Time Series Forecasting in Python

15 Remembering the past with LSTM

This chapter covers

• Examining the long short-term memory (LSTM) architecture
• Implementing an LSTM with Keras

In the last chapter, we built our first models in deep learning, implementing both linear and deep neural network models. In the case of our dataset, we saw that both models outperformed the baselines we built in chapter 13, with the deep neural network being the best model for single-step, multi-step, and multi-output tasks.

Now we’ll explore a more advanced architecture called long short-term memory (LSTM), which is a particular case of a recurrent neural network (RNN). This type of neural network is used to process sequences of data, where the order matters. One common application of RNN and LSTM ...