R2N2: Residual Recurrent Neural Networks for Multivariate Time Series Forecasting

A new approach to linear filtering and prediction problems

Rudolph Emil Kalman · 1960

Earlier work this paper cites.

Macroeconomics and reality

Christopher A. Sims · 1980

Earlier work this paper cites.

Long short-term memory

S. Hochreiter and J. Schmidhuber · 1997

Earlier work this paper cites.

System identification: theory for the user

L. Ljung · 1998

Earlier work this paper cites.

Nasa’s aviation system monitoring and modeling project

I. C. Statler and D. A. Maluf · 2003

Earlier work this paper cites.

Time series forecasting using a hybrid arima and neural network model

G Peter Zhang · 2003

Earlier work this paper cites.

A hybrid arima and support vector machines model in stock price forecasting

Ping-Feng Pai and Chih-Sheng Lin · 2005

Earlier work this paper cites.

Evolino: Hybrid neuroevolution / optimal linear search for sequence learning

J. Schmidhuber, D. Wierstra, and F. Gomez · 2005

Earlier work this paper cites.

Analysis of financial time series

R. S. Tsay · 2005

Earlier work this paper cites.

Estimating brain functional connectivity with sparse multivariate autoregression

P. A Valdés-Sosa, J. M Sánchez-Bornot, A. Lage-Castellanos, M. Vega-Hernández, et al · 2005

Earlier work this paper cites.

New introduction to multiple time series analysis

H. Lutkepohl · 2007

Cited alongside, same era.

Modelling financial time series

S. J. Taylor · 2007

Cited alongside, same era.

Abandoning emotion classes-towards continuous emotion recognition with modelling of long-range dependencies

M. Wöllmer, F. Eyben, et al · 2008

Cited alongside, same era.

Offline handwriting recognition with multidimensional recurrent neural networks

A. Graves and J. Schmidhuber · 2009

Cited alongside, same era.

Chaotic time series prediction with residual analysis method using hybrid elman–narx neural networks

Muhammad Ardalani-Farsa and Saeed Zolfaghari · 2010

Cited alongside, same era.

On the difficulty of training recurrent neural networks

R. Pascanu, T. Mikolov, and Y. Bengio · 2013

Cited alongside, same era.

On-line continuous-time music mood regression with deep recurrent neural networks

F. Weninger, F. Eyben, and B. Schuller · 2014

Later among the works it cites.

Semi-supervised sequence learning

A. M. Dai and Q. V. Le · 2015

Later among the works it cites.

Learning to diagnose with lstm recurrent neural networks

Z. C. Lipton, D. C. Kale, C. Elkan, and R. Wetzell · 2015

Later among the works it cites.

A critical review of recurrent neural networks for sequence learning

Original

Zachary C Lipton, John Berkowitz, and Charles Elkan · 2015

Later among the works it cites.

Estimating structured vector autoregressive models

I. Melnyk and A. Banerjee · 2016

Later among the works it cites.

Semi-Markov switching vector autoregressive model-based anomaly detection in aviation systems