Interval prediction for time series based on LSTM and mixed Gaussian distribution

Zongxia Xie, Renhui Li, Hui Hu. Interval prediction for time series based on LSTM and mixed Gaussian distribution. In 2020 IEEE International Conference on Systems, Man, and Cybernetics, SMC 2020, Toronto, ON, Canada, October 11-14, 2020. pages 2648-2655, IEEE, 2020. [doi]

Abstract

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