keras时间序列数据预测_使用Keras的时间序列数据中的异常检测

keras时间序列数据预测

Anomaly Detection in time series data provides e-commerce companies, finances the insight about the past and future of data to find actionable signals in the data that takes the form of anomalies.

时间序列数据中的异常检测为电子商务公司提供了资金，帮助他们了解数据的过去和将来，以发现数据中采取异常形式的可操作信号。

介绍 (Introduction)

In this project, we’ll build a model for Anomaly Detection in Time Series data using Deep Learning in Keras with Python code. you must be familiar with Deep Learning which is a sub-field of Machine Learning. Specifically, we’ll be designing and training an LSTM Autoencoder using Keras API, and Tensorflow2 as back-end. Along with this you will also create interactive charts and plots with plotly python and seaborn for data visualization and displaying results within Jupyter Notebook.

在这个项目中，我们将使用Keras中的Deep Learning和Python代码构建一个用于时间序列数据中异常检测的模型。 您必须熟悉机器学习的子领域深度学习。 具体来说，我们将使用Keras API和Tensorflow2作为后端来设计和培训LSTM自动编码器。 与此同时，您还将使用可绘制的python和seaborn创建交互式图表和绘图，以进行数据可视化并在Jupyter Notebook中显示结果。

什么是时间序列数据？ (What is Time Series Data?)

Time Series is a sequence of numerical data collected at different points in time in successive order. This is not a cross-sectional data. This is an observation on the value of a variable at different times.

时间序列是在不同时间点以连续顺序收集的一系列数字数据。 这不是横截面数据。 这是对变量在不同时间的值的观察。

Time series data can be found in business, science, finance. Few examples of time series data are Birth rates, GDP, CPI(Consumer Price Index), Blood Pressure tracking, Global Temperature, population, insights on a product.

时间序列数据可以在商业，科学，金融中找到。 时间序列数据的几个示例是出生率，GDP，CPI(消费者价格指数)，血压跟踪，全球温度，人口，对产品的洞察力。

Time Series data are very important for prediction. These data are used for understanding past outcomes, predicting future outcomes, making progress strategies, and more.

时间序列数据对于预测非常重要。 这些数据用于了解过去的结果，预测未来的结果，制定进度策略等。

什么是时间序列数据中的异常检测？ (What is Anomaly Detection in Time Series Data?)

Anomaly Detection in the data mining field is the identification of the data of a variable or events that do not follow a certain pattern. Anomaly detection helps to identify the unexpected behavior of the data with time so that businesses, companies can make strategies to overcome the situation. It also helps the firms to detect the error and frauds that are going to happen at particular time, or it helps to learn from past histories of data that showed unusual behavior.

数据挖掘字段中的“异常检测”是对未遵循特定模式的变量或事件的数据的标识。 异常检测有助于及时识别数据的意外行为，以便企业，公司可以制定策略来克服这种情况。 它还可以帮助公司检测在特定时间将要发生的错误和欺诈，或者可以帮助我们从显示异常行为的数据历史中学习。

Applying machine learning in anomaly detection helps to increase the speed of execution. Machine learning algorithm’s implementation helps the companies to find simple and effective approaches for deetcting the anamolies. Since machine learning algorithms are able to learn from datas and make predictions so applying these algorithms in anomaly detection of time series data carries huge impact on it’s performance. There are various application of anomaly detection in time series data in different domain topics.

在异常检测中应用机器学习有助于提高执行速度。 机器学习算法的实现可帮助公司找到简单有效的方法来去除阳极。 由于机器学习算法能够从数据中学习并做出预测，因此将这些算法应用于时间序列数据的异常检测会对性能产生巨大影响。 异常检测在不同领域主题的时间序列数据中有各种应用。

什么是LSTM？ (What is LSTM ?)

LSTM stands for Long Short-term Memory, which is also an artificial neural network similar to Recurrent Neural Network(RNN). It processes the datas passing on the information as it propagates. It has a cell, allows the neural network to keep or forget the information. Here, I have just introduced about LSTM for your ease. If you want to know more about it, you can search it in google.

LSTM代表长期短期记忆，它也是一种类似于递归神经网络(RNN)的人工神经网络。 它在信息传播时处理传递给信息的数据。 它具有一个单元，允许神经网络保留或忘记信息。 在这里，我为您简单介绍了LSTM。 如果您想进一步了解它，可以在google中搜索它。

含蓄 (Implemantation)

Datasets

数据集

As a case study we are gonna be working with S&P 500 Idex to detect and predict anamolies. By anamolies I mean sudden price change in S&P index.

作为案例研究，我们将与S＆P 500 Idex合作以检测和预测异常。 我的意思是标准普尔指数突然出现价格变动。

什么是标准普尔500指数？ (What is S&P 500 index ?)

S&P 500 is a stock market index that tracks the stock performances of top 500 large-cap US companies listed in stock enchanges. This index represnets the performances of stock market by reporting the risks and reporting of the biggest companies. The people in the finance industry consider it as one of the best stock market index in US.

S＆P 500是一个股票市场指数，用于追踪股票交易中列出的美国500强大型公司的股票表现。 该指数通过报告最大公司的风险和报告来代表股票市场的表现。 金融业人士认为它是美国最好的股票市场指数之一。

In this project, we’ll work with this data , but captured from 1986 and 2018. This data was stored and collected on