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Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies,…

Machine Learning · Computer Science 2018-11-12 Youru Li , Zhenfeng Zhu , Deqiang Kong , Hua Han , Yao Zhao

In this paper, we propose a novel model for time series prediction in which difference-attention LSTM model and error-correction LSTM model are respectively employed and combined in a cascade way. While difference-attention LSTM model…

Machine Learning · Computer Science 2020-08-26 Yuxuan Liu , Jiangyong Duan , Juan Meng

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

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

Transformers have become the leading choice in natural language processing over other deep learning architectures. This trend has also permeated the field of time series analysis, especially for long-horizon forecasting, showcasing…

Machine Learning · Computer Science 2025-07-30 Ignacio Aguilera-Martos , Andrés Herrera-Poyatos , Julián Luengo , Francisco Herrera

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM…

Machine Learning · Computer Science 2020-11-03 Frank Xiao

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial…

Machine Learning · Computer Science 2019-03-01 Sangyeon Kim , Myungjoo Kang

Accurate time series prediction is challenging due to the inherent nonlinearity and sensitivity to initial conditions. We propose a novel approach that enhances neural network predictions through differential learning, which involves…

Machine Learning · Computer Science 2025-03-11 Akash Yadav , Eulalia Nualart

Attention-based architectures have become ubiquitous in time series forecasting tasks, including spatio-temporal (STF) and long-term time series forecasting (LTSF). Yet, our understanding of the reasons for their effectiveness remains…

Machine Learning · Computer Science 2025-05-13 Suhan Guo , Jiahong Deng , Yi Wei , Hui Dou , Furao Shen , Jian Zhao

Sequence modeling faces challenges in capturing long-range dependencies across diverse tasks. Recent linear and transformer-based forecasters have shown superior performance in time series forecasting. However, they are constrained by their…

Machine Learning · Computer Science 2024-11-25 Bong Gyun Kang , Dongjun Lee , HyunGi Kim , DoHyun Chung , Sungroh Yoon

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

Machine Learning · Computer Science 2026-03-13 Yufeng Xin , Ethan Fan

We present a deep neural network for a model-free prediction of a chaotic dynamical system from noisy observations. The proposed deep learning model aims to predict the conditional probability distribution of a state variable. The Long…

Machine Learning · Computer Science 2017-10-05 Kyongmin Yeo

Time series forecasting is widely used in the fields of equipment life cycle forecasting, weather forecasting, traffic flow forecasting, and other fields. Recently, some scholars have tried to apply Transformer to time series forecasting…

Machine Learning · Computer Science 2022-02-24 Benhan Li , Shengdong Du , Tianrui Li

Large language models (LLMs) are being applied to time series forecasting. But are language models actually useful for time series? In a series of ablation studies on three recent and popular LLM-based time series forecasting methods, we…

Machine Learning · Computer Science 2024-10-29 Mingtian Tan , Mike A. Merrill , Vinayak Gupta , Tim Althoff , Thomas Hartvigsen

Attention is an important cognition process of humans, which helps humans concentrate on critical information during their perception and learning. However, although many machine learning models can remember information of data, they have…

Machine Learning · Computer Science 2019-09-06 Guoqiang Zhong , Xin Lin , Kang Chen , Qingyang Li , Kaizhu Huang

The Transformer is a highly successful deep learning model that has revolutionised the world of artificial neural networks, first in natural language processing and later in computer vision. This model is based on the attention mechanism…

Machine Learning · Computer Science 2023-05-09 Riccardo Ughi , Eugenio Lomurno , Matteo Matteucci

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

Machine Learning · Computer Science 2025-02-25 Yaxuan Kong , Zepu Wang , Yuqi Nie , Tian Zhou , Stefan Zohren , Yuxuan Liang , Peng Sun , Qingsong Wen

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

Machine Learning · Computer Science 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

Reliable traffic flow prediction is crucial to creating intelligent transportation systems. Many big-data-based prediction approaches have been developed but they do not reflect complicated dynamic interactions between roads considering…

Machine Learning · Computer Science 2023-06-21 Won Kyung Lee , Deuk Sin Kwon , So Young Sohn

This paper addresses the challenges of mining latent patterns and modeling contextual dependencies in complex sequence data. A sequence pattern mining algorithm is proposed by integrating Bidirectional Long Short-Term Memory (BiLSTM) with a…

Machine Learning · Computer Science 2025-04-22 Tao Yang , Yu Cheng , Yaokun Ren , Yujia Lou , Minggu Wei , Honghui Xin
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