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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

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.…

机器学习 · 计算机科学 2023-09-06 Jiaqi Qiu , Yu Lin , Inez Zwetsloot

The early outcome prediction of ongoing or completed processes confers competitive advantage to organizations. The performance of classic machine learning and, more recently, deep learning techniques such as Long Short-Term Memory (LSTM) on…

机器学习 · 计算机科学 2021-04-15 Hans Weytjens , Jochen De Weerdt

Recent advancements in Artificial Intelligence, and particularly Large Language Models (LLMs), offer promising prospects for aiding system administrators in managing the complexity of modern networks. However, despite this potential, a…

网络与互联网体系结构 · 计算机科学 2024-08-01 Denis Donadel , Francesco Marchiori , Luca Pajola , Mauro Conti

In this paper we investigate to what extent long short-term memory neural networks (LSTMs) are suitable for demand forecasting in the e-grocery retail sector. For this purpose, univariate as well as multivariate LSTM-based models were…

机器学习 · 计算机科学 2020-08-20 Marta Gołąbek , Robin Senge , Rainer Neumann

The response time of a biosensor is a crucial metric in safety-critical applications such as medical diagnostics where an earlier diagnosis can markedly improve patient outcomes. However, the speed at which a biosensor reaches a final…

机器学习 · 计算机科学 2024-09-30 Simon J. Ward , Muhamed Baljevic , Sharon M. Weiss

The chain-structured long short-term memory (LSTM) has showed to be effective in a wide range of problems such as speech recognition and machine translation. In this paper, we propose to extend it to tree structures, in which a memory cell…

计算与语言 · 计算机科学 2015-03-18 Xiaodan Zhu , Parinaz Sobhani , Hongyu Guo

Transmission control protocol (TCP) congestion control is one of the key techniques to improve network performance. TCP congestion control algorithm identification (TCP identification) can be used to significantly improve network…

网络与互联网体系结构 · 计算机科学 2019-04-10 Xiaoyu Chen , Shugong Xu , Xudong Chen , Shan Cao , Shunqing Zhang , Yanzan Sun

Network evasion detection aims to distinguish whether the network flow comes from link layer exists network evasion threat, which is a means to disguise the data traffic on detection system by confusing the signature. Since the previous…

密码学与安全 · 计算机科学 2025-02-18 Kehua Chen , Jingping Jia

Time series analysis is critical for emerging net- work intelligent control and management functions. However, existing statistical-based and shallow machine learning models have shown limited prediction capabilities on multivariate time…

机器学习 · 计算机科学 2026-03-13 Yufeng Xin , Ethan Fan

The real-time prediction of business processes using historical event data is an important capability of modern business process monitoring systems. Existing process prediction methods are able to also exploit the data perspective of…

人工智能 · 计算机科学 2022-05-11 Marco Pegoraro , Merih Seran Uysal , David Benedikt Georgi , Wil M. P. van der Aalst

Production Lines and Conveying Systems are the staple of modern manufacturing processes. Manufacturing efficiency is directly related to the efficiency of the means of production and conveying. Modelling in the industrial context has always…

机器学习 · 计算机科学 2025-03-04 Iyas AlTalafha , Yaprak Yalcin , Gulcihan Ozdemir

While automatic response generation for building chatbot systems has drawn a lot of attention recently, there is limited understanding on when we need to consider the linguistic context of an input text in the generation process. The task…

计算与语言 · 计算机科学 2016-11-04 Chaozhuo Li , Yu Wu , Wei Wu , Chen Xing , Zhoujun Li , Ming Zhou

In this paper, we apply the long short-term memory (LSTM), an advanced recurrent neural network based machine learning (ML) technique, to the problem of transmitter selection (TS) for secrecy in an underlay small-cell cognitive radio…

信号处理 · 电气工程与系统科学 2021-02-17 Shalini Tripathi , Chinmoy Kundu , Octavia A. Dobre , Ankur Bansal , Mark F. Flanagan

In mobile communication scenarios, the acquired channel state information (CSI) rapidly becomes outdated due to fast-changing channels. Opportunistic transmitter selection based on current CSI for secrecy improvement may be outdated during…

信号处理 · 电气工程与系统科学 2024-05-02 Shashi Bhushan Kotwal , Chinmoy Kundu , Sudhakar Modem , Holger Claussen , Lester Ho

The Long Short-Term Memory (LSTM) layer is an important advancement in the field of neural networks and machine learning, allowing for effective training and impressive inference performance. LSTM-based neural networks have been…

神经与进化计算 · 计算机科学 2019-01-04 Daniel Kent , Fathi M. Salem

The ever-increasing demand to extract temporal correlations across sequential data and perform context-based learning in this era of big data has led to the development of long short-term memory (LSTM) networks. Furthermore, there is an…

新兴技术 · 计算机科学 2022-04-06 Honey Nikam , Siddharth Satyam , Shubham Sahay

Clinical medical data, especially in the intensive care unit (ICU), consist of multivariate time series of observations. For each patient visit (or episode), sensor data and lab test results are recorded in the patient's Electronic Health…

机器学习 · 计算机科学 2017-03-23 Zachary C. Lipton , David C. Kale , Charles Elkan , Randall Wetzel

LSTM or Long Short Term Memory Networks is a specific type of Recurrent Neural Network (RNN) that is very effective in dealing with long sequence data and learning long term dependencies. In this work, we perform sentiment analysis on a GOP…

计算与语言 · 计算机科学 2020-05-11 Karthik Gopalakrishnan , Fathi M. Salem

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…

机器学习 · 计算机科学 2018-04-19 Aya Abdelsalam Ismail , Timothy Wood , Héctor Corrada Bravo