kristpapadopoulos / keras-exponential-smoothing

Keras, Tensorflow eager execution layers for exponential smoothing

Exponential Smoothing Layers

1. Tensorflow/Keras layer for simple exponential smoothing (SES)

• ses.py contains the layer defined for simple exponential smoothing
• main.py is an example for training the layer
• plots below show fit (blue) to actual series (orange)

Example of time series fit with simple exponential smoothing layer