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I manipulate the time series using the different structures of the neural networks in order to make a prediction, and I wonder if there is a way to choose the parameters of the networks intelligently? from the characteristics of the signal, namely (trend, seasonality ...) can we choose these parameters that will make learning better?

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  • $\begingroup$ Many folks use grid search. Some crazy folks use bounded Nelder Mead. $\endgroup$ Commented Aug 14, 2020 at 14:14
  • $\begingroup$ Can you please be more specific on what you have already tried and what is blocking you from doing what you are aiming for. $\endgroup$
    – hH1sG0n3
    Commented May 4, 2021 at 10:33

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Indeed you can introduce some "unvariant" features to your LSTM network using Conditional RNN that use these features to create the initial hidden state:
https://github.com/philipperemy/cond_rnn

I hope this is what you are looking for.

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