Comparative Analysis of the Hidden Markov Model and LSTM: A Simulative Approach

9 Aug 2020 Manie Tadayon Greg Pottie

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and methods such as the Kalman filter, hidden Markov model, and long short term memory (LSTM) are proposed to make inferences and predictions for the data, their usage significantly depends on the application, type of the problem, available data, and sufficient accuracy or loss... (read more)

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