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Long time series forecasting aims to utilize historical information to forecast future states over extended horizons. Traditional RNN-based series forecasting methods struggle to effectively address long-term dependencies and gradient…

Machine Learning · Computer Science 2024-08-06 GaoXiang Zhao , Li Zhou , XiaoQiang Wang

State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast…

Machine Learning · Computer Science 2018-04-19 Aya Abdelsalam Ismail , Timothy Wood , Héctor Corrada Bravo

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

The problem of automatic and accurate forecasting of time-series data has always been an interesting challenge for the machine learning and forecasting community. A majority of the real-world time-series problems have non-stationary…

Neural and Evolutionary Computing · Computer Science 2021-08-18 Rohit Kaushik , Shikhar Jain , Siddhant Jain , Tirtharaj Dash

Long short-term memory (LSTM) recurrent neural networks (RNNs) have been shown to give state-of-the-art performance on many speech recognition tasks, as they are able to provide the learned dynamically changing contextual window of all…

Computation and Language · Computer Science 2016-10-12 Xiangang Li , Xihong Wu

This study proposes two straightforward yet effective approaches to reduce the required computational time of the training process for time-series modeling through a recurrent neural network (RNN) using multi-time-scale time-series data as…

Atmospheric and Oceanic Physics · Physics 2021-11-11 Kei Ishida , Masato Kiyama , Ali Ercan , Motoki Amagasaki , Tongbi Tu

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

We present Higher-Order Tensor RNN (HOT-RNN), a novel family of neural sequence architectures for multivariate forecasting in environments with nonlinear dynamics. Long-term forecasting in such systems is highly challenging, since there…

Machine Learning · Computer Science 2019-08-27 Rose Yu , Stephan Zheng , Anima Anandkumar , Yisong Yue

Long-term time-series forecasting (LTTF) has become a pressing demand in many applications, such as wind power supply planning. Transformer models have been adopted to deliver high prediction capacity because of the high computational…

Machine Learning · Computer Science 2023-01-06 Yan Li , Xinjiang Lu , Haoyi Xiong , Jian Tang , Jiantao Su , Bo Jin , Dejing Dou

Recently, the superiority of Transformer for long-term time series forecasting (LTSF) tasks has been challenged, particularly since recent work has shown that simple models can outperform numerous Transformer-based approaches. This suggests…

Machine Learning · Computer Science 2023-10-10 Shengsheng Lin , Weiwei Lin , Wentai Wu , Songbo Wang , Yongxiang Wang

Recommender systems objectives can be broadly characterized as modeling user preferences over short-or long-term time horizon. A large body of previous research studied long-term recommendation through dimensionality reduction techniques…

Information Retrieval · Computer Science 2018-07-25 Kiewan Villatel , Elena Smirnova , Jérémie Mary , Philippe Preux

Many real-world datasets are time series that are sequentially collected and contain rich temporal information. Thus, a common interest in practice is to capture dynamics of time series and predict their future evolutions. To this end, the…

Machine Learning · Computer Science 2025-05-12 Yifan Zhou , Yibo Wang , Chao Shang

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

Machine Learning · Computer Science 2019-01-03 Gábor Petneházi

Recurrent neural networks (RNNs) are state-of-the-art in several sequential learning tasks, but they often require considerable amounts of data to generalise well. For many time series forecasting (TSF) tasks, only a few dozens of…

Machine Learning · Computer Science 2020-03-30 Bernardo Pérez Orozco , Stephen J Roberts

As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…

Machine Learning · Computer Science 2022-03-03 Fan Jin , Ke Zhang , Yipan Huang , Yifei Zhu , Baiping Chen

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

Recurrent Neural Networks (RNNs) are widely used for online regression due to their ability to generalize nonlinear temporal dependencies. As an RNN model, Long-Short-Term-Memory Networks (LSTMs) are commonly preferred in practice, as these…

Machine Learning · Computer Science 2021-06-01 N. Mert Vural , Fatih Ilhan , Selim F. Yilmaz , Salih Ergüt , Suleyman S. Kozat

Recurrent Neural Networks (RNNs) are among the most successful machine learning models for sequence modelling, but tend to suffer from an exponential increase in the number of parameters when dealing with large multidimensional data. To…

Machine Learning · Computer Science 2021-05-12 Yao Lei Xu , Danilo P. Mandic

Autoregressive Recurrent Neural Networks are widely employed in time-series forecasting tasks, demonstrating effectiveness in univariate and certain multivariate scenarios. However, their inherent structure does not readily accommodate the…

Machine Learning · Computer Science 2024-04-30 Gareth Davies

Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…

Neural and Evolutionary Computing · Computer Science 2020-03-23 Nesma M. Rezk , Madhura Purnaprajna , Tomas Nordström , Zain Ul-Abdin
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