An analysis of deep neural networks for predicting trends in time series data

@article{Kouassi2020AnAO,
  title={An analysis of deep neural networks for predicting trends in time series data},
  author={Kouame Hermann Kouassi and D. Moodley},
  journal={ArXiv},
  year={2020},
  volume={abs/2009.07943}
}
  • Kouame Hermann Kouassi, D. Moodley
  • Published 2020
  • Computer Science, Mathematics
  • ArXiv
  • Recently, a hybrid Deep Neural Network (DNN) algorithm, TreNet was proposed for predicting trends in time series data. While TreNet was shown to have superior performance for trend prediction to other DNN and traditional ML approaches, the validation method used did not take into account the sequential nature of time series data sets and did not deal with model update. In this research we replicated the TreNet experiments on the same data sets using a walk-forward validation method and tested… CONTINUE READING
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    Automatic deep learning for trend prediction in time series data
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