97 citations · 256 across the 10 of their papers we have counts for
Showing 2018Show all
3 papers · 1 filter
cs.LG2018★ 15 cited
Multi-variable LSTM neural network for autoregressive exogenous model
Tian Guo, Tao Lin
In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mec…
cs.LG2018★ 39 cited
An interpretable LSTM neural network for autoregressive exogenous model
Tian Guo, Tao Lin, Yao Lu
In this paper, we propose an interpretable LSTM recurrent neural network, i.e., multi-variable LSTM for time series with exogenous variables. Currently, widely used attention mecha…
stat.ML2018★ 67 cited
Bitcoin Volatility Forecasting with a Glimpse into Buy and Sell Orders
Tian Guo, Albert Bifet, Nino Antulov-Fantulin
In this paper, we study the ability to make the short-term prediction of the exchange price fluctuations towards the United States dollar for the Bitcoin market. We use the data of…