相关论文: Deep State Space Recurrent Neural Networks for Tim…

We propose a tensor neural network ($t$-NN) framework that offers an exciting new paradigm for designing neural networks with multidimensional (tensor) data. Our network architecture is based on the $t$-product (Kilmer and Martin, 2011), an…

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…

This thesis serves three primary purposes, first of which is to forecast two stocks, i.e. Goldman Sachs (GS) and General Electric (GE). In order to forecast stock prices, we used a long short-term memory (LSTM) model in which we inputted…

The capabilities of recurrent neural networks and Koopman-based frameworks are assessed in the prediction of temporal dynamics of the low-order model of near-wall turbulence by Moehlis et al. (New J. Phys. 6, 56, 2004). Our results show…

High-Frequency trading (HFT) environments are characterised by large volumes of limit order book (LOB) data, which is notoriously noisy and non-linear. Alpha decay represents a significant challenge, with traditional models such as DeepLOB…

Partial Differential Equations (PDEs) are used to model a variety of dynamical systems in science and engineering. Recent advances in deep learning have enabled us to solve them in a higher dimension by addressing the curse of…

Irregularly measured time series are common in many of the applied settings in which time series modelling is a key statistical tool, including medicine. This provides challenges in model choice, often necessitating imputation or similar…

Temporal signed networks (TSNs) model the time evolution of cooperative and adversarial relationships that arise in applications such as social media analysis, trust and reputation systems, and financial transaction networks. While graph…

Traditional Recurrent Neural Networks assume vectorized data as inputs. However many data from modern science and technology come in certain structures such as tensorial time series data. To apply the recurrent neural networks for this type…

Existing methods for arterial blood pressure (BP) estimation directly map the input physiological signals to output BP values without explicitly modeling the underlying temporal dependencies in BP dynamics. As a result, these models suffer…

The extension of deep learning towards temporal data processing is gaining an increasing research interest. In this paper we investigate the properties of state dynamics developed in successive levels of deep recurrent neural networks…

The modern digital engineering design often requires costly repeated simulations for different scenarios. The prediction capability of neural networks (NNs) makes them suitable surrogates for providing design insights. However, only a few…

Recurrent neural networks (RNNs), especially long short-term memory (LSTM) RNNs, are effective network for sequential task like speech recognition. Deeper LSTM models perform well on large vocabulary continuous speech recognition, because…

The presented work demonstrates the training of recurrent neural networks (RNNs) from distributions of atom coordinates in solid state structures that were obtained using ab initio molecular dynamics (AIMD) simulations. AIMD simulations on…

State-space models (SSMs) offer a powerful framework for dynamical system analysis, wherein the temporal dynamics of the system are assumed to be captured through the evolution of the latent states, which govern the values of the…

As industrial systems become more complex and monitoring sensors for everything from surveillance to our health become more ubiquitous, multivariate time series prediction is taking an important place in the smooth-running of our society. A…

Recurrent neural networks (RNNs) have led to breakthroughs in natural language processing and speech recognition, wherein hundreds of millions of people use such tools on a daily basis through smartphones, email servers and other avenues.…

Recent advances in event-based neuromorphic systems have resulted in significant interest in the use and development of spiking neural networks (SNNs). However, the non-differentiable nature of spiking neurons makes SNNs incompatible with…

Recurrent Neural Networks (RNNs) are a class of machine learning algorithms used for applications with time-series and sequential data. Recently, there has been a strong interest in executing RNNs on embedded devices. However, difficulties…

This paper investigates an important problem of an appropriate variance-covariance matrix estimation in the Modern Portfolio Theory. We propose a novel framework for variancecovariance matrix estimation for purposes of the portfolio…