/multivariate-variance-estimation

Automated variance or load forecasting for a metric polled for min/max value on intervals (e.g. stock price, server resource utilisation)

Primary LanguageJupyter Notebook

multivariate-variance-estimation - Autokeras

Automated variance or load forecasting for a metric polled for min/max value on intervals (e.g. stock price, server resource utilisation)

Requires:

  • Auto-Keras

The notebook illustrates the automated variance estimation process.

The same logic and code can be used for any kind of variance estimation (stock prices are taken just for example and to showcase that it works for very unpredictable data as well)

Coming soon - everything will be packaged soon so that all you provide is a Pandas Series(Signal) and variance calculation interval.