Sales forecasts are crucial for the E-commerce business. State-of-the-art techniques typically apply only univariate methods to make prediction for each series independently. However, due to the short nature of sales times series in E-commerce, univariate methods don't apply well. In this article, we propose a global model which outperforms state-of-the-art models on real dataset. It is achieved by using Tree Boosting Methods that exploit non-linearity and cross-series information. We also proposed a preprocessing framework to overcome the inherent difficulties in the E-commerce data. In particular, we use different schemes to limit the impact of the volatility of the data.
Recently, neural networks @cite_9 have been proposed to use cross-series information for the specific purpose of E-commerce. They adapt a Long Short-Term Memory Neural Network (LSTM) architecture to treat all the series at the same time. They also separate effects of longitudinal and temporal features and seem to have a good performance. This suggests that non-linearity is important for modelling such data.
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Neural network based approaches have recently produced record-setting performances in natural language understanding tasks such as word labeling. In the word labeling task, a tagger is used to assign a label to each word in an input sequence. Specifically, simple recurrent neural networks (RNNs) and convolutional neural networks (CNNs) have shown to significantly outperform the previous state-of-the-art - conditional random fields (CRFs). This paper investigates using long short-term memory (LSTM) neural networks, which contain input, output and forgetting gates and are more advanced than simple RNN, for the word labeling task. To explicitly model output-label dependence, we propose a regression model on top of the LSTM un-normalized scores. We also propose to apply deep LSTM to the task. We investigated the relative importance of each gate in the LSTM by setting other gates to a constant and only learning particular gates. Experiments on the ATIS dataset validated the effectiveness of the proposed models. textabstractForecasting financial time series using past observations has been a significant topic of interest. While temporal relationships in the data exist, they are difficult to analyze and predict accurately due to the non-linear trends and noise present in the series. We propose to learn these dependencies by a convolutional neural network. In particular the focus is on multivariate time series forecasting. Effectively, we use multiple financial time series as input in the neural network, thus conditioning the forecast of a time series x(t) on both its own history as well as that of a second (or third) time series y(t). Training a model on multiple stock series allows the network to exploit the correlation structure between these series so that the network can learn the market dynamics in shorter sequences of data. We show that long-term temporal dependencies in and between financial time series can be learned by means of a deep convolutional neural network based on the WaveNet model [2]. The network makes use of dilated convolutions applied to multiple time series so that the receptive field of the network is wide enough to learn both short and long-term dependencies. The architecture includes batch normalization and uses a 1 × k convolution with parametrized skip connections from the input time series as well as the time series we condition on, in this way learning long-term interdependencies in an efficient manner [1]. This improves the forecast, while at the same time limiting the requirement for a long historical price series and reducing the noise. Knowing the strong performance of CNNs on classification problems we show that they can be applied successfully to forecasting financial time series, without the need of large samples of data. We compare the performance of the WaveNet model to a state-of-the-art fully convolutional network (FCN), and an autoregressive model popular in econometrics and show that our model is much better able to learn important dependencies in between financial time series resulting in a more robust and accurate forecast. Recurrent Neural Network (RNN) and one of its specific architectures, Long Short-Term Memory (LSTM), have been widely used for sequence labeling. In this paper, we first enhance LSTM-based sequence labeling to explicitly model label dependencies. Then we propose another enhancement to incorporate the global information spanning over the whole input sequence. The latter proposed method, encoder-labeler LSTM, first encodes the whole input sequence into a fixed length vector with the encoder LSTM, and then uses this encoded vector as the initial state of another LSTM for sequence labeling. Combining these methods, we can predict the label sequence with considering label dependencies and information of whole input sequence. In the experiments of a slot filling task, which is an essential component of natural language understanding, with using the standard ATIS corpus, we achieved the state-of-the-art F1-score of 95.66 . Convolutional neural networks (CNNs) have been extensively applied for image recognition problems giving state-of-the-art results on recognition, detection, segmentation and retrieval. In this work we propose and evaluate several deep neural network architectures to combine image information across a video over longer time periods than previously attempted. We propose two methods capable of handling full length videos. The first method explores various convolutional temporal feature pooling architectures, examining the various design choices which need to be made when adapting a CNN for this task. The second proposed method explicitly models the video as an ordered sequence of frames. For this purpose we employ a recurrent neural network that uses Long Short-Term Memory (LSTM) cells which are connected to the output of the underlying CNN. Our best networks exhibit significant performance improvements over previously published results on the Sports 1 million dataset (73.1 vs. 60.9 ) and the UCF-101 datasets with (88.6 vs. 88.0 ) and without additional optical flow information (82.6 vs. 73.0 ). Convolutional neural networks (CNNs) have been extensively applied for image recognition problems giving state-of-the-art results on recognition, detection, segmentation and retrieval. In this work we propose and evaluate several deep neural network architectures to combine image information across a video over longer time periods than previously attempted. We propose two methods capable of handling full length videos. The first method explores various convolutional temporal feature pooling architectures, examining the various design choices which need to be made when adapting a CNN for this task. The second proposed method explicitly models the video as an ordered sequence of frames. For this purpose we employ a recurrent neural network that uses Long Short-Term Memory (LSTM) cells which are connected to the output of the underlying CNN. Our best networks exhibit significant performance improvements over previously published results on the Sports 1 million dataset (73.1 vs. 60.9 ) and the UCF-101 datasets with (88.6 vs. 88.0 ) and without additional optical flow information (82.6 vs. 72.8 ). Recurrent neural networks, and in particular long short-term memory (LSTM) networks, are a remarkably effective tool for sequence modeling that learn a dense black-box hidden representation of their sequential input. Researchers interested in better understanding these models have studied the changes in hidden state representations over time and noticed some interpretable patterns but also significant noise. In this work, we present LSTMVis, a visual analysis tool for recurrent neural networks with a focus on understanding these hidden state dynamics. The tool allows users to select a hypothesis input range to focus on local state changes, to match these states changes to similar patterns in a large data set, and to align these results with structural annotations from their domain. We show several use cases of the tool for analyzing specific hidden state properties on dataset containing nesting, phrase structure, and chord progressions, and demonstrate how the tool can be used to isolate patterns for further statistical analysis. We characterize the domain, the different stakeholders, and their goals and tasks. Long-term usage data after putting the tool online revealed great interest in the machine learning community. The performance of single image super-resolution has achieved significant improvement by utilizing deep convolutional neural networks (CNNs). The features in deep CNN contain different types of information which make different contributions to image reconstruction. However, most CNN-based models lack discriminative ability for different types of information and deal with them equally, which results in the representational capacity of the models being limited. On the other hand, as the depth of neural networks grows, the long-term information coming from preceding layers is easy to be weaken or lost in late layers, which is adverse to super-resolving image. To capture more informative features and maintain long-term information for image super-resolution, we propose a channel-wise and spatial feature modulation (CSFM) network in which a sequence of feature-modulation memory (FMM) modules is cascaded with a densely connected structure to transform low-resolution features to high informative features. In each FMM module, we construct a set of channel-wise and spatial attention residual (CSAR) blocks and stack them in a chain structure to dynamically modulate multi-level features in a global-and-local manner. This feature modulation strategy enables the high contribution information to be enhanced and the redundant information to be suppressed. Meanwhile, for long-term information persistence, a gated fusion (GF) node is attached at the end of the FMM module to adaptively fuse hierarchical features and distill more effective information via the dense skip connections and the gating mechanism. Extensive quantitative and qualitative evaluations on benchmark datasets illustrate the superiority of our proposed method over the state-of-the-art methods. Temporal features is important for face anti-spoofing. Unfortunately existing methods have limitations to explore such temporal features. In this work, we propose a deep neural network architecture combining Long Short-Term Memory (LSTM) units with Convolutional Neural Networks (CNN). Our architecture works well for face anti-spoofing by utilizing the LSTM units' ability of finding long relation from its input sequences as well as extracting local and dense features through convolution operations. Our best model shows significant performance improvement over general CNN architecture (5.93 vs. 7.34 ), and hand-crafted features (5.93 vs. 10.00 ) on CASIA dataset. The long short-term memory (LSTM) neural network is capable of processing complex sequential information since it utilizes special gating schemes for learning representations from long input sequences. It has the potential to model any sequential time-series data, where the current hidden state has to be considered in the context of the past hidden states. This property makes LSTM an ideal choice to learn the complex dynamics of various actions. Unfortunately, the conventional LSTMs do not consider the impact of spatio-temporal dynamics corresponding to the given salient motion patterns, when they gate the information that ought to be memorized through time. To address this problem, we propose a differential gating scheme for the LSTM neural network, which emphasizes on the change in information gain caused by the salient motions between the successive frames. This change in information gain is quantified by Derivative of States (DoS), and thus the proposed LSTM model is termed as differential Recurrent Neural Network (dRNN). We demonstrate the effectiveness of the proposed model by automatically recognizing actions from the real-world 2D and 3D human action datasets. Our study is one of the first works towards demonstrating the potential of learning complex time-series representations via high-order derivatives of states. The long short-term memory (LSTM) neural network is capable of processing complex sequential information since it utilizes special gating schemes for learning representations from long input sequences. It has the potential to model any time-series or sequential data, where the current hidden state has to be considered in the context of the past hidden states. This property makes LSTM an ideal choice to learn the complex dynamics of various actions. Unfortunately, the conventional LSTMs do not consider the impact of spatio-temporal dynamics corresponding to the given salient motion patterns, when they gate the information that ought to be memorized through time. To address this problem, we propose a differential gating scheme for the LSTM neural network, which emphasizes on the change in information gain caused by the salient motions between the successive frames. This change in information gain is quantified by Derivative of States (DoS), and thus the proposed LSTM model is termed as differential Recurrent Neural Network (dRNN). We demonstrate the effectiveness of the proposed model by automatically recognizing actions from the real-world 2D and 3D human action datasets. Our study is one of the first works towards demonstrating the potential of learning complex time-series representations via high-order derivatives of states. Recurrent Neural Networks (RNNs) with Long Short-Term Memory units (LSTM) are widely used because they are expressive and are easy to train. Our interest lies in empirically evaluating the expressiveness and the learnability of LSTMs in the sequence-to-sequence regime by training them to evaluate short computer programs, a domain that has traditionally been seen as too complex for neural networks. We consider a simple class of programs that can be evaluated with a single left-to-right pass using constant memory. Our main result is that LSTMs can learn to map the character-level representations of such programs to their correct outputs. Notably, it was necessary to use curriculum learning, and while conventional curriculum learning proved ineffective, we developed a new variant of curriculum learning that improved our networks' performance in all experimental conditions. The improved curriculum had a dramatic impact on an addition problem, making it possible to train an LSTM to add two 9-digit numbers with 99 accuracy. Multivariate time series forecasting is an important machine learning problem across many domains, including predictions of solar plant energy output, electricity consumption, and traffic jam situation. Temporal data arise in these real-world applications often involves a mixture of long-term and short-term patterns, for which traditional approaches such as Autoregressive models and Gaussian Process may fail. In this paper, we proposed a novel deep learning framework, namely Long- and Short-term Time-series network (LSTNet), to address this open challenge. LSTNet uses the Convolution Neural Network (CNN) and the Recurrent Neural Network (RNN) to extract short-term local dependency patterns among variables and to discover long-term patterns for time series trends. Furthermore, we leverage traditional autoregressive model to tackle the scale insensitive problem of the neural network model. In our evaluation on real-world data with complex mixtures of repetitive patterns, LSTNet achieved significant performance improvements over that of several state-of-the-art baseline methods. All the data and experiment codes are available online. Many sequential processing tasks require complex nonlinear transition functions from one step to the next. However, recurrent neural networks with 'deep' transition functions remain difficult to train, even when using Long Short-Term Memory (LSTM) networks. We introduce a novel theoretical analysis of recurrent networks based on Gersgorin's circle theorem that illuminates several modeling and optimization issues and improves our understanding of the LSTM cell. Based on this analysis we propose Recurrent Highway Networks, which extend the LSTM architecture to allow step-to-step transition depths larger than one. Several language modeling experiments demonstrate that the proposed architecture results in powerful and efficient models. On the Penn Treebank corpus, solely increasing the transition depth from 1 to 10 improves word-level perplexity from 90.6 to 65.4 using the same number of parameters. On the larger Wikipedia datasets for character prediction (text8 and enwik8), RHNs outperform all previous results and achieve an entropy of 1.27 bits per character. Many sequential processing tasks require complex nonlinear transition functions from one step to the next. However, recurrent neural networks with "deep" transition functions remain difficult to train, even when using Long Short-Term Memory (LSTM) networks. We introduce a novel theoretical analysis of recurrent networks based on Gersgorin's circle theorem that illuminates several modeling and optimization issues and improves our understanding of the LSTM cell. Based on this analysis we propose Recurrent Highway Networks, which extend the LSTM architecture to allow step-to-step transition depths larger than one. Several language modeling experiments demonstrate that the proposed architecture results in powerful and efficient models. On the Penn Treebank corpus, solely increasing the transition depth from 1 to 10 improves word-level perplexity from 90.6 to 65.4 using the same number of parameters. On the larger Wikipedia datasets for character prediction (text8 and enwik8), RHNs outperform all previous results and achieve an entropy of 1.27 bits per character. Deep convolutional neural networks (CNNs) have been shown to perform extremely well at a variety of tasks including subtasks of autonomous driving such as image segmentation and object classification. However, networks designed for these tasks typically require vast quantities of training data and long training periods to converge. We investigate the design rationale behind end-to-end driving network designs by proposing and comparing three small and computationally inexpensive deep end-to-end neural network models that generate driving control signals directly from input images. In contrast to prior work that segments the autonomous driving task, our models take on a novel approach to the autonomous driving problem by utilizing deep and thin Fully Convolutional Nets (FCNs) with recurrent neural nets and low parameter counts to tackle a complex end-to-end regression task predicting both steering and acceleration commands. In addition, we include layers optimized for classification to allow the networks to implicitly learn image semantics. We show that the resulting networks use 3x fewer parameters than the most recent comparable end-to-end driving network and 500x fewer parameters than the AlexNet variations and converge both faster and to lower losses while maintaining robustness against overfitting. Abstract Long-short term memory networks (LSTMs), which have recently emerged in sequential data analysis, are the most widely used type of recurrent neural networks (RNNs) architecture. Progress on the topic of deep learning includes successful adaptations of deep versions of these architectures. In this study, a new model for deep bidirectional LSTM network-based wavelet sequences called DBLSTM-WS was proposed for classifying electrocardiogram (ECG) signals. For this purpose, a new wavelet-based layer is implemented to generate ECG signal sequences. The ECG signals were decomposed into frequency sub-bands at different scales in this layer. These sub-bands are used as sequences for the input of LSTM networks. New network models that include unidirectional (ULSTM) and bidirectional (BLSTM) structures are designed for performance comparisons. Experimental studies have been performed for five different types of heartbeats obtained from the MIT-BIH arrhythmia database. These five types are Normal Sinus Rhythm (NSR), Ventricular Premature Contraction (VPC), Paced Beat (PB), Left Bundle Branch Block (LBBB), and Right Bundle Branch Block (RBBB). The results show that the DBLSTM-WS model gives a high recognition performance of 99.39 . It has been observed that the wavelet-based layer proposed in the study significantly improves the recognition performance of conventional networks. This proposed network structure is an important approach that can be applied to similar signal processing problems. In this paper, a novel architecture for a deep recurrent neural network, residual LSTM is introduced. A plain LSTM has an internal memory cell that can learn long term dependencies of sequential data. It also provides a temporal shortcut path to avoid vanishing or exploding gradients in the temporal domain. The residual LSTM provides an additional spatial shortcut path from lower layers for efficient training of deep networks with multiple LSTM layers. Compared with the previous work, highway LSTM, residual LSTM separates a spatial shortcut path with temporal one by using output layers, which can help to avoid a conflict between spatial and temporal-domain gradient flows. Furthermore, residual LSTM reuses the output projection matrix and the output gate of LSTM to control the spatial information flow instead of additional gate networks, which effectively reduces more than 10 of network parameters. An experiment for distant speech recognition on the AMI SDM corpus shows that 10-layer plain and highway LSTM networks presented 13.7 and 6.2 increase in WER over 3-layer aselines, respectively. On the contrary, 10-layer residual LSTM networks provided the lowest WER 41.0 , which corresponds to 3.3 and 2.8 WER reduction over plain and highway LSTM networks, respectively. Because of their superior ability to preserve sequence information over time, Long Short-Term Memory (LSTM) networks, a type of recurrent neural network with a more complex computational unit, have obtained strong results on a variety of sequence modeling tasks. The only underlying LSTM structure that has been explored so far is a linear chain. However, natural language exhibits syntactic properties that would naturally combine words to phrases. We introduce the Tree-LSTM, a generalization of LSTMs to tree-structured network topologies. Tree-LSTMs outperform all existing systems and strong LSTM baselines on two tasks: predicting the semantic relatedness of two sentences (SemEval 2014, Task 1) and sentiment classification (Stanford Sentiment Treebank). Convolutional Neural Networks (CNNs) can be shifted across 2D images or 3D videos to segment them. They have a fixed input size and typically perceive only small local contexts of the pixels to be classified as foreground or background. In contrast, Multi-Dimensional Recurrent NNs (MD-RNNs) can perceive the entire spatio-temporal context of each pixel in a few sweeps through all pixels, especially when the RNN is a Long Short-Term Memory (LSTM). Despite these theoretical advantages, however, unlike CNNs, previous MD-LSTM variants were hard to parallelize on GPUs. Here we re-arrange the traditional cuboid order of computations in MD-LSTM in pyramidal fashion. The resulting PyraMiD-LSTM is easy to parallelize, especially for 3D data such as stacks of brain slice images. PyraMiD-LSTM achieved best known pixel-wise brain image segmentation results on MRBrainS13 (and competitive results on EM-ISBI12). Several variants of the long short-term memory (LSTM) architecture for recurrent neural networks have been proposed since its inception in 1995. In recent years, these networks have become the state-of-the-art models for a variety of machine learning problems. This has led to a renewed interest in understanding the role and utility of various computational components of typical LSTM variants. In this paper, we present the first large-scale analysis of eight LSTM variants on three representative tasks: speech recognition, handwriting recognition, and polyphonic music modeling. The hyperparameters of all LSTM variants for each task were optimized separately using random search, and their importance was assessed using the powerful functional ANalysis Of VAriance framework. In total, we summarize the results of 5400 experimental runs ( @math years of CPU time), which makes our study the largest of its kind on LSTM networks. Our results show that none of the variants can improve upon the standard LSTM architecture significantly, and demonstrate the forget gate and the output activation function to be its most critical components. We further observe that the studied hyperparameters are virtually independent and derive guidelines for their efficient adjustment.