Recent content by rolloff

Models that I have seen applied for time series predictions: 1) Linear regression 2) ARIMA 3) Gaussian Dynamic Boltzmann Machines 4) Dynamic Linear models 5) Time-Varying Autoregression 6) LGBM / Catboost / Gaussian Boosting / Entropy-based Boosting 7) LSTMs, multilayer-LSTMs, rescaled LSTMs...