The choice of a loss function is a fundamental factor in machine learning, as it determines how models learn from prediction errors. In time-series forecasting, this decision is closely intertwined with the architectural design used to capture temporal dependencies. This paper conducts a comprehensive comparison of deep learning architectures, including GRU, LSTM, Attention, Multi-head attention, and Transformer, under five representative loss functions (MSE, MAE, Huber, Log-Cosh, and Elastic). The analysis is carried out for water level forecasting tasks for the Red River in Hanoi and the Vu Quang station, covering multiple forecast horizons. The experimental results show that attention-based architectures, particularly the Transformer and Multi-head attention, achieve superior performance in long-term forecasting, with Multi-head attention reaching a similarity (Sim) of 0.793 at Hanoi and Transformer achieving 0.713 at Vu Quang, while recurrent models such as GRU and LSTM demonstrate more variable loss preferences across horizons, attaining similarity values of 0.739 and 0.748 respectively at long horizons. Furthermore, the study highlights that MSE and Elastic emerge as the most consistently effective objectives, especially for attention-based models. Overall, the findings emphasize the importance of jointly considering architectural design and loss function selection when developing robust forecasting systems.
Comparative Analysis of Loss Functions in Deep Learning Models for Water Level Forecasting
T. Do,Ngoc-Quang Nguyen,Cong-Tam Phan,Thi-Thu-Hong Phan
Published 2025 in 2025 International Conference on Applied Artificial Intelligence, Data Engineering and Sciences (ICAIDES)
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2025
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2025 International Conference on Applied Artificial Intelligence, Data Engineering and Sciences (ICAIDES)
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2025-12-11
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