Time Series Forecasting

Author: Nicolo Ceneda
Contact: n.ceneda20@imperial.ac.uk
Website: nicoloceneda.github.io
Institution: Imperial College London
Course: PhD in Finance
Last update: 02 May 2020

   

Content of the Scripts:

│
├── uni_series_single_forecast.py           <-- Implementation of a lstm recurrent neural network for 
│                                               univariate time series forecasting of a single point 
│                                               in the future.
│                                                                                                
├── multi_series_single_forecast.py         <-- Implementation of a lstm recurrent neural network for 
│                                               multivariate time series forecasting of a single point 
│                                               in the future.
│                                                
└── multi_series_multi_forecast.py          <-- Implementation of a lstm recurrent neural network for 
                                                multivariate time series forecasting of multiple points 
                                                in the future.