Advanced Forecasting with Python: With State-of-the-Art-Models Including LSTMs, Facebook’s Prophet, and Amazon’s DeepAR

© The Author(s), under exclusive license to APress Media, LLC, part of Springer Nature 2021

J. KorstanjeAdvanced Forecasting with Pythonhttps://doi.org/10.1007/978-1-4842-7150-6_18

18. LSTM RNNs

Joos Korstanje¹  

(1)

Maisons Alfort, France

 

In the previous chapter, you have discovered two types of Recurrent Neural Network cells called SimpleRNN and GRU (Gated Recurrent Unit). In this chapter, you’ll discover a third type of cell called LSTM, for Long Short-Term Memory .

What Is LSTM

LSTMs as a third and last type of RNN cell are even more advanced than the GRU cell. If you remember from the last chapter, the SimpleRNN cell allows having recurrent architectures, by adding a feedback loop between consecutive values. It therefore is an improvement on “simple” ...