Time series prediction problems are a difficult type of predictive modeling problem.
Unlike regression predictive modeling, time series adds the complexity of a sequence dependence among the input variables.
A powerful type of neural network designed to handle sequence dependence is called recurrent neural networks. The Long Short-Term Memory network or LSTM network is a type of recurrent neural network used in deep learning because very large architectures can be successfully trained.
Here you will discover how to develop LSTM networks in Python using the Keras deep learning library to address a demonstration time-series prediction problem.
By the end you will know how to implement and develop LSTM networks for your own time series prediction problems and other more general sequence problems. You will know:
Here we will develop a number of LSTMs for a standard time series prediction problem.
Next: Sequence Classification with LSTM Recurrent Neural Networks with Keras