Deep Learning Approaches Time Series Modeling

The most effective and sort of modern version of this is LSTM, which stands for long short-term memory. And it's basically just a recurrent neural network with gates. So those gates will determine how long you should be maintaining information about prior observations. The team that I worked with that actually was doing it, they had tried classical modeling. It could also just be that the companies that were struggling with doing this were just struggling because it's complicated.