A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling

A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling

Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at forecasting tasks and quantifying the associated uncertainty with those forecasts (prediction intervals). One example is Exponential Smoothing Recurrent Neural Network (ES-RNN), a hybrid between a statist...

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Bibliographic Details
Main Authors: Thabang Mathonsi, Terence L. van Zyl
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Forecasting
Subjects:
deep learning
multivariate time series forecasting
prediction intervals
mortality modeling
Online Access:https://www.mdpi.com/2571-9394/4/1/1

Internet

https://www.mdpi.com/2571-9394/4/1/1

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