An Ensemble Model Based on Adaptive Noise Reducer and Over-Fitting Prevention LSTM for Multivariate Time Series Forecasting

Multivariate time series forecasting recently has received extensive attention with its wide application in finance, transportation, environment, and so on. However, few of the currently developed models have considered the impact of noise on prediction. Since multivariate time series contains multi...

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Bibliographic Details
Main Authors: Fagui Liu, Muqing Cai, Liangming Wang, Yunsheng Lu
Format: Article
Language:English
Published: IEEE 2019-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8648338/