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FateMurphy authored Mar 5, 2024
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CEEMDAN_LSTM
===
GitHub: https://github.com/FateMurphy/CEEMDAN_LSTM
Future work: sklearn_predictor
Future work: CFS

## Background
CEEMDAN_LSTM is a Python module for decomposition-integration forecasting models based on EMD methods and LSTM. It aims at helping beginners quickly make a decomposition-integration forecasting by `CEEMDAN`, Complete Ensemble Empirical Mode Decomposition with Adaptive Noise [(Torres et al. 2011)](https://ieeexplore.ieee.org/abstract/document/5947265/), and `LSTM`, Long Short-Term Memory recurrent neural network [(Hochreiter and Schmidhuber, 1997)](https://ieeexplore.ieee.org/abstract/document/6795963). If you use or refer to the content of this module, please cite the paper: [(F. Zhou, Z. Huang, C. Zhang,
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pip install CEEMDAN_LSTM
```
### (2) From the package
Download the package `CEEMDAN_LSTM-1.2a0.tar.gz` by clicking `Code` -> `Download ZIP`. After unzipping, move the package where you like.
Download the package `CEEMDAN_LSTM-1.2.tar.gz` by clicking `Code` -> `Download ZIP`. After unzipping, move the package where you like.
```python
pip install .(your file path)/CEEMDAN_LSTM-1.2a0.tar.gz
pip install .(your file path)/CEEMDAN_LSTM-1.2.tar.gz
```
### (3) From source
If you want to modify the code, you should download the code and build the package yourself. The source is publically available and hosted on GitHub: https://github.com/FateMurphy/CEEMDAN_LSTM. To download the code, you can either go to the source code page and click `Code` -> `Download ZIP`, or use the git command line.
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cl.plot_heatmap(data, corr_method='pearson', fig_path=None)
```
#### (2) Diebold-Mariano-Test (DM test)
Dm test will output the DM test statistics and its p-value. You can refer to https://github.com/johntwk/Diebold-Mariano-Test.
DM test will output the DM test statistics and its p-value. You can refer to https://github.com/johntwk/Diebold-Mariano-Test.
```python
rt = cl.dm_test(actual_lst, pred1_lst, pred2_lst, h=1, crit="MSE", power=2)
```
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