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A Generic Framework for time series forecasting.

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Presented at the 15th International Work-Conference on Artificial Neural Networks, Grann Canaria, Spain On June 12, 2019

This work was published in the Springer series: Advances in Computational Intelligence

It was done in collaboration with Nithish B. Moudhgalya, Siddharth Divi, S. Sharan Sundar and in the advisory of Vineeth Vijayaraghavan.


DeepTrace is a deep learning framework comprising five variants of a model whose basic structure includes two or more of the combinations produced by Convolutional block(s), LSTM unit(s) and Dense network(s).

We also introduce a novel training methodology by using future contextual frames. However, these frames are dropped during the testing phase to verify the robustness of DeepTrace in real-world scenarios.

An optimizer is used to offset the loss incurred due to the non-provision of future contextual frames. The genericness of the framework is tested by evaluating the performance on real-world time series datasets across diverse domains. We conducted substantial experiments that show the proposed framework outperforms the existing state-of-art methods.

  • All the code files are inside the folder Final Bi-CLDNN.
  • The required functions are inside Final Bi-CLDNN/Model_Functions.py.
  • The data will be uploaded to a drive and the link will be updated in this document soon.

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