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Spatiotemporal forecasting has various applications in neuroscience, climate and transportation domain. Traffic forecasting is one canonical example of such learning task. The task is challenging due to (1) complex spatial dependency on…

Machine Learning · Computer Science 2018-02-26 Yaguang Li , Rose Yu , Cyrus Shahabi , Yan Liu

This paper gives an overview on how to develop a dense and deep neural network for making a time series prediction. First, the history and cornerstones in Artificial Intelligence and Machine Learning will be presented. After a short…

Machine Learning · Computer Science 2025-03-11 Bojan Lukić

The advent of financial technology has witnessed a surge in the utilization of deep learning models to anticipate consumer conduct, a trend that has demonstrated considerable potential in enhancing lending strategies and bolstering market…

Machine Learning · Computer Science 2025-11-25 Shenghan Zhao , Yuzhen Lin , Ximeng Yang , Qiaochu Lu , Haozhong Xue , Gaozhe Jiang

Recurrent Neural Networks (RNNs) are very successful at solving challenging problems with sequential data. However, this observed efficiency is not yet entirely explained by theory. It is known that a certain class of multiplicative RNNs…

Machine Learning · Computer Science 2019-01-31 Valentin Khrulkov , Oleksii Hrinchuk , Ivan Oseledets

Cyber-physical systems often consist of entities that interact with each other over time. Meanwhile, as part of the continued digitization of industrial processes, various sensor technologies are deployed that enable us to record…

Machine Learning · Computer Science 2018-09-03 Razvan-Gabriel Cirstea , Darius-Valer Micu , Gabriel-Marcel Muresan , Chenjuan Guo , Bin Yang

While classical time series forecasting considers individual time series in isolation, recent advances based on deep learning showed that jointly learning from a large pool of related time series can boost the forecasting accuracy. However,…

Machine Learning · Computer Science 2021-11-15 Riccardo Grazzi , Valentin Flunkert , David Salinas , Tim Januschowski , Matthias Seeger , Cedric Archambeau

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

Deep neural networks are powerful tools to model observations over time with non-linear patterns. Despite the widespread use of neural networks in such settings, most theoretical developments of deep neural networks are under the assumption…

Machine Learning · Statistics 2022-10-24 Mingliang Ma , Abolfazl Safikhani

This study evaluates deep neural networks for forecasting probability distributions of financial returns. 1D convolutional neural networks (CNN) and Long Short-Term Memory (LSTM) architectures are used to forecast parameters of three…

Risk Management · Quantitative Finance 2025-09-03 Jakub Michańków

As a result of the greater availability of big data, as well as the decreasing costs and increasing power of modern computing, the use of artificial neural networks for financial time series forecasting is once again a major topic of…

Machine Learning · Statistics 2021-04-21 Adam Balusik , Jared de Magalhaes , Rendani Mbuvha

Predictive process monitoring concerns itself with the prediction of ongoing cases in (business) processes. Prediction tasks typically focus on remaining time, outcome, next event or full case suffix prediction. Various methods using…

Machine Learning · Computer Science 2022-03-29 Jari Peeperkorn , Seppe vanden Broucke , Jochen De Weerdt

Recurrent neural networks (RNNs) have been used extensively and with increasing success to model various types of sequential data. Much of this progress has been achieved through devising recurrent units and architectures with the…

Machine Learning · Statistics 2017-03-06 Yacine Jernite , Edouard Grave , Armand Joulin , Tomas Mikolov

Efficient processing of large-scale time series data is an intricate problem in machine learning. Conventional sensor signal processing pipelines with hand engineered feature extraction often involve huge computational cost with high…

Recurrent neural networks (RNNs) are a popular choice for modeling sequential data. Modern RNN architectures assume constant time-intervals between observations. However, in many datasets (e.g. medical records) observation times are…

Machine Learning · Computer Science 2022-07-27 Mona Schirmer , Mazin Eltayeb , Stefan Lessmann , Maja Rudolph

Neural networks with at least two hidden layers are called deep networks. Recent developments in AI and computer programming in general has led to development of tools such as Tensorflow, Keras, NumPy etc. making it easier to model and draw…

Signal Processing · Electrical Eng. & Systems 2021-03-30 Ruthvik Vaila , Denver Lloyd , Kevin Tetz

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

Machine Learning · Computer Science 2023-04-21 Cory Shain , William Schuler

This survey provides an examination of the use of Deep Neural Networks (DNN) in Collaborative Filtering (CF) recommendation systems. As the digital world increasingly relies on data-driven approaches, traditional CF techniques face…

Artificial Intelligence · Computer Science 2024-12-03 Pang Li , Shahrul Azman Mohd Noah , Hafiz Mohd Sarim

Deep-learning-based data-driven forecasting methods have produced impressive results for traffic forecasting. A major limitation of these methods, however, is that they provide forecasts without estimates of uncertainty, which are critical…

Machine Learning · Computer Science 2022-04-07 Tanwi Mallick , Prasanna Balaprakash , Jane Macfarlane

Time series forecasting is ubiquitous in the modern world. Applications range from health care to astronomy, and include climate modelling, financial trading and monitoring of critical engineering equipment. To offer value over this range…

Machine Learning · Statistics 2018-10-26 Bernardo Pérez Orozco , Gabriele Abbati , Stephen Roberts

Neural networks have revolutionized many empirical fields, yet their application to financial time series forecasting remains controversial. In this study, we demonstrate that the conventional practice of estimating models locally in…

Econometrics · Economics 2025-02-21 Chen Liu , Minh-Ngoc Tran , Chao Wang , Richard Gerlach , Robert Kohn