mingboiz / forecasting

Time-series forecasting with Deep Learning: RNN, LSTM, GRU, Rolling RNN/LSTM/GRU

RNN Forecasting

Kaggle notebook

Featuring:

• RNN, LSTM, GRU
• Rolling RNNs

To-Do:

• Temporal Pattern Attention
• LSTNet - Lai et al (2018)
• TPA-LSTM

References:

https://github.com/gantheory/TPA-LSTM
https://github.com/fbadine/LSTNet