Time series prediction

Stuff I am working on
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Daniel Wee
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Time series prediction

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Some common algorithms - Rain Forest, SVR (Support Vector Regression), ANN

https://github.com/EdjeElectronics/Tens ... Windows-10
https://www.youtube.com/watch?v=fNmJJq2Enqo
Daniel Wee
Site Admin
Posts: 2308
Joined: Wed 25 Feb 25 2009 8:00 pm

Re: Time series prediction

Post by Daniel Wee »

Multivariate time-series, single and multi-step implementation:-

https://www.tensorflow.org/tutorials/st ... ime_series
Daniel Wee
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Posts: 2308
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Re: Time series prediction

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Daniel Wee
Site Admin
Posts: 2308
Joined: Wed 25 Feb 25 2009 8:00 pm

Re: Time series prediction

Post by Daniel Wee »

Looks like the Transformer architecture is better than the LSTM which is better, in turn, than RNNs, for handling time dependencies.

https://medium.com/tensorflow/a-transfo ... bf59e66fe2
Daniel Wee
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Posts: 2308
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Re: Time series prediction

Post by Daniel Wee »

Daniel Wee
Site Admin
Posts: 2308
Joined: Wed 25 Feb 25 2009 8:00 pm

Re: Time series prediction

Post by Daniel Wee »

The sktime library also offers some useful tools that include auto-regressive predictions (multi-step recursive).
Daniel Wee
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Posts: 2308
Joined: Wed 25 Feb 25 2009 8:00 pm

Re: Time series prediction

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