Time Series Forecasting with Stacked Long Short-Term Memory Networks

Frank Xiao

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arXiv · 2011.00697

Time Series Forecasting with Stacked Long Short-Term Memory Networks

Frank Xiao

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Abstract

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM networks in the time series prediction domain, specifically, the traffic volume forecasting. Being able to predict traffic volume more accurately can result in better planning, thus greatly reduce the operation cost and improve overall efficiency.

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Frank Xiao. 2020-11-02. Time Series Forecasting with Stacked Long Short-Term Memory Networks. https://arxiv.org/abs/2011.00697

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