Practical Time Series Analysis

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 (h_t), returns the state internal (f_t) 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 (h_t) and internal memory ( ...