time-series-focus.md

Time Series Applications

• prediction/forecasting
• anomaly detection

Time-series Python libraries

Time Series libraries	Description
Spektral	Supports ARMA convolutions
	Ensemble Conformalized Quantile Regression for Probabilistic Time Series Forecasting
	Probabilistic Forecasting with Temporal Convolutional Neural Network
cesium
pyg	PyG (PyTorch Geometric) to easily write and train Graph Neural Networks (GNNs). Cheatsheet
pyro forecasting

Pyro Time Series examples

• univariate forecasting,
• state space model,
• hierarchical forecasting,
• simple forecasting

The forecasting example

Time Series focus for Internet of Things (IoT) Data

• DL for Time Series

• RNNs

• LSTMs

• Transformers

• CNNs

• RL/DL for Time Series

• A review of Reinforcement learning for financial time series prediction and portfolio optimization

• Deep reinforcement learning for time series: playing idealized trading games. Xiang Gao†. Code

• IoT Data Analytics Using Deep Learning. Xiaofeng Xie, Di Wu, Siping Liu, Renfa Li