相关论文: KAN vs LSTM Performance in Time Series Forecasting

Kolmogorov-Arnold Networks(KANs), as a theoretically efficient neural network architecture, have garnered attention for their potential in capturing complex patterns. However, their application in computer vision remains relatively…

Kolmogorov-Arnold Networks (KANs) have recently emerged as a powerful alternative to traditional multilayer perceptrons. However, their reliance on predefined, bounded grids restricts their ability to approximate functions on unbounded…

Function approximation using Haar basis systems offers an efficient implementation when compressed via Patricia trees while retaining the flexibility of wavelets for both global and local fitting. However, like B-spline-based…

Machine and deep learning-based algorithms are the emerging approaches in addressing prediction problems in time series. These techniques have been shown to produce more accurate results than conventional regression-based modeling. It has…

Stock market is often important as it represents the ownership claims on businesses. Without sufficient stocks, a company cannot perform well in finance. Predicting a stock market performance of a company is nearly hard because every time…

We explore the integration of Kolmogorov Networks (KANs) into molecular dynamics (MD) simulations to improve interatomic potentials. We propose that widely used potentials, such as the Lennard-Jones (LJ) potential, the embedded atom model…

Inspired by the Kolmogorov-Arnold superposition theorem, Kolmogorov-Arnold Networks (KANs) have recently emerged as an improved backbone for most deep learning frameworks, promising more adaptivity than their multilayer perceptron (MLP)…

DreamerV3 is a state-of-the-art online model-based reinforcement learning (MBRL) algorithm known for remarkable sample efficiency. Concurrently, Kolmogorov-Arnold Networks (KANs) have emerged as a promising alternative to Multi-Layer…

Kolmogorov-Arnold networks (KANs) represent data features by learning the activation functions and demonstrate superior accuracy with fewer parameters, FLOPs, GPU memory usage (Memory), shorter training time (TraT), and testing time (TesT)…

Uncovering the underlying dynamics from observed data is a critical task in various scientific fields. Recent advances have shown that combining deep learning techniques with linear multistep methods (LMMs) can be highly effective for this…

In this paper, we introduce the KANtrol framework, which utilizes Kolmogorov-Arnold Networks (KANs) to solve optimal control problems involving continuous time variables. We explain how Gaussian quadrature can be employed to approximate the…

The effectiveness of long short term memory networks trained by backpropagation through time for stock price prediction is explored in this paper. A range of different architecture LSTM networks are constructed trained and tested.

Forecasting in financial markets remains a significant challenge due to their nonlinear and regime-dependent dynamics. Traditional deep learning models, such as long short-term memory networks and multilayer perceptrons, often struggle to…

Kolmogorov-Arnold Networks (KANs) have gained attention for their potential to outperform Multi-Layer Perceptrons (MLPs) in terms of parameter efficiency and interpretability. Unlike traditional MLPs, KANs use learnable non-linear…

The development of Kolmogorov-Arnold networks (KANs) marks a significant shift from traditional multi-layer perceptrons in deep learning. Initially, KANs employed B-spline curves as their primary basis function, but their inherent…

While LSTMs show increasingly promising results for forecasting Financial Time Series (FTS), this paper seeks to assess if attention mechanisms can further improve performance. The hypothesis is that attention can help prevent long-term…

This paper explores alternative formulations of the Kolmogorov Superposition Theorem (KST) as a foundation for neural network design. The original KST formulation, while mathematically elegant, presents practical challenges due to its…

The present document delineates the analysis, design, implementation, and benchmarking of various neural network architectures within a short-term frequency prediction system for the foreign exchange market (FOREX). Our aim is to simulate…

This work is the first to adopt Kolmogorov-Arnold Networks (KAN), a recent breakthrough in artificial intelligence, for smart grid optimizations. To fully leverage KAN's interpretability, a general framework is proposed considering complex…

Neural networks are powerful parametric function approximators, while Gaussian processes (GPs) are nonparametric probabilistic models that place distributions over functions via kernel-defined correlations but become computationally…