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To plan safe and comfortable trajectories for automated vehicles on highways, accurate predictions of traffic situations are needed. So far, a lot of research effort has been spent on detecting lane change maneuvers rather than on…

机器学习 · 计算机科学 2021-03-17 Florian Wirthmüller , Marvin Klimke , Julian Schlechtriemen , Jochen Hipp , Manfred Reichert

We train an LSTM network based on a pooled dataset made of hundreds of liquid stocks aiming to forecast the next daily realized volatility for all stocks. Showing the consistent outperformance of this universal LSTM relative to other…

统计金融 · 定量金融 2022-06-29 Mathieu Rosenbaum , Jianfei Zhang

Recurrent Neural Networks (RNN) have become competitive forecasting methods, as most notably shown in the winning method of the recent M4 competition. However, established statistical models such as ETS and ARIMA gain their popularity not…

机器学习 · 计算机科学 2020-12-24 Hansika Hewamalage , Christoph Bergmeir , Kasun Bandara

Recurrent neural networks (RNNs) are widely used to model sequential data but their non-linear dependencies between sequence elements prevent parallelizing training over sequence length. We show the training of RNNs with only linear…

神经与进化计算 · 计算机科学 2018-02-23 Eric Martin , Chris Cundy

Recurrent neural networks (RNNs) have drawn interest from machine learning researchers because of their effectiveness at preserving past inputs for time-varying data processing tasks. To understand the success and limitations of RNNs, it is…

信息论 · 计算机科学 2017-01-30 Adam Charles , Dong Yin , Christopher Rozell

We introduce multiplicative LSTM (mLSTM), a recurrent neural network architecture for sequence modelling that combines the long short-term memory (LSTM) and multiplicative recurrent neural network architectures. mLSTM is characterised by…

神经与进化计算 · 计算机科学 2017-10-13 Ben Krause , Liang Lu , Iain Murray , Steve Renals

Modeling brain dynamics to better understand and control complex behaviors underlying various cognitive brain functions are of interests to engineers, mathematicians, and physicists from the last several decades. With a motivation of…

神经元与认知 · 定量生物学 2019-08-21 Benjamin Plaster , Gautam Kumar

Traditional recurrent neural network architectures, such as long short-term memory neural networks (LSTM), have historically held a prominent role in time series forecasting (TSF) tasks. While the recently introduced sLSTM for Natural…

机器学习 · 计算机科学 2025-02-25 Yaxuan Kong , Zepu Wang , Yuqi Nie , Tian Zhou , Stefan Zohren , Yuxuan Liang , Peng Sun , Qingsong Wen

Long short-term memory (LSTM) and recurrent neural network (RNN) has achieved great successes on time-series prediction. In this paper, a methodology of using LSTM-based deep-RNN for two-phase flow regime prediction is proposed, motivated…

计算机视觉与模式识别 · 计算机科学 2020-10-07 Zhuoran Dang , Mamoru Ishii

Recurrent neural network (RNN) language models (LMs) and Long Short Term Memory (LSTM) LMs, a variant of RNN LMs, have been shown to outperform traditional N-gram LMs on speech recognition tasks. However, these models are computationally…

We investigate the complexity and performance of recurrent neural network (RNN) models as post-processing units for the compensation of fibre nonlinearities in digital coherent systems carrying polarization multiplexed 16-QAM and 32-QAM…

信号处理 · 电气工程与系统科学 2021-07-02 Stavros Deligiannidis , Charis Mesaritakis , Adonis Bogris

The emergence of Long Short-Term Memory (LSTM) solves the problems of vanishing gradient and exploding gradient in traditional Recurrent Neural Networks (RNN). LSTM, as a new type of RNN, has been widely used in various fields, such as text…

机器学习 · 计算机科学 2022-10-18 Sida Xing , Feihu Han , Suiyang Khoo

Several variants of the Long Short-Term Memory (LSTM) architecture for recurrent neural networks have been proposed since its inception in 1995. In recent years, these networks have become the state-of-the-art models for a variety of…

神经与进化计算 · 计算机科学 2017-10-05 Klaus Greff , Rupesh Kumar Srivastava , Jan Koutník , Bas R. Steunebrink , Jürgen Schmidhuber

Recurrent neural networks and sequence to sequence models require a predetermined length for prediction output length. Our model addresses this by allowing the network to predict a variable length output in inference. A new loss function…

机器学习 · 计算机科学 2019-08-20 Mark Harmon , Diego Klabjan

Recurrent Neural Networks (RNNs) are frequently used to model aspects of brain function and structure. In this work, we trained small fully-connected RNNs to perform temporal and flow control tasks with time-varying stimuli. Our results…

神经元与认知 · 定量生物学 2023-06-29 Cecilia Jarne , Rodrigo Laje

Recurrent neural networks (RNNs) have shown clear superiority in sequence modeling, particularly the ones with gated units, such as long short-term memory (LSTM) and gated recurrent unit (GRU). However, the dynamic properties behind the…

机器学习 · 计算机科学 2017-02-28 Zhiyuan Tang , Ying Shi , Dong Wang , Yang Feng , Shiyue Zhang

We study the ability of linear recurrent networks obeying discrete time dynamics to store long temporal sequences that are retrievable from the instantaneous state of the network. We calculate this temporal memory capacity for both…

无序系统与神经网络 · 物理学 2009-11-10 Olivia L. White , Daniel D. Lee , Haim Sompolinsky

Recurrent neural networks (RNNs) are more suitable for learning non-linear dependencies in dynamical systems from observed time series data. In practice all the external variables driving such systems are not known a priori, especially in…

Predictive business process monitoring methods exploit logs of completed cases of a process in order to make predictions about running cases thereof. Existing methods in this space are tailor-made for specific prediction tasks. Moreover,…

应用统计 · 统计学 2017-12-20 Niek Tax , Ilya Verenich , Marcello La Rosa , Marlon Dumas

While time series momentum is a well-studied phenomenon in finance, common strategies require the explicit definition of both a trend estimator and a position sizing rule. In this paper, we introduce Deep Momentum Networks -- a hybrid…

机器学习 · 统计学 2020-09-29 Bryan Lim , Stefan Zohren , Stephen Roberts