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Currently, the issue that concerns the world leaders most is climate change for its effect on agriculture, environment and economies of daily life. So, to combat this, temperature prediction with strong accuracy is vital. So far, the most…

Machine Learning · Computer Science 2023-09-26 Wasiou Jaharabi , MD Ibrahim Al Hossain , Rownak Tahmid , Md. Zuhayer Islam , T. M. Saad Rayhan

The emergence of Long Short-Term Memory (LSTM) solves the problems of vanishing gradient and exploding gradient in traditional Recurrent Neural Networks (RNN). LSTM, as a new type of RNN, has been widely used in various fields, such as text…

Machine Learning · Computer Science 2022-10-18 Sida Xing , Feihu Han , Suiyang Khoo

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

Neural and Evolutionary Computing · Computer Science 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

The behavior of recurrent neural network for the data-driven simulation of noisy dynamical systems is studied by training a set of Long Short-Term Memory Networks (LSTM) on the Mackey-Glass time series with a wide range of noise level. It…

Neural and Evolutionary Computing · Computer Science 2019-04-11 Kyongmin Yeo

As global climate change intensifies, accurate weather forecasting has become increasingly important, affecting agriculture, energy management, environmental protection, and daily life. This study introduces a hybrid model combining…

Machine Learning · Computer Science 2024-10-22 Yuhao Gong , Yuchen Zhang , Fei Wang , Chi-Han Lee

Recurrent neural networks are a powerful means to cope with time series. We show how autoregressive linear, i.e., linearly activated recurrent neural networks (LRNNs) can approximate any time-dependent function f(t). The approximation can…

Machine Learning · Computer Science 2025-10-01 Frieder Stolzenburg , Sandra Litz , Olivia Michael , Oliver Obst

With increasing competition and pace in the financial markets, robust forecasting methods are becoming more and more valuable to investors. While machine learning algorithms offer a proven way of modeling non-linearities in time series,…

Computational Finance · Quantitative Finance 2019-07-09 Lukas Ryll , Sebastian Seidens

This paper is based on a machine learning project at the Norwegian University of Science and Technology, fall 2020. The project was initiated with a literature review on the latest developments within time-series forecasting methods in the…

Machine Learning · Computer Science 2021-05-17 Christian Bakke Vennerød , Adrian Kjærran , Erling Stray Bugge

In recent years, deep learning techniques have outperformed traditional models in many machine learning tasks. Deep neural networks have successfully been applied to address time series forecasting problems, which is a very important topic…

Machine Learning · Computer Science 2021-04-09 Pedro Lara-Benítez , Manuel Carranza-García , José C. Riquelme

Channel state information (CSI) rapidly becomes outdated in high mobility scenarios, degrading the performance of wireless communication systems. In these cases, time series prediction techniques can be applied to combat the effects of…

Signal Processing · Electrical Eng. & Systems 2021-03-11 Joseph Kibugi , Lucas N. Ribeiro , Martin Haardt

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,…

Machine Learning · Computer Science 2025-03-05 Maya Vilenko

Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodologies. We conduct the first study of bond yield forecasting…

Computational Finance · Quantitative Finance 2020-05-06 Manuel Nunes , Enrico Gerding , Frank McGroarty , Mahesan Niranjan

In sequence learning tasks such as language modelling, Recurrent Neural Networks must learn relationships between input features separated by time. State of the art models such as LSTM and Transformer are trained by backpropagation of…

Machine Learning · Computer Science 2019-12-04 Jeremy Gordon , David Rawlinson , Subutai Ahmad

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

Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single…

Machine Learning · Computer Science 2019-08-13 Kasun Bandara , Peibei Shi , Christoph Bergmeir , Hansika Hewamalage , Quoc Tran , Brian Seaman

Recurrent neural networks (RNNs) are types of artificial neural networks (ANNs) that are well suited to forecasting and sequence classification. They have been applied extensively to forecasting univariate financial time series, however…

Trading and Market Microstructure · Quantitative Finance 2017-07-19 Matthew F Dixon

This study constitutes the second phase of a research endeavor aimed at evaluating the feasibility of employing Long Short-Term Memory (LSTM) neural networks as a replacement for Reynolds-Averaged Navier-Stokes (RANS) turbulence models. In…

Fluid Dynamics · Physics 2024-11-19 Hugo D. Pasinato

Corn yield prediction is beneficial as it provides valuable information about production and prices prior the harvest. Publicly available high-quality corn yield prediction can help address emergent information asymmetry problems and in…

As deep neural networks continue to revolutionize various application domains, there is increasing interest in making these powerful models more understandable and interpretable, and narrowing down the causes of good and bad predictions. We…

Machine Learning · Statistics 2016-11-21 Viktoriya Krakovna , Finale Doshi-Velez

Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition. However, established statistical models such as ETS and ARIMA gain their popularity not…

Machine Learning · Computer Science 2020-12-24 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara