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Spatio-Temporal Multivariate time series Forecast (STMF) uses the time series of $n$ spatially distributed variables in a period of recent past to forecast their values in a period of near future. It has important applications in…

Machine Learning · Computer Science 2025-10-29 Zibo Liu , Zhe Jiang , Zelin Xu , Tingsong Xiao , Yupu Zhang , Zhengkun Xiao , Haibo Wang , Shigang Chen

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

This paper explores the application of Hidden Markov Models (HMM) and Long Short-Term Memory (LSTM) neural networks for economic forecasting, focusing on predicting CPI inflation rates. The study explores a new approach that integrates…

Machine Learning · Computer Science 2025-01-07 Guhan Sivakumar

Building an accurate load forecasting model with minimal underpredictions is vital to prevent any undesired power outages due to underproduction of electricity. However, the power consumption patterns of the residential sector contain…

Machine Learning · Computer Science 2023-02-23 Jihan Ghanim , Maha Issa , Mariette Awad

We present a deep long short-term memory (LSTM)-based neural network for predicting asset prices, together with a successful trading strategy for generating profits based on the model's predictions. Our work is motivated by the fact that…

Statistical Finance · Quantitative Finance 2019-05-09 Chariton Chalvatzis , Dimitrios Hristu-Varsakelis

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

Previous methods based on 3DCNN, convLSTM, or optical flow have achieved great success in video salient object detection (VSOD). However, they still suffer from high computational costs or poor quality of the generated saliency maps. To…

Computer Vision and Pattern Recognition · Computer Science 2024-01-02 Xing Zhao , Haoran Liang , Peipei Li , Guodao Sun , Dongdong Zhao , Ronghua Liang , Xiaofei He

Spatial time series forecasting problems arise in a broad range of applications, such as environmental and transportation problems. These problems are challenging because of the existence of specific spatial, short-term and long-term…

Machine Learning · Computer Science 2019-02-05 Reza Asadi , Amelia Regan

Multivariate time series (MTS) forecasting is crucial for decision-making in domains such as weather, energy, and finance. It remains challenging because real-world sequences intertwine slow trends, multi-rate seasonalities, and irregular…

Machine Learning · Computer Science 2026-02-06 Shunya Nagashima , Shuntaro Suzuki , Shuitsu Koyama , Shinnosuke Hirano

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g. LSTMs) proved extremely successful in modeling complex time series…

Long-term time-series forecasting is essential for planning and decision-making in economics, energy, and transportation, where long foresight is required. To obtain such long foresight, models must be both efficient and effective in…

Machine Learning · Computer Science 2025-09-05 Chao Ma , Yikai Hou , Xiang Li , Yinggang Sun , Haining Yu , Zhou Fang , Jiaxing Qu

Investors and stock market analysts face major challenges in predicting stock returns and making wise investment decisions. The predictability of equity stock returns can boost investor confidence, but it remains a difficult task. To…

Statistical Finance · Quantitative Finance 2025-07-04 Adebola K. Ojo , Ifechukwude Jude Okafor

Standard LSTM(Long Short-Term Memory) neural networks provide accurate predictions for sales data in the retail industry, but require a lot of computing power. It can be challenging especially for mid to small retail industries. This paper…

Machine Learning · Computer Science 2026-02-19 Ravi Teja Pagidoju

We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or…

Machine Learning · Statistics 2020-05-26 Oguzhan Karaahmetoglu , Fatih Ilhan , Ismail Balaban , Suleyman Serdar Kozat

We investigate nonlinear prediction/regression in an online setting and introduce a hybrid model that effectively mitigates, via a joint mechanism through a state space formulation, the need for domain-specific feature engineering issues of…

Machine Learning · Statistics 2023-09-20 Mustafa E. Aydın , Arda Fazla , Suleyman S. Kozat

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

Neurons and Cognition · Quantitative Biology 2019-08-21 Benjamin Plaster , Gautam Kumar

Accurate spatiotemporal traffic forecasting is vital for intelligent resource management in 5G and beyond. However, conventional AI approaches often fail to capture the intricate spatial and temporal patterns that exist, due to e.g., the…

Machine Learning · Computer Science 2025-07-29 Khalid Ali , Zineddine Bettouche , Andreas Kassler , Andreas Fischer

Multivariate time series forecasting is widely used in various fields. Reasonable prediction results can assist people in planning and decision-making, generate benefits and avoid risks. Normally, there are two characteristics of time…

Machine Learning · Computer Science 2021-03-23 Yifu Zhou , Ziheng Duan , Haoyan Xu , Jie Feng , Anni Ren , Yueyang Wang , Xiaoqian Wang

Analysis of time-series data allows to identify long-term trends and make predictions that can help to improve our lives. With the rapid development of artificial neural networks, long short-term memory (LSTM) recurrent neural network (RNN)…

Emerging Technologies · Computer Science 2018-09-11 Kazybek Adam , Kamilya Smagulova , Alex Pappachen James

We investigate the use of Long Short-Term Memory (LSTM) and Decomposition-LSTM (DLSTM) networks, combined with an ensemble algorithm, to predict solar flare occurrences using time-series data from the GOES catalog. The dataset spans from…

Machine Learning · Computer Science 2025-09-18 Zeinab Hassani , Davud Mohammadpur , Hossein Safari