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Recurrent Neural Networks (RNNs) are becoming increasingly important for time series-related applications which require efficient and real-time implementations. The two major types are Long Short-Term Memory (LSTM) and Gated Recurrent Unit…

Computer Vision and Pattern Recognition · Computer Science 2018-12-19 Zhe Li , Caiwen Ding , Siyue Wang , Wujie Wen , Youwei Zhuo , Chang Liu , Qinru Qiu , Wenyao Xu , Xue Lin , Xuehai Qian , Yanzhi Wang

Multivariate Time Series (MTS) forecasting plays a vital role in a wide range of applications. Recently, Spatial-Temporal Graph Neural Networks (STGNNs) have become increasingly popular MTS forecasting methods. STGNNs jointly model the…

Machine Learning · Computer Science 2022-08-17 Zezhi Shao , Zhao Zhang , Fei Wang , Yongjun Xu

State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast…

Machine Learning · Computer Science 2018-04-19 Aya Abdelsalam Ismail , Timothy Wood , Héctor Corrada Bravo

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

Encouraged by the success of deep learning in a variety of domains, we investigate the suitability and effectiveness of Recurrent Neural Networks (RNNs) in a domain where deep learning has not yet been used; namely detecting confusion from…

Computer Vision and Pattern Recognition · Computer Science 2019-06-27 Shane D. Sims , Vanessa Putnam , Cristina Conati

This paper presents a time series forecasting framework which combines standard forecasting methods and a machine learning model. The inputs to the machine learning model are not lagged values or regular time series features, but instead…

Machine Learning · Statistics 2020-01-15 Shi Zhao , Ying Feng

Recurrent neural networks (RNNs) are a powerful model for sequential data. End-to-end training methods such as Connectionist Temporal Classification make it possible to train RNNs for sequence labelling problems where the input-output…

Neural and Evolutionary Computing · Computer Science 2013-03-26 Alex Graves , Abdel-rahman Mohamed , Geoffrey Hinton

This paper introduces a novel meta-learning algorithm for time series forecast model performance prediction. We model the forecast error as a function of time series features calculated from the historical time series with an efficient…

Applications · Statistics 2022-07-11 Thiyanga S. Talagala , Feng Li , Yanfei Kang

Nowadays, time series forecasting is predominantly approached through the end-to-end training of deep learning architectures using error-based objectives. While this is effective at minimizing average loss, it encourages the encoder to…

Machine Learning · Computer Science 2026-03-26 Jiacheng Wang , Liang Fan , Baihua Li , Luyan Zhang

We consider the problem of training input-output recurrent neural networks (RNN) for sequence labeling tasks. We propose a novel spectral approach for learning the network parameters. It is based on decomposition of the cross-moment tensor…

Machine Learning · Computer Science 2016-11-01 Hanie Sedghi , Anima Anandkumar

In this work, we propose a novel recurrent neural network (RNN) architecture. The proposed RNN, gated-feedback RNN (GF-RNN), extends the existing approach of stacking multiple recurrent layers by allowing and controlling signals flowing…

Neural and Evolutionary Computing · Computer Science 2015-06-18 Junyoung Chung , Caglar Gulcehre , Kyunghyun Cho , Yoshua Bengio

Time series forecasting (TSF) is an essential branch of machine learning with various applications. Most methods for TSF focus on constructing different networks to extract better information and improve performance. However, practical…

Machine Learning · Computer Science 2025-02-19 Yanru Sun , Zongxia Xie , Haoyu Xing , Hualong Yu , Qinghua Hu

The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for…

Machine Learning · Computer Science 2017-08-15 Yao Qin , Dongjin Song , Haifeng Chen , Wei Cheng , Guofei Jiang , Garrison Cottrell

Long-term time series forecasting plays an important role in various real-world scenarios. Recent deep learning methods for long-term series forecasting tend to capture the intricate patterns of time series by decomposition-based or…

Machine Learning · Computer Science 2023-06-13 Xing Wang , Zhendong Wang , Kexin Yang , Junlan Feng , Zhiyan Song , Chao Deng , Lin zhu

Time series forecasting is a crucial component of many important applications, ranging from forecasting the stock markets to energy load prediction. The high-dimensionality, velocity and variety of the data collected in these applications…

Machine Learning · Computer Science 2019-01-25 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

OPF problems are formulated and solved for power system operations, especially for determining generation dispatch points in real-time. For large and complex power system networks with large numbers of variables and constraints, finding the…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Thuan Pham , Xingpeng Li

Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

Machine Learning · Computer Science 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Time-series modeling has shown great promise in recent studies using the latest deep learning algorithms such as LSTM (Long Short-Term Memory). These studies primarily focused on watershed-scale rainfall-runoff modeling or streamflow…

Machine Learning · Computer Science 2021-10-22 Zhongrun Xiang , Ibrahim Demir

Recurrent neural networks (RNNs) are nonlinear dynamical models commonly used in the machine learning and dynamical systems literature to represent complex dynamical or sequential relationships between variables. More recently, as deep…

Methodology · Statistics 2018-02-08 Patrick L. McDermott , Christopher K. Wikle

We propose a hybrid sequential deep learning model to predict the risk of AMD progression in non-exudative AMD eyes at multiple timepoints, starting from short-term progression (3-months) up to long-term progression (21-months). Proposed…

Quantitative Methods · Quantitative Biology 2019-03-01 Imon Banerjee , Luis de Sisternes , Joelle Hallak , Theodore Leng , Aaron Osborne , Mary Durbin , Daniel Rubin