Czasopismo | PRZEGLĄD ELEKTROTECHNICZNY | Rocznik 2024 - zeszyt 5

Evaluating the forecasting capabilities of probabilistic and point-based LSTM models in sequence prediction

Ocena jakości prognostycznych modeli probabilistycznych i punktowych LSTM

15199/48.2024.05.51

nr katalogowy: 148636
15199/48.2024.05.51

Streszczenie

This paper compares the performance of probabilistic and non-probabilistic LSTM models in the task of univariate, real valued sequence forecasting. The performance of models is evaluated in terms of mean absolute error and root mean squared error for different forecasting horizons. The results show that probabilistic models can outperform non-probabilistic models in the task of forecasting

Abstract

W artykule porównano wydajność probabilistycznych i nieprobabilistycznych modeli LSTM w zadaniu prognozowania szeregów czasowych. Wydajność modeli jest oceniana pod względem średniego błędu bezwzględnego i błędu średniokwadratowego dla różnych horyzontów prognozy. Wyniki pokazuj ˛a, ˙ze modele probabilistyczne mogą przewyższać modele nieprobabilistyczne w zadaniu prognozowania.

Słowa kluczowe

Keywords

Bibliografia

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