Abstract
Long Short-Term Memory (LSTM) is able to solve many time series tasks
unsolvable by feed-forward networks using fixed size time windows.
Here we find that LSTM's superiority does not carry over to
certain simpler time series tasks solvable by time window approaches:
the Mackey-Glass series and the Santa Fe FIR laser emission series
(Set A). This suggests t use LSTM only when simpler traditional approaches
fail.\\ Note: See the 2001 ICANN conference proceeding by the
same title for a newer version of this paper.
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