Physical Sciences and Mathematics Commons^™

Lstm-Sdm: An Integrated Framework Of Lstm Implementation For Sequential Data Modeling[Formula Presented], Hum Nath Bhandari, Binod Rimal, Nawa Raj Pokhrel, Ramchandra Rimal, Keshab R. Dahal

Arts & Sciences Faculty Publications

LSTM-SDM is a python-based integrated computational framework built on the top of Tensorflow/Keras and written in the Jupyter notebook. It provides several object-oriented functionalities for implementing single layer and multilayer LSTM models for sequential data modeling and time series forecasting. Multiple subroutines are blended to create a conducive user-friendly environment that facilitates data exploration and visualization, normalization and input preparation, hyperparameter tuning, performance evaluations, visualization of results, and statistical analysis. We utilized the LSTM-SDM framework in predicting the stock market index and observed impressive results. The framework can be generalized to solve several other real-world time series problems.