Given time series data, for instance features $x_1(t), x_2(t),\dots, x_N(t)$ and targets $y_1(t), y_2(t), \dots, y_M(t)$, I want to build an ML model that learns the functional relationship between the features and the targets. $\textbf{Note that my goal is not predicting the future, but only understanding the function}$ $ \mathbf{y}=f(\mathbf{x})$.

From my tiny knowledge on deep learning, I know that there are models like (GRU, LSTM neural networks that are powerful for sequences) and predicting the future. However, since I am interested only in the functional relationship, I wonder whether there are other simpler models (for instance simple feed forward neural networks or anything else) that are capable of accomplishing what I want and whether they are suitable for time series data.

Any hints please?

  • $\begingroup$ By "๐๐จ๐ญ๐ž ๐ญ๐ก๐š๐ญ ๐ฆ๐ฒ ๐ ๐จ๐š๐ฅ ๐ข๐ฌ ๐ง๐จ๐ญ ๐ฉ๐ซ๐ž๐๐ข๐œ๐ญ๐ข๐ง๐  ๐ญ๐ก๐ž ๐Ÿ๐ฎ๐ญ๐ฎ๐ซ๐ž, ๐›๐ฎ๐ญ ๐จ๐ง๐ฅ๐ฒ ๐ฎ๐ง๐๐ž๐ซ๐ฌ๐ญ๐š๐ง๐๐ข๐ง๐  ๐ญ๐ก๐ž ๐Ÿ๐ฎ๐ง๐œ๐ญ๐ข๐จ๐ง" do you mean you have all possible data? $\endgroup$ Aug 22, 2021 at 9:37
  • $\begingroup$ @vahiiid2 Nope .. $\endgroup$
    – outlaw
    Aug 22, 2021 at 12:25


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