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Time series prediction with neural networks has been the focus of much research in the past few decades. Given the recent deep learning revolution, there has been much attention in using deep learning models for time series prediction, and…

Machine Learning · Computer Science 2021-06-08 Rohitash Chandra , Shaurya Goyal , Rishabh Gupta

Uncertainty quantification is crucial in time series prediction, and quantile regression offers a valuable mechanism for uncertainty quantification which is useful for extreme value forecasting. Although deep learning models have been…

Machine Learning · Computer Science 2024-11-26 Jimmy Cheung , Smruthi Rangarajan , Amelia Maddocks , Xizhe Chen , Rohitash Chandra

Cultivation experiments often produce sparse and irregular time series. Classical approaches based on mechanistic models, like Maximum Likelihood fitting or Monte-Carlo Markov chain sampling, can easily account for sparsity and time-grid…

Machine Learning · Computer Science 2023-12-07 Maxim Borisyak , Stefan Born , Peter Neubauer , Mariano Nicolas Cruz-Bournazou

Recurrent and convolutional neural networks are the most common architectures used for time series forecasting in deep learning literature. These networks use parameter sharing by repeating a set of fixed architectures with fixed parameters…

Machine Learning · Computer Science 2020-11-30 Joel Janek Dabrowski , YiFan Zhang , Ashfaqur Rahman

Data noising is an effective technique for regularizing neural network models. While noising is widely adopted in application domains such as vision and speech, commonly used noising primitives have not been developed for discrete…

Machine Learning · Computer Science 2017-03-09 Ziang Xie , Sida I. Wang , Jiwei Li , Daniel Lévy , Aiming Nie , Dan Jurafsky , Andrew Y. Ng

Batch Normalization (BN) has been a standard component in designing deep neural networks (DNNs). Although the standard BN can significantly accelerate the training of DNNs and improve the generalization performance, it has several…

Machine Learning · Computer Science 2020-10-13 Yong Guo , Qingyao Wu , Chaorui Deng , Jian Chen , Mingkui Tan

This work addresses the problem of analyzing multi-channel time series data %. In this paper, we by proposing an unsupervised fusion framework based on %the recently proposed convolutional transform learning. Each channel is processed by a…

Machine Learning · Computer Science 2020-11-10 Pooja Gupta , Jyoti Maggu , Angshul Majumdar , Emilie Chouzenoux , Giovanni Chierchia

Regularization plays a pivotal role in integrating prior information into inverse problems. While many deep learning methods have been proposed to solve inverse problems, determining where to apply regularization remains a crucial…

Numerical Analysis · Mathematics 2024-03-22 Ke Chen , Chunmei Wang , Haizhao Yang

Normalizing flows have emerged as an important family of deep neural networks for modelling complex probability distributions. In this note, we revisit their coupling and autoregressive transformation layers as probabilistic graphical…

Machine Learning · Computer Science 2020-06-05 Antoine Wehenkel , Gilles Louppe

Standard statistical techniques often require transforming data to have mean $0$ and standard deviation $1$. Typically, this process of "standardization" or "normalization" is applied across subjects when each subject produces a single…

Statistics Theory · Mathematics 2013-12-12 Richard A. Olshen , Bala Rajaratnam

Recurrent Neural Networks (RNNs) can be seriously impacted by the initial parameters assignment, which may result in poor generalization performances on new unseen data. With the objective to tackle this crucial issue, in the context of RNN…

Machine Learning · Computer Science 2019-11-05 Dino Ienco , Roberto Interdonato , Raffaele Gaetano

In recent years, a variety of normalization methods have been proposed to help train neural networks, such as batch normalization (BN), layer normalization (LN), weight normalization (WN), group normalization (GN), etc. However,…

Machine Learning · Computer Science 2020-06-17 Jiacheng Sun , Xiangyong Cao , Hanwen Liang , Weiran Huang , Zewei Chen , Zhenguo Li

As the complexity and dynamism of financial markets continue to grow, traditional financial risk prediction methods increasingly struggle to handle large datasets and intricate behavior patterns. This paper explores the feasibility and…

Machine Learning · Computer Science 2024-12-24 Haowei Yang , Zhan Cheng , Zhaoyang Zhang , Yuanshuai Luo , Shuaishuai Huang , Ao Xiang

Continual learning of deep neural networks is a key requirement for scaling them up to more complex applicative scenarios and for achieving real lifelong learning of these architectures. Previous approaches to the problem have considered…

Machine Learning · Computer Science 2020-06-25 Jary Pomponi , Simone Scardapane , Vincenzo Lomonaco , Aurelio Uncini

We investigate the generalizability of deep learning based on the sensitivity to input perturbation. We hypothesize that the high sensitivity to the perturbation of data degrades the performance on it. To reduce the sensitivity to…

Machine Learning · Statistics 2017-06-01 Yuichi Yoshida , Takeru Miyato

Equivariant networks are specifically designed to ensure consistent behavior with respect to a set of input transformations, leading to higher sample efficiency and more accurate and robust predictions. However, redesigning each component…

Machine Learning · Computer Science 2023-10-31 Arnab Kumar Mondal , Siba Smarak Panigrahi , Sékou-Oumar Kaba , Sai Rajeswar , Siamak Ravanbakhsh

Stock price forecasting is a highly complex and vitally important field of research. Recent advancements in deep neural network technology allow researchers to develop highly accurate models to predict financial trends. We propose a novel…

Computational Finance · Quantitative Finance 2021-02-03 Pratyush Muthukumar , Jie Zhong

Probabilistic forecasting of multivariate time series is essential for various downstream tasks. Most existing approaches rely on the sequences being uniformly spaced and aligned across all variables. However, real-world multivariate time…

Machine Learning · Computer Science 2025-02-18 Yijun Li , Cheuk Hang Leung , Qi Wu

As we know that the normalization is a pre-processing stage of any type problem statement. Especially normalization takes important role in the field of soft computing, cloud computing etc. for manipulation of data like scale down or scale…

Other Computer Science · Computer Science 2015-03-24 S. Gopal Krishna Patro , Kishore Kumar Sahu

Data preprocessing is a fundamental part of any machine learning application and frequently the most time-consuming aspect when developing a machine learning solution. Preprocessing for deep learning is characterized by pipelines that…

Machine Learning · Computer Science 2018-01-11 S. Maetschke , R. Tennakoon , C. Vecchiola , R. Garnavi