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Generalized Implementation of RNNs for Chaotic Time Series Prediction

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eakgun/Time-Series-Prediction-With-RNNs

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Generalized Implementation of RNNs for Chaotic Time Series Prediction

The complete model has been created and coded without using any library or data pre-processing tool. Main objective is the prediction of the henon chaotic time series in future.

Functions

bptt.m - Back Propagation Through Time

forward.m - Forward Propagation

dsigmoid.m , dtanh - Derivates of activation functions

sigmoid.m - sigmoid activation function

gradDes - Gradient descent