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1. Adding external factors in Time Series Forecasting : Case study: Ethereum price forecasting
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : The main thrust of time-series forecasting models in recent years has gone in the direction of pattern-based learning, in which the input variable for the models is a vector of past observations of the variable itself to predict. The most used models based on this traditional pattern-based approach are the autoregressive integrated moving average model (ARIMA) and long short-term memory neural networks (LSTM). LÄS MER
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