Time series prediction has been studied in a variety of domains. However, it is still challenging to predict future series given historical observations and past exogenous data. Existing methods either fail to consider the interactions among different components of exogenous variables which may affect the prediction accuracy, or cannot model the correlations between exogenous data and target data. Besides, the inherent temporal dynamics of exogenous data are also related to the target series prediction, and thus should be considered as well. To address these issues, we propose an end-to-end deep learning model, i.e., Hierarchical attention-based Recurrent Highway Network (HRHN), which incorporates spatio-temporal feature extraction of exogenous variables and temporal dynamics modeling of target variables into a single framework. Moreover, by introducing the hierarchical attention mechanism, HRHN can adaptively select the relevant exogenous features in different semantic levels. We carry out comprehensive empirical evaluations with various methods over several datasets, and show that HRHN outperforms the state of the arts in time series prediction, especially in capturing sudden changes and sudden oscillations of time series.
Recently, the encoder-decoder architectures @cite_10 @cite_1 were developed for modeling sequential data. In time series forecasting, one usually makes prediction based on a long sequence of past observations, which forces the encoder to compress all the necessary information into a fixed-length vector, leading to poor performance as the input sequence length increases. Therefore, an attention mechanism @cite_5 has been introduced, which improves the performance by learning a soft alignment between the input and output sequences. A representative work on time series prediction is the DA-RNN model @cite_7 . In the encoder stage, DA-RNN exploits an input attention mechanism to adaptively extract relevant input features at each time step by referring to the previous encoder's hidden states. In the decoder stage, DA-RNN uses a classical attention mechanism to select relevant encoder's hidden states across all time steps. However, DA-RNN does not consider the spatial'' correlations among different components of exogenous data. More importantly, the classical attention mechanism cannot well model the complicated temporal dynamics, especially when the temporal dynamics may occur at different semantic levels.
@cite_1 @cite_5 @cite_10 @cite_7
2952042565 2584992898 2607296803 2890018557
The Nonlinear autoregressive exogenous (NARX) model, which predicts the current value of a time series based upon its previous values as well as the current and past values of multiple driving (exogenous) series, has been studied for decades. Despite the fact that various NARX models have been developed, few of them can capture the long-term temporal dependencies appropriately and select the relevant driving series to make predictions. In this paper, we propose a dual-stage attention-based recurrent neural network (DA-RNN) to address these two issues. In the first stage, we introduce an input attention mechanism to adaptively extract relevant driving series (a.k.a., input features) at each time step by referring to the previous encoder hidden state. In the second stage, we use a temporal attention mechanism to select relevant encoder hidden states across all time steps. With this dual-stage attention scheme, our model can not only make predictions effectively, but can also be easily interpreted. Thorough empirical studies based upon the SML 2010 dataset and the NASDAQ 100 Stock dataset demonstrate that the DA-RNN can outperform state-of-the-art methods for time series prediction. Current methods for video description are based on encoder-decoder sentence generation using recurrent neural networks (RNNs). Recent work has demonstrated the advantages of integrating temporal attention mechanisms into these models, in which the decoder network predicts each word in the description by selectively giving more weight to encoded features from specific time frames. Such methods typically use two different types of features: image features (from an object classification model), and motion features (from an action recognition model), combined by naive concatenation in the model input. Because different feature modalities may carry task-relevant information at different times, fusing them by naive concatenation may limit the model's ability to dynamically determine the relevance of each type of feature to different parts of the description. In this paper, we incorporate audio features in addition to the image and motion features. To fuse these three modalities, we introduce a multimodal attention model that can selectively utilize features from different modalities for each word in the output description. Combining our new multimodal attention model with standard temporal attention outperforms state-of-the-art methods on two standard datasets: YouTube2Text and MSR-VTT. We introduce a Deep Stochastic IOC RNN Encoder-decoder framework, DESIRE, for the task of future predictions of multiple interacting agents in dynamic scenes. DESIRE effectively predicts future locations of objects in multiple scenes by 1) accounting for the multi-modal nature of the future prediction (i.e., given the same context, future may vary), 2) foreseeing the potential future outcomes and make a strategic prediction based on that, and 3) reasoning not only from the past motion history, but also from the scene context as well as the interactions among the agents. DESIRE achieves these in a single end-to-end trainable neural network model, while being computationally efficient. The model first obtains a diverse set of hypothetical future prediction samples employing a conditional variational auto-encoder, which are ranked and refined by the following RNN scoring-regression module. Samples are scored by accounting for accumulated future rewards, which enables better long-term strategic decisions similar to IOC frameworks. An RNN scene context fusion module jointly captures past motion histories, the semantic scene context and interactions among multiple agents. A feedback mechanism iterates over the ranking and refinement to further boost the prediction accuracy. We evaluate our model on two publicly available datasets: KITTI and Stanford Drone Dataset. Our experiments show that the proposed model significantly improves the prediction accuracy compared to other baseline methods. Learning 3D global features by aggregating multiple views has been introduced as a successful strategy for 3D shape analysis. In recent deep learning models with end-to-end training, pooling is a widely adopted procedure for view aggregation. However, pooling merely retains the max or mean value over all views, which disregards the content information of almost all views and also the spatial information among the views. To resolve these issues, we propose Sequential Views To Sequential Labels (SeqViews2SeqLabels) as a novel deep learning model with an encoder–decoder structure based on recurrent neural networks (RNNs) with attention. SeqViews2SeqLabels consists of two connected parts, an encoder-RNN followed by a decoder-RNN, that aim to learn the global features by aggregating sequential views and then performing shape classification from the learned global features, respectively. Specifically, the encoder-RNN learns the global features by simultaneously encoding the spatial and content information of sequential views, which captures the semantics of the view sequence. With the proposed prediction of sequential labels, the decoder-RNN performs more accurate classification using the learned global features by predicting sequential labels step by step. Learning to predict sequential labels provides more and finer discriminative information among shape classes to learn, which alleviates the overfitting problem inherent in training using a limited number of 3D shapes. Moreover, we introduce an attention mechanism to further improve the discriminative ability of SeqViews2SeqLabels. This mechanism increases the weight of views that are distinctive to each shape class, and it dramatically reduces the effect of selecting the first view position. Shape classification and retrieval results under three large-scale benchmarks verify that SeqViews2SeqLabels learns more discriminative global features by more effectively aggregating sequential views than state-of-the-art methods.