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To model a given time series $F(t)$ with fractal Brownian motions (fBms), it is necessary to have appropriate error assessment for related quantities. Usually the fractal dimension $D$ is derived from the Hurst exponent $H$ via the relation…

Data Analysis, Statistics and Probability · Physics 2015-06-17 Bingqiang Qiao , Siming Liu

Tasks in Predictive Business Process Monitoring (PBPM), such as Next Activity Prediction, focus on generating useful business predictions from historical case logs. Recently, Deep Learning methods, particularly sequence-to-sequence models…

Machine Learning · Computer Science 2025-03-25 Shahaf Bassan , Shlomit Gur , Sergey Zeltyn , Konstantinos Mavrogiorgos , Ron Eliav , Dimosthenis Kyriazis

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

In this paper, we investigate a deep learning method for predicting path-dependent processes based on discretely observed historical information. This method is implemented by considering the prediction as a nonparametric regression and…

Machine Learning · Statistics 2024-08-20 Xudong Zheng , Yuecai Han

A study on power market price forecasting by deep learning is presented. As one of the most successful deep learning frameworks, the LSTM (Long short-term memory) neural network is utilized. The hourly prices data from the New England and…

Machine Learning · Computer Science 2018-10-24 Yongli Zhu , Songtao Lu , Renchang Dai , Guangyi Liu , Zhiwei Wang

The rapid adoption of deep learning has increasingly led to data-driven models replacing classical model-based algorithms, even in domains governed by well-understood physical laws. While data-driven models, such as long short-term memory…

Machine Learning · Computer Science 2026-05-20 Sooraj Sunil , Balakumar Balasingam

This is part II of three-part work. Here, we present a second set of inter-related five variants of simplified Long Short-term Memory (LSTM) recurrent neural networks by further reducing adaptive parameters. Two of these models have been…

Neural and Evolutionary Computing · Computer Science 2017-07-18 Atra Akandeh , Fathi M. Salem

Stochastic differential equations (SDEs) driven by fractional Brownian motion (fBm) are increasingly used to model systems with rough dynamics and long-range dependence, such as those arising in quantitative finance and reliability…

Machine Learning · Computer Science 2026-03-17 Xianglin Wu , Chiheb Ben Hammouda , Cornelis W. Oosterlee

Traditional Long Short-Term Memory (LSTM) networks are effective for handling sequential data but have limitations such as gradient vanishing and difficulty in capturing long-term dependencies, which can impact their performance in dynamic…

Computational Engineering, Finance, and Science · Computer Science 2026-04-29 Faezeh Sarlakifar , Mohammadreza Mohammadzadeh Asl , Sajjad Rezvani Khaledi , Armin Salimi-Badr

The ability to accurately model mechanical hysteretic behavior in tendon-actuated continuum robots using deep learning approaches is a growing area of interest. In this paper, we investigate the hysteretic response of two types of…

With emerging smart communities, improving overall system availability is becoming a major concern. In order to improve the reliability of the components in a system we propose an inference model to predict Remaining Useful Life (RUL) of…

Machine Learning · Computer Science 2019-06-18 Sanchita Basak , Saptarshi Sengupta , Abhishek Dubey

A comparative analysis of deep learning models and traditional statistical methods for stock price prediction uses data from the Nigerian stock exchange. Historical data, including daily prices and trading volumes, are employed to implement…

Statistical Finance · Quantitative Finance 2024-10-11 Opeyemi Sheu Alamu , Md Kamrul Siam

Large language models (LLMs) are trained for downstream tasks by updating their parameters (e.g., via RL). However, updating parameters forces them to absorb task-specific information, which can result in catastrophic forgetting and loss of…

Radiation therapy of thoracic and abdominal tumors requires incorporating the respiratory motion into treatments. To precisely account for the patient respiratory motions and predict the respiratory signals, a generalized model for…

Medical Physics · Physics 2019-05-22 Hui Lin , Chengyu Shi , Brian Wang , Maria F. Chan , Xiaoli Tang , Wei Ji

To investigate the complex dynamics of a biological neuron that is subject to small random perturbations we can use stochastic neuron models. While many techniques have already been developed to study properties of such models, especially…

Neurons and Cognition · Quantitative Biology 2017-07-18 Jan H. Kirchner

Recent breakthroughs in recurrent deep neural networks with long short-term memory (LSTM) units has led to major advances in artificial intelligence. State-of-the-art LSTM models with significantly increased complexity and a large number of…

Using raw sensor data to model and train networks for Human Activity Recognition can be used in many different applications, from fitness tracking to safety monitoring applications. These models can be easily extended to be trained with…

Machine Learning · Computer Science 2019-05-03 Schalk Wilhelm Pienaar , Reza Malekian

We examine two stochastic processes with random parameters, which in their basic versions (i.e., when the parameters are fixed) are Gaussian and display long range dependence and anomalous diffusion behavior, characterized by the Hurst…

Probability · Mathematics 2024-10-16 Hubert Woszczek , Agnieszka Wylomanska , Aleksei Chechkin

Forecasting stock prices can be interpreted as a time series prediction problem, for which Long Short Term Memory (LSTM) neural networks are often used due to their architecture specifically built to solve such problems. In this paper, we…

Machine Learning · Computer Science 2021-06-14 Akash Doshi , Alexander Issa , Puneet Sachdeva , Sina Rafati , Somnath Rakshit

Pebble bed reactor (PBR) operation presents unique advantages and challenges due to the ability to continuously change the fuel mixture and excess reactivity. Each operation parameter affects reactivity on a different timescale. For…

Systems and Control · Electrical Eng. & Systems 2025-11-10 Ian Kolaja , Ludovic Jantzen , Tatiana Siaraferas , Massimiliano Fratoni