How to Improve Deep Learning Forecasts for Time Series

Clustering time series data before fitting can improve accuracy by 33% -- src. In 2021, researchers at UCLA developed a method that can improve model fit on many different time series'. By aggregating similarly structured data and fitting a model to each group, our models can specialize. While fairly straightforward to implement, as with any other complex deep learning method, we are often computationally limited by large data sets. However, all of the methods listed have support in both R and python, so development on smaller datasets should be pretty "simple."