In the process of studying stock forecasting, I generated a lot of useful models based on sfm, and I think that lstm’s architecture has a lot of room for improvement. Pymc’s time series forecasting method should contain two methods.I want to implement this idea in GSoC 2019. The model code for sfm is here (https://github.com/z331565360/State-Frequency-Memory-stock-prediction), and interestingly this code is also based on theano.