EA-LSTM: Evolutionary attention-based LSTM for time series prediction

• Published in: Knowledge-based systems Vol. 181; p. 104785
• Main Authors: Li, Youru, Zhu, Zhenfeng, Kong, Deqiang, Han, Hua, Zhao, Yao
• Format: Journal Article
• Language: English
• Published: Amsterdam Elsevier B.V 01.10.2019; Elsevier Science Ltd
• Subjects: Deep neural network; Evolutionary computation; Machine learning; Neural networks; Optimization; Parameters; Random search method; Time series; Time series prediction; Deep neural network; Time series prediction; Evolutionary computation

Time series prediction with deep learning methods, especially Long Short-term Memory Neural Network (LSTM), have scored significant achievements in recent years. Despite the fact that LSTM can help to capture long-term dependencies, its ability to pay different degree of attention on sub-window feat...