Algorithm 1.

Examination of the LSTM Gates

Input: Trained model parameters “$\mathrm{\Theta }=\{\mathcal{W},\mathcal{B}\}$”, input data “X ”, number of time-steps “T”, number of input sequence “N”.

Output: States activation “$\mathcal{S}$”, gates activation “$\mathcal{G}$”

Initialization: Set the state of each cell “inStates” to zero.

1: for i = 0 to N do

2:   for t = 0 to T do

3:    x ←X(i, :)

4:    $\{\mathcal{S}(i,t),\mathcal{G}(i,t)\}\leftarrow \mathrm{Step}(x,\mathit{\text{inStates}}(i,t),\mathcal{W},\mathcal{B})$

5:    $inState(i,t)\leftarrow \mathcal{S}(i,t)$

6:   end for

7: end for

8: return $\mathcal{S}$, $\mathcal{G}$