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Time series forecasting based on deep architectures has been gaining popularity in recent years due to their ability to model complex non-linear temporal dynamics. The recurrent neural network is one such model capable of handling…

Machine Learning · Computer Science 2021-06-28 Zexuan Yin , Paolo Barucca

Long Short-Term Memory Networks (LSTMs) have been applied to daily discharge prediction with remarkable success. Many practical scenarios, however, require predictions at more granular timescales. For instance, accurate prediction of short…

Machine Learning · Computer Science 2021-04-20 Martin Gauch , Frederik Kratzert , Daniel Klotz , Grey Nearing , Jimmy Lin , Sepp Hochreiter

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

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

Performance forecasting is an age-old problem in economics and finance. Recently, developments in machine learning and neural networks have given rise to non-linear time series models that provide modern and promising alternatives to…

Statistical Finance · Quantitative Finance 2022-01-21 Carmina Fjellström

We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory…

The increasing integration of renewable energy sources (RESs) into modern power systems presents significant opportunities but also notable challenges, primarily due to the inherent variability of RES generation. Accurate forecasting of RES…

Machine Learning · Computer Science 2026-01-19 Farshid Kamrani , Kristen Schell

Traffic state data, such as speed, volume and travel time collected from ubiquitous traffic monitoring sensors require advanced network level analytics for forecasting and identifying significant traffic patterns. This paper leverages…

Machine Learning · Computer Science 2025-02-18 Tianya Zhang

Spatiotemporal data mining (STDM) has a wide range of applications in various complex physical systems (CPS), i.e., transportation, manufacturing, healthcare, etc. Among all the proposed methods, the Convolutional Long Short-Term Memory…

Machine Learning · Computer Science 2025-11-19 Junfeng Wu , Hadjer Benmeziane , Kaoutar El Maghraoui , Liu Liu , Yinan Wang

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

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…

Machine Learning · Computer Science 2023-08-29 Chaoqun Wang , Yijun Li , Xiangqian Sun , Qi Wu , Dongdong Wang , Zhixiang Huang

State-of-the-art forecasting methods using Recurrent Neural Net- works (RNN) based on Long-Short Term Memory (LSTM) cells have shown exceptional performance targeting short-horizon forecasts, e.g given a set of predictor features, forecast…

Machine Learning · Computer Science 2018-04-19 Aya Abdelsalam Ismail , Timothy Wood , Héctor Corrada Bravo

Ensuring sustainability demands more efficient energy management with minimized energy wastage. Therefore, the power grid of the future should provide an unprecedented level of flexibility in energy management. To that end, intelligent…

Neural and Evolutionary Computing · Computer Science 2018-11-29 Daniel L. Marino , Kasun Amarasinghe , Milos Manic

Standard Recurrent Neural Networks, including LSTMs, struggle to model long-range dependencies, particularly in sequences containing noisy or misleading information. We propose a new architectural principle, Output-Conditioned Gating, which…

Machine Learning · Computer Science 2025-11-05 Prasanth K K , Shubham Sharma

Time series with long-term structure arise in a variety of contexts and capturing this temporal structure is a critical challenge in time series analysis for both inference and forecasting settings. Traditionally, state space models have…

Machine Learning · Statistics 2020-06-12 Anna K. Yanchenko , Sayan Mukherjee

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.…

Machine Learning · Computer Science 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

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

Predictive business process monitoring methods exploit logs of completed cases of a process in order to make predictions about running cases thereof. Existing methods in this space are tailor-made for specific prediction tasks. Moreover,…

Applications · Statistics 2017-12-20 Niek Tax , Ilya Verenich , Marcello La Rosa , Marlon Dumas

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

Long short-term memory (LSTM) based acoustic modeling methods have recently been shown to give state-of-the-art performance on some speech recognition tasks. To achieve a further performance improvement, in this research, deep extensions on…

Computation and Language · Computer Science 2015-05-12 Xiangang Li , Xihong Wu