Wsae Lstm Versions Save

implementation of WSAE-LSTM model as defined by Bao, Yue, Rao (2017)

v0.1.2

5 years ago

Folder structure updated: image

Report output from visualize.py in reports folder: image

Sample of report output from visualize.py: image

  • scaling and denoising moved into separate files in features folder: image

  • scaled data and scaled + denoised data stored in 'data/interim` folder: image

-thresholding mode changed from soft to hard to prevent division by 0/error in true_divide for numpy

v0.1.1

5 years ago
  • creation of data/pickled folder for pickled data (i.e. pickled dataframes)
  • additional files added to references
  • README.md update to reflect changes
  • new functions inutils.py: interval_split(), dict_interval_split(), pickle_save, pickle_load() (refactored from 1d_train_test_split_exploration.ipynb)
  • required imports update (requirements.txt/environment.yml):
    • monthdelta
    • pickle
    • from statsmodels.robust import mad
    • from scipy import signal
  • wavelet transform exploration start in 1c_wavelet_draft_test_exploration.ipynb
  • start of train-validate-test split implementation in1f_tvt_split_exploration.ipynb
  • double datetime index & datetime column fixed from interval_split() in utils.py

v0.1.0

5 years ago

Changelog

v0.1.0

  • clean_dataset.py in wsae_lstm folder to clean raw dataset, output stored in data/interim folder (refactored from notebooks\0_data_clean_load.ipynb notebook)
  • Refactors from 1_data_clean_load_datetime.ipynb notebook:
    • utils.py for frames_to_excel(),dictmap_load(), dictmap_datetime() functions in wsae_lstm source/root folder
      • Functions to load and save a dictionary of dataframes to and from disk
      • clean_data.py updated with function imports from utils.py
      • frames_to_excel() can now accept optional key_order kwarg
  • Data in data/processed has date column in datetime object format
  • Minor syntax/variable name reference consistency changes
  • readme.md update with repository structure section & other minor clarification changes