Multidimensional time series | MATLAB implements LSTM long short-term memory neural network multivariate time series prediction (multi-index evaluation)
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Basic description
Long Short-Term Memory Networks—commonly known as LSTMs—are a special type of RNN capable of learning long-term dependencies. Proposed by Hochreiter and Schmidhuber (1997), and improved and generalized by many others in subsequent work. LSTMs perform extremely well on a wide variety of problems and are now widely used. The performance of LSTM is usually