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The prediction of high-resolution hourly traffic volumes of a given roadway is essential for transportation planning. Traditionally, Automatic Traffic Recorders (ATR) are used to collect this hourly volume data. These large datasets are…

Applications · Statistics 2019-09-26 MD Zadid Khan , Sakib Mahmud Khan , Mashrur Chowdhury , Kakan Dey

This work aims to implement Long Short-Term Memory mixture density networks (LSTM-MDNs) for Value-at-Risk forecasting and compare their performance with established models (historical simulation, CMM, and GARCH) using a defined backtesting…

Computational Finance · Quantitative Finance 2025-01-03 Nico Herrig

Learning long term dependencies in recurrent networks is difficult due to vanishing and exploding gradients. To overcome this difficulty, researchers have developed sophisticated optimization techniques and network architectures. In this…

Neural and Evolutionary Computing · Computer Science 2015-04-09 Quoc V. Le , Navdeep Jaitly , Geoffrey E. Hinton

Process Mining consists of techniques where logs created by operative systems are transformed into process models. In process mining tools it is often desired to be able to classify ongoing process instances, e.g., to predict how long the…

Machine Learning · Computer Science 2019-02-05 Markku Hinkka , Teemu Lehto , Keijo Heljanko , Alexander Jung

Recurrent neural networks are used to forecast time series in finance, climate, language, and from many other domains. Reservoir computers are a particularly easily trainable form of recurrent neural network. Recently, a "next-generation"…

Machine Learning · Computer Science 2023-03-28 Sarah E. Marzen , Paul M. Riechers , James P. Crutchfield

This paper introduces an open-source and reproducible implementation of Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) Networks for time series forecasting. We evaluated LSTM and GRU networks because of their performance…

Machine Learning · Computer Science 2025-04-28 Gissel Velarde , Pedro Branez , Alejandro Bueno , Rodrigo Heredia , Mateo Lopez-Ledezma

The paper presents a spatio-temporal wind speed forecasting algorithm using Deep Learning (DL)and in particular, Recurrent Neural Networks(RNNs). Motivated by recent advances in renewable energy integration and smart grids, we apply our…

Machine Learning · Computer Science 2017-07-27 Amir Ghaderi , Borhan M. Sanandaji , Faezeh Ghaderi

This article applies a long short-term memory recurrent neural network to mortality rate forecasting. The model can be trained jointly on the mortality rate history of different countries, ages, and sexes. The RNN-based method seems to…

Risk Management · Quantitative Finance 2019-10-18 Gábor Petneházi , József Gáll

This paper describes recent development and test implementation of a continuous time recurrent neural network that has been configured to predict rates of change in securities. It presents outcomes in the context of popular technical…

Computational Finance · Quantitative Finance 2014-06-05 Christopher S Kirk

Machine learning is widely used to analyze biological sequence data. Non-sequential models such as SVMs or feed-forward neural networks are often used although they have no natural way of handling sequences of varying length. Recurrent…

Quantitative Methods · Quantitative Biology 2016-03-14 Søren Kaae Sønderby , Casper Kaae Sønderby , Henrik Nielsen , Ole Winther

Large language models are strong sequence predictors, yet standard inference relies on immutable context histories. After making an error at generation step t, the model lacks an updatable memory mechanism that improves predictions for step…

Computation and Language · Computer Science 2026-01-21 Yuxing Lu , J. Ben Tamo , Weichen Zhao , Nan Sun , Yishan Zhong , Wenqi Shi , Jinzhuo Wang , May D. Wang

In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the…

Machine Learning · Computer Science 2018-04-17 Tian Guo , Tao Lin , Yao Lu

Recurrent Neural Networks (RNN), Long Short-Term Memory Networks (LSTM), and Memory Networks which contain memory are popularly used to learn patterns in sequential data. Sequential data has long sequences that hold relationships. RNN can…

Computation and Language · Computer Science 2019-04-22 Anupiya Nugaliyadde , Kok Wai Wong , Ferdous Sohel , Hong Xie

The success of recurrent neural networks (RNNs) has been demonstrated in many applications related to turbulence, including flow control, optimization, turbulent features reproduction as well as turbulence prediction and modeling. With this…

We are concerned with robust and accurate forecasting of multiphase flow rates in wells and pipelines during oil and gas production. In practice, the possibility to physically measure the rates is often limited; besides, it is desirable to…

Neural and Evolutionary Computing · Computer Science 2018-02-16 Nikolai Andrianov

The early outcome prediction of ongoing or completed processes confers competitive advantage to organizations. The performance of classic machine learning and, more recently, deep learning techniques such as Long Short-Term Memory (LSTM) on…

Machine Learning · Computer Science 2021-04-15 Hans Weytjens , Jochen De Weerdt

Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…

Neural and Evolutionary Computing · Computer Science 2020-03-23 Nesma M. Rezk , Madhura Purnaprajna , Tomas Nordström , Zain Ul-Abdin

In a natural market environment, the price prediction model needs to be updated in real time according to the data obtained by the system to ensure the accuracy of the prediction. In order to improve the user experience of the system, the…

Computational Finance · Quantitative Finance 2023-07-14 Zhu Bangyuan

The predictive learning of spatiotemporal sequences aims to generate future images by learning from the historical context, where the visual dynamics are believed to have modular structures that can be learned with compositional subsystems.…

Machine Learning · Computer Science 2022-04-12 Yunbo Wang , Haixu Wu , Jianjin Zhang , Zhifeng Gao , Jianmin Wang , Philip S. Yu , Mingsheng Long

Customer segmentation has long been a productive field in banking. However, with new approaches to traditional problems come new opportunities. Fine-grained customer segments are notoriously elusive and one method of obtaining them is…

Artificial Intelligence · Computer Science 2022-01-31 Charl Maree , Christian W. Omlin
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