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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 project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

Machine Learning · Statistics 2017-10-13 Chuanyun Zang

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

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

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

Machine Learning · Computer Science 2025-02-25 Yaxuan Kong , Zepu Wang , Yuqi Nie , Tian Zhou , Stefan Zohren , Yuxuan Liang , Peng Sun , Qingsong Wen

In many sequential tasks, a model needs to remember relevant events from the distant past to make correct predictions. Unfortunately, a straightforward application of gradient based training requires intermediate computations to be stored…

Machine Learning · Computer Science 2023-08-14 Artyom Sorokin , Nazar Buzun , Leonid Pugachev , Mikhail Burtsev

Long Short-Term Memory (LSTM) has achieved state-of-the-art performances on a wide range of tasks. Its outstanding performance is guaranteed by the long-term memory ability which matches the sequential data perfectly and the gating…

Neural and Evolutionary Computing · Computer Science 2019-01-29 Shiwei Liu , Decebal Constantin Mocanu , Mykola Pechenizkiy

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

The need to recognise long-term dependencies in sequential data such as video streams has made Long Short-Term Memory (LSTM) networks a prominent Artificial Intelligence model for many emerging applications. However, the high computational…

Signal Processing · Electrical Eng. & Systems 2019-10-31 Alexandros Kouris , Stylianos I. Venieris , Michail Rizakis , Christos-Savvas Bouganis

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

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

Neurons and Cognition · Quantitative Biology 2019-08-21 Benjamin Plaster , Gautam Kumar

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

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

Large language models (LLMs) like GPTs, trained on vast datasets, have demonstrated impressive capabilities in language understanding, reasoning, and planning, achieving human-level performance in various tasks. Most studies focus on…

Artificial Intelligence · Computer Science 2025-05-13 Xun Jiang , Feng Li , Han Zhao , Jiahao Qiu , Jiaying Wang , Jun Shao , Shihao Xu , Shu Zhang , Weiling Chen , Xavier Tang , Yize Chen , Mengyue Wu , Weizhi Ma , Mengdi Wang , Tianqiao Chen

We propose a Long Short-Term Memory (LSTM) with attention mechanism to classify psychological stress from self-conducted interview transcriptions. We apply distant supervision by automatically labeling tweets based on their hashtag content,…

Computation and Language · Computer Science 2018-10-11 Genta Indra Winata , Onno Pepijn Kampman , Pascale Fung

Learning from spatio-temporal data has numerous applications such as human-behavior analysis, object tracking, video compression, and physics simulation.However, existing methods still perform poorly on challenging video tasks such as…

Machine Learning · Computer Science 2020-10-06 Jiahao Su , Wonmin Byeon , Jean Kossaifi , Furong Huang , Jan Kautz , Animashree Anandkumar

In-context learning with attention enables large neural networks to make context-specific predictions by selectively focusing on relevant examples. Here, we adapt this idea to supervised learning procedures such as lasso regression and…

Machine Learning · Statistics 2025-12-11 Erin Craig , Robert Tibshirani

Multivariate time series modeling and prediction problems are abundant in many machine learning application domains. Accurate interpretation of such prediction outcomes from a machine learning model that explicitly captures temporal…

Machine Learning · Computer Science 2020-10-27 Tryambak Gangopadhyay , Sin Yong Tan , Zhanhong Jiang , Rui Meng , Soumik Sarkar

Over the past decade, multivariate time series classification has received great attention. We propose transforming the existing univariate time series classification models, the Long Short Term Memory Fully Convolutional Network (LSTM-FCN)…

Machine Learning · Computer Science 2019-07-03 Fazle Karim , Somshubra Majumdar , Houshang Darabi , Samuel Harford