Financial and economic time series forecasting has never been an easy task due to its sensibility to political, economic and social factors. For this reason, people who invest in financial markets and currency exchange are usually looking for robust models that can ensure them to maximize their profile and minimize their losses as much as possible. Fortunately, recently, various studies have speculated that a special type of Artificial Neural Networks (ANNs) called Recurrent Neural Networks (RNNs) could improve the predictive accuracy of the behavior of the financial data over time. This paper aims to forecast: (i) the closing price of eight stock market indexes; and (ii) the closing price of six currency exchange rates related to the USD, using the RNNs model and its variants: the Long Short-Term Memory (LSTM) and the Gated Recurrent Unit (GRU). The results show that the GRU gives the overall best results, especially for the univariate out-of-sample forecasting for the currency exchange rates and multivariate out-of-sample forecasting for the stock market indexes.

Wireless sensor networks are typically characterized by large network size and sensor nodes with low energy capacity and a limited bandwidth for data transmission. Over-activity of the sensor nodes will therefore cause many issues to the network, such as an increase in the network depletion rate and poor data transmission. Data prediction methods that exploit the inter-relationship between sensor nodes can be used to reduce data traffic across wireless networks. Several related work in data prediction do not consider the time-series distribution of the sensing data. However, exploiting sequential features of the historical observations can improve prediction accuracy, and increase the number of sensing data predicted per sequence. This work propose a sequence to sequence data prediction model, using a one dimensional layer convolutional neural network to extract spatial features from the pre-processed sensing data, and an encoder-decoder model to predict the next two outputs in the sequence by exploiting the temporal distribution of the data. The aforementioned approach has the capacity of generating more accurate information, which can reduce network traffic and energy expenditure in WSNs. Furthermore, the experimental results reveals that, based on a suitable choice of nodes, our proposed model perform accurate predictions, with reduced root mean squared error as compared to related work. We also propose an approach to regulate and control the data traffic toward the base station.