“…A number of techniques and algorithms have been proposed for time series prediction, such as linear models, which include (but are not limited to) Auto-Regressive Integrated Moving Average (ARIMA) and its variants [1], support vector machines [2], statistical analysis [3] and, more recently, deep non-linear neural network algorithms like Recurrent Neural Networks (RNN) [4], LSTMs [5] and CNNs [6], which have been applied in many areas such as in financial prediction [7], [8], traffic prediction [9]- [11], machine fault prognosis/diagnosis [12] and anomaly detection [13], [14]. Although ARIMA and ARIMA-based model variants such as Seasonal ARIMA (SARIMA) [1], Vector ARIMA (ARIMAX) [15] have shown promising signs when applied towards univariate and multivariate time series prediction, they however show vulnerabilities when applied to non-linear, sequential, or time series data, such as traffic and stock prediction [9].…”