Long-term Forecasting using Higher Order Tensor RNNs

ICLR 2018 Rose YuStephan ZhengAnima AnandkumarYisong Yue

We present Higher-Order Tensor RNN (HOT-RNN), a novel family of neural sequence architectures for multivariate forecasting in environments with nonlinear dynamics. Long-term forecasting in such systems is highly challenging, since there exist long-term temporal dependencies, higher-order correlations and sensitivity to error propagation... (read more)

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