Is there anything better than LSTM?

Temporal convolutional network (TCN) “outperform canonical recurrent networks such as LSTMs across a diverse range of tasks and datasets, while demonstrating longer effective memory”. Note 4: Related to this topic, is the fact that we know little of how our human brain learns and remembers sequences.

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Which model is best for forecasting?

A causal model is the most sophisticated kind of forecasting tool. It expresses mathematically the relevant causal relationships, and may include pipeline considerations (i.e., inventories) and market survey information. It may also directly incorporate the results of a time series analysis.

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