Non-stationary Multivariate Time Series Prediction with Selective Recurrent Neural Networks

Author:

Liu Jiexi,Chen Songcan

Publisher

Springer International Publishing

Reference22 articles.

1. Althelaya, K.A., El-Alfy, E.S.M., Mohammed, S.: Stock market forecast using multivariate analysis with bidirectional and stacked (LSTM, GRU). In: 2018 21st Saudi Computer Society National Computer Conference (NCC), pp. 1–7. IEEE (2018)

2. Box, G.E., Jenkins, G.M., Reinsel, G.C., Ljung, G.M.: Time Series Analysis: Forecasting and Control. Wiley, New York (2015)

3. Chatfield, C.: The Analysis of Time Series: An Introduction. Chapman and Hall/CRC, London (2016)

4. Chung, J., Gulcehre, C., Cho, K., Bengio, Y.: Empirical evaluation of gated recurrent neural networks on sequence modeling. arXiv preprint arXiv:1412.3555 (2014)

5. Das, S.: Time Series Analysis. Princeton University Press, Princeton (1994)

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