This systematic literature review comprehensively examines the application of Large Language Models (LLMs) in forecasting and anomaly detection, highlighting the current state of research, inherent challenges, and prospective future directions. LLMs have demonstrated significant potential in parsing and analyzing extensive datasets to identify patterns, predict future events, and detect anomalous behavior across various domains. However, this review identifies several critical challenges that impede their broader adoption and effectiveness, including the reliance on vast historical datasets, issues with generalizability across different contexts, the phenomenon of model hallucinations, limitations within the models' knowledge boundaries, and the substantial computational resources required. Through detailed analysis, this review discusses potential solutions and strategies to overcome these obstacles, such as integrating multimodal data, advancements in learning methodologies, and emphasizing model explainability and computational efficiency. Moreover, this review outlines critical trends that are likely to shape the evolution of LLMs in these fields, including the push toward real-time processing, the importance of sustainable modeling practices, and the value of interdisciplinary collaboration. Conclusively, this review underscores the transformative impact LLMs could have on forecasting and anomaly detection while emphasizing the need for continuous innovation, ethical considerations, and practical solutions to realize their full potential.

Personalized news recommendation is important for users to find interesting news from massive information. As a heated topic that has wide applications in the industry, it has been extensively studied over decades and has made huge progress. In this paper, we discuss the topic of news recommendation. We implement an attention based model and demonstrate the great performance-boosting modern deep learning techniques bring in. The following chapter will be structured as follow: in chapter 2, we will briefly introduce the scenario of news recommendation. In Chapter 3, we discuss the details of the implementation of our model. In Chapter 4, we introduce the dataset we use. Chapter 5 will be a recap and conclusion Figure.1.

Simultaneous Localization and Mapping (SLAM) presents a formidable challenge in robotics, involving the dynamic construction of a map while concurrently determining the precise location of the robotic agent within an unfamiliar environment. This intricate task is further compounded by the inherent "chicken-and-egg" dilemma, where accurate mapping relies on a dependable estimation of the robot's location, and vice versa. Moreover, the computational intensity of SLAM adds an additional layer of complexity, making it a crucial yet demanding topic in the field. In our research, we address the challenges of SLAM by adopting the Particle Filter SLAM method. Our approach leverages encoded data and fiber optic gyro (FOG) information to enable precise estimation of vehicle motion, while lidar technology contributes to environmental perception by providing detailed insights into surrounding obstacles. The integration of these data streams culminates in the establishment of a Particle Filter SLAM framework, representing a key endeavor in this paper to effectively navigate and overcome the complexities associated with simultaneous localization and mapping in robotic systems.

In the realm of cryptocurrency, the prediction of Bitcoin prices has garnered substantial attention due to its potential impact on financial markets and investment strategies. This paper propose a comparative study on hybrid machine learning algorithms and leverage on enhancing model interpretability. Specifically, linear regression(OLS, LASSO), long-short term memory(LSTM), decision tree regressors are introduced. Through the grounded experiments, we observe linear regressor achieves the best performance among candidate models. For the interpretability, we carry out a systematic overview on the preprocessing techniques of time-series statistics, including decomposition, auto-correlational function, exponential triple forecasting, which aim to excavate latent relations and complex patterns appeared in the financial time-series forecasting. We believe this work may derive more attention and inspire more researches in the realm of time-series analysis and its realistic applications.