Related papers: Forecasting CPI Inflation Components with Hierarch…

Inflation prediction guides decisions on interest rates, investments, and wages, playing a key role in economic stability. Yet accurate forecasting is challenging due to dynamic factors and the layered structure of the Consumer Price Index,…

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…

Forecasting consumer price index (CPI) inflation is of paramount importance for both academics and policymakers at the central banks. This study introduces a filtered ensemble wavelet neural network (FEWNet) to forecast CPI inflation, which…

We introduce the Hierarchically Interacting Particle Neural Network (HIP-NN) to model molecular properties from datasets of quantum calculations. Inspired by a many-body expansion, HIP-NN decomposes properties, such as energy, as a sum over…

Existing deep convolutional neural networks (CNNs) have shown their great success on image classification. CNNs mainly consist of convolutional and pooling layers, both of which are performed on local image areas without considering the…

Many problems plague empirical Phillips curves (PCs). Among them is the hurdle that the two key components, inflation expectations and the output gap, are both unobserved. Traditional remedies include proxying for the absentees or…

In this paper, we study novel neural network structures to better model long term dependency in sequential data. We propose to use more memory units to keep track of more preceding states in recurrent neural networks (RNNs), which are all…

This article forecasts CPI inflation in the United Kingdom using Random Generalised Network Autoregressive (RaGNAR) Processes. More specifically, we fit Generalised Network Autoregressive (GNAR) Processes to a large set of random networks…

We propose a hierarchical graph neural network (GNN) model that learns how to cluster a set of images into an unknown number of identities using a training set of images annotated with labels belonging to a disjoint set of identities. Our…

Graph Neural Networks (GNN) have gained significant traction in the forecasting domain, especially for their capacity to simultaneously account for intra-series temporal correlations and inter-series relationships. This paper introduces a…

Electricity price is a key factor affecting the decision-making for all market participants. Accurate forecasting of electricity prices is very important and is also very challenging since electricity price is highly volatile due to various…

Hierarchical feature learning based on convolutional neural networks (CNN) has recently shown significant potential in various computer vision tasks. While allowing high-quality discriminative feature learning, the downside of CNNs is the…

In the modern power market, electricity trading is an extremely competitive industry. More accurate price forecast is crucial to help electricity producers and traders make better decisions. In this paper, a novel method of convolutional…

Recent research on graph neural networks (GNNs) has explored mechanisms for capturing local uncertainty and exploiting graph hierarchies to mitigate data sparsity and leverage structural properties. However, the synergistic integration of…

We introduce a novel variant of GNN for particle tracking called Hierarchical Graph Neural Network (HGNN). The architecture creates a set of higher-level representations which correspond to tracks and assigns spacepoints to these tracks,…

The prediction of urban vehicle flow and speed can greatly facilitate people's travel, and also can provide reasonable advice for the decision-making of relevant government departments. However, due to the spatial, temporal and hierarchy of…

This paper introduces a novel approach to stock data analysis by employing a Hierarchical Graph Neural Network (HGNN) model that captures multi-level information and relational structures in the stock market. The HGNN model integrates stock…

Transformers have surpassed RNNs in popularity due to their superior abilities in parallel training and long-term dependency modeling. Recently, there has been a renewed interest in using linear RNNs for efficient sequence modeling. These…

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Time series prediction has been studied in a variety of domains. However, it is still challenging to predict future series given historical observations and past exogenous data. Existing methods either fail to consider the interactions…