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Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…

Machine Learning · Computer Science 2020-03-13 Steven Elsworth , Stefan Güttel

Accurate load forecasting is critical for electricity market operations and other real-time decision-making tasks in power systems. This paper considers the short-term load forecasting (STLF) problem for residential customers within a…

Machine Learning · Computer Science 2021-11-24 Yuqi Zhou , Arun Sukumaran Nair , David Ganger , Abhinandan Tripathi , Chaitanya Baone , Hao Zhu

Climate change is one of the most concerning issues of this century. Emission from electric power generation is a crucial factor that drives the concern to the next level. Renewable energy sources are widespread and available globally,…

Machine Learning · Computer Science 2020-05-27 Md Amimul Ehsan , Amir Shahirinia , Nian Zhang , Timothy Oladunni

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Paweł Pełka , Grzegorz Dudek

The emergence of Long Short-Term Memory (LSTM) solves the problems of vanishing gradient and exploding gradient in traditional Recurrent Neural Networks (RNN). LSTM, as a new type of RNN, has been widely used in various fields, such as text…

Machine Learning · Computer Science 2022-10-18 Sida Xing , Feihu Han , Suiyang Khoo

Short-term traffic flow prediction is one of the crucial issues in intelligent transportation system, which is an important part of smart cities. Accurate predictions can enable both the drivers and the passengers to make better decisions…

Machine Learning · Computer Science 2019-01-31 Alireza Nejadettehad , Hamid Mahini , Behnam Bahrak

Machine and deep learning-based algorithms are the emerging approaches in addressing prediction problems in time series. These techniques have been shown to produce more accurate results than conventional regression-based modeling. It has…

Machine Learning · Computer Science 2019-11-22 Sima Siami-Namini , Neda Tavakoli , Akbar Siami Namin

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

Recently, machine learning methods have provided a broad spectrum of original and efficient algorithms based on Deep Neural Networks (DNN) to automatically predict an outcome with respect to a sequence of inputs. Recurrent hidden cells…

Machine Learning · Computer Science 2017-02-15 Mohamed Bouaziz , Mohamed Morchid , Richard Dufour , Georges Linarès , Renato De Mori

For short-term solar irradiance forecasting, the traditional point forecasting methods are rendered less useful due to the non-stationary characteristic of solar power. The amount of operating reserves required to maintain reliable…

Machine Learning · Computer Science 2023-08-02 Sakshi Mishra , Praveen Palanisamy

Long Short-Term Memory (LSTM) models are trained to predict forecast errors for the High-Resolution Rapid Refresh (HRRR) model using the New York State Mesonet and Oklahoma State Mesonet near-surface weather observations as ground truth.…

Atmospheric and Oceanic Physics · Physics 2026-05-15 David Aaron Evans , Kara J. Sulia , Nick P. Bassill , Chris D. Thorncroft , Jay C. Rothenberger , Lauriana C. Gaudet

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

Forecasting accuracy is reliant on the quality of available past data. Data disruptions can adversely affect the quality of the generated model (e.g. unexpected events such as out-of-stock products when forecasting demand). We address this…

Machine Learning · Computer Science 2021-06-29 André Baptista , Yassine Baghoussi , Carlos Soares , João Mendes-Moreira , Miguel Arantes

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

The rising integration of variable renewable energy sources (RES), like solar and wind power, introduces considerable uncertainty in grid operations and energy management. Effective forecasting models are essential for grid operators to…

Systems and Control · Electrical Eng. & Systems 2024-08-02 Jesus Silva-Rodriguez , Elias Raffoul , Xingpeng Li

Nowadays, modern earth observation programs produce huge volumes of satellite images time series (SITS) that can be useful to monitor geographical areas through time. How to efficiently analyze such kind of information is still an open…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Dino Ienco , Raffaele Gaetano , Claire Dupaquier , Pierre Maurel

Electricity demand forecasting is a well established research field. Usually this task is performed considering historical loads, weather forecasts, calendar information and known major events. Recently attention has been given on the…

Machine Learning · Computer Science 2023-09-14 Yun Bai , Simon Camal , Andrea Michiorri

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

This paper presents a comprehensive study on stock price prediction, leveragingadvanced machine learning (ML) and deep learning (DL) techniques to improve financial forecasting accuracy. The research evaluates the performance of various…

Statistical Finance · Quantitative Finance 2025-02-25 Daksh Dave , Gauransh Sawhney , Vikhyat Chauhan

Recurrent Neural Networks (RNNs) are widely used for online regression due to their ability to generalize nonlinear temporal dependencies. As an RNN model, Long-Short-Term-Memory Networks (LSTMs) are commonly preferred in practice, as these…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Fatih Ilhan , Selim F. Yilmaz , Salih Ergüt , Suleyman S. Kozat