April 17, 2024, 7:15 p.m. | /u/StressAccomplished26

Machine Learning www.reddit.com

I've been using LSTM models for time series forecasting and have noticed they perform well for predicting the immediate next step. However, when attempting multi-step predictions to forecast one week ahead (168 periods, with hourly data), the performance drops significantly. Currently, I'm using a recursive approach: feeding back the prediction as the next input (closed loop). This method isn't yielding good results, although open loop predictions are much more accurate.

Is there a better technique for enhancing LSTM's multi-step prediction …

data forecast forecasting however lstm machinelearning next performance prediction predictions recursive series time series time series forecasting

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