05/03/2018
Deep Learning for Time Series Forecasting
There is no doubt on the importance of time series analysis. The applications of the techniques are manifold, included in Statistics, Mathematical Finance, Econometrics, Sales forecasting/Inventory studies, Weather forecasting/Earthquake prediction, Pattern recognition, and much more. The techniques have been long-established, for example, in both Statistics and Engineering literatures. In a very loose sense, I might split the techniques to two major frameworks, namely, Box-Jenkins and State