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Recent advancements in recurrent neural network (RNN) research have demonstrated the superiority of utilizing multiscale structures in learning temporal representations of time series. Currently, most of multiscale RNNs use fixed scales,…

Machine Learning · Computer Science 2019-02-18 Hao Hu , Liqiang Wang , Guo-Jun Qi

We extend recurrent neural networks to include several flexible timescales for each dimension of their output, which mechanically improves their abilities to account for processes with long memory or with highly disparate time scales. We…

Statistical Finance · Quantitative Finance 2023-08-21 Damien Challet , Vincent Ragel

In this paper, we introduce the notion of liquid time-constant (LTC) recurrent neural networks (RNN)s, a subclass of continuous-time RNNs, with varying neuronal time-constant realized by their nonlinear synaptic transmission model. This…

Machine Learning · Computer Science 2018-11-02 Ramin M. Hasani , Mathias Lechner , Alexander Amini , Daniela Rus , Radu Grosu

We introduce a new class of time-continuous recurrent neural network models. Instead of declaring a learning system's dynamics by implicit nonlinearities, we construct networks of linear first-order dynamical systems modulated via nonlinear…

Machine Learning · Computer Science 2020-12-16 Ramin Hasani , Mathias Lechner , Alexander Amini , Daniela Rus , Radu Grosu

Many real-world datasets are time series that are sequentially collected and contain rich temporal information. Thus, a common interest in practice is to capture dynamics of time series and predict their future evolutions. To this end, the…

Machine Learning · Computer Science 2025-05-12 Yifan Zhou , Yibo Wang , Chao Shang

Time series prediction is essential for human activities in diverse areas. A common approach to this task is to harness Recurrent Neural Networks (RNNs). However, while their predictions are quite accurate, their learning process is complex…

Quantum Physics · Physics 2025-05-30 Michał Siemaszko , Adam Buraczewski , Bertrand Le Saux , Magdalena Stobińska

Although recurrent neural networks (RNNs) are state-of-the-art in numerous sequential decision-making tasks, there has been little research on explaining their predictions. In this work, we present TimeSHAP, a model-agnostic recurrent…

Machine Learning · Computer Science 2021-06-29 João Bento , Pedro Saleiro , André F. Cruz , Mário A. T. Figueiredo , Pedro Bizarro

In this study, we explore the application of an artificial recurrent neural network (RNN) called Long Short-Term Memory (LSTM) as an alternative to a turbulent Reynolds-Averaged Navier-Stokes (RANS) model. The LSTM models are utilized to…

Fluid Dynamics · Physics 2023-07-27 Hugo D. Pasinato , Nicólas F. Moguilner Reh

In this paper, we propose an efficient transfer leaning methods for training a personalized language model using a recurrent neural network with long short-term memory architecture. With our proposed fast transfer learning schemes, a…

Computation and Language · Computer Science 2017-10-11 Seunghyun Yoon , Hyeongu Yun , Yuna Kim , Gyu-tae Park , Kyomin Jung

This work proposes a machine-learning framework for modeling the error incurred by approximate solutions to parameterized dynamical systems. In particular, we extend the machine-learning error models (MLEM) framework proposed in Ref. 15 to…

Numerical Analysis · Mathematics 2020-04-22 Eric J. Parish , Kevin T. Carlberg

The current fuel moisture content (FMC) subsystems in WRF-SFIRE and its workflow system WRFx use a time-lag differential equation model with assimilation of data from FMC sensors on Remote Automated Weather Stations (RAWS) by the extended…

Machine Learning · Computer Science 2023-03-07 J. Mandel , J. Hirschi , A. K. Kochanski , A. Farguell , J. Haley , D. V. Mallia , B. Shaddy , A. A. Oberai , K. A. Hilburn

Adaptive gating plays a key role in temporal data processing via classical recurrent neural networks (RNN), as it facilitates retention of past information necessary to predict the future, providing a mechanism that preserves invariance to…

Quantum Physics · Physics 2023-06-12 Ivana Nikoloska , Osvaldo Simeone , Leonardo Banchi , Petar Veličković

Time series forecasting lies at the core of important real-world applications in many fields of science and engineering. The abundance of large time series datasets that consist of complex patterns and long-term dependencies has led to the…

Machine Learning · Computer Science 2023-12-01 Nancy Xu , Chrysoula Kosma , Michalis Vazirgiannis

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

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great…

Machine Learning · Computer Science 2018-09-13 Kasun Bandara , Christoph Bergmeir , Slawek Smyl

Animals can quickly learn the timing of events with fixed intervals and their rate of acquisition does not depend on the length of the interval. In contrast, recurrent neural networks that use gradient based learning have difficulty…

Machine Learning · Computer Science 2021-06-08 Gabriele Cimolino , Francois Rivest

Countless learning tasks require dealing with sequential data. Image captioning, speech synthesis, and music generation all require that a model produce outputs that are sequences. In other domains, such as time series prediction, video…

Machine Learning · Computer Science 2015-10-20 Zachary C. Lipton , John Berkowitz , Charles Elkan

Machine learning methods trained on raw numerical time series data exhibit fundamental limitations such as a high sensitivity to the hyper parameters and even to the initialization of random weights. A combination of a recurrent neural…

Machine Learning · Computer Science 2020-03-13 Steven Elsworth , Stefan Güttel

Recent research demonstrate that prediction of time series by recurrent neural networks (RNNs) based on the noisy input generates a smooth anticipated trajectory. We examine the internal dynamics of RNNs and establish a set of conditions…

Machine Learning · Computer Science 2020-10-07 Boris Rubinstein

Change detection is one of the central problems in earth observation and was extensively investigated over recent decades. In this paper, we propose a novel recurrent convolutional neural network (ReCNN) architecture, which is trained to…

Computer Vision and Pattern Recognition · Computer Science 2019-03-27 Lichao Mou , Lorenzo Bruzzone , Xiao Xiang Zhu