Applying LSTM to time series predictable through time-window approaches

DOI10.1007/3-540-44668-0_93MaRDI QIDQ4787388zbMATH OpenFDO

Authors Felix Gers, Douglas Eck, Jürgen Schmidhuber

Publication date 6 January 2003

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-44668-0_93

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Computing methodologies and applications (68U99) Neural networks for/in biological studies, artificial life and related topics (92B20)

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• A two-stage deep learning architecture for model reduction of parametric time-dependent problems
• Physics Guided Machine Learning for Variational Multiscale Reduced Order Modeling
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• Industrial Forecasting with Exponentially Smoothed Recurrent Neural Networks
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• Neural forecasting of the Italian sovereign bond market with economic news
• Joint estimation of transfer learning on time series data

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