A hybrid method of exponential smoothing and recurrent neural networks for time series forecasting

This paper presents the winning submission of the M4 forecasting competition. The submission utilizes a dynamic computational graph neural network system that enables a standard exponential smoothing model to be mixed with advanced long short term memory networks into a common framework. The result is a hybrid and hierarchical forecasting method. (C) 2019 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved.