Performance Analysis of Long Short-Term Memory Predictive Neural Networks on Time Series Data

Abstract

Long short-term memory neural networks have been proposed as a means of creating accurate models from large time series data originating from various fields. These models can further be utilized for prediction, control, or anomaly-detection algorithms. However, finding the optimal hyperparameters to maximize different performance criteria remains a challenge for both novice and experienced users. Hyperparameter optimization algorithms can often be a resource-intensive and time-consuming task, particularly when the impact of the hyperparameters on the performance of the neural network is not comprehended or known. Teacher forcing denotes a procedure that involves feeding the ground truth output from the previous time-step as input to the current time-step during training, while during testing feeding back the predicted values. This paper presents a comprehensive examination of the impact of hyperparameters on long short-term neural networks, with and without teacher forcing, on prediction performance. The study includes testing long short-term memory neural networks, with two variations of teacher forcing, in two prediction modes, using two configurations (i.e., multi-input single-output and multi-input multi-output) on a well-known chemical process simulation dataset. Furthermore, this paper demonstrates the applicability of a long short-term memory neural network with a modified teacher forcing approach in a process state monitoring system. Over 100,000 experiments were conducted with varying hyperparameters and in multiple neural network operation modes, revealing the direct impact of each tested hyperparameter on the training and testing procedures.