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Incorporating Taylor Series and Recursive Structure in Neural Networks for Time Series Prediction

2024-02-09 · Jarrod Mau, Kevin Moon

Time series analysis is relevant in various disciplines such as physics, biology, chemistry, and finance. In this paper, we present a novel neural network architecture that integrates elements from ResNet structures, while introducing the innovative incorporation of the Taylor series framework. This approach demonstrates notable enhancements in test accuracy across many of the baseline datasets investigated. Furthermore, we extend our method to incorporate a recursive step, which leads to even further improvements in test accuracy. Our findings underscore the potential of our proposed model to significantly advance time series analysis methodologies, offering promising avenues for future research and application.

📄 PDF Abstract BibTeX arXiv:2402.06441

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Time SeriesTime Series AnalysisTime Series Prediction

Methods 이 논문이 사용한 방법론

Average Pooling 설명 없음
Convolution A convolution is a type of matrix operation, consisting of a kernel, a small matrix of weights, that slides over input data performing element-wise multiplication with the…
Global Average Pooling Global Average Pooling is a pooling operation designed to replace fully connected layers in classical CNNs. The idea is to generate one feature map for each corresponding…
Max Pooling Max Pooling is a pooling operation that calculates the maximum value for patches of a feature map, and uses it to create a downsampled (pooled) feature map. It is usually…
Kaiming Initialization 설명 없음

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