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Yanjie Duan

2 accepted papers

2021

Synergetic Learning of Heterogeneous Temporal Sequences for Multi-Horizon Probabilistic Forecasting

AAAI 2021technical

Time-series is ubiquitous across applications, such as transportation, finance and healthcare. Time-series is often influenced by external factors, especially in the form of asynchronous events, making forecasting difficult. However, existing models are mainly designated for either synchronous time-…

Cited by 17SourcePDFScholar
2020

Do RNN and LSTM have Long Memory?

ICML 2020poster

The LSTM network was proposed to overcome the difficulty in learning long-term dependence, and has made significant advancements in applications. With its success and drawbacks in mind, this paper raises the question - do RNN and LSTM have long memory? We answer it partially by proving that RNN and…