Research Article
Robust and Adaptive Online Time Series Prediction with Long Short-Term Memory
RoAdam. Parameters carried over from Adam have the same default values: , | , , . For parameters specific to our method, we recommend | default values , , . | Require: : learning rate | Require: : exponential decay rates for moment estimation in Adam | Require: : exponential decay rate for computing relative prediction error | Require: , : lower and upper threshold for relative prediction error | Require: : fuzz factor | Require: : loss function | Require: : initial value for parameters | | | | t = 0 | while stopping condition is not reached do | | | | | | if then | | else | | end if | | | | end while | return |
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