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This paper introduces an open-source and reproducible implementation of Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) Networks for time series forecasting. We evaluated LSTM and GRU networks because of their performance…

Machine Learning · Computer Science 2025-04-28 Gissel Velarde , Pedro Branez , Alejandro Bueno , Rodrigo Heredia , Mateo Lopez-Ledezma

Accurate short-term energy consumption forecasting is essential for efficient power grid management, resource allocation, and market stability. Traditional time-series models often fail to capture the complex, non-linear dependencies and…

Computers and Society · Computer Science 2026-01-27 Abhishek Maity , Viraj Tukarul

Most representative decision tree ensemble methods have been used to examine the variable importance of Treasury term spreads to predict US economic recessions with a balance of generating rules for US economic recession detection. A…

Machine Learning · Statistics 2022-03-15 Pedro Cadahia Delgado , Emilio Congregado , Antonio A. Golpe , José Carlos Vides

Long-term investors, different from short-term traders, focus on examining the underlying forces that affect the well-being of a company. They rely on fundamental analysis which attempts to measure the intrinsic value an equity.…

Neural and Evolutionary Computing · Computer Science 2019-05-14 Jessie Sun

With the evolution of power systems as it is becoming more intelligent and interactive system while increasing in flexibility with a larger penetration of renewable energy sources, demand prediction on a short-term resolution will…

Machine Learning · Computer Science 2022-12-20 Saad Emshagin , Wayes Koroni Halim , Rasha Kashef

Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodologies. We conduct the first study of bond yield forecasting…

Computational Finance · Quantitative Finance 2020-05-06 Manuel Nunes , Enrico Gerding , Frank McGroarty , Mahesan Niranjan

This paper applies a recurrent neural network, the LSTM, to forecast inflation. This is an appealing model for time series as it processes each time step sequentially and explicitly learns dynamic dependencies. The paper also explores the…

Econometrics · Economics 2023-10-03 Livia Paranhos

Gated Recurrent Unit (GRU) is a recently-developed variation of the long short-term memory (LSTM) unit, both of which are types of recurrent neural network (RNN). Through empirical evidence, both models have been proven to be effective in a…

Neural and Evolutionary Computing · Computer Science 2019-02-08 Abien Fred Agarap

Long Short-Term Memory (LSTM) Recurrent Neural networks (RNNs) rely on gating signals, each driven by a function of a weighted sum of at least 3 components: (i) one of an adaptive weight matrix multiplied by the incoming external input…

Neural and Evolutionary Computing · Computer Science 2019-01-01 Fathi M. Salem

Recurrent neural networks (RNNs) have shown clear superiority in sequence modeling, particularly the ones with gated units, such as long short-term memory (LSTM) and gated recurrent unit (GRU). However, the dynamic properties behind the…

Machine Learning · Computer Science 2017-02-28 Zhiyuan Tang , Ying Shi , Dong Wang , Yang Feng , Shiyue Zhang

Recurrent neural networks with a gating mechanism such as an LSTM or GRU are powerful tools to model sequential data. In the mechanism, a forget gate, which was introduced to control information flow in a hidden state in the RNN, has…

Machine Learning · Statistics 2021-11-08 Kentaro Ohno , Atsutoshi Kumagai

Successful recurrent models such as long short-term memories (LSTMs) and gated recurrent units (GRUs) use ad hoc gating mechanisms. Empirically these models have been found to improve the learning of medium to long term temporal…

Machine Learning · Computer Science 2018-05-01 Corentin Tallec , Yann Ollivier

We study the classification of animal behavior using accelerometry data through various recurrent neural network (RNN) models. We evaluate the classification performance and complexity of the considered models, which feature long short-time…

Machine Learning · Computer Science 2021-11-29 Liang Wang , Reza Arablouei , Flavio A. P. Alvarenga , Greg J. Bishop-Hurley

Process Mining consists of techniques where logs created by operative systems are transformed into process models. In process mining tools it is often desired to be able to classify ongoing process instances, e.g., to predict how long the…

Machine Learning · Computer Science 2019-02-05 Markku Hinkka , Teemu Lehto , Keijo Heljanko , Alexander Jung

Recurrent Neural Networks (RNNs), which are a powerful scheme for modeling temporal and sequential data need to capture long-term dependencies on datasets and represent them in hidden layers with a powerful model to capture more information…

Machine Learning · Computer Science 2017-06-08 Andros Tjandra , Sakriani Sakti , Ruli Manurung , Mirna Adriani , Satoshi Nakamura

LSTM or Long Short Term Memory Networks is a specific type of Recurrent Neural Network (RNN) that is very effective in dealing with long sequence data and learning long term dependencies. In this work, we perform sentiment analysis on a GOP…

Computation and Language · Computer Science 2020-05-11 Karthik Gopalakrishnan , Fathi M. Salem

Recently, recurrent neural networks have become state-of-the-art in acoustic modeling for automatic speech recognition. The long short-term memory (LSTM) units are the most popular ones. However, alternative units like gated recurrent unit…

Audio and Speech Processing · Electrical Eng. & Systems 2018-07-18 Jan Vanek , Josef Michalek , Jan Zelinka , Josef Psutka

This study applies recurrent neural networks (RNNs), which are known for its ability to process sequential information, to model the spatio-temporal dynamics of land use change (LUC) and to forecast annual land use maps of the city of…

Applications · Statistics 2018-05-08 Guodong Du , Liang Yuan , Kong Joo Shin , Shunsuke Managi

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

We explore the architecture of recurrent neural networks (RNNs) by studying the complexity of string sequences it is able to memorize. Symbolic sequences of different complexity are generated to simulate RNN training and study parameter…

Machine Learning · Computer Science 2023-11-17 Roberto Cahuantzi , Xinye Chen , Stefan Güttel
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