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This work aims to implement Long Short-Term Memory mixture density networks (LSTM-MDNs) for Value-at-Risk forecasting and compare their performance with established models (historical simulation, CMM, and GARCH) using a defined backtesting…

计算金融 · 定量金融 2025-01-03 Nico Herrig

Radiation therapy of thoracic and abdominal tumors requires incorporating the respiratory motion into treatments. To precisely account for the patient respiratory motions and predict the respiratory signals, a generalized model for…

医学物理 · 物理学 2019-05-22 Hui Lin , Chengyu Shi , Brian Wang , Maria F. Chan , Xiaoli Tang , Wei Ji

The expected low market penetration of connected vehicles (CVs) in the near future could be a constraint in estimating traffic flow parameters, such as average travel speed of a roadway segment and average space headway between vehicles…

机器学习 · 计算机科学 2019-05-22 Mizanur Rahman , Mashrur Chowdhury , Jerome McClendon

This paper analyzes the stability-related properties of Long Short-Term Memory (LSTM) networks and investigates their use as the model of the plant in the design of Model Predictive Controllers (MPC). First, sufficient conditions…

系统与控制 · 电气工程与系统科学 2020-08-31 Enrico Terzi , Fabio Bonassi , Marcello Farina , Riccardo Scattolini

Load forecasting is a crucial topic in energy management systems (EMS) due to its vital role in optimizing energy scheduling and enabling more flexible and intelligent power grid systems. As a result, these systems allow power utility…

机器学习 · 计算机科学 2023-05-16 Firas Bayram , Phil Aupke , Bestoun S. Ahmed , Andreas Kassler , Andreas Theocharis , Jonas Forsman

Renewable energy adoption has increased significantly over the past few years. However, with the increasing adoption of renewable energy, forecasting the net load has become a major challenge due to the inherent uncertainty associated with…

系统与控制 · 电气工程与系统科学 2026-04-21 Oluwafolajimi Samuel Bolusteve , Linhan Fang , Xingpeng Li

Predicting future physical behavior from limited theoretical simulation data is an emerging research paradigm driven by the integration of artificial intelligence and quantum physics. In this work, charge transport (CT) behavior was…

化学物理 · 物理学 2025-07-15 Zi-Ran Zhao , Shun-Cai Zhao , Yi-Meng Huang

Accurate financial volatility forecasting is crucial but challenged by the non-linear, highly correlated nature of market data. Recently, quantum computing has emerged as a promising paradigm for solving complex high-dimensional sampling…

机器学习 · 计算机科学 2026-05-07 Yixiong Chen

This paper demonstrates the potentials of the long short-term memory (LSTM) when applyingwith macroeconomic time series data sampled at different frequencies. We first present how theconventional LSTM model can be adapted to the time series…

计量经济学 · 经济学 2021-09-29 Sarun Kamolthip

Time series data is being used everywhere, from sales records to patients' health evolution metrics. The ability to deal with this data has become a necessity, and time series analysis and forecasting are used for the same. Every Machine…

机器学习 · 计算机科学 2022-11-29 Rameshwar Garg , Shriya Barpanda , Girish Rao Salanke N S , Ramya S

As autonomous vehicles (AVs) need to interact with other road users, it is of importance to comprehensively understand the dynamic traffic environment, especially the future possible trajectories of surrounding vehicles. This paper presents…

机器学习 · 计算机科学 2019-06-10 Long Xin , Pin Wang , Ching-Yao Chan , Jianyu Chen , Shengbo Eben Li , Bo Cheng

Long Short-Term Memory (LSTM) units have the ability to memorise and use long-term dependencies between inputs to generate predictions on time series data. We introduce the concept of modifying the cell state (memory) of LSTMs using…

机器学习 · 计算机科学 2021-05-04 Vlad Velici , Adam Prügel-Bennett

The stock market prediction has always been crucial for stakeholders, traders and investors. We developed an ensemble Long Short Term Memory (LSTM) model that includes two-time frequencies (annual and daily parameters) in order to predict…

统计金融 · 定量金融 2020-01-13 Zineb Lanbouri , Saaid Achchab

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…

计算与语言 · 计算机科学 2015-05-12 Xiangang Li , Xihong Wu

Accurately estimating the phase of oscillatory systems is essential for analyzing cyclic activities such as repetitive gestures in human motion. In this work we introduce a learning-based approach for online phase estimation in…

系统与控制 · 电气工程与系统科学 2025-05-06 Antonio Grotta , Francesco De Lellis

In order to better model complex real-world data such as multiphase flow, one approach is to develop pattern recognition techniques and robust features that capture the relevant information. In this paper, we use deep learning methods, and…

While the advanced machine learning algorithms are effective in load forecasting, they often suffer from low data utilization, and hence their superior performance relies on massive datasets. This motivates us to design machine learning…

机器学习 · 计算机科学 2022-02-17 Qiyuan Wang , Zhihui Chen , Chenye Wu

Bridge health monitoring using machine learning tools has become an efficient and cost-effective approach in recent times. In the present study, strains in railway bridge member, available from a previous study conducted by IIT Guwahati has…

机器学习 · 计算机科学 2021-11-12 Amartya Dutta , Kamaljyoti Nath

Long Short-Term Memory (LSTM) is a popular approach to boosting the ability of Recurrent Neural Networks to store longer term temporal information. The capacity of an LSTM network can be increased by widening and adding layers. However,…

机器学习 · 统计学 2017-12-14 Zhen He , Shaobing Gao , Liang Xiao , Daxue Liu , Hangen He , David Barber

In recent years, the role of artificially intelligent (AI) agents has evolved from being basic tools to socially intelligent agents working alongside humans towards common goals. In such scenarios, the ability to predict future behavior by…

机器学习 · 计算机科学 2022-11-17 Chinmai Basavaraj , Adarsh Pyarelal , Evan Carter