Multivariate time series analysis on london bike sharing dataset
In this project, I went through tackling a multivariate time series problem using both statistical modeling and deep learning models.
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Firstly, I did some exploratory data analysis to better understand the data which are shown below.
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Secondly, I try to check whether data is stationary or not because VAR model needs each feature to be stationary.
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Finally, I am going to run both a lstm model and also a TCN model to make a comparison between the statistical models and deep learning ones.
- Time Series Analysis
- Exploratory Data Analysis
- Statistical Models
- Vector autoregression (VAR)
- Deep Learning
- Long short-term memory (LSTM)
- Temporal convolutional networks (TCN)
Apache 2.0 license
Copyright (c) [2020] [Shakib Yazdani]
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