Time - Series Prediction using LSTM

This repository contains codes for time series prediction by LSTM, especially when the inputs are multivariate and the outputs are univariate.

Prerequisites

1. nvidia gpu

2. torch == 1.6.0

3. blitz (for bayesian lstm)

4. Python >= 3.6

5. ray >= 1.0.1

The required Python packages can be simply installed through:

pip install -r requirements.txt

Before running tune.py, run :

pip install "ray[tune]"

For hyperparameter tuning, run :

python tune.py --X_dir temp/X.pt --y_dir temp/y.pt --epoch 300 --config_dir temp/config.json --model GRU --n_sample 10