English
Related papers

Related papers: Sequential Structure in Intraday Futures Data: LST…

200 papers

Low-cost air quality sensors (LCS) provide a practical alternative to expensive regulatory-grade instruments, making dense urban monitoring networks possible. Yet their adoption is limited by calibration challenges, including sensor drift,…

Machine Learning · Computer Science 2026-04-24 Arindam Sengupta , Tony Bush , Ben Marner , Jose Miguel Pérez , Soledad Le Clainche

This study investigates the performance of machine learning models in forecasting electricity Day-Ahead Market (DAM) prices using short historical training windows, with a focus on detecting seasonal trends and price spikes. We evaluate…

In many sequential tasks, a model needs to remember relevant events from the distant past to make correct predictions. Unfortunately, a straightforward application of gradient based training requires intermediate computations to be stored…

Machine Learning · Computer Science 2023-08-14 Artyom Sorokin , Nazar Buzun , Leonid Pugachev , Mikhail Burtsev

How can short-term energy consumption be accurately forecasted when sensor data is noisy, incomplete, and lacks contextual richness? This question guided our participation in the \textit{2025 Competition on Electric Energy Consumption…

Machine Learning · Computer Science 2025-10-21 Sarah Al-Shareeda , Gulcihan Ozdemir , Heung Seok Jeon , Khaleel Ahmad

Quantitative understanding of stochastic dynamics in limit order price changes is essential for execution strategy design. We analyze intraday transition dynamics of ask and bid orders across market capitalization tiers using high-frequency…

Statistical Finance · Quantitative Finance 2026-01-09 Salam Rabindrajit Luwang , Kundan Mukhia , Buddha Nath Sharma , Md. Nurujjaman , Anish Rai , Filippo Petroni

Time series prediction can be generalized as a process that extracts useful information from historical records and then determines future values. Learning long-range dependencies that are embedded in time series is often an obstacle for…

Neural and Evolutionary Computing · Computer Science 2018-10-25 Yuxiu Hua , Zhifeng Zhao , Rongpeng Li , Xianfu Chen , Zhiming Liu , Honggang Zhang

The ability to perform accurate prognosis of patients is crucial for proactive clinical decision making, informed resource management and personalised care. Existing outcome prediction models suffer from a low recall of infrequent positive…

This paper presents a novel hybrid model that integrates long-short-term memory (LSTM) networks and Graph Neural Networks (GNNs) to significantly enhance the accuracy of stock market predictions. The LSTM component adeptly captures temporal…

Statistical Finance · Quantitative Finance 2025-02-25 Meet Satishbhai Sonani , Atta Badii , Armin Moin

Spatial-temporal sequence forecasting (STSF) is a long-standing research problem with widespread real-world applications. Neural architecture search (NAS), which automates the neural network design, has been shown effective in tackling the…

Computation and Language · Computer Science 2025-03-25 Xin Xue , Haoyi Zhou , Tianyu Chen , Shuai Zhang , Yizhou Long , Jianxin Li

This work investigates how shallow, NISQ-compatible quantum layers can improve temporal representation learning in real-world sequential data. We develop a QLSTM Seq2Seq autoencoder in which a depth-1 variational quantum circuit is embedded…

Computational Engineering, Finance, and Science · Computer Science 2026-02-13 Tien-Ching Hsieh , Yun-Cheng Tsai , Samuel Yen-Chi Chen

We explore the architecture of recurrent neural networks (RNNs) by studying the complexity of string sequences it is able to memorize. Symbolic sequences of different complexity are generated to simulate RNN training and study parameter…

Machine Learning · Computer Science 2023-11-17 Roberto Cahuantzi , Xinye Chen , Stefan Güttel

Control valve stiction, a friction that prevents smooth valve movement, is a common fault in industrial process systems that causes instability, equipment wear, and higher maintenance costs. Many plants still operate with conventional…

Machine Learning · Computer Science 2026-01-21 Natthapong Promsricha , Chotirawee Chatpattanasiri , Nuttavut Kerdgongsup , Stavroula Balabani

Predicting stock market movements remains a persistent challenge due to the inherently volatile, non-linear, and stochastic nature of financial time series data. This paper introduces a deep learning-based framework employing Long…

Computational Engineering, Finance, and Science · Computer Science 2025-05-09 Rajneesh Chaudhary

Predicting future stock prices and their movement patterns is a complex problem. Hence, building a portfolio of capital assets using the predicted prices to achieve the optimization between its return and risk is an even more difficult…

Portfolio Management · Quantitative Finance 2021-12-24 Jaydip Sen , Abhishek Dutta , Sidra Mehtab

To schedule LLM inference, the \textit{shortest job first} (SJF) principle is favorable by prioritizing requests with short output lengths to avoid head-of-line (HOL) blocking. Existing methods usually predict a single output length for…

Machine Learning · Computer Science 2026-05-26 Haoyu Zheng , Yongqiang Zhang , Fangcheng Fu , Xiaokai Zhou , Hao Luo , Hongchao Zhu , Yuanyuan Zhu , Hao Wang , Xiao Yan , Jiawei Jiang

Mobile network traffic prediction is an important input in to network capacity planning and optimization. Existing approaches may lack the speed and computational complexity to account for bursting, non-linear patterns or other important…

Networking and Internet Architecture · Computer Science 2020-10-13 Guto Leoni Santos , Pierangelo Rosati , Theo Lynn , Judith Kelner , Djamel Sadok , Patricia Takako Endo

Distribution feeder long-term load forecast (LTLF) is a critical task many electric utility companies perform on an annual basis. The goal of this task is to forecast the annual load of distribution feeders. The previous top-down and…

Machine Learning · Computer Science 2020-07-02 Ming Dong , L. S. Grumbach

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

Forecasting windmill time series is often the basis of other processes such as anomaly detection, health monitoring, or maintenance scheduling. The amount of data generated on windmill farms makes online learning the most viable strategy to…

Accurate forecasting of financial markets remains a long-standing challenge due to complex temporal and often latent dependencies, non-linear dynamics, and high volatility. Building on our earlier recurrent neural network framework, we…

Computational Engineering, Finance, and Science · Computer Science 2026-01-05 Shaswat Mohanty