====== Models ====== This section documents the available models. For quick iteration during development, the modules containing the models can be executed directly to test the models. LSTM ---- This model is based on the Long Short Term Memory deep learning model, and is implemented using Keras. Arima ----- Simple ARIMA model implemented using the PyFlux library. GAS --- Simple GAS model implemented using the PyFlux library. Vector auto regression ---------------------- The VAR model is implemented following the tutorial on PyFlux. R_forecast ---------- This model uses the R library `forecast `. So in order to run it you must have R with the forecast package installed. Currently the model adjusted to the curves is a simple arima, but more sophisticated models are available in R which can be tried. Also this model can serve as a template for the implementation of other R based predictive models, using rpy2 as a bridge between Python and R.