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Predict the next number in a sequence, or the next k

Project description

successor tests tests-38 tests-37 pypi License: MIT

Uses pre-trained tensorflow models to predict the next k entries in a sequence

Install

pip install successor

You may get better performance by first installing tensorflow following the instructions and perhaps reading this thread.

Use

See basic_use

# 1. Import a skater
from successor.skaters.scalarskaters.scalartsaskaters import successor_tsa_aggressive_d0_ensemble as f

# 2. Univariate data
import numpy as np
y = list(np.cumsum(np.random.randn(1000)))

# 3. Initialize state to empty dict
s = {}

# 4. Give it some data (observations) one at a time, each time passing it back the state s
for yi in y:
    x, x_std, s = f(y=yi,s=s,k=1)

Skaters follow the convention established by the timemachines library and you are encouraged to read the description of the "skater" signature if anything is confusing.

Benchmarking

See Elo ratings

Project details


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