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Related papers: Data-Driven Forecasting of High-Dimensional Chaoti…

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This paper improves wind power prediction via weather forecast-contextualized Long Short-Term Memory Neural Network (LSTM) models. Initially, only wind power data was fed to a generic LSTM, but this model performed poorly, with erratic and…

Machine Learning · Computer Science 2019-08-06 Maximilian Du

Advection-dominated dynamical systems, characterized by partial differential equations, are found in applications ranging from weather forecasting to engineering design where accuracy and robustness are crucial. There has been significant…

Computational Physics · Physics 2020-06-29 Romit Maulik , Bethany Lusch , Prasanna Balaprakash

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

Dynamical systems with high intrinsic dimensionality are often characterized by extreme events having the form of rare transitions several standard deviations away from the mean. For such systems, order-reduction methods through projection…

Chaotic Dynamics · Physics 2018-07-04 Zhong Yi Wan , Pantelis R. Vlachas , Petros Koumoutsakos , Themistoklis P. Sapsis

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

The recurrent neural network with the long short-term memory cell (LSTM-NN) is employed to simulate the long-time dynamics of open quantum system. The bootstrap method is applied in the LSTM-NN construction and prediction, which provides a…

Chemical Physics · Physics 2021-11-05 Kunni Lin , Jiawei Peng , Feng Long Gu , Zhenggang Lan

Accurately forecasting long-term atmospheric variables remains a defining challenge in meteorological science due to the chaotic nature of atmospheric systems. Temperature data represents a complex superposition of deterministic cyclical…

Machine Learning · Computer Science 2026-01-14 Shreyas Rajeev , Karthik Mudenahalli Ashoka , Amit Mallappa Tiparaddi

This work presents a hybrid modeling approach to data-driven learning and representation of unknown physical processes and closure parameterizations. These hybrid models are suitable for situations where the mechanistic description of…

Computational Physics · Physics 2021-08-17 Suraj Pawar , Omer San , Adil Rasheed , Ionel M. Navon

Traffic state data, such as speed, volume and travel time collected from ubiquitous traffic monitoring sensors require advanced network level analytics for forecasting and identifying significant traffic patterns. This paper leverages…

Machine Learning · Computer Science 2025-02-18 Tianya Zhang

Chimeras and branching are two archetypical complex phenomena that appear in many physical systems; because of their different intrinsic dynamics, they delineate opposite non-trivial limits in the complexity of wave motion and present…

Computational Physics · Physics 2019-03-18 G. Neofotistos , M. Mattheakis , G. D. Barmparis , J. Hizanidis , G. P. Tsironis , E. Kaxiras

The behavior of recurrent neural network for the data-driven simulation of noisy dynamical systems is studied by training a set of Long Short-Term Memory Networks (LSTM) on the Mackey-Glass time series with a wide range of noise level. It…

Neural and Evolutionary Computing · Computer Science 2019-04-11 Kyongmin Yeo

A model-based approach to forecasting chaotic dynamical systems utilizes knowledge of the physical processes governing the dynamics to build an approximate mathematical model of the system. In contrast, machine learning techniques have…

Machine Learning · Computer Science 2018-05-09 Jaideep Pathak , Alexander Wikner , Rebeckah Fussell , Sarthak Chandra , Brian Hunt , Michelle Girvan , Edward Ott

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

We are concerned with robust and accurate forecasting of multiphase flow rates in wells and pipelines during oil and gas production. In practice, the possibility to physically measure the rates is often limited; besides, it is desirable to…

Neural and Evolutionary Computing · Computer Science 2018-02-16 Nikolai Andrianov

We investigate regression for variable length sequential data containing missing samples and introduce a novel tree architecture based on the Long Short-Term Memory (LSTM) networks. In our architecture, we employ a variable number of LSTM…

Machine Learning · Computer Science 2020-05-26 S. Onur Sahin , Suleyman S. Kozat

Long short-term memory (LSTM) based acoustic modeling methods have recently been shown to give state-of-the-art performance on some speech recognition tasks. To achieve a further performance improvement, in this research, deep extensions on…

Computation and Language · Computer Science 2015-05-12 Xiangang Li , Xihong Wu

The capabilities of recurrent neural networks and Koopman-based frameworks are assessed in the prediction of temporal dynamics of the low-order model of near-wall turbulence by Moehlis et al. (New J. Phys. 6, 56, 2004). Our results show…

Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at forecasting tasks and quantifying the associated uncertainty with those forecasts (prediction intervals). One example is Exponential Smoothing…

Machine Learning · Computer Science 2021-12-17 Thabang Mathonsi , Terence L. van Zyl

Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network predictions through differential learning, which involves…

Machine Learning · Computer Science 2025-03-11 Akash Yadav , Eulalia Nualart

Accurate short-term solar and wind power predictions play an important role in the planning and operation of power systems. However, the short-term power prediction of renewable energy has always been considered a complex regression…

Systems and Control · Electrical Eng. & Systems 2022-02-08 Wenlong Liao , Birgitte Bak-Jensen , Jayakrishnan Radhakrishna Pillai , Zhe Yang , Kuangpu Liu