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This paper presents a new family of backpropagation-free neural architectures, Gated Linear Networks (GLNs). What distinguishes GLNs from contemporary neural networks is the distributed and local nature of their credit assignment mechanism;…

Graph processes model a number of important problems such as identifying the epicenter of an earthquake or predicting weather. In this paper, we propose a Graph Convolutional Recurrent Neural Network (GCRNN) architecture specifically…

Machine Learning · Computer Science 2019-06-28 Luana Ruiz , Fernando Gama , Alejandro Ribeiro

This paper introduces the $\sigma$-Cell, a novel Recurrent Neural Network (RNN) architecture for financial volatility modeling. Bridging traditional econometric approaches like GARCH with deep learning, the $\sigma$-Cell incorporates…

Computational Finance · Quantitative Finance 2023-09-06 German Rodikov , Nino Antulov-Fantulin

Many multi-source localization and tracking models based on neural networks use one or several recurrent layers at their final stages to track the movement of the sources. Conventional recurrent neural networks (RNNs), such as the long…

Audio and Speech Processing · Electrical Eng. & Systems 2024-02-29 David Diaz-Guerra , Archontis Politis , Antonio Miguel , Jose R. Beltran , Tuomas Virtanen

We explore various neural network architectures for modeling the dynamics of the cryptocurrency market. Traditional linear models often fall short in accurately capturing the unique and complex dynamics of this market. In contrast, Deep…

Machine Learning · Computer Science 2024-07-23 Hugo Inzirillo

Linear recurrent neural networks, such as State Space Models (SSMs) and Linear Recurrent Units (LRUs), have recently shown state-of-the-art performance on long sequence modelling benchmarks. Despite their success, their empirical…

Machine Learning · Computer Science 2024-10-08 Kai Biegun , Rares Dolga , Jake Cunningham , David Barber

An essential task in predictive maintenance is the prediction of the Remaining Useful Life (RUL) through the analysis of multivariate time series. Using the sliding window method, Convolutional Neural Network (CNN) and conventional…

Machine Learning · Computer Science 2020-08-11 Yexu Zhou , Yuting Gao , Yiran Huang , Michael Hefenbrock , Till Riedel , Michael Beigl

Stack-augmented recurrent neural networks (RNNs) have been of interest to the deep learning community for some time. However, the difficulty of training memory models remains a problem obstructing the widespread use of such models. In this…

Machine Learning · Computer Science 2019-11-05 Yikang Shen , Shawn Tan , Arian Hosseini , Zhouhan Lin , Alessandro Sordoni , Aaron Courville

Multivariate time-series modeling and forecasting is an important problem with numerous applications. Traditional approaches such as VAR (vector auto-regressive) models and more recent approaches such as RNNs (recurrent neural networks) are…

Machine Learning · Computer Science 2017-09-12 Hardik Goel , Igor Melnyk , Arindam Banerjee

Recurrent Neural Networks (RNNs) have been a prominent concept within artificial intelligence. They are inspired by Biological Neural Networks (BNNs) and provide an intuitive and abstract representation of how BNNs work. Derived from the…

Neural and Evolutionary Computing · Computer Science 2017-03-09 Stefano Nichele , Andreas Molund

We present new Recurrent Neural Network (RNN) cells for image classification using a Neural Architecture Search (NAS) approach called DARTS. We are interested in the ReNet architecture, which is a RNN based approach presented as an…

Computer Vision and Pattern Recognition · Computer Science 2023-04-13 Brian Moser , Federico Raue , Jörn Hees , Andreas Dengel

Recurrent neural networks (RNNs) are powerful dynamical models for data with complex temporal structure. However, training RNNs has traditionally proved challenging due to exploding or vanishing of gradients. RNN models such as LSTMs and…

Machine Learning · Computer Science 2020-06-17 Tankut Can , Kamesh Krishnamurthy , David J. Schwab

Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these…

Machine Learning · Computer Science 2018-04-20 Guokun Lai , Wei-Cheng Chang , Yiming Yang , Hanxiao Liu

We describe a class of systems theory based neural networks called "Network Of Recurrent neural networks" (NOR), which introduces a new structure level to RNN related models. In NOR, RNNs are viewed as the high-level neurons and are used to…

Neural and Evolutionary Computing · Computer Science 2017-10-11 Chao-Ming Wang

Training deep recurrent neural network (RNN) architectures is complicated due to the increased network complexity. This disrupts the learning of higher order abstracts using deep RNN. In case of feed-forward networks training deep…

Computation and Language · Computer Science 2018-08-07 Murali Karthick Baskar , Martin Karafiat , Lukas Burget , Karel Vesely , Frantisek Grezl , Jan Honza Cernocky

Computational models of vision have traditionally been developed in a bottom-up fashion, by hierarchically composing a series of straightforward operations - i.e. convolution and pooling - with the aim of emulating simple and complex cells…

Computer Vision and Pattern Recognition · Computer Science 2022-03-23 Simone Azeglio , Simone Poetto , Luca Savant Aira , Marco Nurisso

Recursive neural networks (RNN) and their recently proposed extension recursive long short term memory networks (RLSTM) are models that compute representations for sentences, by recursively combining word embeddings according to an…

Artificial Intelligence · Computer Science 2016-03-02 Phong Le , Willem Zuidema

In this paper, we propose a recurrent neural network (RNN) with residual attention (RRA) to learn long-range dependencies from sequential data. We propose to add residual connections across timesteps to RNN, which explicitly enhances the…

Machine Learning · Computer Science 2017-09-19 Cheng Wang

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

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