RNN (2) - Reference model
RNN has been increasingly used in recent years, and it is being used in various ways, such as language translation, automatic sentence completion, card fraud prevention, and prediction of time series data such as stocks/weather. Here, we will use a model that predicts time series data. Before RNN was used, these data were predicted using a statistical method called ARIMA. Using a kind of filter technology, relatively near future were predicted, and with the advent of RNNs, more accurate predictions were made possible by learning Big Data. In particular, in the case of periodicity, it can be predicted with ARIMA because it has a temporal autocorrelation structure. Anyway, we'll implement this model for a relatively simple and easy-to-check example. Of course, there is a way to build this model using CNN, but it does not show optimal performance in terms of performance because it has no choice but to receive the input as a fixed. If there is an opportunity in the future, I will try ...