lstm时间序列预测模型_时间序列-LSTM模型

lstm时间序列预测模型

时间序列-LSTM模型 (Time Series - LSTM Model)

Now, we are familiar with statistical modelling on time series, but machine learning is all the rage right now, so it is essential to be familiar with some machine learning models as well. We shall start with the most popular model in time series domain − Long Short-term Memory model.

现在，我们已经很熟悉时间序列的统计建模，但是机器学习现在非常流行，因此也必须熟悉某些机器学习模型。 我们将从时间序列域中最流行的模型开始-长短期记忆模型。

LSTM is a class of recurrent neural network. So before we can jump to LSTM, it is essential to understand neural networks and recurrent neural networks.

LSTM是一类递归神经网络。 因此，在进入LSTM之前，必须了解神经网络和递归神经网络。

神经网络 (Neural Networks)

An artificial neural network is a layered structure of connected neurons, inspired by biological neural networks. It is not one algorithm but combinations of various algorithms which allows us to do complex operations on data.

人工神经网络是受生物神经网络启发的连接神经元的分层结构。 它不是一种算法，而是多种算法的组合，使我们能够对数据进行复杂的操作。

递归神经网络 (Recurrent Neural Networks)

It is a class of neural networks tailored to deal with temporal data. The neurons of RNN have a cell state/memory, and input is processed according to this internal state, which is achieved with the help of loops with in the neural network. There are recurring module(s) of ‘tanh’ layers in RNNs that allow them to retain information. However, not for a long time, which is why we need LSTM models.

它是为处理时间数据而量身定制的一类神经网络。 RNN的神经元具有细胞状态/内存，并根据此内部状态处理输入，这是借助神经网络中的循环来实现的。 RNN中有“ tanh”层的重复模块，可让它们保留信息。 但是，不是很长一段时间，这就是为什么我们需要LSTM模型。

LSTM (LSTM)

It is special kin