Forecasting with Deep Learning

Code

• github.com/Alebuenoaz/LSTM-and-GRU-Time-Series-Forecasting
  OfficialIn papernone★ 14

Abstract

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection. Experimental work demonstrates that a single time series can be used to train deep learning networks if time series in a dataset contain patterns that repeat even with a certain variation. However, for less structured time series such as stock market closing prices, the networks perform just like a baseline that repeats the last observed value. The implementation of the method as well as the experiments are open-source.

Tasks

Reproductions