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This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

Traffic forecasting influences various intelligent transportation system (ITS) services and is of great significance for user experience as well as urban traffic control. It is challenging due to the fact that the road network contains…

Machine Learning · Computer Science 2020-04-24 Yiwen Sun , Yulu Wang , Kun Fu , Zheng Wang , Changshui Zhang , Jieping Ye

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

The high dimensionality and complexity of neuroimaging data necessitate large datasets to develop robust and high-performing deep learning models. However, the neuroimaging field is notably hampered by the scarcity of such datasets. In this…

Machine Learning · Computer Science 2023-12-15 Yutong Gao , Charles A. Ellis , Vince D. Calhoun , Robyn L. Miller

Time series modelling is essential for solving tasks such as predictive maintenance, quality control and optimisation. Deep learning is widely used for solving such problems. When managing complex manufacturing process with neural networks,…

Machine Learning · Computer Science 2020-11-17 Alexey Kurochkin

Modeling multivariate time series has long been a subject that has attracted researchers from a diverse range of fields including economics, finance, and traffic. A basic assumption behind multivariate time series forecasting is that its…

Machine Learning · Computer Science 2020-05-26 Zonghan Wu , Shirui Pan , Guodong Long , Jing Jiang , Xiaojun Chang , Chengqi Zhang

Multivariate time series forecasting focuses on predicting future values based on historical context. State-of-the-art sequence-to-sequence models rely on neural attention between timesteps, which allows for temporal learning but fails to…

Machine Learning · Computer Science 2023-03-21 Jake Grigsby , Zhe Wang , Nam Nguyen , Yanjun Qi

Many scientific areas, from computer science to the environmental sciences and finance, give rise to multivariate time series which exhibit long memory, or loosely put, a slow decay in their autocorrelation structure. Efficient modelling…

Methodology · Statistics 2025-12-12 Chiara Boetti , Matthew A. Nunes , Marina I. Knight

Irregular sampling occurs in many time series modeling applications where it presents a significant challenge to standard deep learning models. This work is motivated by the analysis of physiological time series data in electronic health…

Machine Learning · Computer Science 2021-06-08 Satya Narayan Shukla , Benjamin M. Marlin

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

Time series data in real-world scenarios contain a substantial amount of nonlinear information, which significantly interferes with the training process of models, leading to decreased prediction performance. Therefore, during the time…

Machine Learning · Computer Science 2024-06-05 Dandan Zhang , Zhiqiang Zhang , Nanguang Chen , Yun Wang

Recurrent neural networks are a powerful means to cope with time series. We show how autoregressive linear, i.e., linearly activated recurrent neural networks (LRNNs) can approximate any time-dependent function f(t). The approximation can…

Machine Learning · Computer Science 2025-10-01 Frieder Stolzenburg , Sandra Litz , Olivia Michael , Oliver Obst

Analyzing both temporal and spatial patterns for an accurate forecasting model for financial time series forecasting is a challenge due to the complex nature of temporal-spatial dynamics: time series from different locations often have…

Machine Learning · Computer Science 2022-10-18 Hu Yang , Yi Huang , Haijun Wang , Yu Chen

Deep learning is a popular machine learning approach which has achieved a lot of progress in all traditional machine learning areas. Internet of thing (IoT) and Smart City deployments are generating large amounts of time-series sensor data…

Networking and Internet Architecture · Computer Science 2021-04-15 Xiaofeng Xie , Di Wu , Siping Liu , Renfa Li

Long-term forecasting of multivariate urban data poses a significant challenge due to the complex spatiotemporal dependencies inherent in such datasets. This paper presents DST, a novel multivariate time-series forecasting model that…

Machine Learning · Computer Science 2025-08-28 Amirhossein Sohrabbeig , Omid Ardakanian , Petr Musilek

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections…

Machine Learning · Statistics 2019-02-27 Bo Chang , Minmin Chen , Eldad Haber , Ed H. Chi

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

Deep learning has gained much success in sentence-level relation classification. For example, convolutional neural networks (CNN) have delivered competitive performance without much effort on feature engineering as the conventional…

Computation and Language · Computer Science 2015-12-29 Dongxu Zhang , Dong Wang

Forecasting with multivariate time series, which aims to predict future values given previous and current several univariate time series data, has been studied for decades, with one example being ARIMA. Because it is difficult to measure…

Artificial Intelligence · Computer Science 2020-10-19 Youngjin Park , Deokjun Eom , Byoungki Seo , Jaesik Choi
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