Predict Time Series Using LSTM Model Including Exogenous Variable to Denote Zero Values


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Documentation for package ‘tsLSTMx’ version 0.1.0

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best_model_on_validation Evaluate the best LSTM model on the validation set
check_and_format_data Check and Format Data
compare_predicted_vs_actual Compare predicted and actual values for training and validation sets
convert_to_numeric_matrices Function to convert columns to numeric matrices
convert_to_tensors Function to convert data to TensorFlow tensors
define_early_stopping Function to define early stopping callback
embed_columns Embed columns and create a new data frame
forecast_best_model Perform forecasting using the best model
initialize_tensorflow Function to initialize TensorFlow and enable eager execution
predict_y_values Predict y values for the training and validation sets using the best LSTM model
reshape_for_lstm Function to reshape input data for LSTM
split_data Split data into training and validation sets
ts_lstm_x_tuning Time Series LSTM Hyperparameter Tuning