Multidimensional feeding of LSTM networks for multivariate prediction of energy time series
We propose a deep learning approach for multivariate forecasting of energy time series. It is developed by using Long Short-Term Memory deep neural networks so that different related time series, incorporating information of longterm dependencies, can be joined together as a multidimensional input of the deep neural network. The learning scheme can be represented as a stacked LSTM network in which one or more layers are cascaded, feeding their output to the input of the sequent layer.