• DOI:10.1007/978-3-030-66151-9_8
Corpus ID: 221761495

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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