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DataFunSummit
DataFunSummit
Feb 1, 2023 · Artificial Intelligence

Clustering-Based Global LSTM Models for Large-Scale Time Series Forecasting

The paper proposes clustering thousands of related time series and training separate global LSTM models for each cluster, showing that this reduces heterogeneity, leverages shared information, and improves forecasting accuracy compared to individual models, with extensive experiments on CIF2016 and NN5 datasets.

LSTMMachine LearningRNN
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Clustering-Based Global LSTM Models for Large-Scale Time Series Forecasting