16 Filtering a time series with CNN

This chapter covers

  • Examining the CNN architecture
  • Implementing a CNN with Keras
  • Combining a CNN with an LSTM

In the last chapter, we examined and implemented a long short-term memory (LSTM) network, which is a type of recurrent neural network (RNN) that processes sequences of data especially well. Its implementation was the top performing architecture for the single-step model, multi-step model, and multi-output model.

Now we’re going to explore the convolutional neural network (CNN). CNNs are mostly applied in the field of computer vision, and this architecture is behind many algorithms for image classification and image segmentation.

Of course, this architecture can also be used for time series analysis. ...

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