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Resampling methods such as the bootstrap have proven invaluable in the field of machine learning. However, the applicability of traditional bootstrap methods is limited when dealing with large streams of dependent data, such as time series…

Machine Learning · Statistics 2024-02-28 Nicolai Palm , Thomas Nagler

In this paper we propose a novel procedure to construct a confidence interval for multivariate time series predictions using long short term memory network. The construction uses a few novel block bootstrap techniques. We also propose an…

Methodology · Statistics 2022-11-28 Aryan Bhambu , Arabin Kumar Dey

We present a novel approach for predicting the distribution of asset returns using a quantile-based method with Long Short-Term Memory (LSTM) networks. Our model is designed in two stages: the first focuses on predicting the quantiles of…

Statistical Finance · Quantitative Finance 2025-01-29 Ísak Pétursson , María Óskarsdóttir

Traffic prediction plays an important role in evaluating the performance of telecommunication networks and attracts intense research interests. A significant number of algorithms and models have been put forward to analyse traffic data and…

Networking and Internet Architecture · Computer Science 2018-04-04 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

We investigate regression for variable length sequential data containing missing samples and introduce a novel tree architecture based on the Long Short-Term Memory (LSTM) networks. In our architecture, we employ a variable number of LSTM…

Machine Learning · Computer Science 2020-05-26 S. Onur Sahin , Suleyman S. Kozat

We investigate the applicability of machine learning based reduced order model (ML-ROM) to three-dimensional complex flows. As an example, we consider a turbulent channel flow at the friction Reynolds number of $Re_\tau=110$ in a minimum…

Fluid Dynamics · Physics 2021-12-08 Taichi Nakamura , Kai Fukami , Kazuto Hasegawa , Yusuke Nabae , Koji Fukagata

A probabilistic reconstruction using machine-learning of the decay kinematics of top-quark pairs produced in high-energy proton-proton collisions is presented. A deep neural network whose core consists of a Bidirectional Long Short-Term…

High Energy Physics - Experiment · Physics 2019-09-04 Fardin Syed , Riccardo Di Sipio , Pekka Sinervo

Distinguishing active from passive dynamics is a fundamental challenge in understanding the motion of living cells and other active matter systems. Here, we introduce a framework that combines physical modeling, analytical theory, and…

We propose and analyze a model-based bootstrap for transition kernels in finite controlled Markov chains (CMCs) with possibly nonstationary or history-dependent control policies, a setting that arises naturally in offline reinforcement…

Machine Learning · Statistics 2026-05-13 Ziwei Su , Imon Banerjee , Diego Klabjan

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Accurate electrical load forecasting is of great importance for the efficient operation and control of modern power systems. In this work, a hybrid long short-term memory (LSTM)-based model with online correction is developed for day-ahead…

Systems and Control · Electrical Eng. & Systems 2024-03-07 Nan Lu , Quan Ouyang , Yang Li , Changfu Zou

With COVID-19 affecting every country globally and changing everyday life, the ability to forecast the spread of the disease is more important than any previous epidemic. The conventional methods of disease-spread modeling, compartmental…

Machine Learning · Statistics 2022-08-19 Benjamin Lucas , Behzad Vahedi , Morteza Karimzadeh

Quantum Recurrent Neural Networks (QRNNs) are robust candidates for modelling and predicting future values in multivariate time series. However, the effective implementation of some QRNN models is limited by the need for mid-circuit…

Quantum Physics · Physics 2025-01-31 José Daniel Viqueira , Daniel Faílde , Mariamo M. Juane , Andrés Gómez , David Mera

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Paweł Pełka , Grzegorz Dudek

Recurrent neural networks like long short-term memory (LSTM) are important architectures for sequential prediction tasks. LSTMs (and RNNs in general) model sequences along the forward time direction. Bidirectional LSTMs (Bi-LSTMs) on the…

Machine Learning · Statistics 2017-11-16 Samira Shabanian , Devansh Arpit , Adam Trischler , Yoshua Bengio

We examine the efficiency of Recurrent Neural Networks in forecasting the spatiotemporal dynamics of high dimensional and reduced order complex systems using Reservoir Computing (RC) and Backpropagation through time (BPTT) for gated network…

Signal Processing · Electrical Eng. & Systems 2020-02-19 Pantelis R. Vlachas , Jaideep Pathak , Brian R. Hunt , Themistoklis P. Sapsis , Michelle Girvan , Edward Ott , Petros Koumoutsakos

As a conventional means to analyze the system mechanism based on partial differential equations (PDE) or nonlinear dynamics, iterative algorithms are computationally intensive. In this framework, the details of oscillating dynamics of…

Optics · Physics 2025-01-07 Maolin Wang , Pengxiang Wang , Gang Xu

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

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

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections…

Machine Learning · Statistics 2019-02-27 Bo Chang , Minmin Chen , Eldad Haber , Ed H. Chi
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