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A hybrid method of Exponential Smoothing and Recurrent Neural Networks for time series forecasting
Slawek Smyl
This paper presents the winning submission of the M4 forecasting competition. The submission utilizes a Dynamic Computational Graph Neural Network system that enables mixing of a standard Exponential Smoothing model with advanced Long Short Term Memory networks into a common framework. The result is a hybrid and hierarchical forecasting method. Keywords: Forecasting competitions, M4, Dynamic Computational Graphs, Automatic Differentiation, Long Short Term Memory (LSTM) networks, Exponential Smoothing
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