[D] Representing “Time Series” with varying time interval?
Say I’ve got some data, each element has a time variable to it, and the data is ordered by ascending time.
This isn’t exactly a time series, as the interval between data items isn’t fixed. Data may be 1 minute apart, or say 5 minutes apart. It is, however, a sequence.
I want to use this data to predict a quantity every hour, by using the data from the previous hour.
How do I capture the temporal sequence aspect of this data? In a neural network. I’m thinking of using RNNs, but they need at least to have each sequence element to be a fixed time interval apart, no?
It wouldn’t make sense, as two consecutive cells could have inputs that are 1 millisecond apart, and others have inputs that are 5 minutes apart, in the same RNN.
Any help is very appreciated. Bugging me for days.