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Time series analysis is used to understand and predict dynamic processes, including evolving demands in business, weather, markets, and biological rhythms. Exponential smoothing is used in all these domains to obtain simple interpretable…

Machine Learning · Statistics 2017-10-02 Avner Abrami , Aleksandr Y. Aravkin , Younghun Kim

At the heart of time-series forecasting (TSF) lies a fundamental challenge: how can models efficiently and effectively capture long-range temporal dependencies across ever-growing sequences? While deep learning has brought notable progress,…

Machine Learning · Computer Science 2025-11-18 Hongbo Liu , Jia Xu

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Recurrent neural networks (RNNs) are particularly well-suited for modeling long-term dependencies in sequential data, but are notoriously hard to train because the error backpropagated in time either vanishes or explodes at an exponential…

Machine Learning · Computer Science 2019-08-28 Anil Kag , Ziming Zhang , Venkatesh Saligrama

Recurrent neural networks are a powerful tool for modeling sequential data, but the dependence of each timestep's computation on the previous timestep's output limits parallelism and makes RNNs unwieldy for very long sequences. We introduce…

Neural and Evolutionary Computing · Computer Science 2016-11-22 James Bradbury , Stephen Merity , Caiming Xiong , Richard Socher

We investigate nonlinear regression for nonstationary sequential data. In most real-life applications such as business domains including finance, retail, energy and economy, timeseries data exhibits nonstationarity due to the temporally…

Machine Learning · Computer Science 2020-06-19 Fatih Ilhan , Oguzhan Karaahmetoglu , Ismail Balaban , Suleyman Serdar Kozat

Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…

Neural and Evolutionary Computing · Computer Science 2020-03-23 Nesma M. Rezk , Madhura Purnaprajna , Tomas Nordström , Zain Ul-Abdin

Recently, there is great interest to investigate the application of deep learning models for the prediction of clinical events using electronic health records (EHR) data. In EHR data, a patient's history is often represented as a sequence…

Machine Learning · Computer Science 2021-10-05 Laila Rasmy , Jie Zhu , Zhiheng Li , Xin Hao , Hong Thoai Tran , Yujia Zhou , Firat Tiryaki , Yang Xiang , Hua Xu , Degui Zhi

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

This paper investigates the performance of Echo State Networks (ESNs) for univariate time series forecasting using a subset of the M4 Forecasting Competition dataset. Focusing on monthly and quarterly time series, we evaluate whether a…

Machine Learning · Computer Science 2026-04-08 Alexander Häußer

We introduce Active Tuning, a novel paradigm for optimizing the internal dynamics of recurrent neural networks (RNNs) on the fly. In contrast to the conventional sequence-to-sequence mapping scheme, Active Tuning decouples the RNN's…

Machine Learning · Computer Science 2020-11-26 Sebastian Otte , Matthias Karlbauer , Martin V. Butz

As a surrogate for computationally intensive meso-scale simulation of woven composites, this article presents Recurrent Neural Network (RNN) models. Leveraging the power of transfer learning, the initialization challenges and sparse data…

Materials Science · Physics 2024-07-08 Ehsan Ghane , Martin Fagerström , Mohsen Mirkhalaf

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

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

Through integrating the evolutionary correlations across global states in the bidirectional recursion, an explainable Bayesian recurrent neural smoother (EBRNS) is proposed for offline data-assisted fixed-interval state smoothing. At first,…

Signal Processing · Electrical Eng. & Systems 2024-06-18 Shi Yan , Yan Liang , Huayu Zhang , Le Zheng , Difan Zou , Binglu Wang

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

Computers and Society · Computer Science 2026-01-27 Abhishek Maity , Viraj Tukarul

Recurrent neural networks (RNNs) have shown promising performance for language modeling. However, traditional training of RNNs using back-propagation through time often suffers from overfitting. One reason for this is that stochastic…

Computation and Language · Computer Science 2017-04-25 Zhe Gan , Chunyuan Li , Changyou Chen , Yunchen Pu , Qinliang Su , Lawrence Carin

The immense computational cost of traditional numerical weather and climate models has sparked the development of machine learning (ML) based emulators. Because ML methods benefit from long records of training data, it is common to use…

Machine Learning · Computer Science 2023-09-25 Timothy A. Smith , Stephen G. Penny , Jason A. Platt , Tse-Chun Chen

The study of deep recurrent neural networks (RNNs) and, in particular, of deep Reservoir Computing (RC) is gaining an increasing research attention in the neural networks community. The recently introduced Deep Echo State Network (DeepESN)…

Machine Learning · Computer Science 2020-09-28 Claudio Gallicchio , Alessio Micheli

Recurrent neural networks (RNNs) are a class of neural networks used in sequential tasks. However, in general, RNNs have a large number of parameters and involve enormous computational costs by repeating the recurrent structures in many…

Machine Learning · Statistics 2024-03-25 Takashi Furuya , Kazuma Suetake , Koichi Taniguchi , Hiroyuki Kusumoto , Ryuji Saiin , Tomohiro Daimon