Random Walk-Informed LSTM for Time Series Forecasting


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Documentation for package ‘RWInfoLSTM’ version 0.1.0

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AccuracyRWiL Out-of-sample accuracy for RWiL forecasts vs actual values
plotlambda_rwil Plot Training RMSE Across All Lambda Values (RWiL)
plotRWiL Plot RWiL: Actual vs Predicted (in-sample) + Out-of-sample Forecast
predictRWiL Forecast h steps ahead from a fitted RWiL model
RWiL Random Walk-Informed LSTM (RWiL)