Series

Time Series

Dec 15, 2024 Time Series Forecasting 17 min read

Time Series Forecasting (8): Informer -- Efficient Long-Sequence Forecasting

Informer reduces Transformer complexity from O(L^2) to O(L log L) via ProbSparse attention, distilling, and a one-shot generative decoder. Full math, PyTorch code, and ETT/weather benchmarks.

Nov 30, 2024 Time Series Forecasting 18 min read

Time Series Forecasting (7): N-BEATS -- Interpretable Deep Architecture

N-BEATS combines deep learning expressiveness with classical decomposition interpretability. Basis function expansion, double residual stacking, and M4 competition analysis with full PyTorch code.

Nov 15, 2024 Time Series Forecasting 18 min read

Time Series Forecasting (6): Temporal Convolutional Networks (TCN)

TCNs use causal dilated convolutions for parallel training and exponential receptive fields. Complete PyTorch implementation with traffic flow and sensor data case studies.

Oct 31, 2024 Time Series Forecasting 13 min read

Time Series Forecasting (5): Transformer Architecture for Time Series

Transformers for time series, end to end: encoder-decoder anatomy, temporal positional encoding, the O(n^2) attention bottleneck, decoder-only forecasting, and patching. With variants (Autoformer, FEDformer, Informer, …

Oct 16, 2024 Time Series Forecasting 12 min read

Time Series Forecasting (4): Attention Mechanisms -- Direct Long-Range Dependencies

Self-attention, multi-head attention, and positional encoding for time series. Step-by-step math, PyTorch implementations, and visualization techniques for interpretable forecasting.

Oct 1, 2024 Time Series Forecasting 11 min read

Time Series Forecasting (3): GRU -- Lightweight Gates and Efficiency Trade-offs

GRU distills LSTM into two gates for faster training and 25% fewer parameters. Learn when GRU beats LSTM, with formulas, benchmarks, PyTorch code, and a decision matrix.

Sep 16, 2024 Time Series Forecasting 9 min read

Time Series Forecasting (2): LSTM -- Gate Mechanisms and Long-Term Dependencies

How LSTM's forget, input, and output gates solve the vanishing gradient problem. Complete PyTorch code for time series forecasting with practical tuning tips.

Sep 1, 2024 Time Series Forecasting 13 min read

Time Series Forecasting (1): Traditional Statistical Models

ARIMA, SARIMA, VAR, GARCH, Prophet, exponential smoothing and the Kalman filter, derived from a single state-space view. With Box-Jenkins workflow, ACF/PACF identification, and runnable Python.