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Multivariate Time Series Forecasting using Long Short Term Memory (LSTM)

Watch the demo on YouTube: https://youtu.be/D6i254GzW6w

View the Jupyter Notebook for this project

Problem: Using historical weather data, predict the next hour's temperature from the previous 24 hours' climate and temperature readings. The data contain 14 quantitative variables and 1 String timestamp. We will be primarily using Long-Short-Term Memory neurons for this forecasting problem. We will also experiment with multiple dense layers, as is somewhat standard fare in the literature.

Variables:

  • Date Time
  • Atmospheric Pressure (p (mbar))
  • Temperature in Celsius (T (degC)) <-- target (what we will predict)
  • Potential Temperature (Tpot (K))
  • Dew Point Temperature (Tdew (degC))
  • Relative Humidity (rh (%))
  • Saturation Water Level Pressure (VPmax (mbar))
  • Actual Water Level Pressure (VPact (mbar))
  • Water Level Pressure Deficit (VPdef (mbar))
  • Specific Humidity (sh (g/kg))
  • Water Vapor Concentration (H2OC (mmol/mol))
  • Air Density (rho (g/m**3))
  • Wind Velocity (wv (m/s))
  • Maximum Wind Velocity (max. wv (m/s))
  • Wind Direction (wd (deg))

Strategy: Build a base model that incorporates at least 1 LSTM layer (and possibly some dense layers). Then, if the model is learning appropriately and the error term is low enough, we can begin hyperparameter/parameter tuning.

Scoring: Mean Absolute Error (MAE)


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Multivariate time series forecasting that aims to predict the next hour's weather forecast based on the previous 24 hour window. Base model consisted of a recurrent neural network (RNN) with a single LSTM layer, followed by hyperparameter tuning and variations in depth intended to achieve a closer fit to the data.

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