Code for the project "Forecasting Facing Structural Breaks Using Deep Sequential Models"

This repo contains the Python and R implementations used for the project "Forecasting Facing Structural Breaks Using Deep Sequential Models". This project corresponds to Chapter 4 of my PhD thesis "Essays on Time Series Analysis and Statistical Machine Learning".

Conda-Env

This folder contains the Conda environment, in which all Python code can be run.

Code

This folder contains the Python and R code subdevided into simulation, application and toy example.

Data

This folder contains the data used in the application.

Results

The folders Simulation-Results, Application-Results and Toy-Example-Results contain the result files for the simulation study, the application and the toy example respectively.