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With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Although RNNs have been shown to be powerful tools for processing sequential data, finding architectures or optimization strategies that allow them to model very long term dependencies is still an active area of research. In this work, we…

Neural and Evolutionary Computing · Computer Science 2017-03-16 Mikael Henaff , Arthur Szlam , Yann LeCun

The problem of learning long-term dependencies in sequences using Recurrent Neural Networks (RNNs) is still a major challenge. Recent methods have been suggested to solve this problem by constraining the transition matrix to be unitary…

Machine Learning · Computer Science 2017-06-14 Zakaria Mhammedi , Andrew Hellicar , Ashfaqur Rahman , James Bailey

Recurrent Neural Networks (RNNs), more specifically their Long Short-Term Memory (LSTM) variants, have been widely used as a deep learning tool for tackling sequence-based learning tasks in text and speech. Training of such LSTM…

Machine Learning · Computer Science 2021-06-24 Anup Sarma , Sonali Singh , Huaipan Jiang , Rui Zhang , Mahmut T Kandemir , Chita R Das

Recurrent neural networks (RNNs) have many advantages over more traditional system identification techniques. They may be applied to linear and nonlinear systems, and they require fewer modeling assumptions. However, these neural network…

Systems and Control · Electrical Eng. & Systems 2022-04-08 Kaicheng Niu , Mi Zhou , Chaouki T. Abdallah , Mohammad Hayajneh

Long short-term memory (LSTM) is normally used in recurrent neural network (RNN) as basic recurrent unit. However,conventional LSTM assumes that the state at current time step depends on previous time step. This assumption constraints the…

Machine Learning · Computer Science 2017-11-01 Fei Tao , Gang Liu

Partial differential equations (PDEs) play a crucial role in studying a vast number of problems in science and engineering. Numerically solving nonlinear and/or high-dimensional PDEs is often a challenging task. Inspired by the traditional…

Numerical Analysis · Mathematics 2022-01-11 Yihao Hu , Tong Zhao , Shixin Xu , Zhiliang Xu , Lizhen Lin

A unique feature of Recurrent Neural Networks (RNNs) is that it incrementally processes input sequences. In this research, we aim to uncover the inherent generalization properties, i.e., inductive bias, of RNNs with respect to how…

Machine Learning · Computer Science 2023-05-17 Taiga Ishii , Ryo Ueda , Yusuke Miyao

The neural ordinary differential equation (ODE) framework has emerged as a powerful tool for developing accelerated surrogate models of complex physical systems governed by partial differential equations (PDEs). A popular approach for PDE…

Fluid Dynamics · Physics 2025-03-26 Ashish S. Nair , Shivam Barwey , Pinaki Pal , Jonathan F. MacArt , Troy Arcomano , Romit Maulik

Addressing the challenges of irregularity and concept drift in streaming time series is crucial for real-world predictive modelling. Previous studies in time series continual learning often propose models that require buffering long…

Machine Learning · Computer Science 2025-04-10 Futoon M. Abushaqra , Hao Xue , Yongli Ren , Flora D. Salim

Gated recurrent networks such as those composed of Long Short-Term Memory (LSTM) nodes have recently been used to improve state of the art in many sequential processing tasks such as speech recognition and machine translation. However, the…

Neural and Evolutionary Computing · Computer Science 2018-06-11 Aditya Rawal , Risto Miikkulainen

Differential equations in general and neural ODEs in particular are an essential technique in continuous-time system identification. While many deterministic learning algorithms have been designed based on numerical integration via the…

Machine Learning · Computer Science 2021-10-18 Lenart Treven , Philippe Wenk , Florian Dörfler , Andreas Krause

Forecasting time series and time-dependent data is a common problem in many applications. One typical example is solving ordinary differential equation (ODE) systems $\dot{x}=F(x)$. Oftentimes the right hand side function $F(x)$ is not…

Computational Physics · Physics 2019-10-14 Artem Chashchin , Mikhail Botchev , Ivan Oseledets , George Ovchinnikov

Extracting previously unknown patterns and information in time series is central to many real-world applications. In this study, we introduce a novel approach to modeling financial time series using a deep learning model. We use a Long…

Statistical Finance · Quantitative Finance 2020-07-15 Jungsik Hwang

This letter adopts long short-term memory(LSTM) to predict sea surface temperature(SST), which is the first attempt, to our knowledge, to use recurrent neural network to solve the problem of SST prediction, and to make one week and one…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Qin Zhang , Hui Wang , Junyu Dong , Guoqiang Zhong , Xin Sun

Language models, being at the heart of many NLP problems, are always of great interest to researchers. Neural language models come with the advantage of distributed representations and long range contexts. With its particular dynamics that…

Neural and Evolutionary Computing · Computer Science 2018-11-19 Thomas Cherian , Akshay Badola , Vineet Padmanabhan

The recurrent neural networks (RNN) with richly distributed internal states and flexible non-linear transition functions, have overtaken the dynamic Bayesian networks such as the hidden Markov models (HMMs) in the task of modeling highly…

Machine Learning · Computer Science 2021-08-11 Jin Huang , Ming Xiao

We analyze recurrent neural networks with diagonal hidden-to-hidden weight matrices, trained with gradient descent in the supervised learning setting, and prove that gradient descent can achieve optimality \emph{without} massive…

Machine Learning · Computer Science 2024-10-11 Semih Cayci , Atilla Eryilmaz

Recurrent neural networks (RNNs), such as long short-term memory networks (LSTMs), serve as a fundamental building block for many sequence learning tasks, including machine translation, language modeling, and question answering. In this…

Computation and Language · Computer Science 2017-08-09 Stephen Merity , Nitish Shirish Keskar , Richard Socher

The extension of deep learning towards temporal data processing is gaining an increasing research interest. In this paper we investigate the properties of state dynamics developed in successive levels of deep recurrent neural networks…

Machine Learning · Computer Science 2018-02-05 Claudio Gallicchio
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