Long-short term memory in time-series data

Time-series data such as those in the stock market is usually dependent on the previous n historical data points. Recurrent Neural Network (RNN) is applied to sequence data to capture the intra-sequence dependence. Long-short term memoy network (LSTM) is a variant of RNN, capturing long-term impact on short-term signal behaviour. Key difference between a simple … Continue reading Long-short term memory in time-series data