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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