Time Series Forecasting in Python

14 Baby steps with deep learning

This chapter covers

• Implementing linear models
• Enacting deep neural networks

In the last chapter, we implemented the DataWindow class, which allows us to quickly create windows of data for building single-step models, multi-step models, and multi-output models. With this crucial component in place, we then developed the baseline models that will serve as benchmarks for our more complex models, which we’ll start building in this chapter.

Specifically, we’ll implement linear models and deep neural networks. A linear model is a special case of a neural network, where there is no hidden layer. This model simply calculates weights for each input variable in order to output a prediction for the target. In contrast, ...