Advanced-Time-series-analysis

Advance Time Series Analysis using Probabilistic Programming, Recurrent, LSTM, GRU Neural Networs and XGBboost Regression. We compare parametric vs. non-parametric methods as well stochastic vs. deterministic methods. The aim is to compare these methods. I'm Using pymc3 for Probabilistic Programming (Gaussian Processes), Keras for LSTM models, Pytorch for RNN&GRU models and XGboost Regressor.

GP with pymc3 example

LSTM with Keras example

RNN and GRU with pytorch example

XGBoostRegressor example