NEURAL-NETWORK-BASED METHODS AND SYSTEMS THAT GENERATE FORECASTS FROM TIME-SERIES DATA

摘要

The current document is directed to methods and systems that generate forecasts based on input time-series data using a forecasting neural network or other machine-learning-based forecasting subsystem. In various implementations, an input time series is first classified and then transformed, based on the classification, to a corresponding stationary time series. The corresponding stationary time series is then submitted to a neural network or other machine-learning-based forecasting subsystem to generate an initial forecast for future time points. The initial forecast is then inverse transformed, based on the input-time-series classification, to generate a final, output forecast.