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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Long Short-Term Memory (LSTM) is a specific recurrent neural network (RNN) architecture that was designed to model temporal sequences and their long-range dependencies more accurately than conventional RNNs. In this paper, we explore LSTM RNN architectures for large scale acoustic modeling in speech recognition. We recently showed that LSTM RNNs are more effective than DNNs and conventional RNNs for acoustic modeling, considering moderately-sized models trained on a single machine. Here, we introduce the first distributed training of LSTM RNNs using asynchronous stochastic gradient descent optimization on a large cluster of machines. We show that a two-layer deep LSTM RNN where each LSTM layer has a linear recurrent projection layer can exceed state-of-the-art speech recognition performance. This architecture makes more effective use of model parameters than the others considered, converges quickly, and outperforms a deep feed forward neural network having an order of magnitude more parameters. Index Terms: Long Short-Term Memory, LSTM, recurrent neural network, RNN, speech recognition, acoustic modeling. 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. Recently, recurrent neural networks (RNNs) as powerful sequence models have re-emerged as a potential acoustic model for statistical parametric speech synthesis (SPSS). The long short-term memory (LSTM) architecture is particularly attractive because it addresses the vanishing gradient problem in standard RNNs, making them easier to train. Although recent studies have demonstrated that LSTMs can achieve significantly better performance on SPSS than deep feedforward neural networks, little is known about why. Here we attempt to answer two questions: a) why do LSTMs work well as a sequence model for SPSS; b) which component (e.g., input gate, output gate, forget gate) is most important. We present a visual analysis alongside a series of experiments, resulting in a proposal for a simplified architecture. The simplified architecture has significantly fewer parameters than an LSTM, thus reducing generation complexity considerably without degrading quality. The advantage of recurrent neural networks (RNNs) in learning dependencies between time-series data has distinguished RNNs from other deep learning models. Recently, many advances are proposed in this emerging field. However, there is a lack of comprehensive review on memory models in RNNs in the literature. This paper provides a fundamental review on RNNs and long short term memory (LSTM) model. Then, provides a surveys of recent advances in different memory enhancements and learning techniques for capturing long term dependencies in RNNs. Recently, recurrent neural networks (RNNs) as powerful sequence models have re-emerged as a potential acoustic model for statistical parametric speech synthesis (SPSS). The long short-term memory (LSTM) architecture is particularly attractive because it addresses the vanishing gradient problem in standard RNNs, making them easier to train. Although recent studies have demonstrated that LSTMs can achieve significantly better performance on SPSS than deep feed-forward neural networks, little is known about why. Here we attempt to answer two questions: a) why do LSTMs work well as a sequence model for SPSS; b) which component (e.g., input gate, output gate, forget gate) is most important. We present a visual analysis alongside a series of experiments, resulting in a proposal for a simplified architecture. The simplified architecture has significantly fewer parameters than an LSTM, thus reducing generation complexity considerably without degrading quality. 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. 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. 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 ). Generating accurate and reliable sales forecasts is crucial in the E-commerce business. The current state-of-the-art techniques are typically univariate methods, which produce forecasts considering only the historical sales data of a single product. However, in a situation where large quantities of related time series are available, conditioning the forecast of an individual time series on past behaviour of similar, related time series can be beneficial. Given that the product assortment hierarchy in an E-commerce platform contains large numbers of related products, in which the sales demand patterns can be correlated, our attempt is to incorporate this cross-series information in a unified model. We achieve this by globally training a Long Short-Term Memory network (LSTM) that exploits the nonlinear demand relationships available in an E-commerce product assortment hierarchy. Aside from the forecasting engine, we propose a systematic pre-processing framework to overcome the challenges in an E-commerce setting. We also introduce several product grouping strategies to supplement the LSTM learning schemes, in situations where sales patterns in a product portfolio are disparate. We empirically evaluate the proposed forecasting framework on a real-world online marketplace dataset from Walmart. com. Our method achieves competitive results on category level and super-departmental level datasets, outperforming state-of-the-art techniques. In this paper, we present bidirectional Long Short Term Memory (LSTM) networks, and a modified, full gradient version of the LSTM learning algorithm. We evaluate Bidirectional LSTM (BLSTM) and several other network architectures on the benchmark task of framewise phoneme classification, using the TIMIT database. Our main findings are that bidirectional networks outperform unidirectional ones, and Long Short Term Memory (LSTM) is much faster and also more accurate than both standard Recurrent Neural Nets (RNNs) and time-windowed Multilayer Perceptrons (MLPs). Our results support the view that contextual information is crucial to speech processing, and suggest that BLSTM is an effective architecture with which to exploit it'. Both Convolutional Neural Networks (CNNs) and Long Short-Term Memory (LSTM) have shown improvements over Deep Neural Networks (DNNs) across a wide variety of speech recognition tasks. CNNs, LSTMs and DNNs are complementary in their modeling capabilities, as CNNs are good at reducing frequency variations, LSTMs are good at temporal modeling, and DNNs are appropriate for mapping features to a more separable space. In this paper, we take advantage of the complementarity of CNNs, LSTMs and DNNs by combining them into one unified architecture. We explore the proposed architecture, which we call CLDNN, on a variety of large vocabulary tasks, varying from 200 to 2,000 hours. We find that the CLDNN provides a 4–6 relative improvement in WER over an LSTM, the strongest of the three individual models. Classifying videos according to content semantics is an important problem with a wide range of applications. In this paper, we propose a hybrid deep learning framework for video classification, which is able to model static spatial information, short-term motion, as well as long-term temporal clues in the videos. Specifically, the spatial and the short-term motion features are extracted separately by two Convolutional Neural Networks (CNN). These two types of CNN-based features are then combined in a regularized feature fusion network for classification, which is able to learn and utilize feature relationships for improved performance. In addition, Long Short Term Memory (LSTM) networks are applied on top of the two features to further model longer-term temporal clues. The main contribution of this work is the hybrid learning framework that can model several important aspects of the video data. We also show that (1) combining the spatial and the short-term motion features in the regularized fusion network is better than direct classification and fusion using the CNN with a softmax layer, and (2) the sequence-based LSTM is highly complementary to the traditional classification strategy without considering the temporal frame orders. Extensive experiments are conducted on two popular and challenging benchmarks, the UCF-101 Human Actions and the Columbia Consumer Videos (CCV). On both benchmarks, our framework achieves very competitive performance: 91.3 on the UCF-101 and 83.5 on the CCV. Long Short-Term Memory (LSTM) is a recurrent neural network (RNN) architecture specializing in modeling long-range temporal dynamics. On acoustic modeling tasks, LSTM-RNNs have shown better performance than DNNs and conventional RNNs. In this paper, we conduct an extensive study on speaker adaptation of LSTM-RNNs. Speaker adaptation helps to reduce the mismatch between acoustic models and testing speakers. We have two main goals for this study. First, on a benchmark dataset, the existing DNN adaptation techniques are evaluated on the adaptation of LSTM-RNNs. We observe that LSTMRNNs can be effectively adapted by using speaker-adaptive (SA) front-end, or by inserting speaker-dependent (SD) layers. Second, we propose two adaptation approaches that implement the SD-layer-insertion idea specifically for LSTM-RNNs. Using these approaches, speaker adaptation improves word error rates by 3-4 relative over a strong LSTM-RNN baseline. This improvement is enlarged to 6-7 if we exploit SA features for further adaptation. Time series account for a large proportion of the data stored in financial, medical and scientific databases. The efficient storage of time series is important in practical applications. In this paper, we propose a novel compression scheme for time series. The encoder and decoder are both composed by recurrent neural networks (RNN) such as long short-term memory (LSTM). There is an autoencoder between encoder and decoder, which encodes the hidden state and input together and decodes them at the decoder side. Moreover, we pre-process the original time series by partitioning it into segments with various lengths which have similar total variation. The experimental study shows that the proposed algorithm can achieve competitive compression ratio on real-world time series. Recently Long Short-Term Memory (LSTM) Recurrent Neural Networks (RNN) acoustic models have demonstrated superior performance over deep neural networks (DNN) models in speech recognition and many other tasks. Although a lot of work have been reported on DNN model adaptation, very little has been done on LSTM model adaptation. In this paper we present our extensive studies of speaker adaptation of LSTM-RNN models for speech recognition. We investigated different adaptation methods combined with KL-divergence based regularization, where and which network component to adapt, supervised versus unsupervised adaptation and asymptotic analysis. We made a few distinct and important observations. In a large vocabulary speech recognition task, by adapting only 2.5 of the LSTM model parameters using 50 utterances per speaker, we obtained 12.6 WERR on the dev set and 9.1 WERR on the evaluation set over a strong LSTM baseline model. Human actions captured in video sequences are threedimensional signals characterizing visual appearance and motion dynamics. To learn action patterns, existing methods adopt Convolutional and or Recurrent Neural Networks (CNNs and RNNs). CNN based methods are effective in learning spatial appearances, but are limited in modeling long-term motion dynamics. RNNs, especially Long Short- Term Memory (LSTM), are able to learn temporal motion dynamics. However, naively applying RNNs to video sequences in a convolutional manner implicitly assumes that motions in videos are stationary across different spatial locations. This assumption is valid for short-term motions but invalid when the duration of the motion is long.,,In this work, we propose Lattice-LSTM (L2STM), which extends LSTM by learning independent hidden state transitions of memory cells for individual spatial locations. This method effectively enhances the ability to model dynamics across time and addresses the non-stationary issue of long-term motion dynamics without significantly increasing the model complexity. Additionally, we introduce a novel multi-modal training procedure for training our network. Unlike traditional two-stream architectures which use RGB and optical flow information as input, our two-stream model leverages both modalities to jointly train both input gates and both forget gates in the network rather than treating the two streams as separate entities with no information about the other. We apply this end-to-end system to benchmark datasets (UCF-101 and HMDB-51) of human action recognition. Experiments show that on both datasets, our proposed method outperforms all existing ones that are based on LSTM and or CNNs of similar model complexities. Human actions captured in video sequences are three-dimensional signals characterizing visual appearance and motion dynamics. To learn action patterns, existing methods adopt Convolutional and or Recurrent Neural Networks (CNNs and RNNs). CNN based methods are effective in learning spatial appearances, but are limited in modeling long-term motion dynamics. RNNs, especially Long Short-Term Memory (LSTM), are able to learn temporal motion dynamics. However, naively applying RNNs to video sequences in a convolutional manner implicitly assumes that motions in videos are stationary across different spatial locations. This assumption is valid for short-term motions but invalid when the duration of the motion is long. In this work, we propose Lattice-LSTM (L2STM), which extends LSTM by learning independent hidden state transitions of memory cells for individual spatial locations. This method effectively enhances the ability to model dynamics across time and addresses the non-stationary issue of long-term motion dynamics without significantly increasing the model complexity. Additionally, we introduce a novel multi-modal training procedure for training our network. Unlike traditional two-stream architectures which use RGB and optical flow information as input, our two-stream model leverages both modalities to jointly train both input gates and both forget gates in the network rather than treating the two streams as separate entities with no information about the other. We apply this end-to-end system to benchmark datasets (UCF-101 and HMDB-51) of human action recognition. Experiments show that on both datasets, our proposed method outperforms all existing ones that are based on LSTM and or CNNs of similar model complexities. Clinical medical data, especially in the intensive care unit (ICU), consist of multivariate time series of observations. For each patient visit (or episode), sensor data and lab test results are recorded in the patient's Electronic Health Record (EHR). While potentially containing a wealth of insights, the data is difficult to mine effectively, owing to varying length, irregular sampling and missing data. Recurrent Neural Networks (RNNs), particularly those using Long Short-Term Memory (LSTM) hidden units, are powerful and increasingly popular models for learning from sequence data. They effectively model varying length sequences and capture long range dependencies. We present the first study to empirically evaluate the ability of LSTMs to recognize patterns in multivariate time series of clinical measurements. Specifically, we consider multilabel classification of diagnoses, training a model to classify 128 diagnoses given 13 frequently but irregularly sampled clinical measurements. First, we establish the effectiveness of a simple LSTM network for modeling clinical data. Then we demonstrate a straightforward and effective training strategy in which we replicate targets at each sequence step. Trained only on raw time series, our models outperform several strong baselines, including a multilayer perceptron trained on hand-engineered features.