Efficiency of recurrent neural networks for seasonal trended time series modelling
Rida El Abassi, Jaafar Idrais, Abderrahim Sabour · International Journal of Power Electronics and Drive Systems/International Journal of Electrical and Computer Engineering · 2023
Seasonal time series with trends are the most common data sets used in forecasting. This work focuses on the automatic processing of a non-pre-processed time series by studying the efficiency of recurrent neural networks (RNN), in particular both long short-term memory (LSTM), and bidirectional long short-term memory (Bi-LSTM) extensions, for modelling seasonal time series with trend. For this purpose, we are interested in the learning stability of the established systems using the mean average percentage error (MAPE) as a measure. Both simulated and real data were examined, and we have found a positive correlation between the signal period and the system input vector length for stable and relatively efficient learning. We also examined the white noise impact on the learning performance.