1. 10 Apr, 2024 1 commit
    • Nabiz's avatar
      Adding some noise to the determenistic series. Including the ARIMA search for... · e9695f20
      Nabiz authored
      Adding some noise to the determenistic series. Including the ARIMA search for RMSE min function to evaluate the best  P D Q. Got the Integrated ARIMA(0,2,0) with RMSE of 6% which indicates an I(2) or Differentiation  Function of order 2. Doing a manual MinMaxScaling to rescale the values of LTSM, since the RMSE of normalized values are higher in comparison to the original values, with RMSE of 9% for simple LSTM.
      e9695f20
  2. 03 Apr, 2024 2 commits
  3. 28 Mar, 2024 2 commits
  4. 27 Mar, 2024 2 commits
    • Nabiz's avatar
      Update README.md · 3ef24463
      Nabiz authored
      3ef24463
    • Nabiz's avatar
      Testing multivariate LSTM and multivariate ARIMA on synthetic time series. The... · 70f83179
      Nabiz authored
      Testing multivariate LSTM and multivariate ARIMA on synthetic time series. The approach works. Next step would be with real PISCES data set. It is still unclear how to weights for linear lag correlation model should be applied. Using just multivariate ARIMA and LSTM or lagged multivariate, where the maximum cross correlation should be the constrain on time lagged external factors?
      70f83179
  5. 07 Mar, 2024 3 commits
  6. 05 Mar, 2024 2 commits
  7. 01 Mar, 2024 2 commits
  8. 22 Feb, 2024 1 commit
  9. 20 Feb, 2024 2 commits
  10. 13 Feb, 2024 5 commits