Project for Stanfords Stats 271, Applied Bayesian Statistics. Implements a Variational Autoregressive LSTM with Probabilistic Layers for forecasting Cryptocurrency trade volume. Uses different Tensorflow Probability layers as Likelihood Models for the data.
LstmRnn.py
- Tensorflow ModelWindowGenerator.py
- Data loader forLstmRnn.py
layers.py
- Tensorflow Probability Likelihood models and aux. Keras layersmain.py
- script to invoke modeldemo_notebook.ipynb
-main.py
in notebook form
- jakee417
- koalateectrl
Inspiration, code snippets, etc.