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

Understanding Memory Modules on Learning Simple Algorithms

Recent work has shown that memory modules are crucial for the generalization ability of neural networks on learning simple algorithms. However, we still have little understanding of the working mechanism of memory modules. To alleviate this problem, we apply a two-step analysis pipeline consisting of first inferring hypothesis about what strategy the model has learned according to visualization and then verify it by a novel proposed qualitative analysis method based on dimension reduction. Using this method, we have analyzed two popular memory-augmented neural networks, neural Turing machine and stack-augmented neural network on two simple algorithm tasks including reversing a random sequence and evaluation of arithmetic expressions. Results have shown that on the former task both models can learn to generalize and on the latter task only the stack-augmented model can do so. We show that different strategies are learned by the models, in which specific categories of input are monitored and different policies are made based on that to change the memory.Comment: Accepted at the XAI Workshop in IJCAI 201

Teaching a Machine to Diagnose a Heart Disease; Beginning from digitizing scanned ECGs to detecting the Brugada Syndrome (BrS)

Medical diagnoses can shape and change the life of a person drastically. Therefore, it is always best advised to collect as much evidence as possible to be certain about the diagnosis. Unfortunately, in the case of the Brugada Syndrome (BrS), a rare and inherited heart disease, only one diagnostic criterion exists, namely, a typical pattern in the Electrocardiogram (ECG). In the following treatise, we question whether the investigation of ECG strips by the means of machine learning methods improves the detection of BrS positive cases and hence, the diagnostic process. We propose a pipeline that reads in scanned images of ECGs, and transforms the encaptured signals to digital time-voltage data after several processing steps. Then, we present a long short-term memory (LSTM) classifier that is built based on the previously extracted data and that makes the diagnosis. The proposed pipeline distinguishes between three major types of ECG images and recreates each recorded lead signal. Features and quality are retained during the digitization of the data, albeit some encountered issues are not fully removed (Part I). Nevertheless, the results of the aforesaid program are suitable for further investigation of the ECG by a computational method such as the proposed classifier which proves the concept and could be the architectural basis for future research (Part II). This thesis is divided into two parts as they are part of the same process but conceptually different. It is hoped that this work builds a new foundation for computational investigations in the case of the BrS and its diagnosis