Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting

Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting

Modeling and analysis of time series are important in applications including economics, engineering, environmental science and social science. Selecting the best time series model with accurate parameters in forecasting is a challenging objective for scientists and academic researchers. Hybrid model...

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Bibliographic Details
Main Authors: Zheng Fang, David L. Dowe, Shelton Peiris, Dedi Rosadi
Format: Article
Language:English
Published: MDPI AG 2021-11-01
Series:Entropy
Subjects:
long short-term memory
minimum message length
time series
neural network
deep learning
Bayesian statistics
Online Access:https://www.mdpi.com/1099-4300/23/12/1601

Internet

https://www.mdpi.com/1099-4300/23/12/1601

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