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Due to the recurrent structure of RNN, the long information propagation path poses limitations in capturing long-term dependencies, gradient explosion/vanishing issues, and inefficient sequential execution. Based on this, we propose a novel…

Machine Learning · Computer Science 2024-09-27 Yuxin Jia , Youfang Lin , Jing Yu , Shuo Wang , Tianhao Liu , Huaiyu Wan

Accurate time series forecasting is a fundamental challenge in data science. It is often affected by external covariates such as weather or human intervention, which in many applications, may be predicted with reasonable accuracy. We refer…

Machine Learning · Computer Science 2023-08-01 Jimeng Shi , Rukmangadh Myana , Vitalii Stebliankin , Azam Shirali , Giri Narasimhan

The prediction of high-resolution hourly traffic volumes of a given roadway is essential for transportation planning. Traditionally, Automatic Traffic Recorders (ATR) are used to collect this hourly volume data. These large datasets are…

Applications · Statistics 2019-09-26 MD Zadid Khan , Sakib Mahmud Khan , Mashrur Chowdhury , Kakan Dey

We study a recent class of models which uses graph neural networks (GNNs) to improve forecasting in multivariate time series. The core assumption behind these models is that there is a latent graph between the time series (nodes) that…

Recurrent neural networks (RNNs) are wide-spread machine learning tools for modeling sequential and time series data. They are notoriously hard to train because their loss gradients backpropagated in time tend to saturate or diverge during…

Machine Learning · Computer Science 2022-10-10 Jonas M. Mikhaeil , Zahra Monfared , Daniel Durstewitz

We investigate real-time tracking of two correlated stochastic processes over a shared wireless channel. The joint evolution of the processes is modeled as a two-dimensional discrete-time Markov chain. Each process is observed by a…

Information Theory · Computer Science 2025-12-23 Mehrdad Salimnejad , Marios Kountouris , Nikolaos Pappas

Accurate power load forecasting is crucial for improving energy efficiency and ensuring power supply quality. Considering the power load forecasting problem involves not only dynamic factors like historical load variations but also static…

Machine Learning · Computer Science 2024-09-27 Chao Min , Yijia Wang , Bo Zhang , Xin Ma , Junyi Cui

Recurrent Neural Networks (RNNs) are very successful at solving challenging problems with sequential data. However, this observed efficiency is not yet entirely explained by theory. It is known that a certain class of multiplicative RNNs…

Machine Learning · Computer Science 2019-01-31 Valentin Khrulkov , Oleksii Hrinchuk , Ivan Oseledets

Recurrent neural networks (RNNs) are state-of-the-art in several sequential learning tasks, but they often require considerable amounts of data to generalise well. For many time series forecasting (TSF) tasks, only a few dozens of…

Machine Learning · Computer Science 2020-03-30 Bernardo Pérez Orozco , Stephen J Roberts

We introduce Active Tuning, a novel paradigm for optimizing the internal dynamics of recurrent neural networks (RNNs) on the fly. In contrast to the conventional sequence-to-sequence mapping scheme, Active Tuning decouples the RNN's…

Machine Learning · Computer Science 2020-11-26 Sebastian Otte , Matthias Karlbauer , Martin V. Butz

The escalating complexity of network threats and the inherent class imbalance in traffic data present formidable challenges for modern Intrusion Detection Systems (IDS). While Graph Neural Networks (GNNs) excel in modeling topological…

Machine Learning · Computer Science 2026-04-15 Tianxiang Xu , Zhichao Wen , Xinyu Zhao , Qi Hu , Yan Li , Chang Liu

Much of the recent research on solving iterative inference problems focuses on moving away from hand-chosen inference algorithms and towards learned inference. In the latter, the inference process is unrolled in time and interpreted as a…

Neural and Evolutionary Computing · Computer Science 2017-06-14 Patrick Putzky , Max Welling

Many time series are generated by a set of entities that interact with one another over time. This paper introduces a broad, flexible framework to learn from multiple inter-dependent time series generated by such entities. Our framework…

Neural and Evolutionary Computing · Computer Science 2016-12-16 Ashish Bora , Sugato Basu , Joydeep Ghosh

Graph Neural Networks (GNNs) excel at modeling relational data but face significant challenges in high-stakes domains due to unquantified uncertainty. Conformal prediction (CP) offers statistical coverage guarantees, but existing methods…

Machine Learning · Computer Science 2025-06-10 Zheng Zhang , Jie Bao , Zhixin Zhou , Nicolo Colombo , Lixin Cheng , Rui Luo

Sequence learning is dominated by Transformers and parallelizable recurrent neural networks (RNNs) such as state-space models, yet learning long-term dependencies remains challenging, and state-of-the-art designs trade power consumption for…

Machine Learning · Computer Science 2026-05-13 Julien Brandoit , Arthur Fyon , Damien Ernst , Guillaume Drion

Recommender Systems (RSs) in real-world applications often deal with billions of user interactions daily. To capture the most recent trends effectively, it is common to update the model incrementally using only the newly arrived data.…

Information Retrieval · Computer Science 2021-11-09 Danni Peng , Sinno Jialin Pan , Jie Zhang , Anxiang Zeng

The era of data deluge has sparked the interest in graph-based learning methods in a number of disciplines such as sociology, biology, neuroscience, or engineering. In this paper, we introduce a graph recurrent neural network (GRNN) for…

Machine Learning · Computer Science 2019-02-19 Vassilis N. Ioannidis , Antonio G. Marques , Georgios B. Giannakis

We consider a network of sensors deployed to sense a spatio-temporal field and estimate a parameter of interest. We are interested in the case where the temporal process sensed by each sensor can be modeled as a state-space process that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2008-04-12 S. Sundhar Ram , V. V. Veeravalli , A. Nedic

As financial markets grow increasingly complex in the big data era, accurate stock prediction has become more critical. Traditional time series models, such as GRUs, have been widely used but often struggle to capture the intricate…

Statistical Finance · Quantitative Finance 2025-08-27 Peng Zhu , Yuante Li , Yifan Hu , Sheng Xiang , Qinyuan Liu , Dawei Cheng , Yuqi Liang

Recurrent Neural Networks architectures excel at processing sequences by modelling dependencies over different timescales. The recently introduced Recurrent Weighted Average (RWA) unit captures long term dependencies far better than an LSTM…

Machine Learning · Computer Science 2017-06-20 Brendan Maginnis , Pierre H. Richemond