Improving Neural Networks for Time Series Forecasting using Data Augmentation and AutoML
通过数据增强与 AutoML 改进神经网络时间序列预测
Statistical methods such as the Box-Jenkins method for time-series forecasting have been prominent since their development in 1970. Many researchers rely on such models as they can be efficiently estimated and also provide interpretability. However, advances in machine learning research indicate that neural networks can be powerful data modeling techniques, as they can give higher accuracy for a plethora of learning problems and datasets. In the past, they have been tried on…