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With the rapid development of artificial intelligence, long short term memory (LSTM), one kind of recurrent neural network (RNN), has been widely applied in time series prediction. Like RNN, Transformer is designed to handle the sequential…

Trading and Market Microstructure · Quantitative Finance 2023-09-21 Paul Bilokon , Yitao Qiu

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

Most forecasting methods use recent past observations (lags) to model the future values of univariate time series. Selecting an adequate number of lags is important for training accurate forecasting models. Several approaches and heuristics…

Machine Learning · Statistics 2024-05-21 José Leites , Vitor Cerqueira , Carlos Soares

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

Multi-step stock index forecasting is vital in finance for informed decision-making. Current forecasting methods on this task frequently produce unsatisfactory results due to the inherent data randomness and instability, thereby…

Machine Learning · Computer Science 2024-02-19 Cheng Zhang , Nilam Nur Amir Sjarif , Roslina Ibrahim

Making accurate motion prediction of surrounding agents such as pedestrians and vehicles is a critical task when robots are trying to perform autonomous navigation tasks. Recent research on multi-modal trajectory prediction, including…

Computer Vision and Pattern Recognition · Computer Science 2020-10-16 YingQiao Wang

Western countries rely heavily on wheat, and yield prediction is crucial. Time-series deep learning models, such as Long Short Term Memory (LSTM), have already been explored and applied to yield prediction. Existing literature reported that…

Machine Learning · Computer Science 2023-07-05 Yogesh Bansal , David Lillis , Mohand Tahar Kechadi

This paper addresses the challenges of mining latent patterns and modeling contextual dependencies in complex sequence data. A sequence pattern mining algorithm is proposed by integrating Bidirectional Long Short-Term Memory (BiLSTM) with a…

Machine Learning · Computer Science 2025-04-22 Tao Yang , Yu Cheng , Yaokun Ren , Yujia Lou , Minggu Wei , Honghui Xin

Deep Learning (DL) models can be used to tackle time series analysis tasks with great success. However, the performance of DL models can degenerate rapidly if the data are not appropriately normalized. This issue is even more apparent when…

Computational Finance · Quantitative Finance 2019-09-24 Nikolaos Passalis , Anastasios Tefas , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

Action recognition greatly benefits motion understanding in video analysis. Recurrent networks such as long short-term memory (LSTM) networks are a popular choice for motion-aware sequence learning tasks. Recently, a convolutional extension…

Computer Vision and Pattern Recognition · Computer Science 2019-08-27 Sebastian Agethen , Winston H. Hsu

This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. 15 to…

Numerical Analysis · Mathematics 2020-04-22 Eric J. Parish , Kevin T. Carlberg

Multivariate time series forecasting is extensively studied throughout the years with ubiquitous applications in areas such as finance, traffic, environment, etc. Still, concerns have been raised on traditional methods for incapable of…

Machine Learning · Computer Science 2018-09-10 Yen-Yu Chang , Fan-Yun Sun , Yueh-Hua Wu , Shou-De Lin

We predict asset returns and measure risk premia using a prominent technique from artificial intelligence -- deep sequence modeling. Because asset returns often exhibit sequential dependence that may not be effectively captured by…

Machine Learning · Computer Science 2021-08-23 Lin William Cong , Ke Tang , Jingyuan Wang , Yang Zhang

The goal of this paper is to test three classes of neural network (NN) architectures based on four-dimensional (4D) hypercomplex algebras for time series prediction. We evaluate different architectures, varying the input layers to include…

Neural and Evolutionary Computing · Computer Science 2024-02-14 Radosław Kycia , Agnieszka Niemczynowicz

Time series forecasting based on deep architectures has been gaining popularity in recent years due to their ability to model complex non-linear temporal dynamics. The recurrent neural network is one such model capable of handling…

Machine Learning · Computer Science 2021-06-28 Zexuan Yin , Paolo Barucca

Deep learning has been actively applied to time series forecasting, leading to a deluge of new methods, belonging to the class of historical-value models. Yet, despite the attractive properties of time-index models, such as being able to…

Machine Learning · Computer Science 2023-10-18 Gerald Woo , Chenghao Liu , Doyen Sahoo , Akshat Kumar , Steven Hoi

Time series analysis is a field of data science which is interested in analyzing sequences of numerical values ordered in time. Time series are particularly interesting because they allow us to visualize and understand the evolution of a…

Machine Learning · Computer Science 2020-10-02 Hassan Ismail Fawaz

Network evasion detection aims to distinguish whether the network flow comes from link layer exists network evasion threat, which is a means to disguise the data traffic on detection system by confusing the signature. Since the previous…

Cryptography and Security · Computer Science 2025-02-18 Kehua Chen , Jingping Jia

Multivariate time-series forecasting is vital in various domains, e.g., economic planning and weather prediction. Deep train-from-scratch models have exhibited effective performance yet require large amounts of data, which limits real-world…

Machine Learning · Computer Science 2025-02-21 Ching Chang , Wei-Yao Wang , Wen-Chih Peng , Tien-Fu Chen

Long Short-Term Memory (LSTM) neural networks have been widely used for time series forecasting problems. However, LSTMs are prone to overfitting and performance reduction during test phases. Several different regularization techniques have…

Machine Learning · Computer Science 2021-09-27 Mahdy Shirdel , Reza Asadi , Duc Do , Micheal Hintlian
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