# Which performs better in time series forecasting, LSTM or SVR?

I have run LSTM and SVR models on various datasets having sample values in the range of 1-4000 and the MAPE obtained in SVR was consistently lesser than that obtained through LSTM. I was told the reverse is true (that LSTM should perform better) but haven't found much information on this online. I would appreciate any feedback about this and any links to articles or papers (so far, I found grossly varied opinions).

• I'd also try XGBRegressor. SVR is more prone to outliers. Nov 25 '19 at 10:46