Related papers: A Combination Model for Time Series Prediction usi…
Unsupervised multi-object scene decomposition is a fast-emerging problem in representation learning. Despite significant progress in static scenes, such models are unable to leverage important dynamic cues present in video. We propose a…
Time series forecasting is prevalent in various real-world applications. Despite the promising results of deep learning models in time series forecasting, especially the Recurrent Neural Networks (RNNs), the explanations of time series…
Mimicking human ability to forecast future positions or interpret complex interactions in urban scenarios, such as streets, shopping malls or squares, is essential to develop socially compliant robots or self-driving cars. Autonomous…
The recurrent neural network and its variants have shown great success in processing sequences in recent years. However, this deep neural network has not aroused much attention in anomaly detection through predictively process monitoring.…
Traffic prediction, an essential component for intelligent transportation systems, endeavours to use historical data to foresee future traffic features at specific locations. Although existing traffic prediction models often emphasize…
Recommending the right products is the central problem in recommender systems, but the right products should also be recommended at the right time to meet the demands of users, so as to maximize their values. Users' demands, implying strong…
This paper presents a cost-effective, low-power approach to unintentional fall detection using knowledge distillation-based LSTM (Long Short-Term Memory) models to significantly improve accuracy. With a primary focus on analyzing…
In multivariate time series (MTS) forecasting, many deep learning based methods have been proposed for modeling dependencies at multiple spatial (inter-variate) or temporal (intra-variate) scales. However, existing methods may fail to model…
Recent works have shown that Deep Recurrent Neural Networks using the LSTM architecture can achieve strong single-channel speech enhancement by estimating time-frequency masks. However, these models do not naturally generalize to…
This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…
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…
The application of deep learning models for stock price forecasting in emerging markets remains underexplored despite their potential to capture complex temporal dependencies. This study develops and evaluates a Long Short-Term Memory…
The adaptation of large language models (LLMs) to time series forecasting poses unique challenges, as time series data is continuous in nature, while LLMs operate on discrete tokens. Despite the success of LLMs in natural language…
Volatility prediction for financial assets is one of the essential questions for understanding financial risks and quadratic price variation. However, although many novel deep learning models were recently proposed, they still have a "hard…
We present a deep neural network for a model-free prediction of a chaotic dynamical system from noisy observations. The proposed deep learning model aims to predict the conditional probability distribution of a state variable. The Long…
This paper applies a recurrent neural network (RNN) method to forecast cotton and oil prices. We show how these new tools from machine learning, particularly Long-Short Term Memory (LSTM) models, complement traditional methods. Our results…
Accelerating the inference of large language models (LLMs) has been a critical challenge in generative AI. Speculative decoding (SD) substantially improves LLM inference efficiency. However, its utility is limited by a fundamental…
Traffic flow forecasting is hot spot research of intelligent traffic system construction. The existing traffic flow prediction methods have problems such as poor stability, high data requirements, or poor adaptability. In this paper, we…
This study proposes a hybrid deep learning model for forecasting the price of Bitcoin, as the digital currency is known to exhibit frequent fluctuations. The models used are the Variational Mode Decomposition (VMD) and the Long Short-Term…
In recent years, finding an effective and efficient strategy for exploiting spatial and temporal information has been a hot research topic in video saliency prediction (VSP). With the emergence of spatio-temporal transformers, the weakness…