Two ways towards combining Sequential Neural Network and Statistical Methods to Improve the Prediction of Time Series
融合序列神经网络与统计方法改进时间序列预测的两条路径
Statistic modeling and data-driven learning are the two vital fields that attract many attentions. Statistic models intend to capture and interpret the relationships among variables, while data-based learning attempt to extract information directly from the data without pre-processing through complex models. Given the extensive studies in both fields, a subtle issue is how to properly integrate data based methods with existing knowledge or models. In this paper, based on the…