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Complex nonlinear dynamics are ubiquitous in many fields. Moreover, we rarely have access to all of the relevant state variables governing the dynamics. Delay embedding allows us, in principle, to account for unobserved state variables.…

Machine Learning · Computer Science 2022-04-27 Uttam Bhat , Stephan B. Munch

Effective decision making requires understanding the uncertainty inherent in a prediction. In regression, this uncertainty can be estimated by a variety of methods; however, many of these methods are laborious to tune, generate…

Machine Learning · Statistics 2021-12-02 Tianhui Zhou , Yitong Li , Yuan Wu , David Carlson

An iterated multistep forecasting scheme based on recurrent neural networks (RNN) is proposed for the time series generated by causal chains with infinite memory. This forecasting strategy contains, as a particular case, the iterative…

Dynamical Systems · Mathematics 2025-03-21 Lyudmila Grigoryeva , James Louw , Juan-Pablo Ortega

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

Trading and Market Microstructure · Quantitative Finance 2017-07-19 Matthew F Dixon

Convolutional Neural Networks (CNNs) have recently emerged as the dominant model in computer vision. If provided with enough training data, they predict almost any visual quantity. In a discrete setting, such as classification, CNNs are not…

Computer Vision and Pattern Recognition · Computer Science 2015-11-25 Deepak Pathak , Philipp Krähenbühl , Stella X. Yu , Trevor Darrell

The advent of predictive methodologies has catalyzed the emergence of data-driven decision support across various domains. However, developing models capable of effectively handling input time series data presents an enduring challenge.…

Machine Learning · Computer Science 2023-11-17 Yijun Li , Mengzhuo Guo , Miłosz Kadziński , Qingpeng Zhang

Recurrent neural network (RNN)'s architecture is a key factor influencing its performance. We propose algorithms to optimize hidden sizes under running time constraint. We convert the discrete optimization into a subset selection problem.…

Machine Learning · Statistics 2018-02-22 Junqi Jin , Ziang Yan , Kun Fu , Nan Jiang , Changshui Zhang

Recurrent Neural Networks (RNNs) are frequently used to model aspects of brain function and structure. In this work, we trained small fully-connected RNNs to perform temporal and flow control tasks with time-varying stimuli. Our results…

Neurons and Cognition · Quantitative Biology 2023-06-29 Cecilia Jarne , Rodrigo Laje

Recurrent Neural Network (RNN) and its variations such as Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU), have become standard building blocks for learning online data of sequential nature in many research areas, including…

Computation and Language · Computer Science 2020-05-12 Enmao Diao , Jie Ding , Vahid Tarokh

The key component in forecasting demand and consumption of resources in a supply network is an accurate prediction of real-valued time series. Indeed, both service interruptions and resource waste can be reduced with the implementation of…

Neural and Evolutionary Computing · Computer Science 2018-07-24 Filippo Maria Bianchi , Enrico Maiorino , Michael C. Kampffmeyer , Antonello Rizzi , Robert Jenssen

Time-to-event modelling, known as survival analysis, differs from standard regression as it addresses censoring in patients who do not experience the event of interest. Despite competitive performances in tackling this problem, machine…

Machine Learning · Computer Science 2023-05-12 Vincent Jeanselme , Chang Ho Yoon , Brian Tom , Jessica Barrett

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

This study introduces a novel approach to ensure the existence and uniqueness of optimal parameters in neural networks. The paper details how a recurrent neural networks (RNN) can be transformed into a contraction in a domain where its…

Machine Learning · Statistics 2024-06-21 Valdes Gonzalo

This paper contributes to the literature on parametric demand estimation by using deep learning to model consumer preferences. Traditional econometric methods often struggle with limited within-product price variation, a challenge addressed…

General Economics · Economics 2024-12-16 Kirill Safonov

Next-basket recommendation (NBR) is prevalent in e-commerce and retail industry. In this scenario, a user purchases a set of items (a basket) at a time. NBR performs sequential modeling and recommendation based on a sequence of baskets. NBR…

Information Retrieval · Computer Science 2020-06-02 Haoji Hu , Xiangnan He , Jinyang Gao , Zhi-Li Zhang

The significance of learning constraints from data is underscored by its potential applications in real-world problem-solving. While constraints are popular for modeling and solving, the approaches to learning constraints from data remain…

Machine Learning · Computer Science 2024-03-05 Eduardo Vyhmeister , Rocio Paez , Gabriel Gonzalez

Missing data scenarios are very common in ML applications in general and time-series/sequence applications are no exceptions. This paper pertains to a novel Recurrent Neural Network (RNN) based solution for sequence prediction under missing…

Machine Learning · Computer Science 2022-08-19 Soumen Pachal , Avinash Achar

Sparse deep learning has become a popular technique for improving the performance of deep neural networks in areas such as uncertainty quantification, variable selection, and large-scale network compression. However, most existing research…

Machine Learning · Statistics 2023-10-06 Mingxuan Zhang , Yan Sun , Faming Liang

Accurate demand forecasts can help on-line retail organizations better plan their supply-chain processes. The challenge, however, is the large number of associative factors that result in large, non-stationary shifts in demand, which…

Survival analysis is a critical tool for the modelling of time-to-event data, such as life expectancy after a cancer diagnosis or optimal maintenance scheduling for complex machinery. However, current neural network models provide an…

Machine Learning · Statistics 2021-12-06 Fabio Luis de Mello , J Mark Wilkinson , Visakan Kadirkamanathan