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相关论文: Chaotic Time Series Prediction using Spatio-Tempor…

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Forecasting based on financial time-series is a challenging task since most real-world data exhibits nonstationary property and nonlinear dependencies. In addition, different data modalities often embed different nonlinear relationships…

机器学习 · 计算机科学 2019-03-19 Dat Thanh Tran , Juho Kanniainen , Moncef Gabbouj , Alexandros Iosifidis

In the transformative landscape of smart cities, the integration of the cutting-edge web technologies into time series forecasting presents a pivotal opportunity to enhance urban planning, sustainability, and economic growth. The…

机器学习 · 计算机科学 2024-05-10 Ziyi Zhang , Shaogang Ren , Xiaoning Qian , Nick Duffield

Methods for time series prediction and classification of gene regulatory networks (GRNs) from gene expression data have been treated separately so far. The recent emergence of attention-based recurrent neural networks (RNN) models boosted…

Time series forecasting is difficult. It is difficult even for recurrent neural networks with their inherent ability to learn sequentiality. This article presents a recurrent neural network based time series forecasting framework covering…

机器学习 · 计算机科学 2019-01-03 Gábor Petneházi

Diagnosis and prediction in some domains, like medical and industrial diagnosis, require a representation that combines uncertainty management and temporal reasoning. Based on the fact that in many cases there are few state changes in the…

人工智能 · 计算机科学 2013-01-30 Gustavo Arroyo-Figueroa , Luis Enrique Sucar

This paper demonstrates the application of Bayesian Artificial Neural Networks to Ordinary Differential Equation (ODE) inverse problems. We consider the case of estimating an unknown chaotic dynamical system transition model from state…

机器学习 · 计算机科学 2020-05-28 David K. E. Green , Filip Rindler

We address the problem of predicting spatio-temporal processes with temporal patterns that vary across spatial regions, when data is obtained as a stream. That is, when the training dataset is augmented sequentially. Specifically, we…

机器学习 · 统计学 2018-06-25 Muhammad Osama , Dave Zachariah , Thomas B. Schön

Detecting structure in noisy time series is a difficult task. One intuitive feature is the notion of trend. From theoretical hints and using simulated time series, we empirically investigate the efficiency of standard recurrent neural…

机器学习 · 计算机科学 2021-10-22 Alexandre Miot , Gilles Drigout

Although deep learning-based methods have shown great success in spatiotemporal predictive learning, the framework of those models is designed mainly by intuition. How to make spatiotemporal forecasting with theoretical guarantees is still…

机器学习 · 计算机科学 2024-02-26 Tongyi Liang , Han-Xiong Li

Robust prediction of citywide traffic flows at different time periods plays a crucial role in intelligent transportation systems. While previous work has made great efforts to model spatio-temporal correlations, existing methods still…

机器学习 · 计算机科学 2024-03-07 Jiahao Ji , Jingyuan Wang , Chao Huang , Junjie Wu , Boren Xu , Zhenhe Wu , Junbo Zhang , Yu Zheng

In this study, an artificial neural network (ANN) based on particle swarm optimization (PSO) was developed for the time series prediction. The hybrid ANN+PSO algorithm was applied on Mackey--Glass chaotic time series in the short-term…

计算物理 · 物理学 2015-09-22 C. H. López-Caraballo , J. A. Lazzús , I. Salfate , P. Rojas , M. Rivera , L. Palma-Chilla

Traffic flow forecasting is a crucial task in urban computing. The challenge arises as traffic flows often exhibit intrinsic and latent spatio-temporal correlations that cannot be identified by extracting the spatial and temporal patterns…

机器学习 · 计算机科学 2022-02-02 Song Yang , Jiamou Liu , Kaiqi Zhao

Great research efforts have been devoted to exploiting deep neural networks in stock prediction. While long-range dependencies and chaotic property are still two major issues that lower the performance of state-of-the-art deep learning…

统计金融 · 定量金融 2021-11-02 Junran Wu , Ke Xu , Xueyuan Chen , Shangzhe Li , Jichang Zhao

The advent of predictive methodologies has catalyzed the emergence of data-driven decision support across various domains. However, developing models capable of effectively handling input time series data presents an enduring challenge.…

机器学习 · 计算机科学 2023-11-17 Yijun Li , Mengzhuo Guo , Miłosz Kadziński , Qingpeng Zhang

As an alternative approach for predicting complex dynamical systems where physics-based models are no longer reliable, reservoir computing (RC) has gained popularity. The hybrid approach is considered an interesting option for improving the…

机器学习 · 计算机科学 2025-01-21 Tamon Nakano , Sebastian Baur , Christoph Räth

Financial market forecasting is inherently uncertain, yet most deep learning approaches rely on point predictions that provide only single-value estimates without quantifying uncertainty. Such predictions are insufficient for risk-aware…

Recently, the incorporation of both temporal features and the correlation across time series has become an effective approach in time series prediction. Spatio-Temporal Graph Neural Networks (STGNNs) demonstrate good performance on many…

机器学习 · 计算机科学 2024-07-29 Wenbo Yan , Ying Tan

In this paper, we show that the recent integration of statistical models with deep recurrent neural networks provides a new way of formulating volatility (the degree of variation of time series) models that have been widely used in time…

机器学习 · 计算机科学 2018-12-06 Rui Luo , Weinan Zhang , Xiaojun Xu , Jun Wang

The rapid development of time series forecasting research has brought many deep learning-based modules in this field. However, despite the increasing amount of new forecasting architectures, it is still unclear if we have leveraged the full…

机器学习 · 计算机科学 2025-10-24 Difan Deng , Marius Lindauer

Predicting the dynamics of chaotic systems is one of the most challenging tasks for neural networks, and machine learning in general. Here we aim to predict the spatiotemporal chaotic dynamics of a high-dimensional non-linear system. In our…

机器学习 · 计算机科学 2023-09-15 M. Andrecut