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cerlymarco / MEDIUM_NoteBook

Repository containing notebooks of my posts on Medium
MIT License
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FAVAR with LSTM #33

Closed ApicaSharma15 closed 3 years ago

ApicaSharma15 commented 3 years ago

Sir, for a FAVAR model what changes do you recommend in the codes?

cerlymarco commented 3 years ago

Hi, which notebook of mine this question is related to?

Could you be more precise. Thanks

ApicaSharma15 commented 3 years ago

Sir, this is regarding combining LSTM and VAR. Similar context if we combine LSTM and FAVAR what changes do you recommend. Awaiting your response.

cerlymarco commented 3 years ago

The method presented in the notebook is independent from the algorithms used. This means you can change it according to your needs