What is: AdaRNN?
Source | AdaRNN: Adaptive Learning and Forecasting of Time Series |
Year | 2000 |
Data Source | CC BY-SA - https://paperswithcode.com |
AdaRNN is an adaptive RNN that learns an adaptive model through two modules: Temporal Distribution Characterization (TDC) and Temporal Distribution Matching (TDM) algorithms. Firstly, to better characterize the distribution information in time-series, TDC splits the training data into most diverse periods that have a large distribution gap inspired by the principle of maximum entropy. After that, a temporal distribution matching (TDM) algorithm is used to dynamically reduce distribution divergence using a RNN-based model.