Papers to Read on using Long Short Term Memory(LSTM) architecture in forecasting

Abstract: The spread of COVID-19 has coincided with the rise of Graph Neural Networks (GNNs), leading to several studies proposing their use to better forecast the evolution of the pandemic. Many such models also include Long Short TermMemory (LSTM) networks, a common tool for time series forecasting. In this work, we further investigate the integration of these two methods by implementing GNNs within the gates of an LSTM and exploiting spatial information. In addition, we introduce a skip connection which proves critical to jointly capture the spatial and temporal patterns in the data. We validate our daily COVID-19 new cases forecast model on data of 37 European nations for the last 472 days and show superior performance compared to state-of-the-art graph time series models based on mean absolute scaled error (MASE).