Time Series Forecasting with the Long Short-Term Memory Network in Python

The Long Short-Term Memory recurrent neural network has the promise of learning long sequences of observations. It seems a perfect match for time series forecasting, and in fact, it may be. In this tutorial, you will discover how to develop an LSTM forecast model for a one-step univariate time series forecasting problem. Time Series Forecasting with the Long Short-Term Memory Network in Python Photo by Matt MacGillivray, some rights reserved. This is a big topic and we are going to cover a lot of ground. This tutorial assumes you have a Python SciPy environment installed. You can use either Python 2 or 3 with this tutorial. You must have Keras (2.0 or higher) installed with either the TensorFlow or Theano backend.