Time Series Analysis
07. LSTM Network
Summary:
In this exercise we'll define an LSTM Network Architechure to train and deploy on the Time Series.
Instructions:
1) Run the workflow up through the Partitioning node, we'll start from here.
2) Before we can train our network we need to define it's architecture. First place the Keras Input Layer node, this defines the shape of the input data. Use shape [ ? , 200 ] for our 200 lags with a time dimension as well for the LSTM.
3) The next layer will be the LSTM layer, place a Keras LSTM Layer node to represent this.
4) To implement the exponential smoothing model, use the moving average node. Select the simple exponential as the type of moving average and irregular component as the column.
5) To implement the naïve model, use the lag column node, this will duplicate the selected column (irregular component) with some amount of row lag. Set lag interval, and lags both to 1.
6) Attach a Numeric Scorer to the end of steps 3-5 and look at the results.
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