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Recurrent Neural Networks (RNNs) have been widely applied to deal with temporal problems, such as flood forecasting and financial data processing. On the one hand, traditional RNNs models amplify the gradient issue due to the strict time…

Neural and Evolutionary Computing · Computer Science 2022-11-07 Jin Wang , Yongsong Zou , Se-Jung Lim

Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlations and inter-series correlations simultaneously. Recently,…

Machine Learning · Computer Science 2021-03-16 Defu Cao , Yujing Wang , Juanyong Duan , Ce Zhang , Xia Zhu , Conguri Huang , Yunhai Tong , Bixiong Xu , Jing Bai , Jie Tong , Qi Zhang

The challenge of effectively learning inter-series correlations for multivariate time series forecasting remains a substantial and unresolved problem. Traditional deep learning models, which are largely dependent on the Transformer paradigm…

Machine Learning · Computer Science 2024-05-29 Wanlin Cai , Kun Wang , Hao Wu , Xiaoxu Chen , Yuankai Wu

The emergence of deep learning has yielded noteworthy advancements in time series forecasting (TSF). Transformer architectures, in particular, have witnessed broad utilization and adoption in TSF tasks. Transformers have proven to be the…

Machine Learning · Computer Science 2023-11-01 Liyilei Su , Xumin Zuo , Rui Li , Xin Wang , Heng Zhao , Bingding Huang

Accurate traffic forecasting is a fundamental problem in intelligent transportation systems and learning long-range traffic representations with key information through spatiotemporal graph neural networks (STGNNs) is a basic assumption of…

Machine Learning · Computer Science 2024-03-26 Qinyao Luo , Silu He , Xing Han , Yuhan Wang , Haifeng Li

Recurrent Neural Network (RNN) are a popular choice for modeling temporal and sequential tasks and achieve many state-of-the-art performance on various complex problems. However, most of the state-of-the-art RNNs have millions of parameters…

Machine Learning · Computer Science 2017-10-31 Andros Tjandra , Sakriani Sakti , Satoshi Nakamura

Accurate traffic flow forecasting is a crucial research topic in transportation management. However, it is a challenging problem due to rapidly changing traffic conditions, high nonlinearity of traffic flow, and complex spatial and temporal…

Machine Learning · Computer Science 2024-06-06 Sanghyun Lee , Chanyoung Park

Multivariate time series forecasting is an important yet challenging problem in machine learning. Most existing approaches only forecast the series value of one future moment, ignoring the interactions between predictions of future moments…

Machine Learning · Computer Science 2019-12-12 Jiezhu Cheng , Kaizhu Huang , Zibin Zheng

The non-stationarity characteristic of the solar power renders traditional point forecasting methods to be less useful due to large prediction errors. This results in increased uncertainties in the grid operation, thereby negatively…

Machine Learning · Computer Science 2020-09-15 Sakshi Mishra , Praveen Palanisamy

Recurrent neural networks are a powerful tool for modeling sequential data, but the dependence of each timestep's computation on the previous timestep's output limits parallelism and makes RNNs unwieldy for very long sequences. We introduce…

Neural and Evolutionary Computing · Computer Science 2016-11-22 James Bradbury , Stephen Merity , Caiming Xiong , Richard Socher

Recurrent Neural Networks (RNNs), and specifically a variant with Long Short-Term Memory (LSTM), are enjoying renewed interest as a result of successful applications in a wide range of machine learning problems that involve sequential data.…

Machine Learning · Computer Science 2015-11-18 Andrej Karpathy , Justin Johnson , Li Fei-Fei

We present a new model, Predictive State Recurrent Neural Networks (PSRNNs), for filtering and prediction in dynamical systems. PSRNNs draw on insights from both Recurrent Neural Networks (RNNs) and Predictive State Representations (PSRs),…

Machine Learning · Statistics 2017-06-20 Carlton Downey , Ahmed Hefny , Boyue Li , Byron Boots , Geoffrey Gordon

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

Recurrent neural networks (RNNs) have proved effective at one dimensional sequence learning tasks, such as speech and online handwriting recognition. Some of the properties that make RNNs suitable for such tasks, for example robustness to…

Artificial Intelligence · Computer Science 2007-05-23 Alex Graves , Santiago Fernandez , Juergen Schmidhuber

An iterated multistep forecasting scheme based on recurrent neural networks (RNN) is proposed for the time series generated by causal chains with infinite memory. This forecasting strategy contains, as a particular case, the iterative…

Dynamical Systems · Mathematics 2025-03-21 Lyudmila Grigoryeva , James Louw , Juan-Pablo Ortega

Traditional Recurrent Neural Networks (RNNs) and Long Short-Term Memory (LSTM) units operate on discrete time steps, often failing to capture the fluid temporal dynamics of real-world physical processes. Liquid Neural Networks (LNNs),…

Machine Learning · Computer Science 2026-05-28 Ye Kyaw Thu , Thazin Myint Oo , Thepchai Supnithi

Time series refer to a series of data points indexed in time order, which can be found in various fields, e.g., transportation, healthcare, and finance. Accurate time series forecasting can enhance optimization planning and decision-making…

Machine Learning · Computer Science 2023-12-12 Ling Chen , Jiahua Cui

Long-term time series forecasting (LTSF) involves predicting a large number of future values of a time series based on the past values. This is an essential task in a wide range of domains including weather forecasting, stock market…

Quantum Physics · Physics 2025-03-19 Hari Hara Suthan Chittoor , Paul Robert Griffin , Ariel Neufeld , Jayne Thompson , Mile Gu

This paper compares recurrent neural networks (RNNs) with different types of gated cells for forecasting time series with multiple seasonality. The cells we compare include classical long short term memory (LSTM), gated recurrent unit…

Machine Learning · Computer Science 2022-03-18 Grzegorz Dudek , Slawek Smyl , Paweł Pełka

Recurrent neural networks have gained widespread use in modeling sequential data. Learning long-term dependencies using these models remains difficult though, due to exploding or vanishing gradients. In this paper, we draw connections…

Machine Learning · Statistics 2019-02-27 Bo Chang , Minmin Chen , Eldad Haber , Ed H. Chi