Selective Learning for Deep Time Series Forecasting
NeutralArtificial Intelligence
A new study on arXiv discusses the challenges of deep learning in time series forecasting, particularly its tendency to overfit due to noise and anomalies. The research highlights the need for selective learning methods that can differentiate between reliable and unreliable data points. This is important because improving forecasting accuracy can have significant implications across various industries, from finance to weather prediction.
— Curated by the World Pulse Now AI Editorial System


