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使用LSTM、ANN网络进行时间序列的多步预测。一般情况下机器学习算法在进行时间序列预测时采取一步预测的方法。该段代码将其拓展到多步预测的情形。主要改进在于数据的构建。LSTM and ANN are used to predict the time series. In general, machine learning algorithm takes one-step prediction method in time series prediction. This code extends it to the case of multi-step prediction. The main improvement lies in the construction of data.
☆16Sep 9, 2020Updated 5 years ago
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