Long short-term memory is an artificial recurrent neural network architecture used in the field of deep learning. Unlike standard feedforward neural networks, LSTM has feedback connections. It can not only process single data points, but also entire sequences of data. This makes them suitable for time series (simply a series of data points ordered in time) data. This small tutotial goes through:
- Univariate input / single-step output LSTM
- Multivariate input / single-step output LSTM
- Multivariate input / multi-step output LSTM
Based on: https://machinelearningmastery.com/how-to-develop-lstm-models-for-time-series-forecasting/