Related papers: A hybrid model based on deep LSTM for predicting h…

Bidirectional Long Short-Term Memory (LSTM) is a special kind of Recurrent Neural Network (RNN) architecture which is designed to model sequences and their long-range dependencies more precisely than RNNs. This paper proposes to use deep…

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

In this paper, we propose a robust subspace-constrained quadratic model (SCQM) for learning low-dimensional structure from high-dimensional data. Building upon the subspace-constrained quadratic matrix factorization (SQMF) framework, the…

Obtaining reliable precipitation estimation with high resolutions in time and space is of great importance to hydrological studies. However, accurately estimating precipitation is a challenging task over high mountainous complex terrain.…

Predicting the long-term behavior of chaotic systems remains a formidable challenge due to their extreme sensitivity to initial conditions and the inherent limitations of traditional data-driven modeling approaches. This paper introduces a…

This study proposes a novel hybrid deep learning framework that integrates a Large Language Model (LLM) with a Transformer architecture for stock price forecasting. The research addresses a critical theoretical gap in existing approaches…

Sequence-to-sequence models with an implicit alignment mechanism (e.g. attention) are closing the performance gap towards traditional hybrid hidden Markov models (HMM) for the task of automatic speech recognition. One important factor to…

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

In numerical modeling of the Earth System, many processes remain unknown or ill represented (let us quote sub-grid processes, the dependence to unknown latent variables or the non-inclusion of complex dynamics in numerical models) but…

The ability to generate samples of the random effects from their conditional distributions is fundamental for inference in mixed effects models. Random walk Metropolis is widely used to perform such sampling, but this method is known to…

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

Modeling high-dimensional, nonlinear dynamic structural systems under natural hazards presents formidable computational challenges, especially when simultaneously accounting for uncertainties in external loads and structural parameters.…

Producing probabilistic forecasts for large collections of similar and/or dependent time series is a practically relevant and challenging task. Classical time series models fail to capture complex patterns in the data, and multivariate…

4D-variational data assimilation is applied to the Lorenz '63 model to introduce a new method for parameter estimation in chaotic climate models. The approach aims to optimise an Earth system model (ESM), for which no adjoint exists, by…

Midterm stock price prediction is crucial for value investments in the stock market. However, most deep learning models are essentially short-term and applying them to midterm predictions encounters large cumulative errors because they…

This work attempts to approximate a linear Gaussian system with a finite-state hidden Markov model (HMM), which is found useful in solving sophisticated event-based state estimation problems. An indirect modeling approach is developed,…

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

The brain learns abstract representations of high-dimensional sensory input, but the plasticity rules that enable such learning are unknown. We study biologically plausible algorithms on the Random Hierarchy Model (RHM), an artificial…

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…