(DS401) Deep Learning for Time-Series Forecasting

Predict the Future with Deep Learning

If you are someone who wants to use deep learning to predict the future, this course is for you!

Deep learning using Neural Networks is a powerful technique that can solve many problems involving predicting future events. This course aims to take you beyond the hype to give you the confidence to apply neural networks to real-world predictive problems. This 5-day course aims to teach you:

In short, this course will help you design effective neural networks for solving real-world forecasting problems.

Who Should Attend

Anyone who works with time-series data or needs to forecast future events should find this course very helpful. Some possible fields of application:

Course Format

The lectures and labs will be backed by a real-world problem: predicting the outbreak of dengue [2] in Singapore using actual environmental data.

Each Day is split into two sessions, each comprising a Lecture followed by a Lab. (ie, 2 lectures and 2 labs a day). You should attend all sessions as each session builds on previous ones. The Labs are an integral part of the learning experience, and you should complete every Lab. In addition to Lectures & Labs, we also include Quizzes throughout the Lectures to help you challenge your understanding of the concepts. Please complete these at home because we will discuss them on the next Day.

Also, each Day sometimes ends with a take home mini-project that you are encouraged to attempt before the next Day's sessions. We've designed these mini-projects to greatly enhance your learning.

Lastly, we have an online forum so you can continue to ask questions well after the workshop.

Prerequisites

  1. You should preferably know a programming language (eg, Python). While this is not a course in programming, some programming can be helpful for preliminary data cleaning and data analysis. Python is an excellent choice in this regard and easy to learn. We expect you have rudimentary programming ability in this course.
  2. You should be comfortable with basic multivariate Calculus (specifically differentiation over multiple variables). This background is helpful, but not strictly necessary, in appreciating the mathematical underpinnings of NNs.
  3. You need a decent laptop. All lab sessions will be done on your laptop using Virtual Box[3]. Your laptop needs to be: 64-bit, have at least 10GB of free disk space and 4GB of RAM. Bring your laptop fully charged with your charger to all workshop sessions. Most modern laptops (1 - 3 years old) should satisfy this criteria. Ipads, Android tablets and Netbooks can't be used to run software for this course.

Testimonials

An early version of this course was conducted by Terra Weather in Dec 2017 at the National University of Singapore as part of IoT Datathon 2.0 during which 110 students mainly from non-computing backgrounds (biology, physics, chemistry, statistics, mathematics, business and mechanical/electrical engineering) learnt deep learning techniques for timeseries forecasting to solve real-world problems.

Some feedback from participants:

"The lectures are very good in explaining deep learning concepts. The lecturer provides thorough elaboration on building deep learning models, especially for time-series forecasting on rare events. Solving the problem set given during the workshop provides us realistic perspective on applying deep learning techniques in real-world scenario." - Valluru Chandana, Research Associate at Saw Swee Hock School of Public Health

The deep learning concepts taught during the workshop was excellent, not too overwhelming but more than adequate to solve the problem sets given by the company. The fact that Terra Weather introduced real-world problem set during the workshop allowed me to apply the concepts right away and learn from the experience, which is something that online courses or other competitions do not offer." - Sean Ng Peng Nam, Year 4 Computer Science student at NUS School of Computing

"At first, I had no clue about neural network and artificial intelligence. The workshop was an eye-opening experience for me as the lecturer provided essential pieces of deep learning concepts which is required to build AI models and solve real-world problems. It gives me ability and confidence to pursue career related to deep learning in the future." - Muhammad Saifullah, Year 4 Physics student at NUS Faculty of Science

Taught by Industry Experts

Samuel Wang holds a masters' degree in Physics from the National University of Singapore (NUS). He is a Data Scientist at Terra-AI.SG and will be the lead trainer for this AI Workshop. Samuel has contributed to the development of TW Caffe (see http://ai.terrawx.com), our open- source fork of Caffe specifically aimed at timeseries forecasting. He also works on Autocaffe, a productivity tool to simplify deep learning on Caffe.

Arnold Doray holds a degree in Physics and masters in Knowledge Engineering from NUS. He leads product development at Terra Weather and is the lead developer of Autocaffe and the Smojo Programming Language we use for data processing. Arnold is the alternative trainer for this AI Workshop. Arnold is an industry veteran with over 20 years' experience in implementing AI and automation in various organizations, including leading change in our parent company, Terra Weather. The result has been significant improvements in quality and customer satisfaction as well as extensive cost-savings through better use of manpower.

Don't Miss It - Register Today!

Contact Mr Christian Jonathan 6515 4775 or email info@terra-weather.com.

Venue:Devan Nair Institute for Employment and Employability 80 Jurong East St 21, Singapore 609607.
Time:5 days. 9:00 am-5:00 pm
Fees:$4000.

Course Outline

DAY 1

Lecture 1: Introduction to Caffe & Linux

Lab 1: Using VirtualBox. / Basic BASH commands. cd, ls, vim, ssh, scp, cp, mv, rm, chmod running shell scripts. Simple hello world in BASH / Getting Jupyter Notebook to work. / Transfer files into/out of Linux.

Lecture 2: Running Caffe

Lab 2: Running toy example: Sine wave prediction / Double sine prediction. Homework: Construct Median, Min, Max of weekly temperature & rainfall data into HDF5 format from raw datasets. This homework requires some Python programming background, which we will cover at the end of the session.

DAY 2

Lecture 3: Neural Networks Basics

Lab 3: Writing simple Smojo scripts.

Lecture 4: The Backpropagation Algorithm

Lab 4: Predicting the median temperature 1, 4, 8 weeks ahead.

DAY 3

Lecture 5: Training and Evaluating Neural Networks

Lab 5: Predicting the median temperature 1, 4, 8 weeks ahead ("time horizon") with persistence benchmark. Try predicting rainfall (optional)

Lecture 6: Timeseries Data

Lab 6: Using custom layer extensions to Caffe.

Homework: The dengue dataset. Simple networks to predict dengue. Compare predictions with Persistence. Participants should try 1, 8 & 16 week predictions.

DAY 4

Lecture 7: The Loss Function

Lab 7: Implement Input scaling & Momentum & Force losses for dengue predictor. Same time horizons.

Lecture 8: Deep Learning & Stacked Autoencoders.

Lab 8: Participants will construct & train a 3-level SAE for dengue input using Autocaffe's prefabs. Homework: Retry the dengue prediction with a 5-layer SAE. Same time horizons. Read the paper on earthquake prediction.

DAY 5

Lecture 9: Data Transformations

Lab 9: Retry dengue prediction with moments and thresholding of inputs.

Lecture 10: Putting it All Together

Lab 10: From prototype to production - making your predictive system trusted by end-users. We design and deploy a working, realtime web-accessible system to deliver and monitor your dengue predictions.

Links

  1. http://caffe.berkeleyvision.org/ Caffe is a deep learning framework originally meant for machine vision. The emphasis is on speed. Terra Weather have adapted Caffe for timeseries forecasting.
  2. Dengue is a vector bourne disease, carried by the Aedes aegypti mosquito. This disease is strongly affected by the weather.
  3. https://www.virtualbox.org/wiki/Downloads

About Terra-AI.SG

Terra-AI.SG is a division of Terra Weather, a technology company specializing in developing cutting-edge prediction technology and Artificial Intelligence based solutions. Our weather AI processes data from multiple sources such as satellites and sensors and converts them into highly accurate weather predictions. We enable multi-national Oil and Gas, Marine Transportation and Marine Consultancy companies work safely and successfully worldwide.