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Time series forecasting has seen many methods attempted over the past few decades, including traditional technical analysis, algorithmic statistical models, and more recent machine learning and artificial intelligence approaches. Recently,…

Machine Learning · Computer Science 2023-06-27 Harshal Patel , Bharath Kumar Bolla , Sabeesh E , Dinesh Reddy

How to handle time features shall be the core question of any time series forecasting model. Ironically, it is often ignored or misunderstood by deep-learning based models, even those baselines which are state-of-the-art. This behavior…

Machine Learning · Computer Science 2022-07-25 Li Shen , Yuning Wei , Yangzhu Wang

Weather forecasting is a fundamental problem for anticipating and mitigating the impacts of climate change. Recently, data-driven approaches for weather forecasting based on deep learning have shown great promise, achieving accuracies that…

We propose novel neural temporal models for predicting and synthesizing human motion, achieving state-of-the-art in modeling long-term motion trajectories while being competitive with prior work in short-term prediction and requiring…

Computer Vision and Pattern Recognition · Computer Science 2019-11-25 Anand Gopalakrishnan , Ankur Mali , Dan Kifer , C. Lee Giles , Alexander G. Ororbia

During the last decades, international attempts have been made to develop realistic space weather prediction tools aiming to forecast the conditions on the Sun and in the interplanetary environment. These efforts have led to the development…

The widespread utilisation of grid-integrated wind electricity necessitates accurate and reliable wind speed forecasting to ensure stable grid and quality power. Machine learning algorithm based wind speed forecasting models are getting…

Signal Processing · Electrical Eng. & Systems 2018-08-13 Valsaraj Perumpalot , G. V. Drisya , K. Satheesh Kumar

The recent decade has seen an enormous rise in the popularity of deep learning and neural networks. These algorithms have broken many previous records and achieved remarkable results. Their outstanding performance has significantly sped up…

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

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

We present a new model for the probability that the Disturbance storm time (Dst) index exceeds -100 nT, with a lead time between 1 and 3 days. $Dst$ provides essential information about the strength of the ring current around the Earth…

Space Physics · Physics 2022-09-07 A. Hu , C. Shneider , A. Tiwari , E. Camporeale

Time series forecasting has received a lot of attention, with recurrent neural networks (RNNs) being one of the widely used models due to their ability to handle sequential data. Previous studies on RNN time series forecasting, however,…

Machine Learning · Computer Science 2024-04-29 Christopher Salazar , Ashis G. Banerjee

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

Dynamic neural network is an emerging research topic in deep learning. Compared to static models which have fixed computational graphs and parameters at the inference stage, dynamic networks can adapt their structures or parameters to…

Computer Vision and Pattern Recognition · Computer Science 2021-12-03 Yizeng Han , Gao Huang , Shiji Song , Le Yang , Honghui Wang , Yulin Wang

We consider the problem of neural network training in a time-varying context. Machine learning algorithms have excelled in problems that do not change over time. However, problems encountered in financial markets are often time-varying. We…

Computational Finance · Quantitative Finance 2021-01-25 Steven Y. K. Wong , Jennifer Chan , Lamiae Azizi , Richard Y. D. Xu

We introduce a dynamical spatio-temporal model formalized as a recurrent neural network for forecasting time series of spatial processes, i.e. series of observations sharing temporal and spatial dependencies. The model learns these…

Machine Learning · Computer Science 2018-04-24 Ali Ziat , Edouard Delasalles , Ludovic Denoyer , Patrick Gallinari

To deploy and operate deep neural models in production, the quality of their predictions, which might be contaminated benignly or manipulated maliciously by input distributional deviations, must be monitored and assessed. Specifically, we…

Computer Vision and Pattern Recognition · Computer Science 2023-06-09 Guy Bar-Shalom , Yonatan Geifman , Ran El-Yaniv

This paper addresses the problem of multi-step time series forecasting for non-stationary signals that can present sudden changes. Current state-of-the-art deep learning forecasting methods, often trained with variants of the MSE, lack the…

Machine Learning · Statistics 2022-02-18 Vincent Le Guen , Nicolas Thome

Weather forecasting is a long standing scientific challenge with direct social and economic impact. The task is suitable for deep neural networks due to vast amounts of continuously collected data and a rich spatial and temporal structure…

This report first provides a brief overview of a number of supervised learning algorithms for regression tasks. Among those are neural networks, regression trees, and the recently introduced Nexting. Nexting has been presented in the…

Machine Learning · Computer Science 2019-03-19 Michael Koller , Johannes Feldmaier , Klaus Diepold

Wind power prediction is of vital importance in wind power utilization. There have been a lot of researches based on the time series of the wind power or speed, but In fact, these time series cannot express the temporal and spatial changes…

Machine Learning · Computer Science 2018-07-19 Ruiguo Yu , Zhiqiang Liu , Xuewei Li , Wenhuan Lu , Mei Yu , Jianrong Wang , Bin Li