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3 votes
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Conditional restricted Boltzmann machines on a time series dataset

Preamble of the problem I am currently trying to apply Conditional Restricted Boltzmann Machines on a time series dataset problem, in particular, the dataset constitutes of ...
IssamLaradji's user avatar
55 votes
5 answers
41k views

Using deep learning for time series prediction

I'm new in area of deep learning and for me first step was to read interesting articles from deeplearning.net site. In papers about deep learning, Hinton and others mostly talk about applying it to ...
Vedran's user avatar
  • 651
2 votes
1 answer
203 views

Online learning to maximize profit

I have a software which takes input as investment and gives the output as return on a particular stock. Now profit metric $x_i$ is defined as the ratio of return $g_i$ to maximum possible return $g_{...
marcella's user avatar
1 vote
1 answer
124 views

Predict near future data from another correlated data source that varies quicker

I'm trying to figure out a way to predict the evolution of some data in the near future by using another data source that is correlated to that one but that varies quicker. For instance, I have the ...
jbssm's user avatar
  • 121
7 votes
1 answer
3k views

Combine several softmax output probabilities

I would like to combine the outputs of five neural networks, each with a softmax output layer of three classes each. A typical, example output is shown below:- where Figure 1 is the output of model 1,...
babelproofreader's user avatar
8 votes
2 answers
16k views

Classification in time series: SVMs, Neural Networks, Random Forests or non parametric models

My dataset is made of a label, $y_{t}$, which is the dependent variable, and about 20 columns of independent numeric variables, $X_{t}$, $t=1,2,...,T$. These samples are time series and my goal is to ...
Lisa Ann's user avatar
  • 637
9 votes
2 answers
35k views

Example of time series prediction using neural networks in R

Anyone's got a quick short educational example how to use neural networks (nnet in R for example) for the purpose of prediction? Here is an example, in R, of a ...
dfhgfh's user avatar
  • 399
3 votes
1 answer
2k views

Cross-validation with neural networks yielding worse results than a standard neural network

Summary: when using a 10-fold cross-validation procedure where each training set is used to generate N bootstrap samples for processing with NNs. How do I provide my NN with correct sequence and ...
John's user avatar
  • 233
0 votes
1 answer
100 views

Using ANN in time series with limited observations

I'm trying to predict weekly market shares over time with a small data set (190 examples and 4 inputs). My questions are the following: Is there a particular technique for small number of ...
Felix Said's user avatar
7 votes
2 answers
7k views

Predicting time series with NNs: should the data set be shuffled?

Suppose I'm trying to predict time series with a neural network. The data set is created from a single column of temporal data, where the inputs of each pattern are ...
anna-earwen's user avatar
1 vote
2 answers
898 views

How to select input values for neural networks?

I'm new to forecasting using neural networks. I have decided to use feedforward backpropagation algorithm. What are the input values if I have past data and what is the technique to select input ...
Anthony's user avatar
  • 375
6 votes
4 answers
7k views

Time series analysis with neural networks

I'm new to neural networks and machine learning and I was wondering how you use time series data to set the weights of a regular FNN, and how you use the ending weights to forecast the time series. In ...
user11636's user avatar
2 votes
0 answers
1k views

Using autocorrelation plots to choose the number of inputs for a neural network predicting time series

A neural network applied to time series needs to have the number of input nodes defined. Each input is applied to a time point previous to the current point being predicted. If $D$ is the number of ...
Vass's user avatar
  • 1,705
8 votes
3 answers
2k views

Multilayer neural networks for multivariate temporal data

I'm looking for a way to model and extract features from multivariate temporal data (e.g., multi-channel audio recordings). I'm specifically interested in deep learning methods such as RBM, sparse ...
Ran's user avatar
  • 1,626
8 votes
3 answers
8k views

Recurrent neural networks in R

I've heard a bit about using neural networks to forecast time series, specifically recurrent neural networks. I was wondering, is there a recurrent neural network package for R? I can't seem to find ...
Zach's user avatar
  • 24.4k
8 votes
3 answers
3k views

k-fold CV of forecasting financial time series -- is performance on last fold more relevant?

I am working on an ANN-based forecasting model for a financial time series. I'm using 5-fold cross-validation and the average performance is so so. Performance on the last fold (the iteration where ...
Victor's user avatar
  • 83
92 votes
1 answer
88k views

How to apply Neural Network to time series forecasting?

I'm new to machine learning, and I have been trying to figure out how to apply neural network to time series forecasting. I have found resource related to my query, but I seem to still be a bit lost. ...
solartic's user avatar
  • 1,055
16 votes
2 answers
8k views

Getting started with neural networks for forecasting

I need some resources to get started on using neural networks for time series forecasting. I am wary of implementing some paper and then finding out that they have greatly over stated the potential of ...
user avatar
70 votes
3 answers
48k views

Proper way of using recurrent neural network for time series analysis

Recurrent neural networks differ from "regular" ones by the fact that they have a "memory" layer. Due to this layer, recurrent NN's are supposed to be useful in time series modelling. However, I'm not ...
Boris Gorelik's user avatar

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