A Comparison of ARIMA and LSTM in Forecasting Time Series.
Sima Siami-NaminiNeda TavakoliAkbar Siami NaminPublished in: ICMLA (2018)
Keyphrases
- arima model
- exponential smoothing
- autoregressive integrated moving average
- short term
- moving average
- weather forecasting
- hybrid model
- forecasting accuracy
- long term
- arma model
- financial time series
- prediction model
- stock market
- demand forecasting
- database
- chaotic time series
- recurrent neural networks
- phase space reconstruction
- grey model
- neural network
- multivariate time series
- dynamic time warping
- feed forward
- non stationary