patrick-kidger/torchcde

piping in & predicting arbitrary streams of values

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repost from other related thread which was closed:

Can you please speak to the general problem of how to pipe in an arbitrary stream of price values (say from a single column of a .csv), where the goal is to use Neural CDE (edit: SDE changed to CDE) to train and predict the next value in sequence?

It is not immediately clear from the get_data function here how to import a sequence of values (or whether get_data is the appropriate function to modify). Any pointers are greatly valued! Thank you much