English
Related papers

Related papers: Risk forecasting using Long Short-Term Memory Mixt…

200 papers

Accurate demand forecasting is crucial for optimizing supply chain management. Traditional methods often fail to capture complex patterns from seasonal variability and special events. Despite advancements in deep learning, interpretable…

Machine Learning · Computer Science 2025-03-04 Md Abrar Jahin , Asef Shahriar , Md Al Amin

Various methods using machine and deep learning have been proposed to tackle different tasks in predictive process monitoring, forecasting for an ongoing case e.g. the most likely next event or suffix, its remaining time, or an…

Machine Learning · Computer Science 2022-12-14 Jari Peeperkorn , Seppe vanden Broucke , Jochen De Weerdt

In the present work we assess the capabilities of neural networks to predict temporally evolving turbulent flows. In particular, we use the nine-equation shear flow model by Moehlis et al. [New J. Phys. 6, 56 (2004)] to generate training…

Fluid Dynamics · Physics 2019-05-10 P. A. Srinivasan , L. Guastoni , H. Azizpour , P. Schlatter , R. Vinuesa

Neural networks in fluid mechanics offer an efficient approach for exploring complex flows, including multiphase and free surface flows. The recurrent neural network, particularly the Long Short-Term Memory (LSTM) model, proves attractive…

Fluid Dynamics · Physics 2025-01-22 Diego A. de Aguiar , Hugo L. França , Cassio M. Oishi

In cloud and edge computing models, it is important that compute devices at the edge be as power efficient as possible. Long short-term memory (LSTM) neural networks have been widely used for natural language processing, time series…

Neural and Evolutionary Computing · Computer Science 2020-02-26 Wen Ma , Pi-Feng Chiu , Won Ho Choi , Minghai Qin , Daniel Bedau , Martin Lueker-Boden

Recurrent neural networks for language models like long short-term memory (LSTM) have been utilized as a tool for modeling and predicting long term dynamics of complex stochastic molecular systems. Recently successful examples on learning…

Artificial Intelligence · Computer Science 2021-07-15 Wenqi Zeng , Siqin Cao , Xuhui Huang , Yuan Yao

The process of association and tracking of sensor detections is a key element in providing situational awareness. When the targets in the scenario are dense and exhibit high maneuverability, Multi-Target Tracking (MTT) becomes a challenging…

Machine Learning · Computer Science 2020-11-20 Rishabh Verma , R Rajesh , MS Easwaran

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

This letter adopts long short-term memory(LSTM) to predict sea surface temperature(SST), which is the first attempt, to our knowledge, to use recurrent neural network to solve the problem of SST prediction, and to make one week and one…

Computer Vision and Pattern Recognition · Computer Science 2017-11-22 Qin Zhang , Hui Wang , Junyu Dong , Guoqiang Zhong , Xin Sun

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

Mixture Density Networks (MDNs) can be used to generate probability density functions of model parameters $\boldsymbol{\theta}$ given a set of observables $\mathbf{x}$. In some applications, training data are available only for discrete…

Data Analysis, Statistics and Probability · Physics 2021-08-18 Charles Burton , Spencer Stubbs , Peter Onyisi

Various studies that address the compressed sensing problem with Multiple Measurement Vectors (MMVs) have been recently carried. These studies assume the vectors of the different channels to be jointly sparse. In this paper, we relax this…

Machine Learning · Computer Science 2016-11-14 Hamid Palangi , Rabab Ward , Li Deng

Climate change is one of the most concerning issues of this century. Emission from electric power generation is a crucial factor that drives the concern to the next level. Renewable energy sources are widespread and available globally,…

Machine Learning · Computer Science 2020-05-27 Md Amimul Ehsan , Amir Shahirinia , Nian Zhang , Timothy Oladunni

In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time…

Machine Learning · Computer Science 2018-12-06 Rui Luo , Weinan Zhang , Xiaojun Xu , Jun Wang

Volatility is a quantity of measurement for the price movements of stocks or options which indicates the uncertainty within financial markets. As an indicator of the level of risk or the degree of variation, volatility is important to…

Machine Learning · Computer Science 2018-11-12 Qiang Zhang , Rui Luo , Yaodong Yang , Yuanyuan Liu

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an…

Signal Processing · Electrical Eng. & Systems 2020-04-29 Paweł Pełka , Grzegorz Dudek

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…

Statistical Finance · Quantitative Finance 2025-10-21 Emmanuel Boadi

Introduction Quantum Convolutional Neural Network (QCNN)-Long Short-Term Memory (LSTM) models were studied to provide sequential relationships for each timepoint in MRIs of patients with Multiple Sclerosis (MS). In this pilot study, we…

Machine Learning · Computer Science 2024-01-23 John D. Mayfield , Issam El Naqa

Survival analysis, the art of time-to-event modeling, plays an important role in clinical treatment decisions. Recently, continuous time models built from neural ODEs have been proposed for survival analysis. However, the training of neural…

Machine Learning · Computer Science 2022-08-24 Xintian Han , Mark Goldstein , Rajesh Ranganath

In order to drive safely and efficiently on public roads, autonomous vehicles will have to understand the intentions of surrounding vehicles, and adapt their own behavior accordingly. If experienced human drivers are generally good at…

Robotics · Computer Science 2018-01-26 Florent Altché , Arnaud de La Fortelle