Online evolutionary neural architecture search for multivariate non-stationary time series forecasting

Recurrent Neural Networks (RNNs), Long Short-Term Memory (LSTM) networks, and Gated Recurrent Units (GRUs) have gained significant popularity in time series forecasting across diverse domains including healthcare, astronomy, and engineering. However, the inherent variability in model performance due to random weight initialization raises questions about the reliability and consistency of these architectures for time series analysis. This study addresses this concern by conducting a comprehensive benchmark evaluation of nine neural network architectures: vanilla RNN, LSTM, GRU, and six hybrid configurations (RNN-LSTM, RNN-GRU, LSTM-RNN, GRU-RNN, LSTM-GRU, and GRU-LSTM). Performance evaluation was conducted using Monte Carlo simulation with 100 iterations across three real-world datasets: sunspot activity, Indonesian COVID-19 cases, and dissolved oxygen concentration measurements. Statistical analysis employed the Friedman test to assess performance differences across architectures. Results showed no statistically significant differences among the nine architectures. Despite the lack of statistical significance, consistent performance patterns emerged favoring LSTM-based hybrid architectures. The LSTM-GRU and LSTM-RNN configurations demonstrated superior performance across multiple evaluation metrics, with LSTM-RNN excelling in sunspot and dissolved oxygen forecasting, while standalone LSTM showed optimal performance for COVID-19 prediction. These findings provide evidence-based guidance for architecture selection in time series forecasting applications, suggesting that while statistical equivalence exists among architectures, LSTM-based hybrids offer practical advantages in terms of consistency and robustness across diverse temporal patterns.

Forecasting longevity is essential in multiple research and policy areas, including the pricing of life insurance contracts, the valuation of capital market solutions for longevity risk management, and pension policy. This paper empirically investigates the predictive performance of Recurrent Neural Networks (RNN) with Gated Recurrent Unit (GRU) and Long Short-Term Memory (LSTM) architectures in jointly modeling and multivariate time series forecasting of age-specific mortality rates at all ages. We fine-tune the three hidden layers GRU and LSTM model’s hyperparameters for time series forecasting and compare the model’s forecasting accuracy with that produced by traditional Generalised Age-Period-Cohort (GAPC) stochastic mortality models. The empirical results suggest that the two RNN architectures generally outperform the GAPC models investigated in both the male and female populations, but the results are sensitive to the accuracy criteria. The empirical results also show that the RNN-GRU network slightly outperforms the RNN with an LSTM architecture and can produce mortality schedules that capture relatively well the dynamics of mortality rates across age and time. Further investigations considering other RNN architectures, calibration procedures, and sample datasets are necessary to confirm the superiority of RNN in forecasting longevity.

In the Energy sector, the Agriculture sector is one of the highest energy consuming sectors. In the Agriculture sector due to the lack of complete metering infrastructure at consumer end, there always remains uncertainty in the metering of actual power consumption at the consumer end, which leads to information asymmetry between the generation and demand-side. This unbalance can risk the grid stability. Along with that, there always remains a non-linear and seasonal behaviour in Agriculture load which also affects the grid stability. To make a balance between generation and demand, forecasting of Agriculture load becomes essential. For Time Series forecasting many conventional models are used such as AR (Auto Regressive) model, MV (Moving Average) model and ARIMA (Auto Regressive integrated moving average) model, but in recent few years, the development and excellent performance of deep learning models like ANN, RNN, LSTM, and GRU have become most feasible for more accurate and precise Time series forecasting. In this paper for Agriculture load forecasting, Long short term Memory (LSTM) RNN and Gated Recurrent Unit (GRU) deep learning models are used for hourly short term Agriculture load forecasting for one month.

Prediction of dissolved oxygen in a fishery pond based on gated recurrent unit (GRU)

ETNAS: An energy consumption task-driven neural architecture search

Data science highlights fields of study and research such as time series, which, although widely explored in the past, gain new perspectives in the context of this discipline. This chapter presents two approaches to time series forecasting, long short-term memory (LSTM), a special kind of recurrent neural network (RNN), and Prophet, an open-source library developed by Facebook for time series forecasting. With a focus on developing forecasting processes by data mining or machine learning experts, LSTM uses gating mechanisms to deal with long-term dependencies, reducing the short-term memory effect inherent to the traditional RNN. On the other hand, Prophet encapsulates statistical and computational complexity to allow broad use of time series forecasting, prioritizing the expert's business knowledge through exploration and experimentation. Both approaches were applied to a retail time series. This case study comprises daily and half-hourly forecasts, and the performance of both methods was measured using the standard metrics.

Occupant behavioral patterns, once extracted, could reveal cues about activities and space usage that could effectively get used for building systems to achieve energy savings. The ability to accurately predict the trajectories of occupants inside a room branched into different zones has many notable and compelling applications. For example - efficient space utilization and floor plans, intelligent building operations, crowd management, comfortable indoor environment, security, and evacuation or managing personnel. This paper proposes future occupant trajectory prediction using state-of-the-art time series prediction methods, i.e., Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) models. These models are being implemented and compared to forecast occupant trajectories at a given time and location in a non-intrusive and reliable manner. The considered test-space for the collection of the dataset is a multi-utility area in an instrumented public building. The deployed 3D Stereo Vision Cameras capture the spatial location coordinates (x- and y- coordinates) from a bird's view angle without eliciting any other information that could reveal confidential data or uniquely identify a person. Our results showed that the GRU model forecasts were considerably more accurate than the LSTM model for the trajectory prediction. GRU prediction model achieved a Mean Squared Error (MSE) of 30.72 cm between actual and predicted location coordinates, and LSTM achieved an MSE of 47.13 cm, respectively, for multiple occupant trajectories within the monitored area. Another evaluation metric Mean Absolute Error (MAE) is used, and the GRU prediction model achieved an MAE of 3.14 cm, and the LSTM model achieved an MAE of 4.07 cm. The GRU model guarantees a high-fidelity occupant trajectory prediction for any given case with higher accuracy when compared to the baseline LSTM model.

Travel planning is a process that allows users to obtain maximum benefit from their time, cost and energy. When planning a route from one place to another, it is an important option to present alternative travel areas on the route. This study proposes a travel route planning (TRP) architecture using a Long Short-Term Memory (LSTM) and Extreme Gradient Boosting (XGBoost) model to improve both travel efficiency and environmental sustainability in route selection. This model incorporates carbon emissions directly into the route planning process by unifying user preferences, location recommendations, route optimization, and multimodal vehicle selection within a comprehensive framework. By merging environmental sustainability with user-focused travel planning, it generates personalized, practical, and low-carbon travel routes. The carbon emissions observed with TRP’s artificial intelligence (AI) recommendation route are presented comparatively with those of the user-determined route. XGBoost, Random Forest (RF), Categorical Boosting (CatBoost), Light Gradient Boosting Machine (LightGBM), (Extra Trees Regressor) ETR, and Multi-Layer Perception (MLP) models are applied to the TRP model. LSTM is compared with Recurrent Neural Networks (RNNs) and Gated Recurrent Unit (GRU) models. Root Mean Square Error (RMSE), Mean Absolute Error (MAE), Mean Squared Error (MSE), and Normalized Root Mean Square Error (NRMSE) error measurements of these models are carried out, and the best result is obtained using XGBoost and LSTM. TRP enhances environmental responsibility awareness within travel planning by integrating sustainability-oriented parameters into the decision-making process. Unlike conventional reservation systems, this model encourages individuals and organizations to prioritize eco-friendly options by considering not only financial factors but also environmental and socio-cultural impacts. By promoting responsible travel behaviors and supporting the adoption of sustainable tourism practices, the proposed approach contributes significantly to the broader dissemination of environmentally conscious travel choices.

Analyzing the dynamics between crude oil spot prices and futures prices by maturity terms: Deep learning approaches to futures-based forecasting

To quantitatively evaluate the performance of two types of recurrent neural networks (RNNs), long short-term memory (LSTM) and gated recurrent units (GRU), using Monte Carlo dropout (MCD) to predict pharmacokinetic (PK) parameters from dynamic contrast-enhanced magnetic resonance imaging (DCE-MRI) data. DCE-MRI data for simulation studies were synthesized using the extended Tofts model and a population-averaged arterial input function (AIF). The ranges of PK parameters for training the RNNs were determined from data of patients with brain tumors. The effects of the number of training samples, number of hidden units, dropout rate (DR), and bolus arrival time delay and dispersion in AIF on the accuracy of the PK parameters were investigated, and the uncertainties for different DRs and peak signal-to-noise ratios (PSNRs) were quantified. For comparison, PK parameters were estimated using the nonlinear least-squares method. In the clinical studies, the PK parameter and uncertainty images were generated by applying the trained RNNs to DCE-MRI data. Compared with GRU, the computational cost for training the LSTM was significantly higher. The prediction accuracy of GRU decreased with decreasing numbers of training samples and hidden units, whereas the performance of LSTM remained stable. Despite an increased computational cost, MCD reduced the prediction error at low PSNR and improved the quality of PK parameter images. The simulation results recommended using a DR of 0.25-0.5 at low PSNR and ≤ 0.25 for other PSNRs. The clinical studies recommended using a DR of 0.25 and 0.5 for LSTM and GRU, respectively. MCD is effective in quantifying uncertainty in PK parameter prediction from DCE-MRI data and improves their performance, particularly at low PSNR; however, at the expense of increased computational cost. This study helps deepen our understanding of RNNs with MCD and select suitable hyperparameters for creating an RNN architecture for DCE-MRI studies.

Time series forecasting has gained significant traction in LTE networks as a way to enable dynamic resource allocation, upgrade planning, and anomaly detection. This letter investigates short-term key performance indicator (KPI) forecasting for rural fixed wireless LTE networks. We show that rural fixed wireless LTE KPIs have shorter temporal dependencies compared to urban mobile networks. Second, we identify that the inclusion of environmental exogenous features yields minimal accuracy improvements. Finally, we find that sequence-to-sequence-based (Seq2Seq) models outperform simpler recurrent neural network (RNN) models, such as long short-term memory (LSTM) and gated recurrent unit (GRU), and random forest (RF).

Covid-19 fake news sentiment analysis

Recurrent Neural Networks (RNNs), which are a powerful scheme for modeling temporal and sequential data need to capture long-term dependencies on datasets and represent them in hidden layers with a powerful model to capture more information from inputs. For modeling long-term dependencies in a dataset, the gating mechanism concept can help RNNs remember and forget previous information. Representing the hidden layers of an RNN with more expressive operations (i.e., tensor products) helps it learn a more complex relationship between the current input and the previous hidden layer information. These ideas can generally improve RNN performances. In this paper, we proposed a novel RNN architecture that combine the concepts of gating mechanism and the tensor product into a single model. By combining these two concepts into a single RNN, our proposed models learn long-term dependencies by modeling with gating units and obtain more expressive and direct interaction between input and hidden layers using a tensor product on 3-dimensional array (tensor) weight parameters. We use Long Short Term Memory (LSTM) RNN and Gated Recurrent Unit (GRU) RNN and combine them with a tensor product inside their formulations. Our proposed RNNs, which are called a Long-Short Term Memory Recurrent Neural Tensor Network (LSTMRNTN) and Gated Recurrent Unit Recurrent Neural Tensor Network (GRURNTN), are made by combining the LSTM and GRU RNN models with the tensor product. We conducted experiments with our proposed models on word-level and character-level language modeling tasks and revealed that our proposed models significantly improved their performance compared to our baseline models.

Air quality index forecast in Beijing based on CNN-LSTM multi-model

Recurrent neural networks (RNN) have been very successful in handling sequence data. However, understanding RNN and finding the best practices for RNN learning is a difficult task, partly because there are many competing and complex hidden units, such as the long short-term memory (LSTM) and the gated recurrent unit (GRU). We propose a gated unit for RNN, named as minimal gated unit (MGU), since it only contains one gate, which is a minimal design among all gated hidden units. The design of MGU benefits from evaluation results on LSTM and GRU in the literature. Experiments on various sequence data show that MGU has comparable accuracy with GRU, but has a simpler structure, fewer parameters, and faster training. Hence, MGU is suitable in RNN's applications. Its simple architecture also means that it is easier to evaluate and tune, and in principle it is easier to study MGU's properties theoretically and empirically.