tymefighter/Forecast

Issues

• Add model based on the paper "Modeling Extreme Events in Time Series Prediction"

  #55 opened 4 years ago by tymefighter
  22

• Check the correctness of derivative of Log likelihood of GPD and GEV

  #108 opened 4 years ago by tymefighter
  0

• Add test for models

  #97 opened 4 years ago by tymefighter
  0

• Try HMM Likelihood similarity model which uses Extreme-Value Distributions as Emissions, and supports a latency of d

  #99 opened 4 years ago by tymefighter
  0

• Add utility for lag estimation using autocorrelation techniques

  #98 opened 4 years ago by tymefighter
  0

• Add non-generated datasets with interface similar to tuple sequence (and slicing)

  #63 opened 4 years ago by tymefighter
  1

• Add tests for module functions

  #78 opened 4 years ago by tymefighter
  0

• Add tabular display functionality for metric values

  #93 opened 4 years ago by tymefighter
  0

• Add plot function for plotting multiple pred-true plots

  #92 opened 4 years ago by tymefighter
  0

• Add performance metrics computation

  #88 opened 4 years ago by tymefighter
  1

• Make load function for models as static

  #85 opened 4 years ago by tymefighter
  0

• Should add MLP based models and HMM based models

  #62 opened 4 years ago by tymefighter
  0

• Multivariate Datasets

  #57 opened 4 years ago by tymefighter
  0

• Remove support everywhere for (n,) like target series as input

  #81 opened 4 years ago by tymefighter
  1

• Replace Applications with Better ones

  #54 opened 4 years ago by tymefighter
  0

• Add README

  #46 opened 4 years ago by tymefighter
  0

• Instead of passing arguments separately - allow for param tuple to be passed to `RnnForecast`

  #60 opened 4 years ago by tymefighter
  0

• Allow for multiple layers in Extreme models

  #59 opened 4 years ago by tymefighter
  0

• Univariate Datasets with Exogenous Variables

  #58 opened 4 years ago by tymefighter
  0

• Add the model based on "A Memory-Network Based Solution for Multivariate Time-Series Forecasting"

  #56 opened 4 years ago by tymefighter
  0

• Preserve State during training and prediction in extreme models

  #48 opened 4 years ago by tymefighter
  0

• Update name of `saveDict` to `loadDict` in Extreme model's load method

  #51 opened 4 years ago by tymefighter
  0

• Is the bias term in the extreme value models absent on purpose ?

  #49 opened 4 years ago by tymefighter
  0

• Model Building Code Duplication in Extreme Models

  #50 opened 4 years ago by tymefighter
  0

• Update Code of Extreme Models 1 and 2 to allow sequence input or Provide them in a different package

  #26 opened 4 years ago by tymefighter
  0

• Incorrect Loss output of Extreme Models

  #37 opened 4 years ago by tymefighter
  0

• Incorrect Model Saving of Extreme Models

  #39 opened 4 years ago by tymefighter
  0

• Shift Number of Iterations above other parameters in the models

  #40 opened 4 years ago by tymefighter
  0

• Provide a Sequence Breaker function to break data with exogenous variables

  #28 opened 4 years ago by tymefighter
  0

• Bug with Logger

  #36 opened 4 years ago by tymefighter
  0

• Update Applications to use provided methods

  #35 opened 4 years ago by tymefighter
  0

• Save and Load Deep Models to a Single File

  #30 opened 4 years ago by tymefighter
  0

• Update Documentation for Deep RNN based models

  #32 opened 4 years ago by tymefighter
  0

• Address RNN, LSTM, GRU models code duplication

  #24 opened 4 years ago by tymefighter
  0

• Add Classical Models like ARMA, ARIMA, VAR, NARX

  #25 opened 4 years ago by tymefighter
  0

• Provide Trend and Seasonality Estimation Functionality

  #27 opened 4 years ago by tymefighter
  0

• Fix Plot to Take Univariate Data

  #23 opened 4 years ago by tymefighter
  0