Forecasting routines utilizing a mixer to combine deep neural network (dnn) forecasts of multi-variate time-series datasets

Abstract

Deep Neural Networks (DNNs) for forecasting future data are provided. In one embodiment, a non-transitory computer-readable medium is configured to store computer logic having instructions that, when executed, cause one or more processing devices to receive, at each of a plurality of Deep Neural Network (DNN) forecasters, an input corresponding to a time-series dataset of a plurality of input time-series datasets. The instructions further cause the one or more processing devices to produce, from each of the plurality of DNN forecasters, a forecast output and provide the forecast output from each of the plurality of DNN forecasters to a DNN mixer for combining the forecast outputs to produce one or more output time-series datasets.