A First Approximation to the Effects of Classical Time Series Preprocessing Methods on LSTM Accuracy

A convenient data preprocessing has proven to be crucial in order to achieve high levels of accuracy, time series being no exception. For this kind of forecasting tasks, several specialized preprocessing methods have been described, being trend analysis and seasonal analysis some of them. Several have been formally grouped around a methodology that is always applied to state of the art time series forecasting models, like the well known ARIMA.