Tackling TSC problems with sktime

In this recipe, we explore an alternative approach to PyTorch for TSC problems, which is sktime. sktime is a Python library devoted to time series modeling, which includes several neural network models for TSC.

Getting ready

You can install sktime using pip. You’ll also need the keras-self-attention library, which includes self-attention methods necessary for running some of the methods in sktime:

pip install 'sktime[dl]'
pip install keras-self-attention

The trailing dl tag in squared brackets when installing sktime means you want to include the optional deep learning models available in the library.

In this recipe, we’ll use an example dataset available in sktime. We’ll load it in the next section.

How to do it…

As the name implies, the sktime library follows a design pattern similar to scikit-learn. So, our approach to building a deep learning model using sktime will be similar to the workflow...