Automated deep learning architecture selection for time series prediction with user interaction

Abstract

A system and method for automatically generating deep neural network architectures for time series prediction. The system includes a processor for: receiving a prediction context associated with a current use case; based on the associated prediction context, selecting a prediction model network configured for a current use case time series prediction task; replicating the selected prediction model network to create a plurality of candidate prediction model networks; inputting a time series data to each of the plurality of the candidate prediction model network; train, in parallel, each respective candidate prediction model network of the plurality with the input time series data; modifying each of the plurality of the candidate prediction model network by applying a respective different set of one or more model parameters while being trained in parallel; and determine a fittest modified prediction model network for solving the current use case time series prediction task.