pohl-michel/time-series-forecasting-with-UORO-RTRL-LMS-and-linear-regression pohl-michel/time-series-forecasting-with-UORO-RTRL-LMS-and-linear-regression

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    MATLAB
  • License
    BSD 3-Clause "New...
  • Created about 3 years ago
  • Updated about 2 years ago
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pohl-michel/time-series-forecasting-with-UORO-RTRL-LMS-and-linear-regression
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Repository Details

Prediction of multidimensional time-series data using a recurrent neural network (RNN) trained by real-time recurrent learning (RTRL), unbiased online recurrent optimization (UORO), least mean squares (LMS), or multivariate linear regression. The optimal hyper-parameters are selected using grid search with parallel processing.

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