Deep Bi-Directional LSTM Networks for Device Workload Forecasting

Deep convolutional neural networks revolutionized the area of automated objects detection from images. Can the same be achieved in the domain of time series forecasting? Can one build a universal deep network that once trained on the past would be able to deliver accurate predictions reaching deep into the future for any even most diverse time series? This work is a first step in an attempt to address such a challenge in the context of a FEDCSIS'2020 Competition dedicated to network device workload prediction based on their historical time series data. We have developed and pre-trained a universal 3-layer bi-directional Long-Short-Term-Memory (LSTM) regression network that reported the most accurate hourly predictions of the weekly workload time series from the thousands of different network devices with diverse shape and seasonality profiles. We will also show how intuitive human-led post-processing of the raw LSTM predictions could easily destroy the generalization abilities of such prediction model.