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/Modeling Multivariate Time Series
Modeling Multivariate Time Series
Explore reshaping multivariate time series for Conv2D network modeling to capture complex spatial and temporal dependencies.
We'll cover the following...
In the previous lesson, we constructed convolutional neural networks following the conventional approach of placing the temporal axis along a spatial axis and the multivariate features as channels.
Another approach is placing the features along a second spatial axis. This can be done by reshaping the input samples from (timesteps, features)
to (timesteps, features, 1)
tensors. The reshaping is explained in the illustration below. The reshaped time series appears in the shape of an image with a single channel. Therefore, this approach is termed as modeling a multivariate time series as an image.
In the reshaped time series sample, the timesteps
and features
are the spatial axes with one channel. Due to two spatial axes, the convolutional network is constructed with Conv2D
.
First, we construct a Conv2D
network equivalent to the baseline Conv1D
network to show their interchangeability. Next, we construct another network ...