Gentle Introduction to Models for Sequence Prediction with Recurrent Neural Networks - Machine Learning Mastery

Sequence prediction is a problem that involves using historical sequence information to predict the next value or values in the sequence. The sequence may be symbols like letters in a sentence or real values like those in a time series of prices. Sequence prediction may be easiest to understand in the context of time series forecasting as the problem is already generally understood. In this post, you will discover the standard sequence prediction models that you can use to frame your own sequence prediction problems. Recurrent Neural Networks, like Long Short-Term Memory (LSTM) networks, are designed for sequence prediction problems.