Forecasting Economics and Financial Time Series: ARIMA vs. LSTM

16 Mar 2018 Sima Siami-Namini Akbar Siami Namin

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR), univariate Moving Average (MA), Simple Exponential Smoothing (SES), and more notably Autoregressive Integrated Moving Average (ARIMA) with its many variations... (read more)

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