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Data normalization is one of the most important preprocessing steps when building a machine learning model, especially when the model of interest is a deep neural network. This is because deep neural network optimized with stochastic…

Statistical Finance · Quantitative Finance 2021-09-03 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Data preprocessing is a crucial part of any machine learning pipeline, and it can have a significant impact on both performance and training efficiency. This is especially evident when using deep neural networks for time series prediction…

Machine Learning · Computer Science 2025-03-26 Marcus A. K. September , Francesco Sanna Passino , Leonie Goldmann , Anton Hinel

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

Financial time series forecasting is, without a doubt, the top choice of computational intelligence for finance researchers from both academia and financial industry due to its broad implementation areas and substantial impact. Machine…

Machine Learning · Computer Science 2019-12-02 Omer Berat Sezer , Mehmet Ugur Gudelek , Ahmet Murat Ozbayoglu

This paper presents a method for time series forecasting with deep learning and its assessment on two datasets. The method starts with data preparation, followed by model training and evaluation. The final step is a visual inspection.…

Machine Learning · Computer Science 2023-02-24 Gissel Velarde

For the last few years it has been observed that the Deep Neural Networks (DNNs) has achieved an excellent success in image classification, speech recognition. But DNNs are suffer great deal of challenges for time series forecasting because…

Machine Learning · Computer Science 2019-01-09 Samit Bhanja , Abhishek Das

Based on its great successes in inference and denosing tasks, Dictionary Learning (DL) and its related sparse optimization formulations have garnered a lot of research interest. While most solutions have focused on single layer…

Machine Learning · Computer Science 2021-04-22 Wen Tang , Emilie Chouzenoux , Jean-Christophe Pesquet , Hamid Krim

In forecasting multiple time series, accounting for the individual features of each sequence can be challenging. To address this, modern deep learning methods for time series analysis combine a shared (global) model with local layers,…

Machine Learning · Computer Science 2025-02-14 Luca Butera , Giovanni De Felice , Andrea Cini , Cesare Alippi

In modern deep learning, the models are learned by applying gradient updates using an optimizer, which transforms the updates based on various statistics. Optimizers are often hand-designed and tuning their hyperparameters is a big part of…

Machine Learning · Computer Science 2024-10-08 Gus Kristiansen , Mark Sandler , Andrey Zhmoginov , Nolan Miller , Anirudh Goyal , Jihwan Lee , Max Vladymyrov

Deep learning (DL) has achieved great success in many applications, but it has been less well analyzed from the theoretical perspective. The unexplainable success of black-box DL models has raised questions among scientists and promoted the…

Robotics · Computer Science 2023-08-25 Huu-Thiet Nguyen , Chien Chern Cheah , Kar-Ann Toh

The recent surge in Deep Learning (DL) research of the past decade has successfully provided solutions to many difficult problems. The field of quantitative analysis has been slowly adapting the new methods to its problems, but due to…

Time series forecasting is often fundamental to scientific and engineering problems and enables decision making. With ever increasing data set sizes, a trivial solution to scale up predictions is to assume independence between interacting…

Machine Learning · Computer Science 2021-01-18 Kashif Rasul , Abdul-Saboor Sheikh , Ingmar Schuster , Urs Bergmann , Roland Vollgraf

Deep learning has seen increasing applications in time series in recent years. For time series anomaly detection scenarios, such as in finance, Internet of Things, data center operations, etc., time series usually show very flexible…

Machine Learning · Computer Science 2022-10-11 Cheng Ge , Xi Chen , Ming Wang , Jin Wang

The paper describes the deep learning approach for forecasting non-stationary time series with using time trend correction in a neural network model. Along with the layers for predicting sales values, the neural network model includes a…

Machine Learning · Computer Science 2022-05-25 Bohdan M. Pavlyshenko

Regularization plays a vital role in the context of deep learning by preventing deep neural networks from the danger of overfitting. This paper proposes a novel deep learning regularization method named as DL-Reg, which carefully reduces…

Machine Learning · Computer Science 2020-11-05 Maryam Dialameh , Ali Hamzeh , Hossein Rahmani

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

Machine Learning · Computer Science 2023-04-21 Cory Shain , William Schuler

Across engineering and scientific domains, traditional deep learning (TDL) models perform well when training and test data share the same distribution. However, the dynamic nature of real-world data, broadly termed \textit{data shift},…

Machine Learning · Computer Science 2026-01-15 Samuel Myren , Nidhi Parikh , Natalie Klein

Graph deep learning methods have become popular tools to process collections of correlated time series. Unlike traditional multivariate forecasting methods, graph-based predictors leverage pairwise relationships by conditioning forecasts on…

Machine Learning · Computer Science 2025-06-09 Andrea Cini , Ivan Marisca , Daniele Zambon , Cesare Alippi

In the context of classification problems, Deep Learning (DL) approaches represent state of art. Many DL approaches are based on variations of standard multi-layer feed-forward neural networks. These are also referred to as deep networks.…

Machine Learning · Computer Science 2023-11-21 Andrea Apicella , Francesco Isgrò , Roberto Prevete

Climate models play a critical role in understanding and projecting climate change. Due to their complexity, their horizontal resolution of about 40-100 km remains too coarse to resolve processes such as clouds and convection, which need to…

Machine Learning · Computer Science 2025-03-18 Birgit Kühbacher , Fernando Iglesias-Suarez , Niki Kilbertus , Veronika Eyring
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