Questions tagged [prediction]

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11
votes
1answer
10k views

How to Predict the future values of time horizon with Keras?

I just built this LSTM neural network with Keras ...
70
votes
5answers
40k views

Time series prediction using ARIMA vs LSTM

The problem that I am dealing with is predicting time series values. I am looking at one time series at a time and based on for example 15% of the input data, I would like to predict its future values....
3
votes
2answers
174 views

Is There a Way to Re-Calibrate Predicted Probabilities After Using Class Weights?

I have classification data with far more negative instances than positive instances. I have used class weights in my models and have achieved the discrimination I want but the predicted probabilities ...
12
votes
4answers
8k views

Prediction interval around LSTM time series forecast

Is there a method to calculate the prediction interval (probability distribution) around a time series forecast from an LSTM (or other recurrent) neural network? Say, for example, I am predicting 10 ...
2
votes
1answer
572 views

How to extract the sample split (values) of decision tree leaves ( terminal nodes) applying h2o library

Sorry for a long story, but it is a long story. :) I am using h2o library for python to build a decision tree and to extract a decision rules out of it. I use some data for training where labels get ...
1
vote
1answer
580 views

Estimating Predictive Uncertainty for unlabeled data

I am trying to estimate the predictive uncertainty for a deep neural network. While I do have a labeled training set, I´m trying to measure uncertainty for some unlabeled production data. This paper ...
2
votes
1answer
113 views

How to add previous predictions for new predictions in LSTM?

I am trying to train a model on a big data sequence like this [0.2 0.1 0.1 ..... 0.4 0.8] . I create X vectors with length 60 for inputs and Y scaler numbers as ...
0
votes
2answers
848 views

Prediction after one hot encoding

I have a regression model that I want to make prediction based on values that I will get from an end user. In my dataset, I have one categorical variable region ...
0
votes
2answers
38 views

Validate via predict() or via fit()?

There are several possibilites to evaluate a model: hist = model.fit(x_train, y_train, (...) validation_data=(x_test, y_test)) or to use <...