LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data

Stanford Project: Artificial Intelligence is changing virtually every aspect of our lives. Today’s algorithms accomplish tasks that until recently only expert humans could perform. As it relates to finance, this is an exciting time to adopt a disruptive technology that will transform how everyone invests for generations. Models that explain the returns of individual stocks generally use company and stock characteristics, e.g., the market prices of financial instruments and companies’ accounting data. These characteristics can also be used to predict expected stock returns out-of-sample. Most studies use simple linear models to form these predictions [1] or [2]. An increasing body of academic literature documents that more sophisticated tools from the Machine Learning (ML) and Deep Learning (DL) repertoire, which allow for nonlinear predictor interactions, can improve the stock return forecasts [3], [4] or [5]. The main goal of this project is to investigate whether modern DL techniques can be utilized to more efficiently predict the movements of the stock market. Specifically, we train a LSTM neural network with time series price-volume data and compare its out-of-sample return predictability with the performance of a simple logistic regression (our baseline model).

Building Time series forecasting models, including the XGboost Regressor, GRU (Gated Recurrent Unit), LSTM (Long Short-Term Memory), CNN (Convolutional Neural Network), CNN-LSTM, and LSTM-Attention. Additionally, hybrid models like GRU-XGBoost and LSTM-Attention-XGBoost for Electricity Demand and price prediction

For largescale wind power penetration Wind speed prediction is a basic requirement of wind energy generation. There are many artificial neural network (ANN), ARMA, ARIMA approaches proposed in the recent literature in order to tackle this problem. This paper will use the artificial neural network (ANN) approach to get a prediction of wind speed using historical wind speed data. The historical data used here were gathered from NREL website ,as hourly basis from 80 meter hub height. The measurement location is NREL Flatirons Campus (M2). The readings displayed are derived from instruments mounted on or near a 82 meter (270 foot) meteorological tower located at the western edge of the Flatirons Campus (formerly NWTC) and about 11 km (7 miles) west of Broomfield, and approximately 8 km (5 miles) south of Boulder, Colorado. The tower is located at 39o 54' 38.34" N and 105o 14' 5.28" W (datum WGS84) with its base at an elevation of 1855 meters (6085 feet) above mean sea level. Data from year 2014 to 2018, in total 5 years of data has been used here as dataframe. Here the neural network has been implemented by Tensorflow’s Keras API. The used model is “sequential”. Four dense layer has been used in the optimized model. LSTM(Long- short-term memory) architecture has been used here as neural network architecture. Activation function being used in the dense layers are dropout function. The optimizer being used here is Adam. Here various range of Dropout function has been examined and chosen the best fit for this model. Also this paper examined various kinds of optimization method and used the best fitted one. The model performances were evaluated using the mean squared error using adam optimizer. Various kinds of data analytic techniques has been used here for better visualization and in depth understanding of the dataset and its variables. Since it is mostly a time series data so in the analytic part how the data is being changed with time has been shown. From the result of the predicted dataset it can be state that, this wind speed prediction model works best for all kinds of winds speed besides overfitted/ abnormal wind speeds which is a very rare case scenario.

Coronavirus disease 2019 (COVID-19) is an infectious disease caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2).Coronavirus disease 2019 (COVID-19) is an infectious disease caused by severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2). It was first identified in December 2019 in Wuhan, China, and has since spread globally, resulting in an ongoing pandemic. Long Short Term Memories(LSTMs) can solve numerous tasks not solvable by previous learning algorithms for recurrent neural networks (RNNs). LSTM is applicable to tasks such as unsegmented, connected handwriting recognition, speech recognition and anomaly detection in network traffic or IDS's (intrusion detection systems). LSTMs can also be efficiently applied for time-series predictions. In this project, its shows a four stacked LSTM network for early prediction new Coronavirus dissease infections in some of the mentioned affected countries (India, USA, Czech Republic and Russia) , which is based on real world data sets which are analyzed using various perspectives like day-wise number of confirmed cases, number of Cured cases, death cases. This attempt has been done to help the concerned authorities to get some early insights into the probable devastation likely to be effected by the deadly pandemic.

Python Bitcoin is widely used cryptocurrency for digital market. It is decentralised that means it is not own by government or any other company.Transactions are simple and easy as it doesn’t belong to any country.Records data are stored in Blockchain.Bitcoin price is variable and it is widely used so it is important to predict the price of it for making any investment.This project focuses on the accurate prediction of cryptocurrencies price using neural networks. We’re implementing a Long Short Term Memory (LSTM) model using keras; it’s a particular type of deep learning model that is well suited to time series data (or any data with temporal/spatial/structural order e.g. movies, sentences, etc.).We have used different activation function for analysing the efficiency of the system.Instead of historical data we are using live streaming data for better accuracy.

Multi-variable LSTM recurrent neural networks for prediction and interpretation of multi-variable time series

Battery data processing.

Designing a Machine Learning algorithm to predict stock prices is a subject of interest for economists and machine learning practitioners. Financial modelling is a challenging task, not only from an analytical perspective but also from a psychological perspective. After 2008 financial crisis, many financial companies and investors shifted their interest towards predicting future trends. Most of the existing methods for stock price forecasting are modelled using non-linear methods and evaluated on specific data sets. These models are not able to generalize for diverse datasets. Financial time series data is highly dynamic in nature and makes it difficult to analyze through statistical methods. Recurrent Neural Networks (RNN) based Long Short- Term Memory (LSTM) networks were able to capture the patterns of the sequences data meanwhile statistical methods tried to generalize by memorizing data instead of recognizing patterns. In this work, we examined the performance of LSTM model and statistical models over stock prices of different companies to generalize the model. The experimental results of this study show that, LSTM network outperformed traditional statistical methods like ARIMA, MA and AR models. Furthermore, we have noticed that, LSTM network was able to perform consistently on different data sets while statistical methods showed varied performance. Through this project, we addressed the gaps in current models of stock price prediction in both economic and machine learning perspective.

LSTM Neural Network for Time Series Prediction (master): LSTM built using Keras Python package to predict time series steps and sequences. Includes sin wave and stock market data.

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Stock market indexes predictions have always been under the radar of stalwarts belonging from the domains of econometrics, statistics, and mathematics. This has been a fascinating challenge to deal with since a major portion of the research community who promotes the idea of the efficient market hypothesis (EMH) believes that no predictive model can accurately predict the fluctuations of the ever-changing market, while recent works in this field using more advanced techniques like statistical modelling and machine learning can be used to demonstrate the gesticulations of a time series data with exceptional levels of accuracy. The stock market of a given country can be divided into its constituent sectors which represent the entire behaviour of a particular domain instead of the performance of individual companies. In this dissertation, it has been proposed how machine learning and deep neural network technique like Long Short Term Memory (LSTM) can be used to obtain fantastic results for prediction of stock value. Here, the IT sector of India has been taken into account to analyse its characteristic features about its ascend and descend according to the trend of the market. Regression techniques have been used to predict the probable indexes of the closing values and classification methods for identifying their pattern of movement. At first, a detailed machine learning approach has been adopted by using all adept methods like ensemble techniques like bagging and boosting, random forest, multivariate regression, decision tree, support vector machines, MARS, logistic regression and artificial neural networks. The application of univariate time series (with 5 input) deep learning model for regression was also implemented which has outperformed all the machine techniques as expected.

Long term Blood Pressure Prediction using LSTM Recurrent Neural Networks for a time series data.

The goal of this study is to predict prices for Cryptocurrencies using Time series analysis and machine learning techniques. The purpose of this project is to take a sneak peek into the future by forecasting the next 30 days' average daily Realized Volatility (RV) of ETH-BTC using 2 different approaches - the traditional econometric approach to volatility prediction of financial time series GARCH and state-of-the-art LSTM Neural Networks. Quantitative research methodology was used in this study and the The dataset Consist the historical data values of any any crypto-pair such as Open/Close/High/Low prices of any interval such as 15-minutes, Hourly, 1-day interval weekly, monthly. Dataset were obtained using the Binance API .

A Hybrid BiGRU-LSTM Neural Network for multivariate time-series prediction

This repository contains codes for prediction future traffic volume using Long short-term memory networks (LSTM) and Gated Recurrent Units (GRU) on Metro-Interstate Traffic Volume Dataset. This is a multivariate time series dataset. So, memory based deep neural network like LSTM and GRU are suitable for predicting future traffic flow

Compare various recurrent neural networks (RNNs) for prediction of dynamic and chaotic time series data. RNNs like long short-term memory (LSTM), gated recurrent unit (GRU) and transformers will be compared with each other and with a novel RNN method called reservoir computing

This code is an implementation of an LSTM neural network for making time series predictions.

• Developed a Deep Learning-based Covid-19 Time Series Prediction. • Used Deep Learning and Statistical approaches to capture the patterns and trends of varying events related to infectious diseases. • Implemented ARIMA,HWAAS Models for exploiting linear dependencies in observations and time series forecasting for univariable data. • Explored RNN, LSTM Neural Network to find temporal correlations in time series prediction.

Machine learning application created in Python which uses recurrent neural network (LSTM) for time-series predictions. Also, included twitter sentiment analysis for better accuracy.

This project deals with time series prediction model using a Long Short-Term Memory (LSTM) neural network. The dataset used for training and testing is South Dakota climate data, including features like average temperature, minimum temperature, maximum temperature, precipitation, and heating degree days

The energy sector is one of the largest and most important sectors out there. The ability to efficiently forecast hourly energy consumption plays an important role on how energy is distributed and consumed. Deep learning algorithms have played vital roles in prediction and forecasting problems alike. In this example, the deep learning algorithm technique known as Recurrent Neural Networks (RNN) and Long-Term Short Memory (LSTM) are applied on a time series data set consisting of hourly energy consumption for different counties according to their clients and activities with the aim of making forecast on future energy consumption. Models generally performed better by reducing batch size and by increasing epoch sizes. Having evaluated the results using RMSE, MAE and R2 scores, the LSTM and RNN models are both seen to have excellent performances in the forecasting of hourly energy consumption.

A repository of custom hybrid neural networks which includes CNNs, SNNs, LNNs, LSTMs, GNNs, and Transformers for image classification and time-series prediction.

Leverages Long Short-Term Memory (LSTM) neural networks to forecast stock prices using historical data. This project showcases how deep learning can be applied to time series analysis for technical stock market prediction, using one year of data from TataGlobal (NSE) as a case study.

An LSTM-type recurrent neural network was used for time series prediction, which used a wavelet function as activation function and was compared with the ReLu activation function.

This project uses synthetic rainfall and runoff data to train a Recurrent Neural Network (RNN) for predicting river runoff. It generates time-series data, trains an LSTM model, evaluates predictions, visualizes results, and saves trained models and plots.

This project provides an overview of utilizing deep learning techniques, specifically LSTM neural networks, for stock price prediction through time series analysis. It outlines the significance, proposed solution, challenges, and references, setting the stage for further exploration and implementation in the financial domain.

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LSTM predictive model for real-time Bluemix event data

Four neural network (RNN, LSTM DSNN, and AUNN) modeling for time series prediction