python code to implement Deep Long-Short Term Memory (updated version)
This model and experiments belongs to a paper by the title:
There are two folders, namely:
1- case_study_1(chinese oil).
2- case_study_2(indian oil).
each folder contains three subfolders, namely:
1- DLSTM
2- DGRU
3-vanilla RNN
contains the python code used to evaluate our model, and this folder contains four files, namely:
-
model_selection_static.py -----> The GA implementation to select model hyperparameters in static scenario
-
model_selection_dynamic.py -----> The GA implementation to select model hyperparameters in dynamic scenario
-
oil_static.py ------> test static scenario
-
oil_dynamic.py ------> test dynamic scenario
contains the python code used to evaluate DGRU model, and this folder contains two files, namely:
-
model_selection.py -----> The GA implementation to select model hyperparameters
-
evaluate.py ------> test DGRU model
contains the python code used to evaluate vanilla RNN model, and this folder containes two subfolders, namely:
-
single RNN ----> evaluate single_RNN
-
Multi RNN -----> evaluate Multi_RNN
Each folder of this two subfolders contains two files, namely:
-
model_selection.py -----> The GA implementation to select model hyperparameters
-
evaluate.py ------> test RNN model
OS: Ubuntu 17.10
OS type: 64-bit
USED LIBRARIES:
1- Keras (2.1.5)
2- tensorflow (1.7.0)
3- deap (1.2.2)
4- pandas (0.22.0)
5- scikit-learn (0.19.1)
6- scipy (0.18.1)
7- numpy (1.14.3)
8- matplotlib (2.0.0)