Name of Quantlet: LPA_LSTM

Published in: Published in: Watt did you expect?

Description: This Quantlet produces the code for adaptive window change detection in an LSTM model.

Keywords: time series, LSTM, LPA, Local Parametric Approach, Adaptive Window

Author: Raul Cristian Bag, Stefan Lessmann, Daniel Traian Pele, Wolfgang Karl Härdle

Datafile: LPA/Simulation/data.csv