• Title/Summary/Keyword: 필터:Savitky-Golay/지수 평활법/가중치 이동 평균

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A Comparative study on smoothing techniques for performance improvement of LSTM learning model

  • Tae-Jin, Park;Gab-Sig, Sim
    • Journal of the Korea Society of Computer and Information
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    • v.28 no.1
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    • pp.17-26
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    • 2023
  • In this paper, we propose a several smoothing techniques are compared and applied to increase the application of the LSTM-based learning model and its effectiveness. The applied smoothing technique is Savitky-Golay, exponential smoothing, and weighted moving average. Through this study, the LSTM algorithm with the Savitky-Golay filter applied in the preprocessing process showed significant best results in prediction performance than the result value shown when applying the LSTM model to Bitcoin data. To confirm the predictive performance results, the learning loss rate and verification loss rate according to the Savitzky-Golay LSTM model were compared with the case of LSTM used to remove complex factors from Bitcoin price prediction, and experimented with an average value of 20 times to increase its reliability. As a result, values of (3.0556, 0.00005) and (1.4659, 0.00002) could be obtained. As a result, since crypto-currencies such as Bitcoin have more volatility than stocks, noise was removed by applying the Savitzky-Golay in the data preprocessing process, and the data after preprocessing were obtained the most-significant to increase the Bitcoin prediction rate through LSTM neural network learning.