LSTM Time series prediction for multiple multivariate series
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I have to predict next min traffic for multiple cities (100+). I am thinking of using LSTM. My main concern is how do I scale the number of cities. How does LSTM learn different amount of traffic and other related features of all cities to predict the next state. What should be the network architecture for such cases.
I was thinking of the following process:
- Normalisation of the data with city specific Min,Max scalar
- Feed sliding window data(t_1 to t_60) to LSTM and predict (t+1) value
- Take the output value and get the actuals values from step 1.
I have read multiple papers and blogs online but mostly the deal with one multivariate time-series. But, in my case its multiple multivariate time series but one generalised model. Can someone suggest what are common industry practises for these and related papers/blogs. Do I need to model for each city (Its not possible in my case because of scalability issues?
time-series lstm scalability
asked yesterday
maggsmaggs
9019
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add a comment |
$begingroup$
I have to predict next min traffic for multiple cities (100+). I am thinking of using LSTM. My main concern is how do I scale the number of cities. How does LSTM learn different amount of traffic and other related features of all cities to predict the next state. What should be the network architecture for such cases.
I was thinking of the following process:
- Normalisation of the data with city specific Min,Max scalar
- Feed sliding window data(t_1 to t_60) to LSTM and predict (t+1) value
- Take the output value and get the actuals values from step 1.
I have read multiple papers and blogs online but mostly the deal with one multivariate time-series. But, in my case its multiple multivariate time series but one generalised model. Can someone suggest what are common industry practises for these and related papers/blogs. Do I need to model for each city (Its not possible in my case because of scalability issues?
time-series lstm scalability
asked yesterday
maggsmaggs
9019
$endgroup$
add a comment |
$begingroup$
I have to predict next min traffic for multiple cities (100+). I am thinking of using LSTM. My main concern is how do I scale the number of cities. How does LSTM learn different amount of traffic and other related features of all cities to predict the next state. What should be the network architecture for such cases.
I was thinking of the following process:
- Normalisation of the data with city specific Min,Max scalar
- Feed sliding window data(t_1 to t_60) to LSTM and predict (t+1) value
- Take the output value and get the actuals values from step 1.
I have read multiple papers and blogs online but mostly the deal with one multivariate time-series. But, in my case its multiple multivariate time series but one generalised model. Can someone suggest what are common industry practises for these and related papers/blogs. Do I need to model for each city (Its not possible in my case because of scalability issues?
time-series lstm scalability
asked yesterday
maggsmaggs
9019
$endgroup$
I have to predict next min traffic for multiple cities (100+). I am thinking of using LSTM. My main concern is how do I scale the number of cities. How does LSTM learn different amount of traffic and other related features of all cities to predict the next state. What should be the network architecture for such cases.
I was thinking of the following process:
- Normalisation of the data with city specific Min,Max scalar
- Feed sliding window data(t_1 to t_60) to LSTM and predict (t+1) value
- Take the output value and get the actuals values from step 1.
I have read multiple papers and blogs online but mostly the deal with one multivariate time-series. But, in my case its multiple multivariate time series but one generalised model. Can someone suggest what are common industry practises for these and related papers/blogs. Do I need to model for each city (Its not possible in my case because of scalability issues?
time-series lstm scalability
time-series lstm scalability
asked yesterday
maggsmaggs
9019
asked yesterday
maggsmaggs
9019
asked yesterday
maggsmaggs
9019
asked yesterday
maggsmaggs
9019
asked yesterday
maggsmaggs
9019
9019
add a comment |
add a comment |
1 Answer
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I think one question you need to answer is how the traffic is correlated across cities.
If they are not correlated (which is likely) then the city can be a categorical input variable. The network can learn what is common across all cities and what is specific to different cities.
Here is a reference that may be helpful. In this example, the inputs are clearly related, so that may be a difference in your case.
You also may consider developing a model for one city, and then improving it by adding other cities.
answered yesterday
B SevenB Seven
1465
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
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$begingroup$
Thanks Steven. I have 100+ cities and corresponding 100+ zones for each. So If i try one-hot encoding, 10000 features are added to the network, which makes it quite slow. I am not sure how single network fits all strategy would work. Can you suggest some references.
$endgroup$
– maggs
22 hours ago
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Sorry, I don't have any reference. The above is based on my idea of how NN learning works. I think the zones within a city are correlated, so you can one-hot encode the cities, and have a zone id column.
$endgroup$
– B Seven
15 hours ago
add a comment |
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1 Answer
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1 Answer
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$begingroup$
I think one question you need to answer is how the traffic is correlated across cities.
If they are not correlated (which is likely) then the city can be a categorical input variable. The network can learn what is common across all cities and what is specific to different cities.
Here is a reference that may be helpful. In this example, the inputs are clearly related, so that may be a difference in your case.
You also may consider developing a model for one city, and then improving it by adding other cities.
answered yesterday
B SevenB Seven
1465
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
$begingroup$
Thanks Steven. I have 100+ cities and corresponding 100+ zones for each. So If i try one-hot encoding, 10000 features are added to the network, which makes it quite slow. I am not sure how single network fits all strategy would work. Can you suggest some references.
$endgroup$
– maggs
22 hours ago
$begingroup$
Sorry, I don't have any reference. The above is based on my idea of how NN learning works. I think the zones within a city are correlated, so you can one-hot encode the cities, and have a zone id column.
$endgroup$
– B Seven
15 hours ago
add a comment |
$begingroup$
I think one question you need to answer is how the traffic is correlated across cities.
If they are not correlated (which is likely) then the city can be a categorical input variable. The network can learn what is common across all cities and what is specific to different cities.
Here is a reference that may be helpful. In this example, the inputs are clearly related, so that may be a difference in your case.
You also may consider developing a model for one city, and then improving it by adding other cities.
answered yesterday
B SevenB Seven
1465
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
$begingroup$
Thanks Steven. I have 100+ cities and corresponding 100+ zones for each. So If i try one-hot encoding, 10000 features are added to the network, which makes it quite slow. I am not sure how single network fits all strategy would work. Can you suggest some references.
$endgroup$
– maggs
22 hours ago
$begingroup$
Sorry, I don't have any reference. The above is based on my idea of how NN learning works. I think the zones within a city are correlated, so you can one-hot encode the cities, and have a zone id column.
$endgroup$
– B Seven
15 hours ago
add a comment |
$begingroup$
I think one question you need to answer is how the traffic is correlated across cities.
If they are not correlated (which is likely) then the city can be a categorical input variable. The network can learn what is common across all cities and what is specific to different cities.
Here is a reference that may be helpful. In this example, the inputs are clearly related, so that may be a difference in your case.
You also may consider developing a model for one city, and then improving it by adding other cities.
answered yesterday
B SevenB Seven
1465
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$endgroup$
I think one question you need to answer is how the traffic is correlated across cities.
If they are not correlated (which is likely) then the city can be a categorical input variable. The network can learn what is common across all cities and what is specific to different cities.
Here is a reference that may be helpful. In this example, the inputs are clearly related, so that may be a difference in your case.
You also may consider developing a model for one city, and then improving it by adding other cities.
answered yesterday
B SevenB Seven
1465
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
answered yesterday
B SevenB Seven
1465
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
answered yesterday
B SevenB Seven
1465
answered yesterday
B SevenB Seven
1465
1465
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
New contributor
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
B Seven is a new contributor to this site. Take care in asking for clarification, commenting, and answering.
Check out our Code of Conduct.
$begingroup$
Thanks Steven. I have 100+ cities and corresponding 100+ zones for each. So If i try one-hot encoding, 10000 features are added to the network, which makes it quite slow. I am not sure how single network fits all strategy would work. Can you suggest some references.
$endgroup$
– maggs
22 hours ago
$begingroup$
Sorry, I don't have any reference. The above is based on my idea of how NN learning works. I think the zones within a city are correlated, so you can one-hot encode the cities, and have a zone id column.
$endgroup$
– B Seven
15 hours ago
add a comment |
$begingroup$
Thanks Steven. I have 100+ cities and corresponding 100+ zones for each. So If i try one-hot encoding, 10000 features are added to the network, which makes it quite slow. I am not sure how single network fits all strategy would work. Can you suggest some references.
$endgroup$
– maggs
22 hours ago
$begingroup$
Sorry, I don't have any reference. The above is based on my idea of how NN learning works. I think the zones within a city are correlated, so you can one-hot encode the cities, and have a zone id column.
$endgroup$
– B Seven
15 hours ago
$begingroup$
Thanks Steven. I have 100+ cities and corresponding 100+ zones for each. So If i try one-hot encoding, 10000 features are added to the network, which makes it quite slow. I am not sure how single network fits all strategy would work. Can you suggest some references.
$endgroup$
– maggs
22 hours ago
$begingroup$
Thanks Steven. I have 100+ cities and corresponding 100+ zones for each. So If i try one-hot encoding, 10000 features are added to the network, which makes it quite slow. I am not sure how single network fits all strategy would work. Can you suggest some references.
$endgroup$
– maggs
22 hours ago
$begingroup$
Sorry, I don't have any reference. The above is based on my idea of how NN learning works. I think the zones within a city are correlated, so you can one-hot encode the cities, and have a zone id column.
$endgroup$
– B Seven
15 hours ago
$begingroup$
Sorry, I don't have any reference. The above is based on my idea of how NN learning works. I think the zones within a city are correlated, so you can one-hot encode the cities, and have a zone id column.
$endgroup$
– B Seven
15 hours ago
add a comment |
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