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Deep learning for time-series prediction. A generic neural network which takes in time series, and optimizes using sgd in real-time.

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See Youtube video demo that does online learning and real-time time-series prediction with this system: https://www.youtube.com/watch?v=KJjRtnvNVXw

[-------- ON-LINE PREDICTION & ANOMALY DETECTION SYSTEM ----------]

[Requirements]: Python 2.7.3

*Numpy *Scipy *matplotlib For Mac all contained in Superpack, simply run script: https://raw.github.com/fonnesbeck/ScipySuperpack/master/install_superpack.sh

[dev/python/nn/ MODULES]:

net #neural network class

streamer #time-series streamer

nntrainer #online trainer with online predictor

nonlins #neural network non-linearities

generator #signal(data) generator

[dev/python/test/ TEST SCRIPTS]:

testreg.py #run to test online-training + prediction + visualization

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Deep learning for time-series prediction. A generic neural network which takes in time series, and optimizes using sgd in real-time.

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