5,876 research outputs found
Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction
This paper reports the results of the NN3 competition, which is a replication of the M3 competition with an extension of the competition towards neural network (NN) and computational intelligence (CI) methods, in order to assess what progress has been made in the 10 years since the M3 competition. Two masked subsets of the M3 monthly industry data, containing 111 and 11 empirical time series respectively, were chosen, controlling for multiple data conditions of time series length (short/long), data patterns (seasonal/non-seasonal) and forecasting horizons (short/medium/long). The relative forecasting accuracy was assessed using the metrics from the M3, together with later extensions of scaled measures, and non-parametric statistical tests. The NN3 competition attracted 59 submissions from NN, CI and statistics, making it the largest CI competition on time series data. Its main findings include: (a) only one NN outperformed the damped trend using the sMAPE, but more contenders outperformed the AutomatANN of the M3; (b) ensembles of CI approaches performed very well, better than combinations of statistical methods; (c) a novel, complex statistical method outperformed all statistical and Cl benchmarks; and (d) for the most difficult subset of short and seasonal series, a methodology employing echo state neural networks outperformed all others. The NN3 results highlight the ability of NN to handle complex data, including short and seasonal time series, beyond prior expectations, and thus identify multiple avenues for future research. (C) 2011 International Institute of Forecasters. Published by Elsevier B.V. All rights reserved
Structured Sequence Modeling with Graph Convolutional Recurrent Networks
This paper introduces Graph Convolutional Recurrent Network (GCRN), a deep
learning model able to predict structured sequences of data. Precisely, GCRN is
a generalization of classical recurrent neural networks (RNN) to data
structured by an arbitrary graph. Such structured sequences can represent
series of frames in videos, spatio-temporal measurements on a network of
sensors, or random walks on a vocabulary graph for natural language modeling.
The proposed model combines convolutional neural networks (CNN) on graphs to
identify spatial structures and RNN to find dynamic patterns. We study two
possible architectures of GCRN, and apply the models to two practical problems:
predicting moving MNIST data, and modeling natural language with the Penn
Treebank dataset. Experiments show that exploiting simultaneously graph spatial
and dynamic information about data can improve both precision and learning
speed
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