Tensorized LSTM with adaptive shared memory for learning trends in multivariate time series

Abstract

A method for executing a multi-task deep learning model for learning trends in multivariate time series is presented. The method includes collecting multi-variate time series data from a plurality of sensors, jointly learning both local and global contextual features for predicting a trend of the multivariate time series by employing a tensorized long short-term memory (LSTM) with adaptive shared memory (TLASM) to learn historical dependency of historical trends, and employing a multi-task one-dimensional convolutional neural network (1dCNN) to extract salient features from local raw time series data to model a short-term dependency between local time series data and subsequent trends.

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