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Time Series Prediction with Bayesian optimization

version 1.0.8 (17.3 KB) by Abolfazl Nejatian
Time-series Prediction by LSTM and Bayesian Optimization algorithm for hyperparameter tuning in the univariate and multivariate dataset

1.1K Downloads

Updated 03 Aug 2021

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Hope you are doing well,
In machine learning, hyperparameter optimization or tuning is the problem of choosing a set of optimal hyperparameters for a learning algorithm.
in this work a bayesian optimization algorithm used for tuning the parameters of an LSTM in order to use for time series prediction.
----------------------|| Univariate Time Series Prediction ||---------------
Univariate Time Series refers to time series that consists of single (scalar) observations samples sequentially over time increments.
In this code, a Bayesian optimization algorithm is responsible for finding the optimal LSTM network values.
Covid 19 dataset.
https://youtu.be/5KZwQ6K2wMM
you can download the code from the link below:
.
Univariate Time Series Prediction with a Hybrid C-LSTM (Hybrid Convolutional Neural Network with LSTM) Model
for Bitcoin dataset.
----------------------|| Multivariate Time Series Prediction ||---------------
A Multivariate time series has more than one time-dependent variable and one sequential. Each variable depends not only on its past values but also has some dependency on other variables.
it could be in the form of
-Multivariable input and one output.
-Multivariable input and multivariable output.
In this code, a Bayesian optimization algorithm is responsible for finding the optimal LSTM network values.
Air quality dataset, part one.
https://www.youtube.com/watch?v=U-7_Jf6YdUA
you can download the code from the link below:
.
If you have questions or would like to improve the code, don't hesitate
to mail me: abolfazl.nejatian@gmail.com
best wishes,
Abolfazl Nejatian

Cite As

Abolfazl Nejatian (2021). Time Series Prediction with Bayesian optimization (https://www.mathworks.com/matlabcentral/fileexchange/87137-time-series-prediction-with-bayesian-optimization), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2020b
Compatible with any release
Platform Compatibility
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