Deep learning-based method for weather forecasting: A case study in Itoshima

Accurate weather forecasting is of paramount importance for a wide range of practical applications, drawing substantial scientific and societal interest. However, the intricacies of weather systems pose substantial challenges to accurate predictions. This research introduces a multilayer perceptron model tailored for weather forecasting in Itoshima, Kyushu, Japan. Our meticulously designed architecture demonstrates superior performance compared to existing models, surpassing benchmarks such as Long Short-Term Memory and Recurrent Neural Networks.

Efficient CNN-LSTM based Parameter Estimation of Levy Driven Stochastic Differential Equations

This study addresses the challenges in parameter estimation of stochastic differential equations driven by non-Gaussian noises, which are critical in understanding dynamic phenomena such as price fluctuations and the spread of infectious diseases. Previous research highlighted the potential of LSTM networks in estimating parameters of alpha stable Levy driven SDEs but faced limitations including high time complexity and constraints of the LSTM chaining property. To mitigate these issues, we introduce the PEnet, a novel CNN-LSTM-based three-stage model that offers an end to end approach with superior accuracy and adaptability to varying data structures, enhanced inference speed for long sequence observations through initial data feature condensation by CNN, and high generalization capability, allowing its application to various complex SDE scenarios. Experiments on synthetic datasets confirm PEnet significant advantage in estimating SDE parameters associated with noise characteristics, establishing it as a competitive method for SDE parameter estimation in the presence of Levy noise.