Time Series & PyTorch – Training network to compute moving average

When it comes to applying neural networks to Time Series processing (or other kind of sequential data), first words that we’ll probably think of are recurrent and convolutional layers. That’s absolutely right! In this post we’ll pass, step-by-step, through one of the simpliest examples of convolutional layer application i.e. training network to compute moving average. Such example may seem to not be practical, however its simplicity allows us to trace whole process and understand, how to control network’s behaviour, to model the way the network works.