Applying LSTM to Time Series Predictable through Time-Window Approaches

  • Authors:
  • Felix Gers;Douglas Eck;Jürgen Schmidhuber

  • Affiliations:
  • -;-;-

  • Venue:
  • ICANN '01 Proceedings of the International Conference on Artificial Neural Networks
  • Year:
  • 2001

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Abstract

Long Short-Term Memory (LSTM) is able to solve many time series tasks unsolvable by feed-forward networks using fixed size time windows. Here we find that LSTM's superiority does not carry over to certain simpler time series prediction tasks solvable by time window approaches: the Mackey-Glass series and the Santa Fe FIR laser emission series (Set A). This suggests to use LSTM only when simpler traditional approaches fail.