Forecasting Short Time Series with LSTM Neural Networks

This tutorial demonstrates a way to forecast a group of short time series with a type of a recurrent neural network called Long Short-Term memory (LSTM), using Microsoft’s open source Computational Network Toolkit (CNTK). In business, time series are often related, e.g. when considering product sales in regions. The author used this approach to win Computational Intelligence in Forecasting (CIF) I