/forecasting

A repository containing code from my research in forecasting

Primary LanguagePython

Forecasting

A repository containing code for models and techinques from my research in forecasting.

Results

Univariate forecasting

Dataset MAE RMSE
LSTM 0.0947 0.1220
Bi-LSTM 0.0815 0.1055
GRU 0.0819 0.1096
Bi-GRU 0.0703 0.0933

Multivariate forecasting

Dataset MAE RMSE
LSTM 0.0916 0.1167
Bi-LSTM 0.0793 0.1032
GRU 0.0917 0.1176
Bi-GRU 0.0781 0.1013

TODOs

  1. Seq2Seq encoder-decoder models
  2. Transformer models