2021
DOI: 10.31618/nas.2413-5291.2021.2.68.450
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Using LSTM Network for Solving the Multidimentional Time Series Forecasting Problem

Abstract: The article discusses using of the recurrent neural networks technology to the multidimensional time series prediction problem. There is an experimental determination of the neural network architecture and its main hyperparameters carried out to achieve the minimum error. The revealed network structure going to be used further to detect anomalies in multidimensional time series.

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“…e LSTM network is a classical network structure in deep learning. e LSTM contributes to model learning at subsequent moments by passing the weight matrix of the implicit layer at different time steps backward in a coefficient-weighted manner through weight parameter conduction [21]. e accumulation of important information and the abandonment of redundant information are achieved through the collaborative work of input, forgetting and output gates with the help of memory units accumulating the weight states of the implicit layer.…”
Section: Lstm Networkmentioning
confidence: 99%
“…e LSTM network is a classical network structure in deep learning. e LSTM contributes to model learning at subsequent moments by passing the weight matrix of the implicit layer at different time steps backward in a coefficient-weighted manner through weight parameter conduction [21]. e accumulation of important information and the abandonment of redundant information are achieved through the collaborative work of input, forgetting and output gates with the help of memory units accumulating the weight states of the implicit layer.…”
Section: Lstm Networkmentioning
confidence: 99%