Time series prediction
This repo implements the common methods of time series prediction, especially deep learning methods in TensorFlow2. It's highly welcomed to contribute if you have any better idea, just create a PR. If any question, feel free to open an issue.
Ongoing project, welcome to join
ARIMA |
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GBDT |
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RNN |
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wavenet |
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transformer |
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U-Net |
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n-beats |
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GAN |
Usage
- Install the library
pip install -r requirements.txt
- Download the data, if necessary
bash ./data/download_passenger.sh
- Train the model, set
custom_model_params
if you want, and pay attention to your own feature engineering
cd examples
python run_train.py --use_model seq2seq
- Predict new data
python run_test.py