English
Related papers

Related papers: Embedded feature selection in LSTM networks with m…

200 papers

We investigate ensembling techniques in forecasting and examine their potential for use in nonseasonal time-series similar to those in the early days of the COVID-19 pandemic. Developing improved forecast methods is essential as they…

Machine Learning · Computer Science 2022-01-04 Pieter Cawood , Terence L. van Zyl

Feature selection is a critical step in the analysis of high-dimensional data, where the number of features often vastly exceeds the number of samples. Effective feature selection not only improves model performance and interpretability but…

Machine Learning · Computer Science 2025-01-27 Raquel Espinosa , Gracia Sánchez , José Palma , Fernando Jiménez

An essential task in predictive maintenance is the prediction of the Remaining Useful Life (RUL) through the analysis of multivariate time series. Using the sliding window method, Convolutional Neural Network (CNN) and conventional…

Machine Learning · Computer Science 2020-08-11 Yexu Zhou , Yuting Gao , Yiran Huang , Michael Hefenbrock , Till Riedel , Michael Beigl

Navigating the intricate landscape of financial markets requires adept forecasting of stock price movements. This paper delves into the potential of Long Short-Term Memory (LSTM) networks for predicting stock dynamics, with a focus on…

Trading and Market Microstructure · Quantitative Finance 2024-03-29 Nisarg Patel , Harmit Shah , Kishan Mewada

Long Short-Term Memory (LSTM) has achieved state-of-the-art performances on a wide range of tasks. Its outstanding performance is guaranteed by the long-term memory ability which matches the sequential data perfectly and the gating…

Neural and Evolutionary Computing · Computer Science 2019-01-29 Shiwei Liu , Decebal Constantin Mocanu , Mykola Pechenizkiy

In recent years, there has been an ever increasing amount of multivariate time series (MTS) data in various domains, typically generated by a large family of sensors such as wearable devices. This has led to the development of novel…

Machine Learning · Computer Science 2022-02-08 Kang Gu , Soroush Vosoughi , Temiloluwa Prioleau

Large-scale Hierarchical Classification (HC) involves datasets consisting of thousands of classes and millions of training instances with high-dimensional features posing several big data challenges. Feature selection that aims to select…

Machine Learning · Computer Science 2017-06-07 Azad Naik , Huzefa Rangwala

Deep learning is playing an increasingly important role in time series analysis. We focused on time series forecasting using attention free mechanism, a more efficient framework, and proposed a new architecture for time series prediction…

Machine Learning · Computer Science 2022-09-21 Hugo Inzirillo , Ludovic De Villelongue

The aim of this paper is the analysis and selection of stock trading systems that combine different models with data of different nature, such as financial and microeconomic information. Specifically, based on previous work by the authors…

Computational Finance · Quantitative Finance 2025-12-03 Juan C. King , Jose M. Amigo

Feature selection is generally used as one of the most important preprocessing techniques in machine learning, as it helps to reduce the dimensionality of data and assists researchers and practitioners in understanding data. Thereby, by…

Machine Learning · Computer Science 2021-04-26 Yiwen Liao , Raphaël Latty , Bin Yang

Pre-trained Large Language Models (LLMs) encapsulate large amounts of knowledge and take enormous amounts of compute to train. We make use of this resource, together with the observation that LLMs are able to transfer knowledge and…

Machine Learning · Computer Science 2025-01-14 Malcolm L. Wolff , Shenghao Yang , Kari Torkkola , Michael W. Mahoney

Reduced rank nonlinear filters are increasingly utilized in data assimilation of geophysical flows, but often require a set of ensemble forward simulations to estimate forecast covariance. On the other hand, predictor-corrector type nudging…

Computational Physics · Physics 2020-08-26 Suraj Pawar , Shady E. Ahmed , Omer San , Adil Rasheed , Ionel M. Navon

Accurate vehicle trajectory prediction is crucial for ensuring safe and efficient autonomous driving. This work explores the integration of Transformer based model with Long Short-Term Memory (LSTM) based technique to enhance spatial and…

Robotics · Computer Science 2024-12-19 Chandra Raskoti , Weizi Li

Evolutionary Multitasking (EMT) paradigm, an emerging research topic in evolutionary computation, has been successfully applied in solving high-dimensional feature selection (FS) problems recently. However, existing EMT-based FS methods…

Neural and Evolutionary Computing · Computer Science 2024-01-04 Yinglan Feng , Liang Feng , Songbai Liu , Sam Kwong , Kay Chen Tan

We introduce a temporal feature encoding architecture called Time Series Representation Model (TSRM) for multivariate time series forecasting and imputation. The architecture is structured around CNN-based representation layers, each…

Machine Learning · Computer Science 2025-04-29 Robert Leppich , Michael Stenger , Daniel Grillmeyer , Vanessa Borst , Samuel Kounev

The representational capacity of modern neural network architectures has made them a default choice in various applications with high dimensional feature sets. But these high dimensional and potentially noisy features combined with the…

Machine Learning · Computer Science 2020-10-13 Vinay Varma K

Time series data is a prevalent form of data found in various fields. It consists of a series of measurements taken over time. Forecasting is a crucial application of time series models, where future values are predicted based on historical…

Machine Learning · Computer Science 2025-09-23 Sahar Koohfar , Wubeshet Woldemariam

Data and knowledge representation are fundamental concepts in machine learning. The quality of the representation impacts the performance of the learning model directly. Feature learning transforms or enhances raw data to structures that…

Artificial Intelligence · Computer Science 2021-04-26 Filipe Alves Neto Verri , Renato Tinós , Liang Zhao

Feature selection aims to identify the most pattern-discriminative feature subset. In prior literature, filter (e.g., backward elimination) and embedded (e.g., Lasso) methods have hyperparameters (e.g., top-K, score thresholding) and tie to…

Machine Learning · Computer Science 2024-03-07 Wangyang Ying , Dongjie Wang , Haifeng Chen , Yanjie Fu

The effectiveness of learning in massive open online courses (MOOCs) can be significantly enhanced by introducing personalized intervention schemes which rely on building predictive models of student learning behaviors such as some…

Machine Learning · Computer Science 2018-12-20 Mucong Ding , Kai Yang , Dit-Yan Yeung , Ting-Chuen Pong