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The Long Short-Term Memory (LSTM) cell can process data sequentially and keep its hidden state through time. Long short-term memory (LSTM) [1] is a type of recurrent neural network (RNN) aimed at dealing with the vanishing gradient problem [2] present in traditional RNNs. Its relative insensitivity to gap length is its advantage over other RNNs ...
Stock market prediction. Stock market prediction is the act of trying to determine the future value of a company stock or other financial instrument traded on an exchange. The successful prediction of a stock's future price could yield significant profit. The efficient market hypothesis suggests that stock prices reflect all currently available ...
Gated recurrent units (GRUs) are a gating mechanism in recurrent neural networks, introduced in 2014 by Kyunghyun Cho et al. [1] The GRU is like a long short-term memory (LSTM) with a gating mechanism to input or forget certain features, [2] but lacks a context vector or output gate, resulting in fewer parameters than LSTM. [3]
The Makridakis Competitions (also known as the M Competitions or M-Competitions) are a series of open competitions to evaluate and compare the accuracy of different time series forecasting methods. They are organized by teams led by forecasting researcher Spyros Makridakis and were first held in 1982. [1][2][3][4]
TDSNs use covariance statistics in a bilinear mapping from each of two distinct sets of hidden units in the same layer to predictions, via a third-order tensor. While parallelization and scalability are not considered seriously in conventional DNNs, [35] [36] [37] all learning for DSN s and TDSN s is done in batch mode, to allow parallelization.
Predictive analytics is a form of business analytics applying machine learning to generate a predictive model for certain business applications. As such, it encompasses a variety of statistical techniques from predictive modeling and machine learning that analyze current and historical facts to make predictions about future or otherwise unknown events. [1]
It is also used in situations where it is necessary for the algorithm to dynamically adapt to new patterns in the data, or when the data itself is generated as a function of time, e.g., stock price prediction. Online learning algorithms may be prone to catastrophic interference, a problem that can be addressed by incremental learning approaches.
In time series modeling, a nonlinear autoregressive exogenous model (NARX) is a nonlinear autoregressive model which has exogenous inputs. This means that the model relates the current value of a time series to both: past values of the same series; and. current and past values of the driving (exogenous) series — that is, of the externally ...