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Aryan Bhambu

1 paper here

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  • first author1

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  • stat.ME1

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1 paper

stat.ME2022

Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network

Aryan Bhambu, Arabin Kumar Dey

In this paper we propose a novel procedure to construct a confidence interval for multivariate time series predictions using long short term memory network. The construction uses a…

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