Macroeconomic Forecasting Based on LSTM-Conditioned Normalizing Flows
Studies in Computational Intelligence - Trang 658-669 - 2022
Tóm tắt
Macroeconomic forecasting is a key task of developing the outlook for economy of a country and supporting decision making. In this paper we present a novel approach to macroeconomic forecasting based on LSTM-based encoder-decoder and conditional normalizing flows....