Neural Networks Made Easy (Part 93): Adaptive Forecasting in Frequency and Time Domains (Final Part)
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, 01-11-2025 at 08:36 AM (105 Views)
more...In the previous article, we got acquainted with the ATFNet algorithm, which is an ensemble of 2 time series forecasting models. One of them works in the time domain and constructs predictive values of the studied time series based on the analysis of signal amplitudes. The second model works with the frequency characteristics of the analyzed time series and records its global dependencies, their periodicity and spectrum. Adaptive merging of two independent forecasts, according to the author of the method, generates impressive results.