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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

Training a deep neural network requires a large amount of single-task data and involves a long time-consuming optimization phase. This is not scalable to complex, realistic environments with new unexpected changes. Humans can perform fast…

Neural and Evolutionary Computing · Computer Science 2020-09-04 Tsendsuren Munkhdalai

We propose Significance-Offset Convolutional Neural Network, a deep convolutional network architecture for regression of multivariate asynchronous time series. The model is inspired by standard autoregressive (AR) models and gating…

Machine Learning · Computer Science 2018-06-13 Mikołaj Bińkowski , Gautier Marti , Philippe Donnat

Deep learning for predicting or generating 3D human pose sequences is an active research area. Previous work regresses either joint rotations or joint positions. The former strategy is prone to error accumulation along the kinematic chain,…

Computer Vision and Pattern Recognition · Computer Science 2018-08-02 Dario Pavllo , David Grangier , Michael Auli

Daily internet communication relies heavily on tree-structured graphs, embodied by popular data formats such as XML and JSON. However, many recent generative (probabilistic) models utilize neural networks to learn a probability distribution…

Machine Learning · Computer Science 2024-08-20 Milan Papež , Martin Rektoris , Tomáš Pevný , Václav Šmídl

We propose here an extended attention model for sequence-to-sequence recurrent neural networks (RNNs) designed to capture (pseudo-)periods in time series. This extended attention model can be deployed on top of any RNN and is shown to yield…

Machine Learning · Computer Science 2017-08-22 Yagmur G. Cinar , Hamid Mirisaee , Parantapa Goswami , Eric Gaussier , Ali Ait-Bachir , Vadim Strijov

Streaming models are an essential component of real-time speech enhancement tools. The streaming regime constrains speech enhancement models to use only a tiny context of future information. As a result, the low-latency streaming setup is…

Sound · Computer Science 2023-12-06 Pavel Andreev , Nicholas Babaev , Azat Saginbaev , Ivan Shchekotov , Aibek Alanov

Autoregressive networks can achieve promising performance in many sequence modeling tasks with short-range dependence. However, when handling high-dimensional inputs and outputs, the huge amount of parameters in the network lead to…

Machine Learning · Computer Science 2019-09-10 Di Wang , Feiqing Huang , Jingyu Zhao , Guodong Li , Guangjian Tian

The least squares method with deep neural networks as function parametrization has been applied to solve certain high-dimensional partial differential equations (PDEs) successfully; however, its convergence is slow and might not be…

Numerical Analysis · Mathematics 2021-12-30 Yiqi Gu , Haizhao Yang , Chao Zhou

This work contributes to the development of neural forecasting models with novel randomization-based learning methods. These methods improve the fitting abilities of the neural model, in comparison to the standard method, by generating…

Machine Learning · Computer Science 2021-07-06 Grzegorz Dudek

This paper describes a methodology for automated univariate time series forecasting using regression trees and their ensembles: bagging and random forests. The key aspects that are addressed are: the use of an autoregressive approach and…

Machine Learning · Computer Science 2026-02-03 Francisco Martínez , María P. Frías

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

The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn…

Machine Learning · Computer Science 2022-02-09 Jiajun Liu , Kun Zhao , Brano Kusy , Ji-rong Wen , Raja Jurdak

We introduce PseudoNet, a new pseudolikelihood-based estimator of the inverse covariance matrix, that has a number of useful statistical and computational properties. We show, through detailed experiments with synthetic and also real-world…

Methodology · Statistics 2016-10-17 Alnur Ali , Kshitij Khare , Sang-Yun Oh , Bala Rajaratnam

The need for consistent treatment of uncertainty has recently triggered increased interest in probabilistic deep learning methods. However, most current approaches have severe limitations when it comes to inference, since many of these…

Statistical methods such as the Box-Jenkins method for time-series forecasting have been prominent since their development in 1970. Many researchers rely on such models as they can be efficiently estimated and also provide interpretability.…

Machine Learning · Computer Science 2021-05-10 Indrajeet Y. Javeri , Mohammadhossein Toutiaee , Ismailcem B. Arpinar , Tom W. Miller , John A. Miller

Deep neural networks tend to underestimate uncertainty and produce overly confident predictions. Recently proposed solutions, such as MC Dropout and SDENet, require complex training and/or auxiliary out-of-distribution data. We propose a…

Machine Learning · Computer Science 2021-10-14 Akib Mashrur , Wei Luo , Nayyar A. Zaidi , Antonio Robles-Kelly

Identification of a groundwater contaminant source simultaneously with the hydraulic conductivity in highly-heterogeneous media often results in a high-dimensional inverse problem. In this study, a deep autoregressive neural network-based…

Machine Learning · Statistics 2019-03-19 Shaoxing Mo , Nicholas Zabaras , Xiaoqing Shi , Jichun Wu

Real-world data often exhibits sequential dependence, across diverse domains such as human behavior, medicine, finance, and climate modeling. Probabilistic methods capture the inherent uncertainty associated with prediction in these…

Machine Learning · Statistics 2024-03-08 Alex Boyd

Deep neural networks are powerful tools for solving nonlinear problems in science and engineering, but training highly accurate models becomes challenging as problem complexity increases. Non-convex optimization and sensitivity to…

Machine Learning · Computer Science 2026-04-20 Ethan Mulle , Wei Kang , Qi Gong