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Time series prediction
Posted: Sun 08 Apr 08 2018 10:10 pm
by Daniel Wee
Re: Time series prediction
Posted: Sun 08 Apr 08 2018 10:33 pm
by Daniel Wee
Re: Time series prediction
Posted: Thu 10 Oct 10 2019 5:01 pm
by Daniel Wee
Multivariate time-series, single and multi-step implementation:-
https://www.tensorflow.org/tutorials/st ... ime_series
Re: Time series prediction
Posted: Fri 11 Oct 11 2019 1:48 pm
by Daniel Wee
Re: Time series prediction
Posted: Fri 01 Nov 01 2019 7:32 pm
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
Re: Time series prediction
Posted: Sun 20 Sep 20 2020 9:24 pm
by Daniel Wee
Re: Time series prediction
Posted: Sun 20 Sep 20 2020 9:38 pm
by Daniel Wee
Re: Time series prediction
Posted: Sun 20 Sep 20 2020 9:40 pm
by Daniel Wee
The sktime library also offers some useful tools that include auto-regressive predictions (multi-step recursive).
Re: Time series prediction
Posted: Sun 20 Sep 20 2020 9:44 pm
by Daniel Wee