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Time Series Models in Machine Learning - ML 087

Adventures in Machine Learning

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Why Deep Learning Isn't as Good as Other Models

LSTM and just deep learning in general tends to have a lot more fitting power because they're super super complex. So it would make sense that it can fit a lot of the complexity of time series. But there's so much noise in a time series that deep learning, I think, tends to overfit. And we want general trends not minute changes.

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