{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/ar-net-a-simple-auto-regressive-neural","title":"AR-Net: A simple Auto-Regressive Neural Network for time-series","arxiv_id":"1911.12436","date":"2019-11-27","proceeding":null,"authors":["Oskar Triebe","Nikolay Laptev","Ram Rajagopal"],"abstract":"In this paper we present a new framework for time-series modeling that combines the best of traditional statistical models and neural networks. We focus on time-series with long-range dependencies, needed for monitoring fine granularity data (e.g. minutes, seconds, milliseconds), prevalent in operational use-cases. Traditional models, such as auto-regression fitted with least squares (Classic-AR) can model time-series with a concise and interpretable model. When dealing with long-range dependencies, Classic-AR models can become intractably slow to fit for large data. Recently, sequence-to-sequence models, such as Recurrent Neural Networks, which were originally intended for natural language processing, have become popular for time-series. However, they can be overly complex for typical time-series data and lack interpretability. A scalable and interpretable model is needed to bridge the statistical and deep learning-based approaches. As a first step towards this goal, we propose modelling AR-process dynamics using a feed-forward neural network approach, termed AR-Net. We show that AR-Net is as interpretable as Classic-AR but also scales to long-range dependencies. Our results lead to three major conclusions: First, AR-Net learns identical AR-coefficients as Classic-AR, thus being equally interpretable. Second, the computational complexity with respect to the order of the AR process, is linear for AR-Net as compared to a quadratic for Classic-AR. This makes it possible to model long-range dependencies within fine granularity data. Third, by introducing regularization, AR-Net automatically selects and learns sparse AR-coefficients. This eliminates the need to know the exact order of the AR-process and allows to learn sparse weights for a model with long-range dependencies.","url_abs":"https://arxiv.org/abs/1911.12436v1","url_pdf":"https://arxiv.org/pdf/1911.12436v1.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"ar-net-a-simple-auto-regressive-neural","repo_url":"https://github.com/ourownstory/AR-Net","is_official":1,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}},{"paper_slug":"ar-net-a-simple-auto-regressive-neural","repo_url":"https://github.com/ourownstory/neural_prophet","is_official":0,"mentioned_in_paper":0,"mentioned_in_github":1,"framework":"pytorch","reach":{"status":"ok","spdx":"MIT"}}],"tasks":[{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"syntology_url":null,"atlas_url":"https://app.syntology.ai/?focus=1911.12436","mcp":{"get_harvested_code_for_paper":{"arxiv_id":"1911.12436"}},"developers":"https://syntology.ai/developers","read_at":"2026-09-24T18:15:14+00:00","read_at_is":"when the build read Syntology's graph, not when any sample ran","claim":"Per-sample execution status on synthesized fixtures; not a correctness claim about the paper. 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