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Handling anomalies is a critical preprocessing step in multivariate time series prediction. However, existing approaches that separate anomaly preprocessing from model training for multivariate time series prediction encounter significant…

Machine Learning · Computer Science 2025-01-15 Yuanyuan Liang , Tianhao Zhang , Tingyu Xie

In this paper, a driver's intention prediction near a road intersection is proposed. Our approach uses a deep bidirectional Long Short-Term Memory (LSTM) with an attention mechanism model based on a hybrid-state system (HSS) framework. As…

Computer Vision and Pattern Recognition · Computer Science 2020-06-11 Abenezer Girma , Seifemichael Amsalu , Abrham Workineh , Mubbashar Khan , Abdollah Homaifar

Attention mechanisms have been extensively employed in various applications, including time series modeling, owing to their capacity to capture intricate dependencies; however, their utility is often constrained by quadratic computational…

Machine Learning · Computer Science 2025-11-06 Mingtao Zhang , Guoli Yang , Zhanxing Zhu , Mengzhu Wang , Xiaoying Bai

We propose a Long Short-Term Memory (LSTM) with attention mechanism to classify psychological stress from self-conducted interview transcriptions. We apply distant supervision by automatically labeling tweets based on their hashtag content,…

Computation and Language · Computer Science 2018-10-11 Genta Indra Winata , Onno Pepijn Kampman , Pascale Fung

Time series forecasting is a key component in many industrial and business decision processes and recurrent neural network (RNN) based models have achieved impressive progress on various time series forecasting tasks. However, most of the…

Machine Learning · Computer Science 2021-01-26 Zekai Chen , Jiaze E , Xiao Zhang , Hao Sheng , Xiuzheng Cheng

In-context learning with attention enables large neural networks to make context-specific predictions by selectively focusing on relevant examples. Here, we adapt this idea to supervised learning procedures such as lasso regression and…

Machine Learning · Statistics 2025-12-11 Erin Craig , Robert Tibshirani

Time series data play a critical role in various fields, including finance, healthcare, marketing, and engineering. A wide range of techniques (from classical statistical models to neural network-based approaches such as Long Short-Term…

Machine Learning · Computer Science 2026-01-29 Sina Kazemdehbashi

This paper introduces FANTF (Fuzzy Attention Network-Based Transformers), a novel approach that integrates fuzzy logic with existing transformer architectures to advance time series forecasting, classification, and anomaly detection tasks.…

Machine Learning · Computer Science 2025-04-02 Sanjay Chakraborty , Fredrik Heintz

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Machine Learning · Computer Science 2025-07-30 Ignacio Aguilera-Martos , Andrés Herrera-Poyatos , Julián Luengo , Francisco Herrera

Predicting multivariate time series is crucial, demanding precise modeling of intricate patterns, including inter-series dependencies and intra-series variations. Distinctive trend characteristics in each time series pose challenges, and…

Machine Learning · Computer Science 2024-07-08 Guoqi Yu , Jing Zou , Xiaowei Hu , Angelica I. Aviles-Rivero , Jing Qin , Shujun Wang

Attention-based models have been widely used in many areas, such as computer vision and natural language processing. However, relevant applications in time series classification (TSC) have not been explored deeply yet, causing a significant…

Machine Learning · Computer Science 2022-07-18 Bowen Zhao , Huanlai Xing , Xinhan Wang , Fuhong Song , Zhiwen Xiao

Time-series forecasting is important for many applications. Forecasting models are usually trained using time-series data in a specific target task. However, sufficient data in the target task might be unavailable, which leads to…

Machine Learning · Statistics 2020-10-01 Tomoharu Iwata , Atsutoshi Kumagai

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR),…

Machine Learning · Computer Science 2019-03-05 Sima Siami-Namini , Akbar Siami Namin

Attention-based sequence-to-sequence models have shown promising results in automatic speech recognition. Using these architectures, one-dimensional input and output sequences are related by an attention approach, thereby replacing more…

Computation and Language · Computer Science 2019-11-21 Parnia Bahar , Albert Zeyer , Ralf Schlüter , Hermann Ney

In this paper, we propose machine learning solutions to predict the time of future trips and the possible distance the vehicle will travel. For this prediction task, we develop and investigate four methods. In the first method, we use long…

Machine Learning · Computer Science 2023-03-28 Ebrahim Balouji , Jonas Sjöblom , Nikolce Murgovski , Morteza Haghir Chehreghani

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

Attention-based architectures have become ubiquitous in time series forecasting tasks, including spatio-temporal (STF) and long-term time series forecasting (LTSF). Yet, our understanding of the reasons for their effectiveness remains…

Machine Learning · Computer Science 2025-05-13 Suhan Guo , Jiahong Deng , Yi Wei , Hui Dou , Furao Shen , Jian Zhao

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a…

Machine Learning · Statistics 2017-10-13 Chuanyun Zang

To model time series accurately is important within a wide range of fields. As the world is generally too complex to be modelled exactly, it is often meaningful to assess the probability of a dynamical system to be in a specific state. This…

Machine Learning · Computer Science 2023-03-16 Mari Dahl Eggen , Alise Danielle Midtfjord