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Register a new userTemporally Folded Convolutional Neural Networks for Sequence Forecasting
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Matthias Weissenbacher
Publication date
2020
fields
Informatics Engineering
and research's language is
English
Authors
Matthias Weissenbacher
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In this work we propose a novel approach to utilize convolutional neural networks for time series forecasting. The time direction of the sequential data with spatial dimensions $D=1,2$ is considered democratically as the input of a spatiotemporal $(D+1)$-dimensional convolutional neural network. Latter then reduces the data stream from $D +1 to D$ dimensions followed by an incriminator cell which uses this information to forecast the subsequent time step. We empirically compare this strategy to convolutional LSTMs and LSTMs on their performance on the sequential MNIST and the JSB chorals dataset, respectively. We conclude that temporally folded convolutional neural networks (TFCs) may outperform the conventional recurrent strategies.
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