An interpretable LSTM neural network for autoregressive exogenous model.

Tian Guo Tao Lin Yao Lu

Published in: ICLR (Workshop) (2018)

Keyphrases

autoregressive
non stationary
neural network
moving average
random fields
probabilistic model
autoregressive moving average
neural network model
spectrum analysis
gaussian markov random field
machine learning
feature extraction
prior knowledge
recurrent neural networks
random field models
arma model