The Performance of LSTM and BiLSTM in Forecasting Time Series.
Sima Siami-NaminiNeda TavakoliAkbar Siami NaminPublished in: IEEE BigData (2019)
Keyphrases
- forecasting accuracy
- weather forecasting
- financial time series
- arma model
- chaotic time series
- recurrent neural networks
- exponential smoothing
- box jenkins
- support vector regression
- hybrid model
- mackey glass
- turning points
- forecasting model
- moving average
- short term
- stock market
- multivariate time series
- non stationary
- demand forecasting
- arima model
- garch model
- exchange rate
- short term load forecasting
- dynamic time warping
- short term prediction
- neural network model
- stock price
- bp neural network
- load forecasting
- grey model
- medium term
- multidimensional time series
- autoregressive integrated moving average
- real time
- quasi periodic
- phase space reconstruction
- crude oil
- autoregressive
- neural network