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Fourier methods have a long and proven track record as an excellent tool in data processing. As memory and computational constraints gain importance in embedded and mobile applications, we propose to combine Fourier methods and recurrent…

Machine Learning · Computer Science 2020-08-17 Moritz Wolter , Juergen Gall , Angela Yao

Deep learning (DL) in general and Recurrent neural networks (RNNs) in particular have seen high success levels in sequence based applications. This paper pertains to RNNs for time series modelling and forecasting. We propose a novel RNN…

Machine Learning · Computer Science 2022-07-12 Avinash Achar , Soumen Pachal

We address a three-tier numerical framework based on manifold learning for the forecasting of high-dimensional time series. At the first step, we embed the time series into a reduced low-dimensional space using a nonlinear manifold learning…

Numerical Analysis · Mathematics 2023-03-16 Panagiotis Papaioannou , Ronen Talmon , Ioannis Kevrekidis , Constantinos Siettos

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

Accurate time series forecasting is essential in many real-time applications that demand both high predictive accuracy and computational efficiency. This study provides an empirical comparison between a Polynomial Classifier and a Radial…

Machine Learning · Computer Science 2025-05-05 Thanh Son Nguyen , Dang Minh Duc Nguyen , Van Thanh Nguyen

Time series forecasting has received a lot of attention, with recurrent neural networks (RNNs) being one of the widely used models due to their ability to handle sequential data. Previous studies on RNN time series forecasting, however,…

Machine Learning · Computer Science 2024-04-29 Christopher Salazar , Ashis G. Banerjee

Irregular time series data are prevalent in the real world and are challenging to model with a simple recurrent neural network (RNN). Hence, a model that combines the use of ordinary differential equations (ODE) and RNN was proposed…

Machine Learning · Computer Science 2022-07-13 Ting Fung Lam , Yony Bresler , Ahmed Khorshid , Nathan Perlmutter

Time series data appears in a variety of applications such as smart transportation and environmental monitoring. One of the fundamental problems for time series analysis is time series forecasting. Despite the success of recent deep time…

Artificial Intelligence · Computer Science 2022-09-28 Baoyu Jing , Si Zhang , Yada Zhu , Bin Peng , Kaiyu Guan , Andrew Margenot , Hanghang Tong

Many real-world datasets are time series that are sequentially collected and contain rich temporal information. Thus, a common interest in practice is to capture dynamics of time series and predict their future evolutions. To this end, the…

Machine Learning · Computer Science 2025-05-12 Yifan Zhou , Yibo Wang , Chao Shang

We present Higher-Order Tensor RNN (HOT-RNN), a novel family of neural sequence architectures for multivariate forecasting in environments with nonlinear dynamics. Long-term forecasting in such systems is highly challenging, since there…

Machine Learning · Computer Science 2019-08-27 Rose Yu , Stephan Zheng , Anima Anandkumar , Yisong Yue

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

Short-term load forecasting (STLF) is challenging due to complex time series (TS) which express three seasonal patterns and a nonlinear trend. This paper proposes a novel hybrid hierarchical deep learning model that deals with multiple…

Machine Learning · Computer Science 2021-12-07 Slawek Smyl , Grzegorz Dudek , Paweł Pełka

Time series forecasting plays a crucial role in contemporary engineering information systems for supporting decision-making across various industries, where Recurrent Neural Networks (RNNs) have been widely adopted due to their capability…

Machine Learning · Computer Science 2026-01-14 Xin Lai , Shiming Deng , Lu Yu , Yumin Lai , Shenghao Qiao , Xinze Zhang

We describe recurrent neural networks (RNNs), which have attracted great attention on sequential tasks, such as handwriting recognition, speech recognition and image to text. However, compared to general feedforward neural networks, RNNs…

Machine Learning · Computer Science 2018-01-16 Gang Chen

Fast and accurate modeling of MR signal responses are typically required for various quantitative MRI applications, such as MR Fingerprinting and MR-STAT. This work uses a new EPG-Bloch model for accurate simulation of transient-state…

Image and Video Processing · Electrical Eng. & Systems 2021-06-10 Hongyan Liu , Oscar van der Heide , Cornelis A. T. van den Berg , Alessandro Sbrizzi

Recurrent Neural Networks (RNNs) achieve state-of-the-art results in many sequence-to-sequence modeling tasks. However, RNNs are difficult to train and tend to suffer from overfitting. Motivated by the Data Processing Inequality (DPI), we…

Machine Learning · Statistics 2018-05-24 Ziv Aharoni , Gal Rattner , Haim Permuter

Recurrent neural networks (RNNs) are particularly well-suited for modeling long-term dependencies in sequential data, but are notoriously hard to train because the error backpropagated in time either vanishes or explodes at an exponential…

Machine Learning · Computer Science 2019-08-28 Anil Kag , Ziming Zhang , Venkatesh Saligrama

We introduce OFTER, a time series forecasting pipeline tailored for mid-sized multivariate time series. OFTER utilizes the non-parametric models of k-nearest neighbors and Generalized Regression Neural Networks, integrated with a…

Machine Learning · Statistics 2023-04-11 Nikolas Michael , Mihai Cucuringu , Sam Howison