| Abstract: |
Standard recurrent networks treat memory uniformly, with every state component forgetting the past at the same rate, yet real sequential data such as energy consumption, weather, and financial series rarely behave this way. The purpose of this work is to test whether giving each output channel its own trainable memory depth, grounded in the theory of incommensurate fractional difference systems, yields measurably better forecasting. To this end, we build a recurrent architecture whose state evolution is governed by component-wise nabla fractional difference operators, with the vector of fractional orders trained alongside weights and biases. Because the resulting cross-time and cross-layer parameter coupling makes back-propagation structurally impossible, gradients are instead derived recursively during the forward pass through a forward-forward scheme, combined with mini-batch stochastic ADAM optimization, and boundedness of the gradient variance is proven to support training stability. Across synthetic sinusoidal benchmarks and three real-world tasks — transformer oil temperature, daily weather, and household expenses — the proposed network outperforms structurally identical RNNs trained under the same hyperparameters; accuracy improves with the terminal time step up to an optimum, the learned fractional orders preserve their relative ordering, and computational cost grows only linearly with recursion depth. Current experiments are limited to single-layer networks, with multi-layer extensions and convergence analysis ongoing. By enabling more accurate forecasts of energy and weather variables, the approach supports grid management, infrastructure monitoring, and planning, while offering an original framework that unifies fractional calculus with recurrent learning and contains the classical RNN as a limiting case. |