Enhancing continuous time series modelling with a latent ODE-LSTM approach

DOI10.1016/j.amc.2024.128727zbMath1545.65023MaRDI QIDQ6570985

Luis L. Ferrás, Unnamed Author, M. Fernanda P. Costa

Publication date: 11 July 2024

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

machine learningLSTMRNNneural ODEgradient clippinglatent ODElatent ODE-LSTM

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Probabilistic models, generic numerical methods in probability and statistics (65C20) Learning and adaptive systems in artificial intelligence (68T05)

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