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Questions tagged [prediction]

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10
votes
1answer
6k views

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

I just built this LSTM neural network with Keras ...
56
votes
5answers
32k 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....
9
votes
4answers
5k 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 ...
1
vote
0answers
36 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 ...
1
vote
1answer
167 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 ...