Introducing ProsperNN-a Python']Python package for forecasting with neural networks

被引:1
|
作者
Beck, Nico [1 ]
Schemm, Julia [1 ]
Ehrig, Claudia [1 ]
Sonnleitner, Benedikt [1 ]
Neumann, Ursula [1 ]
Zimmermann, Hans Georg [1 ]
机构
[1] Fraunhofer IIS, Fraunhofer Inst Integrated Circuits IIS, Nurnberg, Bavaria, Germany
来源
PEERJ | 2024年 / 10卷
关键词
Price forecasting; Macroeconomic forecasting; Financial forecasting; Software; Recurrent neural networks; PATTERNS;
D O I
10.7717/peerj-cs.2481
中图分类号
O [数理科学和化学]; P [天文学、地球科学]; Q [生物科学]; N [自然科学总论];
学科分类号
07 ; 0710 ; 09 ;
摘要
We present the package prosper_nn, that provides four neural network architectures dedicated to time series forecasting, implemented in PyTorch. In addition, prosper_nn contains the fi rst sensitivity analysis suitable for recurrent neural networks (RNN) and a heatmap to visualize forecasting uncertainty, which was previously only available in Java. These models and methods have successfully been in use in industry for two decades and were used and referenced in several scientific publications. However, only now we make them publicly available on GitHub, allowing researchers and practitioners to benchmark and further develop them. The package is designed to make the models easily accessible, thereby enabling research and application in various fi elds like demand and macroeconomic forecasting.
引用
收藏
页码:1 / 32
页数:32
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