DSA101

DSA101 / RNN.py

Last active December 6, 2017 06:52

Time series prediction with multiple sequences using RNN/LSTM (see https://groups.google.com/forum/#!topic/keras-users/9GsDwkSdqBg)

	# Time series forecasting based on multiple time series, including the original one
	# This script is based on the following examples and discussions:
	# https://gist.github.com/lukovkin/1aefa4509e066690b892
	# https://groups.google.com/forum/#!topic/keras-users/9GsDwkSdqBg

	import numpy as np
	import pandas as pd
	import matplotlib.pyplot as plt
	import random
	import theano