Recurrent Neural Networks for Forecasting Time Series with Multiple Seasonality: A Comparative Study.
Grzegorz DudekSlawek SmylPawel PelkaPublished in: CoRR (2022)
Keyphrases
- recurrent neural networks
- chaotic time series
- echo state networks
- neural network
- artificial neural networks
- complex valued
- recurrent networks
- feed forward
- feedforward neural networks
- financial time series
- reservoir computing
- mackey glass
- forecasting accuracy
- phase space
- long short term memory
- weather forecasting
- forecasting model
- neural model
- short term
- learning algorithm