Time series models
Would love to see a time series prediction model using a MultiClass Neural Net. Also, where's the N# documentation?
We are planning to roll out custom modules in gallery which will have modules for timeseries such as https://gallery.cortanaintelligence.com/Experiment/Time-Series-Forecasting-using-Custom-Modules-1
Charles Dibsdale commented
Please tell us what you are adding for time series modelling. Filtering, such as multivariate Kalman filtering for example?
where do i find an example, to experiment with time series forecasting n NNs?.thanks.
Ikeda Naoya commented
I prefer State Space Model. In this case R implementation.
Jon Tims [MSFT] commented
Rohit Chatterjee commented
Could you elaborate? We're doing time series prediction using neural networks (we currently use SQL Server Analysis Services), by learning the function
(last H historical values) -> (next P predictions)
So the networks have H inputs nodes and P output nodes. Is this what you mean?
Tony Dou commented
This is also what we want here.