Techreport,

Applying LSTM to Time Series Predictable Through Time-Window Approaches

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IDSIA-22-00. IDSIA, www.idsia.ch/\-techrep.html, (December 2000)

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only when simpler traditional approaches fail.\\ Note: See the 2001 ICANN conference proceeding by the same title for a newer version of this paper.

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