Import the necessary libraries

Python3




import pandas as pd
import numpy as np
import math
import matplotlib.pyplot as plt # Visualization
import matplotlib.dates as mdates # Formatting dates
import seaborn as sns # Visualization
from sklearn.preprocessing import MinMaxScaler
import torch # Library for implementing Deep Neural Network
import torch.nn as nn
import torch.nn.functional as F
import torch.optim as optim
from torch.utils.data import Dataset, DataLoader


Time Series Forecasting using Pytorch

Time series forecasting plays a major role in data analysis, with applications ranging from anticipating stock market trends to forecasting weather patterns. In this article, we’ll dive into the field of time series forecasting using PyTorch and LSTM (Long Short-Term Memory) neural networks. We’ll uncover the critical preprocessing procedures that underpin the accuracy of our forecasts along the way.

Table of Content

  • Time Series Forecasting
  • Implementation of Time Series Forecasting:
  • Step 1: Import the necessary libraries
  • Step2: Loading the Dataset
  • Step 3: Data Preprocessing
  • Step 4: Define LSTM class model
  • Step 5: Creating Data Loader for batch training
  • Step 6: Model Training & Evaluations
  • Step 7: Forecasting

Similar Reads

Time Series Forecasting

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Implementation of Time Series Forecasting:

Time series data is essentially a set of observations taken at regular periods of time. Time series forecasting attempts to estimate future values based on patterns and trends detected in historical data....

Step 1: Import the necessary libraries

Prerequisite...

Step2: Loading the Dataset

Python3 import pandas as pd import numpy as np import math import matplotlib.pyplot as plt # Visualization import matplotlib.dates as mdates # Formatting dates import seaborn as sns # Visualization from sklearn.preprocessing import MinMaxScaler import torch # Library for implementing Deep Neural Network import torch.nn as nn import torch.nn.functional as F import torch.optim as optim from torch.utils.data import Dataset, DataLoader...

Step 3: Data Preprocessing

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Step 4: Define LSTM class model

In this step, we are using ‘yfinance’ library to download historical stock market data for Apple Inc. (AAPL) from Yahoo Finance....

Step 5: Creating Data Loader for batch training

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Step 6: Model Training & Evaluations

Plot the time series trend using Matplotlib...

Step 7: Forecasting

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