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Recently, several methods have been proposed to explain the predictions of recurrent neural networks (RNNs), in particular of LSTMs. The goal of these methods is to understand the network's decisions by assigning to each input variable,…

Machine Learning · Computer Science 2019-06-05 Leila Arras , Ahmed Osman , Klaus-Robert Müller , Wojciech Samek

Regression problems with time-series predictors are common in banking and many other areas of application. In this paper, we use multi-head attention networks to develop interpretable features and use them to achieve good predictive…

Machine Learning · Computer Science 2022-05-26 Tianjie Wang , Jie Chen , Joel Vaughan , Vijayan N. Nair

In machine learning, it is very important for a robot to be able to estimate dynamics from sequences of input data. This problem can be solved using a recurrent neural network. In this paper, we will discuss the preprocessing of 10 states…

Robotics · Computer Science 2019-05-03 Kyle Mott

Time series models with recurrent neural networks (RNNs) can have high accuracy but are unfortunately difficult to interpret as a result of feature-interactions, temporal-interactions, and non-linear transformations. Interpretability is…

Machine Learning · Computer Science 2021-09-17 Asif Rahman , Yale Chang , Jonathan Rubin

In many scientific problems such as video surveillance, modern genomics, and finance, data are often collected from diverse measurements across time that exhibit time-dependent heterogeneous properties. Thus, it is important to not only…

Machine Learning · Statistics 2022-10-10 Lin Qiu , Vernon M. Chinchilli , Lin Lin

In this paper, we introduce a novel method to interpret recurrent neural networks (RNNs), particularly long short-term memory networks (LSTMs) at the cellular level. We propose a systematic pipeline for interpreting individual hidden state…

Machine Learning · Computer Science 2018-09-12 Ramin M. Hasani , Alexander Amini , Mathias Lechner , Felix Naser , Radu Grosu , Daniela Rus

Recurrent neural network is a powerful model that learns temporal patterns in sequential data. For a long time, it was believed that recurrent networks are difficult to train using simple optimizers, such as stochastic gradient descent, due…

Neural and Evolutionary Computing · Computer Science 2015-04-20 Tomas Mikolov , Armand Joulin , Sumit Chopra , Michael Mathieu , Marc'Aurelio Ranzato

Recurrent neural networks with a gating mechanism such as an LSTM or GRU are powerful tools to model sequential data. In the mechanism, a forget gate, which was introduced to control information flow in a hidden state in the RNN, has…

Machine Learning · Statistics 2021-11-08 Kentaro Ohno , Atsutoshi Kumagai

Multivariate time series have many applications, from healthcare and meteorology to life science. Although deep learning models have shown excellent predictive performance for time series, they have been criticised for being "black-boxes"…

Machine Learning · Computer Science 2024-05-06 Qiqi Su , Christos Kloukinas , Artur d'Avila Garcez

We extend recurrent neural networks to include several flexible timescales for each dimension of their output, which mechanically improves their abilities to account for processes with long memory or with highly disparate time scales. We…

Statistical Finance · Quantitative Finance 2023-08-21 Damien Challet , Vincent Ragel

This paper proposes a general interpretable predictive system with shared information. The system is able to perform predictions in a multi-task setting where distinct tasks are not bound to have the same input/output structure. Embeddings…

Machine Learning · Computer Science 2024-07-02 Maciej Żelaszczyk , Jacek Mańdziuk

The effectiveness of recurrent neural networks can be largely influenced by their ability to store into their dynamical memory information extracted from input sequences at different frequencies and timescales. Such a feature can be…

Machine Learning · Computer Science 2020-07-01 Antonio Carta , Alessandro Sperduti , Davide Bacciu

Unsupervised structure learning in high-dimensional time series data has attracted a lot of research interests. For example, segmenting and labelling high dimensional time series can be helpful in behavior understanding and medical…

Machine Learning · Computer Science 2017-05-25 Hao Liu , Haoli Bai , Lirong He , Zenglin Xu

Deep learning (DL) methods have outperformed parametric models such as historical average, ARIMA and variants in predicting traffic variables into short and near-short future, that are critical for traffic management. Specifically,…

Machine Learning · Computer Science 2023-07-18 Agnimitra Sengupta , Adway Das , S. Ilgin Guler

Recurrent neural networks (RNNs) provide a powerful approach in neuroscience to infer latent dynamics in neural populations and to generate hypotheses about the neural computations underlying behavior. However, past work has focused on…

Machine Learning · Computer Science 2025-10-30 Elia Torre , Michele Viscione , Lucas Pompe , Benjamin F Grewe , Valerio Mante

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

Long Short-Term Memory (LSTM) is a popular approach to boosting the ability of Recurrent Neural Networks to store longer term temporal information. The capacity of an LSTM network can be increased by widening and adding layers. However,…

Machine Learning · Statistics 2017-12-14 Zhen He , Shaobing Gao , Liang Xiao , Daxue Liu , Hangen He , David Barber

The behavior of recurrent neural network for the data-driven simulation of noisy dynamical systems is studied by training a set of Long Short-Term Memory Networks (LSTM) on the Mackey-Glass time series with a wide range of noise level. It…

Neural and Evolutionary Computing · Computer Science 2019-04-11 Kyongmin Yeo

Long Short-Term Memory (LSTM) neural network models have become the cornerstone for sequential data modeling in numerous applications, ranging from natural language processing to time series forecasting. Despite their success, the problem…

Machine Learning · Statistics 2026-05-26 Fahad Mostafa

This paper presents a novel latent variable recurrent neural network architecture for jointly modeling sequences of words and (possibly latent) discourse relations between adjacent sentences. A recurrent neural network generates individual…

Computation and Language · Computer Science 2016-04-06 Yangfeng Ji , Gholamreza Haffari , Jacob Eisenstein