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Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

The Long Short-Term Memory (LSTM) layer is an important advancement in the field of neural networks and machine learning, allowing for effective training and impressive inference performance. LSTM-based neural networks have been…

Neural and Evolutionary Computing · Computer Science 2019-01-04 Daniel Kent , Fathi M. Salem

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

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

Multivariate techniques based on engineered features have found wide adoption in the identification of jets resulting from hadronic top decays at the Large Hadron Collider (LHC). Recent Deep Learning developments in this area include the…

High Energy Physics - Experiment · Physics 2017-11-27 Shannon Egan , Wojciech Fedorko , Alison Lister , Jannicke Pearkes , Colin Gay

This research examines the use of Large Language Models (LLMs) in predicting time series, with a specific focus on the LLMTIME model. Despite the established effectiveness of LLMs in tasks such as text generation, language translation, and…

Machine Learning · Computer Science 2024-08-12 Rui Cao , Qiao Wang

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

Contrastive representation learning is crucial in time series analysis as it alleviates the issue of data noise and incompleteness as well as sparsity of supervision signal. However, existing constrastive learning frameworks usually focus…

Machine Learning · Computer Science 2024-06-26 Haozhi Gao , Qianqian Ren , Jinbao Li

We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential dependence that may not be effectively captured by…

Machine Learning · Computer Science 2021-08-23 Lin William Cong , Ke Tang , Jingyuan Wang , Yang Zhang

This study proposes a deep learning model based on the combination of convolutional neural network (CNN) and bidirectional long short-term memory network (BiLSTM) for discriminant analysis of financial systemic risk. The model first uses…

Machine Learning · Computer Science 2025-02-12 Yu Cheng , Zhen Xu , Yuan Chen , Yuhan Wang , Zhenghao Lin , Jinsong Liu

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Multi-task learning (MTL) has recently contributed to learning better representations in service of various NLP tasks. MTL aims at improving the performance of a primary task, by jointly training on a secondary task. This paper introduces…

Machine Learning · Computer Science 2017-09-21 Davis Liang , Yan Shu

Short-term rainfall forecasting, also known as precipitation nowcasting has become a potentially fundamental technology impacting significant real-world applications ranging from flight safety, rainstorm alerts to farm irrigation timings.…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Maitreya Patel , Anery Patel , Dr. Ranendu Ghosh

Precise and timely traffic flow prediction plays a critical role in developing intelligent transportation systems and has attracted considerable attention in recent decades. Despite the significant progress in this area brought by deep…

Machine Learning · Computer Science 2022-05-03 Wenzheng Zhao

Efficient prediction of internet traffic is an essential part of Self Organizing Network (SON) for ensuring proactive management. There are many existing solutions for internet traffic prediction with higher accuracy using deep learning.…

Machine Learning · Computer Science 2022-05-10 Sajal Saha , Anwar Haque , Greg Sidebottom

The Long Short-Term Memory (LSTM) recurrent neural network is capable of processing complex sequential information since it utilizes special gating schemes for learning representations from long input sequences. It has the potential to…

Computer Vision and Pattern Recognition · Computer Science 2019-05-14 Naifan Zhuang , Guo-Jun Qi , The Duc Kieu , Kien A. Hua

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

This study uses deep-learning models to predict city partition crime counts on specific days. It helps police enhance surveillance, gather intelligence, and proactively prevent crimes. We formulate crime count prediction as a spatiotemporal…

Machine Learning · Computer Science 2025-02-14 Li Mao , Wei Du , Shuo Wen , Qi Li , Tong Zhang , Wei Zhong

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue