Showing posts with label Keras. Show all posts
Showing posts with label Keras. Show all posts

Python: Constructing Time Series Sequence Samples Dataset

This post construct the multivariate time series data into sequence samples dataset for RNNs, LSTMs, CNNs, and similar models in Keras or Tensorflow.

TensorFlow: Weighted Average Layer with Trainable Weights

This post implements TensorFlow code that estimates the weights used to construct an output composite time series from three input time series.

TensorFlow: Weighted Average Layer with Fixed Weights

This post demonstrates the process of implementing a TensorFlow code to calculate the weighted average of the previous layer's output. This simple exercise serves as a practical guide to creating a custom layer in TensorFlow.

Python : Save and Load Tensorflow Keras Model

This post shows how to save and load your Keras model. The loaded model contains the same parameters (weights and biases) and the model structure as the final model you saved.

Python : Tensorflow Keras Tuner for the optimization of hyper parameters

This post shows how to use the Keras Tuner for the hyper parameter optimization. This can avoid many for-loops effectively, which are used when the grid search for hyper parameters is necessary.

Tentative Topics (Keeping Track to Avoid Forgetting)

Segmented Nelson-Siegel model
Shifting Endpoints Nelson-Siegel model
Nadaraya-Watson estimator
Locally weighted scatterplot smoothing (LOWESS)
Time-Varying Parameter Vector Autoregressions (TVP-VAR)
Time-varying or Dynamic Copula
Bayesian VAR
Adrian-Crump-Moench (ACM) term premium model
GARCH-EVT-Copula approach