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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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…