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LSTM (Uni & Multivariate)

An explaination of:

What are LSTM RNNs

Implimentation of Multi vs Univariate models

Usage in predicting Bitcoin Values

split

Univariate Model

uni_train_history

screen shot 2018-07-24 at 3 13 53 pm

  • Left: Predicted values compared to True
  • Right: Comparing that difference between predicted percent variation from Prediction and True, closer to 0 means closer to actual daily variation exhibited by True BTC values

Multivariate Model

multi_train_history multi_pred

  • Left: Predicted values compared to True
  • Right: Comparing that difference between predicted percent variation from Prediction and True, closer to 0 means closer to actual daily variation exhibited by True BTC values

Model Comparision

compare_pred

  • Left: Predicted values compared to True
  • Right: Comparing that difference between predicted percent variation from Prediction and True, closer to 0 means closer to actual daily variation exhibited by True BTC values

mae