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Despite the recent popularity of deep generative state space models, few comparisons have been made between network architectures and the inference steps of the Bayesian filtering framework -- with most models simultaneously approximating…

Machine Learning · Statistics 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts

Scientific modeling faces a tradeoff between the interpretability of mechanistic theory and the predictive power of machine learning. While existing hybrid approaches have made progress by incorporating domain knowledge into machine…

Machine Learning · Computer Science 2026-04-15 Carson Dudley , Reiden Magdaleno , Christopher Harding , Marisa Eisenberg

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn

Neural processes (NPs) learn stochastic processes and predict the distribution of target output adaptively conditioned on a context set of observed input-output pairs. Furthermore, Attentive Neural Process (ANP) improved the prediction…

Machine Learning · Computer Science 2019-10-22 Shenghao Qin , Jiacheng Zhu , Jimmy Qin , Wenshuo Wang , Ding Zhao

In this work, we propose an ensemble forecasting approach based on randomized neural networks. Improved randomized learning streamlines the fitting abilities of individual learners by generating network parameters in accordance with the…

Machine Learning · Computer Science 2021-07-12 Grzegorz Dudek , Paweł Pełka

In geotechnical engineering, constitutive models are central to capturing soil behavior across diverse drainage conditions, stress paths,and loading histories. While data driven deep learning (DL) approaches have shown promise as…

Machine Learning · Computer Science 2025-10-23 Toiba Noor , Soban Nasir Lone , G. V. Ramana , Rajdip Nayek

The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

Recurrent neural networks are machine learning algorithms which are suited well to predict time series. Echo state networks are one specific implementation of such neural networks that can describe the evolution of dynamical systems by…

Fluid Dynamics · Physics 2021-05-26 Florian Heyder , Jörg Schumacher

Access to a large variety of data across a massive population has made it possible to predict customer purchase patterns and responses to marketing campaigns. In particular, accurate demand forecasts for popular products with frequent…

Machine Learning · Statistics 2019-01-01 Tianle Chen , Brian Keng , Javier Moreno

In the current context of Big Data, the nature of many forecasting problems has changed from predicting isolated time series to predicting many time series from similar sources. This has opened up the opportunity to develop competitive…

Machine Learning · Computer Science 2021-03-23 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Deep unfolding methods---for example, the learned iterative shrinkage thresholding algorithm (LISTA)---design deep neural networks as learned variations of optimization methods. These networks have been shown to achieve faster convergence…

Machine Learning · Computer Science 2020-03-19 Huynh Van Luong , Boris Joukovsky , Nikos Deligiannis

The demand of probabilistic time series forecasting has been recently raised in various dynamic system scenarios, for example, system identification and prognostic and health management of machines. To this end, we combine the advances in…

Machine Learning · Computer Science 2022-05-25 Haitao Liu , Changjun Liu , Xiaomo Jiang , Xudong Chen , Shuhua Yang , Xiaofang Wang

A newly introduced method called Taylor-based Optimized Recursive Extended Exponential Smoothed Neural Networks Forecasting method is applied and extended in this study to forecast numerical values. Unlike traditional forecasting techniques…

Neural and Evolutionary Computing · Computer Science 2018-11-02 Emna Krichene , Wael Ouarda , Habib Chabchoub , Adel M. Alimi

A recent strategy to circumvent the exploding and vanishing gradient problem in RNNs, and to allow the stable propagation of signals over long time scales, is to constrain recurrent connectivity matrices to be orthogonal or unitary. This…

Recurrent Neural Networks (RNNs), which are a powerful scheme for modeling temporal and sequential data need to capture long-term dependencies on datasets and represent them in hidden layers with a powerful model to capture more information…

Machine Learning · Computer Science 2017-06-08 Andros Tjandra , Sakriani Sakti , Ruli Manurung , Mirna Adriani , Satoshi Nakamura

Data are often sampled irregularly in time. Dealing with this using Recurrent Neural Networks (RNNs) traditionally involved ignoring the fact, feeding the time differences as additional inputs, or resampling the data. All these methods have…

Machine Learning · Computer Science 2024-07-03 Mantas Lukoševičius , Arnas Uselis

Neural network ensembles, such as Bayesian neural networks (BNNs), have shown success in the areas of uncertainty estimation and robustness. However, a crucial challenge prohibits their use in practice. BNNs require a large number of…

Machine Learning · Computer Science 2022-07-15 Namuk Park , Songkuk Kim

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively…

Machine Learning · Computer Science 2020-09-15 Sakshi Mishra , Praveen Palanisamy

Real-time classification of Electromyography signals is the most challenging part of controlling a prosthetic hand. Achieving a high classification accuracy of EMG signals in a short delay time is still challenging. Recurrent neural…

Signal Processing · Electrical Eng. & Systems 2021-09-14 Reza Bagherian Azhiri , Mohammad Esmaeili , Mehrdad Nourani

We provide a general framework for studying recurrent neural networks (RNNs) trained by injecting noise into hidden states. Specifically, we consider RNNs that can be viewed as discretizations of stochastic differential equations driven by…

Machine Learning · Statistics 2021-12-02 Soon Hoe Lim , N. Benjamin Erichson , Liam Hodgkinson , Michael W. Mahoney