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Practical Time Series Analysis by Dr. PKS Prakash, Dr. Avishek Pal

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Long Short Term Memory

LSTM introduces additional computations in each timestep. However, it can still be treated as a black box unit that, for timestep (ht), returns the state internal (ft) and this is forwarded to the next timestep. However, internally, these vectors are computed differently. LSTM introduces three new gates: the input (, forget (, and output ( gates. Every timestep also has an internal hidden state (ht) and internal memory ( ...

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