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Code used in experiments to assess robusting forecasting methods using an error injection framework

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Error Injection Framework

Framework for introducing errors in time series. According to two distrbutions that determine error magnitude and frequency.

Applied to assess robustness of two different forecasting methods LSTM and cLSTM

Code of framework inside file 'error.py'

Usage

For experiments

python lstm.py
python clstm.py

For plots and statistics

plot.py

Example

'Example Usage'

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Code used in experiments to assess robusting forecasting methods using an error injection framework

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