The Project Roadmap

All models that are planned, under development and finished can be found here.

Univariate Neural Networks

Deep Neural Networks: Univariate [In Progress]

• Notebook demo directory: ./notebooks/baseline_neural_net.ipynb

Recurrent Neural Networks: Univariate [In Progress]

• Notebook demo directory: ./notebooks/baseline_rnn.ipynb

Multivariate Neural Networks

• [Planned] Multivariate Deep Neural Net

• [Planned] Multivariate RNN

• [Planned] Conv-RNN

• [Planned] RNN with Gradient Boosting Machine Feature Selection

Statistical Models

• [Done] Persistence prediction as a baseline model
• [Done] Autoregressive Integrated Moving Average (ARIMA)
• [Planned] Vector Autoregression (VAR)
• [Planned] Nonlinear Autoregressive Exogenous Models (NARX)