda environment for macOS.

Screenshot 2021-07-06 at 5 49 59 AM

To Reproduce
Steps to reproduce the behavior:

  1. Tried to create the environment based on the command conda env create -f environment.yml.
  2. Error triggered as shown.

Expected behavior

  • Conda environment can be created.

Screenshots

  • After did some checking at the Anaconda registry, identified that the cudatoolkit package only support macOS only up to version 9.0

Screenshot 2021-07-06 at 5 57 17 AM

  • Suggest to remove the set version for cudatoolkit package in the environment file so that it automatically download & use the compatible version for respective OSes.

Screenshot 2021-07-06 at 5 59 46 AM

Desktop (please complete the following information):

  • OS: macOS
  • Version: 10.15.7 (19H2)

Incorrect variable naming in instruction

Describe the bug
Incorrect variable name in instruction at practice part for Simple Exponential Moving Average.

To Reproduce
Steps to reproduce the behavior:

  1. Go to 'notebook/Training/01 - Introduction to Forecasting Methods - Moving Averages and Holt's Methods.ipynb'
  2. Scroll down to practice part for Simple Exponential Moving Average.

Expected behavior
'fit_1' should be 'fit1'
'fit_2' should be 'fit2'
'fit_3' should be 'fit3'

Screenshots
naming

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