Disclaimer: Mathematicians please don't be mad at me for the use of some of the terminologies in this post. I am an Engineer. :-)
Background: So I am currently working on a problem where I have to generate a time series sequence of a process in which n actors are moving in a 2d space. But i don't know if this is even possible .The process being learned by some machine learning model M.
BTW! I have never worked with time series data, but have a good experience with training models on images and signals, without a sequence, so i have been reading up on it on the go.
So to start of with trying something very simple, I took a football player position dataset from : Here . And I am trying to model it as a supervised learning problem where I try to predict the positions of n players at timestamp T, given that at timestamp T-1. But I very quickly realised that it wouldnt work because the positions of the players also depend on the position of the ball and that of the opponent team players.
Anyway my questions are as follows :- 1. How do i model the dataset? Will it just be a (Nx2xNo.Timestamps) like 3-d tensor dataset(N corresponding to the players. 2 for the x-position and y-position. and No. of timestamps as the last dimension)?
Is my way of modelling the time series generation problem as a supervised learning problem correct?
what Preprocessing steps should i be looking at? Also how do i handle missing values.
The reason why i dropped the idea about using the soccer dataset : Here again because it only includes positions of one team. The other team didnt wear sensors :-( . I read something about exogenous variables also affecting the process, when reading something about the ARIMA model.
If all this is possible and I hope it is (cos impossible is nothing!) what models should i be looking at? Because i ultimately have to work on this problem on a very different dataset... I have past experience with training Neural Network models like CNNs and ANNs, and feel very comfortable working with Neural Networks, and ideally would love to do so here. Uptil now my research has pointed me towards LSTMs RNNs and the ARIMA model.
Please guide me on the same as i'm very new to time series analysis.