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This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

Temporal graph signals are multivariate time series with individual components associated with nodes of a fixed graph structure. Data of this kind arises in many domains including activity of social network users, sensor network readings…

Machine Learning · Computer Science 2021-06-28 Maxwell McNeil , Lin Zhang , Petko Bogdanov

Time-series analysis is critical for a diversity of applications in science and engineering. By leveraging the strengths of modern gradient descent algorithms, the Fourier transform, multi-resolution analysis, and Bayesian spectral…

Signal Processing · Electrical Eng. & Systems 2021-06-23 Daniel E. Shea , Rajiv Giridharagopal , David S. Ginger , Steven L. Brunton , J. Nathan Kutz

A novel way of using neural networks to learn the dynamics of time delay systems from sequential data is proposed. A neural network with trainable delays is used to approximate the right hand side of a delay differential equation. We relate…

Machine Learning · Computer Science 2022-08-29 Xunbi A. Ji , Gabor Orosz

Detecting structure in noisy time series is a difficult task. One intuitive feature is the notion of trend. From theoretical hints and using simulated time series, we empirically investigate the efficiency of standard recurrent neural…

Machine Learning · Computer Science 2021-10-22 Alexandre Miot , Gilles Drigout

First-order methods like stochastic gradient descent(SGD) are recently the popular optimization method to train deep neural networks (DNNs), but second-order methods are scarcely used because of the overpriced computing cost in getting the…

Machine Learning · Computer Science 2021-04-01 Jingcheng Zhou , Wei Wei , Zhiming Zheng

The nudging data assimilation algorithm is a powerful tool used to forecast phenomena of interest given incomplete and noisy observations. Machine learning is becoming increasingly popular in data assimilation given its ease of computation…

Numerical Analysis · Mathematics 2021-11-24 Harbir Antil , Rainald Löhner , Randy Price

Most machine learning methods are used as a black box for modelling. We may try to extract some knowledge from physics-based training methods, such as neural ODE (ordinary differential equation). Neural ODE has advantages like a possibly…

Machine Learning · Computer Science 2022-06-08 Yakov Golovanev , Alexander Hvatov

Data normalization is one of the most important preprocessing steps when building a machine learning model, especially when the model of interest is a deep neural network. This is because deep neural network optimized with stochastic…

Statistical Finance · Quantitative Finance 2021-09-03 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

We propose a new technique for obtaining reduced order models for nonlinear dynamical systems. Specifically, we advocate the use of the recently developed Dynamic Mode Decomposition (DMD), an equation-free method, to approximate the…

Numerical Analysis · Mathematics 2016-02-17 Alessandro Alla , J. Nathan Kutz

Operational forecasting centers are investing in decadal (1-10 year) forecast systems to support long-term decision making for a more climate-resilient society. One method that has previously been employed is the Dynamic Mode Decomposition…

Machine Learning · Computer Science 2021-06-22 Eduardo Rodrigues , Bianca Zadrozny , Campbell Watson , David Gold

This paper proposes the use of spectral element methods \citep{canuto_spectral_1988} for fast and accurate training of Neural Ordinary Differential Equations (ODE-Nets; \citealp{Chen2018NeuralOD}) for system identification. This is achieved…

Neural and Evolutionary Computing · Computer Science 2020-01-20 Alessio Quaglino , Marco Gallieri , Jonathan Masci , Jan Koutník

With the rapid development of machine learning applications on time-series data, accurately assessing the value of training samples has become essential for data selection, noise detection, and model optimization. However, traditional data…

Machine Learning · Computer Science 2026-05-12 Chuwen Pang , Bing Mi , Kongyang Chen

Time series modeling and analysis have become critical in various domains. Conventional methods such as RNNs and Transformers, while effective for discrete-time and regularly sampled data, face significant challenges in capturing the…

Machine Learning · Computer Science 2025-09-30 YongKyung Oh , Seungsu Kam , Jonghun Lee , Dong-Young Lim , Sungil Kim , Alex Bui

Deep learning is emerging as a new paradigm for solving inverse imaging problems. However, the deep learning methods often lack the assurance of traditional physics-based methods due to the lack of physical information considerations in…

Image and Video Processing · Electrical Eng. & Systems 2020-07-20 Dongdong Chen , Mike E. Davies

In this work, we firstly apply the Train-Tensor (TT) networks to construct a compact representation of the classical Multilayer Perceptron, representing a reduction of up to 95% of the coefficients. A comparative analysis between tensor…

Machine Learning · Computer Science 2021-03-31 M. Nazareth da Costa , R. Attux , A. Cichocki , J. M. T. Romano

We address the problem of data-driven pattern identification and outlier detection in time series. To this end, we use singular value decomposition (SVD) which is a well-known technique to compute a low-rank approximation for an arbitrary…

Methodology · Statistics 2019-03-12 Abdolrahman Khoshrou , Eric J. Pauwels

Most machine learning models for structured data encode the structural knowledge of a node by leveraging simple aggregation functions (in neural models, typically a weighted sum) of the information in the node's neighbourhood. Nevertheless,…

Machine Learning · Computer Science 2020-06-18 Daniele Castellana , Davide Bacciu

When writing programs, people have the ability to tackle a new complex task by decomposing it into smaller and more familiar subtasks. While it is difficult to measure whether neural program synthesis methods have similar capabilities, what…

Machine Learning · Computer Science 2023-10-31 Kensen Shi , Joey Hong , Manzil Zaheer , Pengcheng Yin , Charles Sutton

Temporal difference (TD) learning algorithms with neural network function parameterization have well-established empirical success in many practical large-scale reinforcement learning tasks. However, theoretical understanding of these…

Machine Learning · Computer Science 2024-05-08 Zhifa Ke , Zaiwen Wen , Junyu Zhang