RNNvsHoltWinters

Is RNN better than traditional Holt Winters algorithm?

Preparing the python environment

• Install cPython 3.8.5 from https://www.python.org/

• Download the project:
  git clone https://github.com/davidglt/RNNvsHoltWinters.git

• The Python requirements were exported with:
  pip freeze > requirements.txt

• Import it in your environment with:
  $ python3 -m venv <env_name>
  $ source path/to/<env_name>/bin/activate
  (<env_name>)$ pip install -r path/to/requirements.txt

• Run jupyter-notebook included and enjoy it!

References

• Nielsen, A. (2019). Practical Time Series Analysis. O'Reilly Media.
• szrlee. (2018). DJIA 30 Stock Time Series. (https://www.kaggle.com/szrlee/stock-time-series-20050101-to-20171231)
• thebrownviking20. (2018). Intro to Recurrent Neural Networks LSTM | GRU. (https://www.kaggle.com/thebrownviking20/intro-to-recurrent-neural-networks-lstm-gru)

Authors

• David Gonzalez - RNNvsHoltWinters

License

This project is licensed under the GPLv3 License - see the LICENSE file for details

Acknowledgments

• Thanks to all Kaizten people in special to:
  Christopher Exposito