ARMALSTM (Q7387940)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Fitting of Hybrid ARMA-LSTM Models
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ARMALSTM |
Fitting of Hybrid ARMA-LSTM Models |
Statements
The real-life time series data are hardly pure linear or nonlinear. Merging a linear time series model like the autoregressive moving average (ARMA) model with a nonlinear neural network model such as the Long Short-Term Memory (LSTM) model can be used as a hybrid model for more accurate modeling purposes. Both the autoregressive integrated moving average (ARIMA) and autoregressive fractionally integrated moving average (ARFIMA) models can be implemented. Details can be found in Box et al. (2015, ISBN: 978-1-118-67502-1) and Hochreiter and Schmidhuber (1997) <doi:10.1162/neco.1997.9.8.1735>.
0 references
28 February 2024
0 references
Ritwika Das
0 references
Dwaipayan Bardhan
0 references
