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We have already shown that extracting long-term dependencies from sequential data is diicult, both for deterministic dynamical systems such as recurrent networks, and probabilistic models such as hidden Markov models (HMMs) or input/output hidden Markov models (IOHMMs). In practice, to avoid this problem, researchers have used domain speciic a-priori(More)
Acknowledgments We would like to thank Sylvain Gauthier, Salah El HiHi and Andr e Chabot for their collaboration, the NSERC and FCAR Canadian funding agencies as well as the IRIS institute for support. Abstract An important issue with many sequential data analysis problems, such as those encountered in nancial data sets, is that diierent v ariables are(More)
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