Difference Attention Based Error Correction LSTM Model for Time Series Prediction

EA-LSTM: Evolutionary Attention-based LSTM for Time Series Prediction

Time series prediction with deep learning methods, especially long short-term memory neural networks (LSTMs), have scored significant achievements in recent years. Despite the fact that the LSTMs can help to capture long-term dependencies, its ability to pay different degree of attention on sub-window feature within multiple time-steps is insufficient. To address this issue, an evolutionary attention-based LSTM training with competitive random search is proposed for multivariate time series prediction. By transferring shared parameters, an evolutionary attention learning approach is introduced…

Multivariate Industrial Time Series with Cyber-Attack Simulation: Fault Detection Using an LSTM-based Predictive Data Model

We adopted an approach based on an LSTM neural network to monitor and detect faults in industrial multivariate time series data. To validate the approach we created a Modelica model of part of a real gasoil plant. By introducing hacks into the logic of the Modelica model, we were able to generate both the roots and causes of fault behavior in the plant. Having a self-consistent data set with labeled faults, we used an LSTM architecture with a forecasting error threshold to obtain precision and recall quality metrics. The dependency of the quality metric on the threshold level is considered. An…

Time Series Forecasting with Stacked Long Short-Term Memory Networks

Long Short-Term Memory (LSTM) networks are often used to capture temporal dependency patterns. By stacking multi-layer LSTM networks, it can capture even more complex patterns. This paper explores the effectiveness of applying stacked LSTM networks in the time series prediction domain, specifically, the traffic volume forecasting. Being able to predict traffic volume more accurately can result in better planning, thus greatly reduce the operation cost and improve overall efficiency.

Real-time Forecasting of Time Series in Financial Markets Using Sequentially Trained Many-to-one LSTMs

Financial markets are highly complex and volatile; thus, learning about such markets for the sake of making predictions is vital to make early alerts about crashes and subsequent recoveries. People have been using learning tools from diverse fields such as financial mathematics and machine learning in the attempt of making trustworthy predictions on such markets. However, the accuracy of such techniques had not been adequate until artificial neural network (ANN) frameworks were developed. Moreover, making accurate real-time predictions of financial time series is highly subjective to the ANN a…

Macroeconomic forecasting with LSTM and mixed frequency time series data

This paper demonstrates the potentials of the long short-term memory (LSTM) when applyingwith macroeconomic time series data sampled at different frequencies. We first present how theconventional LSTM model can be adapted to the time series observed at mixed frequencies when thesame mismatch ratio is applied for all pairs of low-frequency output and higher-frequency variable. Togeneralize the LSTM to the case of multiple mismatch ratios, we adopt the unrestricted Mixed DAtaSampling (U-MIDAS) scheme (Foroni et al., 2015) into the LSTM architecture. We assess via bothMonte Carlo simulations and …

Unsupervised Online Anomaly Detection On Irregularly Sampled Or Missing Valued Time-Series Data Using LSTM Networks

We study anomaly detection and introduce an algorithm that processes variable length, irregularly sampled sequences or sequences with missing values. Our algorithm is fully unsupervised, however, can be readily extended to supervised or semisupervised cases when the anomaly labels are present as remarked throughout the paper. Our approach uses the Long Short Term Memory (LSTM) networks in order to extract temporal features and find the most relevant feature vectors for anomaly detection. We incorporate the sampling time information to our model by modulating the standard LSTM model with time m…

Forecasting Economics and Financial Time Series: ARIMA vs. LSTM

Forecasting time series data is an important subject in economics, business, and finance. Traditionally, there are several techniques to effectively forecast the next lag of time series data such as univariate Autoregressive (AR), univariate Moving Average (MA), Simple Exponential Smoothing (SES), and more notably Autoregressive Integrated Moving Average (ARIMA) with its many variations. In particular, ARIMA model has demonstrated its outperformance in precision and accuracy of predicting the next lags of time series. With the recent advancement in computational power of computers and more imp…

Financial series prediction using Attention LSTM

Financial time series prediction, especially with machine learning techniques, is an extensive field of study. In recent times, deep learning methods (especially time series analysis) have performed outstandingly for various industrial problems, with better prediction than machine learning methods. Moreover, many researchers have used deep learning methods to predict financial time series with various models in recent years. In this paper, we will compare various deep learning models, such as multilayer perceptron (MLP), one-dimensional convolutional neural networks (1D CNN), stacked long shor…

LSTM-MSNet: Leveraging Forecasts on Sets of Related Time Series with Multiple Seasonal Patterns

Generating forecasts for time series with multiple seasonal cycles is an important use-case for many industries nowadays. Accounting for the multi-seasonal patterns becomes necessary to generate more accurate and meaningful forecasts in these contexts. In this paper, we propose Long Short-Term Memory Multi-Seasonal Net (LSTM-MSNet), a decomposition based, unified prediction framework to forecast time series with multiple seasonal patterns. The current state of the art in this space are typically univariate methods, in which the model parameters of each time series are estimated independently. …

基于LSTM的流量预测

LSTM-based Flow Prediction

本文提出一种基于多变量调优的LSTM算法，通过引入周期性测量和时间窗口改进传统LSTM，用于工业流量预测，实验显示预测精度比传统LSTM高54.05%。

Spatio-temporal Stacked LSTM for Temperature Prediction in Weather Forecasting

Long Short-Term Memory (LSTM) is a well-known method used widely on sequence learning and time series prediction. In this paper we deployed stacked LSTM model in an application of weather forecasting. We propose a 2-layer spatio-temporal stacked LSTM model which consists of independent LSTM models per location in the first LSTM layer. Subsequently, the input of the second LSTM layer is formed based on the combination of the hidden states of the first layer LSTM models. The experiments show that by utilizing the spatial information the prediction performance of the stacked LSTM model improves i…

Deep Learning in Multiple Multistep Time Series Prediction

The project aims to research on combining deep learning specifically Long-Short Memory (LSTM) and basic statistics in multiple multistep time series prediction. LSTM can dive into all the pages and learn the general trends of variation in a large scope, while the well selected medians for each page can keep the special seasonality of different pages so that the future trend will not fluctuate too much from the reality. A recent Kaggle competition on 145K Web Traffic Time Series Forecasting [1] is used to thoroughly illustrate and test this idea.

A Joint Model for IT Operation Series Prediction and Anomaly Detection

Status prediction and anomaly detection are two fundamental tasks in automatic IT systems monitoring. In this paper, a joint model Predictor & Anomaly Detector (PAD) is proposed to address these two issues under one framework. In our design, the variational auto-encoder (VAE) and long short-term memory (LSTM) are joined together. The prediction block (LSTM) takes clean input from the reconstructed time series by VAE, which makes it robust to the anomalies and noise for prediction task. In the meantime, the LSTM block maintains the long-term sequential patterns, which are out of the sight of a …

Learning Long-Term Dependencies in Irregularly-Sampled Time Series

Recurrent neural networks (RNNs) with continuous-time hidden states are a natural fit for modeling irregularly-sampled time series. These models, however, face difficulties when the input data possess long-term dependencies. We prove that similar to standard RNNs, the underlying reason for this issue is the vanishing or exploding of the gradient during training. This phenomenon is expressed by the ordinary differential equation (ODE) representation of the hidden state, regardless of the ODE solver's choice. We provide a solution by designing a new algorithm based on the long short-term memory …

Time Series Analysis and Forecasting of COVID-19 Cases Using LSTM and ARIMA Models

Coronavirus disease 2019 (COVID-19) is a global public health crisis that has been declared a pandemic by World Health Organization. Forecasting country-wise COVID-19 cases is necessary to help policymakers and healthcare providers prepare for the future. This study explores the performance of several Long Short-Term Memory (LSTM) models and Auto-Regressive Integrated Moving Average (ARIMA) model in forecasting the number of confirmed COVID-19 cases. Time series of daily cumulative COVID-19 cases were used for generating 1-day, 3-day, and 5-day forecasts using several LSTM models and ARIMA. Tw…

A Comparative Analysis of Forecasting Financial Time Series Using ARIMA, LSTM, and BiLSTM

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 been reported that artificial Recurrent Neural Networks (RNN) with memory, such as Long Short-Term Memory (LSTM), are superior compared to Autoregressive Integrated Moving Average (ARIMA) with a large margin. The LSTM-based models incorporate additional "gates" for the purpose of memorizing longer sequences of input data. The major question is that whether th…

House Price Prediction Using LSTM

In this paper, we use the house price data ranging from January 2004 to October 2016 to predict the average house price of November and December in 2016 for each district in Beijing, Shanghai, Guangzhou and Shenzhen. We apply Autoregressive Integrated Moving Average model to generate the baseline while LSTM networks to build prediction model. These algorithms are compared in terms of Mean Squared Error. The result shows that the LSTM model has excellent properties with respect to predict time series. Also, stateful LSTM networks and stack LSTM networks are employed to further study the improve…

Comparative Analysis of the Hidden Markov Model and LSTM: A Simulative Approach

Time series and sequential data have gained significant attention recently since many real-world processes in various domains such as finance, education, biology, and engineering can be modeled as time series. Although many algorithms and methods such as the Kalman filter, hidden Markov model, and long short term memory (LSTM) are proposed to make inferences and predictions for the data, their usage significantly depends on the application, type of the problem, available data, and sufficient accuracy or loss. In this paper, we compare the supervised and unsupervised hidden Markov model to LSTM…

Techniques for visualizing LSTMs applied to electrocardiograms

This paper explores four different visualization techniques for long short-term memory (LSTM) networks applied to continuous-valued time series. On the datasets analysed, we find that the best visualization technique is to learn an input deletion mask that optimally reduces the true class score. With a specific focus on single-lead electrocardiograms from the MIT-BIH arrhythmia dataset, we show that salient input features for the LSTM classifier align well with medical theory.

Cross-modal Recurrent Models for Weight Objective Prediction from Multimodal Time-series Data

We analyse multimodal time-series data corresponding to weight, sleep and steps measurements. We focus on predicting whether a user will successfully achieve his/her weight objective. For this, we design several deep long short-term memory (LSTM) architectures, including a novel cross-modal LSTM (X-LSTM), and demonstrate their superiority over baseline approaches. The X-LSTM improves parameter efficiency by processing each modality separately and allowing for information flow between them by way of recurrent cross-connections. We present a general hyperparameter optimisation technique for X-LS…

发射车辆推进系统时间序列异常分类：快速统计检测器提升LSTM准确性和数据质量

Time-Series Anomaly Classification for Launch Vehicle Propulsion Systems: Fast Statistical Detectors Enhancing LSTM Accuracy and Data Quality

本文提出基于马哈拉诺斯距离和前向-后向检测分数的统计检测器，用于优化LSTM分类器的训练标签，从而提升发射车辆推进系统时间序列异常分类的准确性和数据质量。

DeepLINK-T：利用 knockoffs 和 LSTM 对时间序列数据进行深度学习推断

DeepLINK-T: deep learning inference for time series data using knockoffs and LSTM

DeepLINK-T 提出结合 LSTM 自编码器生成 knockoff 变量与 LSTM 预测网络，在高维时间序列回归中控制 FDR 进行显著变量选择，并通过模拟和宏基因组数据验证其优于非时间序列方法的特征选择功效。

Exploring Interpretable LSTM Neural Networks over Multi-Variable Data

For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of LSTM recurrent neural networks to learn variable-wise hidden states, with the aim to capture different dynamics in multi-variable time series and distinguish the contribution of variables to the prediction. With these variable-wise hidden states, a mixture attention mechanism is proposed to model the generative process of the target. Then we develop associated …

Deep Canonically Correlated LSTMs

We examine Deep Canonically Correlated LSTMs as a way to learn nonlinear transformations of variable length sequences and embed them into a correlated, fixed dimensional space. We use LSTMs to transform multi-view time-series data non-linearly while learning temporal relationships within the data. We then perform correlation analysis on the outputs of these neural networks to find a correlated subspace through which we get our final representation via projection. This work follows from previous work done on Deep Canonical Correlation (DCCA), in which deep feed-forward neural networks were used…

An interpretable LSTM neural network for autoregressive exogenous model

In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To this end, our multi-variable LSTM equipped with tensorized hidden states is developed to learn variable specific representations, which give rise to both temporal and variable level attention. Preliminary experiments demonstrate comparable prediction performance of multi-variable L…

Multi-variable LSTM neural network for autoregressive exogenous model

In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To this end, the multi-variable LSTM equipped with tensorized hidden states is developed to learn hidden states for individual variables, which give rise to our mixture temporal and variable attention. Based on such attention mechanism, we infer and quantify variable importance. Ext…

LSTM-based Encoder-Decoder for Multi-sensor Anomaly Detection

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured by sensors leading to time-series which are inherently unpredictable. For instance, manual controls and/or unmonitored environmental conditions or load may lead to inherently unpredictable time-series. Detecting anomalies in such scenarios becomes challenging using standard approaches based on mathematical models that rely on stationarity, or prediction mod…

A Hybrid Residual Dilated LSTM end Exponential Smoothing Model for Mid-Term Electric Load Forecasting

This work presents a hybrid and hierarchical deep learning model for mid-term load forecasting. The model combines exponential smoothing (ETS), advanced Long Short-Term Memory (LSTM) and ensembling. ETS extracts dynamically the main components of each individual time series and enables the model to learn their representation. Multi-layer LSTM is equipped with dilated recurrent skip connections and a spatial shortcut path from lower layers to allow the model to better capture long-term seasonal relationships and ensure more efficient training. A common learning procedure for LSTM and ETS, with …

Interpreting LSTM Prediction on Solar Flare Eruption with Time-series Clustering

We conduct a post hoc analysis of solar flare predictions made by a Long Short Term Memory (LSTM) model employing data in the form of Space-weather HMI Active Region Patches (SHARP) parameters calculated from data in proximity to the magnetic polarity inversion line where the flares originate. We train the the LSTM model for binary classification to provide a prediction score for the probability of M/X class flares to occur in next hour. We then develop a dimension-reduction technique to reduce the dimensions of SHARP parameter (LSTM inputs) and demonstrate the different patterns of SHARP para…

Relaxed Parameter Sharing: Effectively Modeling Time-Varying Relationships in Clinical Time-Series

Recurrent neural networks (RNNs) are commonly applied to clinical time-series data with the goal of learning patient risk stratification models. Their effectiveness is due, in part, to their use of parameter sharing over time (i.e., cells are repeated hence the name recurrent). We hypothesize, however, that this trait also contributes to the increased difficulty such models have with learning relationships that change over time. Conditional shift, i.e., changes in the relationship between the input X and the output y, arises when risk factors associated with the event of interest change over t…

Making Good on LSTMs' Unfulfilled Promise

LSTMs promise much to financial time-series analysis, temporal and cross-sectional inference, but we find that they do not deliver in a real-world financial management task. We examine an alternative called Continual Learning (CL), a memory-augmented approach, which can provide transparent explanations, i.e. which memory did what and when. This work has implications for many financial applications including credit, time-varying fairness in decision making and more. We make three important new observations. Firstly, as well as being more explainable, time-series CL approaches outperform LSTMs a…

Recurrent Neural Networks for Time Series Forecasting

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 feature engineering, feature importances, point and interval predictions, and forecast evaluation. The description of the method is followed by an empirical study using both LSTM and GRU networks.

Using Autoencoders To Learn Interesting Features For Detecting Surveillance Aircraft

This paper explores using a Long short-term memory (LSTM) based sequence autoencoder to learn interesting features for detecting surveillance aircraft using ADS-B flight data. An aircraft periodically broadcasts ADS-B (Automatic Dependent Surveillance - Broadcast) data to ground receivers. The ability of LSTM networks to model varying length time series data and remember dependencies that span across events makes it an ideal candidate for implementing a sequence autoencoder for ADS-B data because of its possible variable length time series, irregular sampling and dependencies that span across …

A Statistics and Deep Learning Hybrid Method for Multivariate Time Series Forecasting and Mortality Modeling

Hybrid methods have been shown to outperform pure statistical and pure deep learning methods at forecasting tasks and quantifying the associated uncertainty with those forecasts (prediction intervals). One example is Exponential Smoothing Recurrent Neural Network (ES-RNN), a hybrid between a statistical forecasting model and a recurrent neural network variant. ES-RNN achieves a 9.4\% improvement in absolute error in the Makridakis-4 Forecasting Competition. This improvement and similar outperformance from other hybrid models have primarily been demonstrated only on univariate datasets. Difficu…

A Deep Structural Model for Analyzing Correlated Multivariate Time Series

Multivariate time series are routinely encountered in real-world applications, and in many cases, these time series are strongly correlated. In this paper, we present a deep learning structural time series model which can (i) handle correlated multivariate time series input, and (ii) forecast the targeted temporal sequence by explicitly learning/extracting the trend, seasonality, and event components. The trend is learned via a 1D and 2D temporal CNN and LSTM hierarchical neural net. The CNN-LSTM architecture can (i) seamlessly leverage the dependency among multiple correlated time series in a…

Time Series Deinterleaving of DNS Traffic

Stream deinterleaving is an important problem with various applications in the cybersecurity domain. In this paper, we consider the specific problem of deinterleaving DNS data streams using machine-learning techniques, with the objective of automating the extraction of malware domain sequences. We first develop a generative model for user request generation and DNS stream interleaving. Based on these we evaluate various inference strategies for deinterleaving including augmented HMMs and LSTMs on synthetic datasets. Our results demonstrate that state-of-the-art LSTMs outperform more traditiona…

Pattern-based Long Short-term Memory for Mid-term Electrical Load Forecasting

This work presents a Long Short-Term Memory (LSTM) network for forecasting a monthly electricity demand time series with a one-year horizon. The novelty of this work is the use of pattern representation of the seasonal time series as an alternative to decomposition. Pattern representation simplifies the complex nonlinear and nonstationary time series, filtering out the trend and equalizing variance. Two types of patterns are defined: x-pattern and y-pattern. The former requires additional forecasting for the coding variables. The latter determines the coding variables from the process history.…

Forecasting Across Time Series Databases using Recurrent Neural Networks on Groups of Similar Series: A Clustering Approach

With the advent of Big Data, nowadays in many applications databases containing large quantities of similar time series are available. Forecasting time series in these domains with traditional univariate forecasting procedures leaves great potentials for producing accurate forecasts untapped. Recurrent neural networks (RNNs), and in particular Long Short-Term Memory (LSTM) networks, have proven recently that they are able to outperform state-of-the-art univariate time series forecasting methods in this context when trained across all available time series. However, if the time series database …

Cellular Traffic Prediction and Classification: a comparative evaluation of LSTM and ARIMA

Prediction of user traffic in cellular networks has attracted profound attention for improving resource utilization. In this paper, we study the problem of network traffic traffic prediction and classification by employing standard machine learning and statistical learning time series prediction methods, including long short-term memory (LSTM) and autoregressive integrated moving average (ARIMA), respectively. We present an extensive experimental evaluation of the designed tools over a real network traffic dataset. Within this analysis, we explore the impact of different parameters to the effe…

Estimating value at risk: LSTM vs. GARCH

Estimating value-at-risk on time series data with possibly heteroscedastic dynamics is a highly challenging task. Typically, we face a small data problem in combination with a high degree of non-linearity, causing difficulties for both classical and machine-learning estimation algorithms. In this paper, we propose a novel value-at-risk estimator using a long short-term memory (LSTM) neural network and compare its performance to benchmark GARCH estimators. Our results indicate that even for a relatively short time series, the LSTM could be used to refine or monitor risk estimation processes and…

基于贝叶斯优化的多步单变量时间序列预测自动滞后选择：孟加拉国9个分区城市的站点月度降雨量预测

Automated lag-selection for multi-step univariate time series forecast using Bayesian Optimization: Forecast station-wise monthly rainfall of nine divisional cities of Bangladesh

针对LSTM用于单变量时间序列降雨预测时的滞后值选择难题，本研究提出用贝叶斯优化自动调优LSTM滞后值及结构超参数的方法，实现孟加拉国9个分区城市的月度降雨量预测，模型性能优于多种对比方法。

DeepVARMA：一种用于化工行业指数预测的深度学习与VARMA混合模型

DeepVARMA: A Hybrid Deep Learning and VARMA Model for Chemical Industry Index Forecasting

本文提出结合LSTM和VARMAX的混合模型DeepVARMA及其变体，通过深度学习去趋势并预测多变量非平稳化工指数，实验证明其在非平稳序列预测中比传统模型及机器学习方法更准确、鲁棒。

基于LSTM和GRU的神经网络在亚马逊活跃火灾建模中的应用

Neural Networks with LSTM and GRU in Modeling Active Fires in the Amazon

本研究针对巴西亚马逊地区AQUA_M-T卫星探测的活跃火点时间序列，提出结合LSTM和GRU的混合RNN预测模型，经双种子交叉验证验证其能有效捕捉季节性并实现优异预测性能，为环境监测及自然现象预测的深度学习应用提供新方向。

Initializing LSTM internal states via manifold learning

We present an approach, based on learning an intrinsic data manifold, for the initialization of the internal state values of LSTM recurrent neural networks, ensuring consistency with the initial observed input data. Exploiting the generalized synchronization concept, we argue that the converged, "mature" internal states constitute a function on this learned manifold. The dimension of this manifold then dictates the length of observed input time series data required for consistent initialization. We illustrate our approach through a partially observed chemical model system, where initializing t…

OSTSC: Over Sampling for Time Series Classification in R

The OSTSC package is a powerful oversampling approach for classifying univariant, but multinomial time series data in R. This article provides a brief overview of the oversampling methodology implemented by the package. A tutorial of the OSTSC package is provided. We begin by providing three test cases for the user to quickly validate the functionality in the package. To demonstrate the performance impact of OSTSC, we then provide two medium size imbalanced time series datasets. Each example applies a TensorFlow implementation of a Long Short-Term Memory (LSTM) classifier - a type of a Recurre…

Delhi air quality prediction using LSTM deep learning models with a focus on COVID-19 lockdown

Air pollution has a wide range of implications on agriculture, economy, road accidents, and health. In this paper, we use novel deep learning methods for short-term (multi-step-ahead) air-quality prediction in selected parts of Delhi, India. Our deep learning methods comprise of long short-term memory (LSTM) network models which also include some recent versions such as bidirectional-LSTM and encoder-decoder LSTM models. We use a multivariate time series approach that attempts to predict air quality for 10 prediction horizons covering total of 80 hours and provide a long-term (one month ahead)…

LSTM网络中模型选择的统计框架

A Statistical Framework for Model Selection in LSTM Networks

针对LSTM网络模型选择依赖启发式且计算昂贵的问题，提出统一统计框架，通过扩展信息准则和收缩估计到序列神经网络，定义适应时间结构的惩罚似然、广义阈值方法处理隐状态动态，并利用变分贝叶斯和近似边际似然实现高效估计，在生物医学数据上验证了灵活性和性能提升。

多变量LSTM建模用于污水水质预测

Multivariate LSTM Modeling for Wastewater Quality Prediction

本研究利用多变量LSTM模型预测污水水质，基于高频时间序列数据，在24小时预测任务中优于持久性模型和SARIMA模型，尤其对高噪声非线性变量表现更佳。

Phenotyping of Clinical Time Series with LSTM Recurrent Neural Networks

We present a novel application of LSTM recurrent neural networks to multilabel classification of diagnoses given variable-length time series of clinical measurements. Our method outperforms a strong baseline on a variety of metrics.

Time Series Prediction about Air Quality using LSTM-Based Models: A Systematic Mapping

This systematic mapping study investigates the use of Long short-term memory networks to predict time series data about air quality, trying to understand the reasons, characteristics and methods available in the scientific literature, identify gaps in the researched area and potential approaches that can be exploited on later studies.

Bayesian LSTMs in medicine

The medical field stands to see significant benefits from the recent advances in deep learning. Knowing the uncertainty in the decision made by any machine learning algorithm is of utmost importance for medical practitioners. This study demonstrates the utility of using Bayesian LSTMs for classification of medical time series. Four medical time series datasets are used to show the accuracy improvement Bayesian LSTMs provide over standard LSTMs. Moreover, we show cherry-picked examples of confident and uncertain classifications of the medical time series. With simple modifications of the common…

Comparison of LSTM autoencoder based deep learning enabled Bayesian inference using two time series reconstruction approaches

In this work, we use a combination of Bayesian inference, Markov chain Monte Carlo and deep learning in the form of LSTM autoencoders to build and test a framework to provide robust estimates of injection rate from ground surface data in coupled flow and geomechanics problems. We use LSTM autoencoders to reconstruct the displacement time series for grid points on the top surface of a faulting due to water injection problem. We then deploy this LSTM autoencoder based model instead of the high fidelity model in the Bayesian inference framework to estimate injection rate from displacement input.

上下文和季节性LSTM用于时间序列异常检测

Contextual and Seasonal LSTMs for Time Series Anomaly Detection

本文提出CS-LSTMs框架，通过结合上下文依赖和季节性模式，提升时间序列中细微异常的检测能力，并在基准数据集上验证了其有效性。

LSTMSPLIT: Effective SPLIT Learning based LSTM on Sequential Time-Series Data

Federated learning (FL) and split learning (SL) are the two popular distributed machine learning (ML) approaches that provide some data privacy protection mechanisms. In the time-series classification problem, many researchers typically use 1D convolutional neural networks (1DCNNs) based on the SL approach with a single client to reduce the computational overhead at the client-side while still preserving data privacy. Another method, recurrent neural network (RNN), is utilized on sequentially partitioned data where segments of multiple-segment sequential data are distributed across various cli…