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Long Short-term Cognitive Networks

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The Long Short-term Cognitive Network (LSTCN) model is an efficient recurrent neural network for time series forecasting. It supports both one-step-ahead and multiple-step-ahead forecasting of univariate and multivariate time series. The LSTCN model is competitive compared to state-of-the-art recurrent neural networks such as LSTM and GRU in terms of forecasting error while being much faster.

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