• Title/Summary/Keyword: LSTM(Long Short-Term Memory) Technique

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A Novel Parameter Initialization Technique for the Stock Price Movement Prediction Model

  • Nguyen-Thi, Thu;Yoon, Seokhoon
    • International journal of advanced smart convergence
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    • v.8 no.2
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    • pp.132-139
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    • 2019
  • We address the problem about forecasting the direction of stock price movement in the Korea market. Recently, the deep neural network is popularly applied in this area of research. In deep neural network systems, proper parameter initialization reduces training time and improves the performance of the model. Therefore, in our study, we propose a novel parameter initialization technique and apply this technique for the stock price movement prediction model. Specifically, we design a framework which consists of two models: a base model and a main prediction model. The base model constructed with LSTM is trained by using the large data which is generated by a large amount of the stock data to achieve optimal parameters. The main prediction model with the same architecture as the base model uses the optimal parameter initialization. Thus, the main prediction model is trained by only using the data of the given stock. Moreover, the stock price movements can be affected by other related information in the stock market. For this reason, we conducted our research with two types of inputs. The first type is the stock features, and the second type is a combination of the stock features and the Korea Composite Stock Price Index (KOSPI) features. Empirical results conducted on the top five stocks in the KOSPI list in terms of market capitalization indicate that our approaches achieve better predictive accuracy and F1-score comparing to other baseline models.

Accurate Human Localization for Automatic Labelling of Human from Fisheye Images

  • Than, Van Pha;Nguyen, Thanh Binh;Chung, Sun-Tae
    • Journal of Korea Multimedia Society
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    • v.20 no.5
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    • pp.769-781
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    • 2017
  • Deep learning networks like Convolutional Neural Networks (CNNs) show successful performances in many computer vision applications such as image classification, object detection, and so on. For implementation of deep learning networks in embedded system with limited processing power and memory, deep learning network may need to be simplified. However, simplified deep learning network cannot learn every possible scene. One realistic strategy for embedded deep learning network is to construct a simplified deep learning network model optimized for the scene images of the installation place. Then, automatic training will be necessitated for commercialization. In this paper, as an intermediate step toward automatic training under fisheye camera environments, we study more precise human localization in fisheye images, and propose an accurate human localization method, Automatic Ground-Truth Labelling Method (AGTLM). AGTLM first localizes candidate human object bounding boxes by utilizing GoogLeNet-LSTM approach, and after reassurance process by GoogLeNet-based CNN network, finally refines them more correctly and precisely(tightly) by applying saliency object detection technique. The performance improvement of the proposed human localization method, AGTLM with respect to accuracy and tightness is shown through several experiments.

RNN-LSTM Based Soil Moisture Estimation Using Terra MODIS NDVI and LST (Terra MODIS NDVI 및 LST 자료와 RNN-LSTM을 활용한 토양수분 산정)

  • Jang, Wonjin;Lee, Yonggwan;Lee, Jiwan;Kim, Seongjoon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.61 no.6
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    • pp.123-132
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    • 2019
  • This study is to estimate the spatial soil moisture using Terra MODIS (Moderate Resolution Imaging Spectroradiometer) satellite data and machine learning technique. Using the 3 years (2015~2017) data of MODIS 16 days composite NDVI (Normalized Difference Vegetation Index) and daily Land Surface Temperature (LST), ground measured precipitation and sunshine hour of KMA (Korea Meteorological Administration), the RDA (Rural Development Administration) 10 cm~30 cm average TDR (Time Domain Reflectometry) measured soil moisture at 78 locations was tested. For daily analysis, the missing values of MODIS LST by clouds were interpolated by conditional merging method using KMA surface temperature observation data, and the 16 days NDVI was linearly interpolated to 1 day interval. By applying the RNN-LSTM (Recurrent Neural Network-Long Short Term Memory) artificial neural network model, 70% of the total period was trained and the rest 30% period was verified. The results showed that the coefficient of determination ($R^2$), Root Mean Square Error (RMSE), and Nash-Sutcliffe Efficiency were 0.78, 2.76%, and 0.75 respectively. In average, the clay soil moisture was estimated well comparing with the other soil types of silt, loam, and sand. This is because the clay has the intrinsic physical property for having narrow range of soil moisture variation between field capacity and wilting point.

A Study on Detection of Malicious Android Apps based on LSTM and Information Gain (LSTM 및 정보이득 기반의 악성 안드로이드 앱 탐지연구)

  • Ahn, Yulim;Hong, Seungah;Kim, Jiyeon;Choi, Eunjung
    • Journal of Korea Multimedia Society
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    • v.23 no.5
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    • pp.641-649
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    • 2020
  • As the usage of mobile devices extremely increases, malicious mobile apps(applications) that target mobile users are also increasing. It is challenging to detect these malicious apps using traditional malware detection techniques due to intelligence of today's attack mechanisms. Deep learning (DL) is an alternative technique of traditional signature and rule-based anomaly detection techniques and thus have actively been used in numerous recent studies on malware detection. In order to develop DL-based defense mechanisms against intelligent malicious apps, feeding recent datasets into DL models is important. In this paper, we develop a DL-based model for detecting intelligent malicious apps using KU-CISC 2018-Android, the most up-to-date dataset consisting of benign and malicious Android apps. This dataset has hardly been addressed in other studies so far. We extract OPcode sequences from the Android apps and preprocess the OPcode sequences using an N-gram model. We then feed the preprocessed data into LSTM and apply the concept of Information Gain to improve performance of detecting malicious apps. Furthermore, we evaluate our model with numerous scenarios in order to verify the model's design and performance.

Performance comparison of various deep neural network architectures using Merlin toolkit for a Korean TTS system (Merlin 툴킷을 이용한 한국어 TTS 시스템의 심층 신경망 구조 성능 비교)

  • Hong, Junyoung;Kwon, Chulhong
    • Phonetics and Speech Sciences
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    • v.11 no.2
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    • pp.57-64
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    • 2019
  • In this paper, we construct a Korean text-to-speech system using the Merlin toolkit which is an open source system for speech synthesis. In the text-to-speech system, the HMM-based statistical parametric speech synthesis method is widely used, but it is known that the quality of synthesized speech is degraded due to limitations of the acoustic modeling scheme that includes context factors. In this paper, we propose an acoustic modeling architecture that uses deep neural network technique, which shows excellent performance in various fields. Fully connected deep feedforward neural network (DNN), recurrent neural network (RNN), gated recurrent unit (GRU), long short-term memory (LSTM), bidirectional LSTM (BLSTM) are included in the architecture. Experimental results have shown that the performance is improved by including sequence modeling in the architecture, and the architecture with LSTM or BLSTM shows the best performance. It has been also found that inclusion of delta and delta-delta components in the acoustic feature parameters is advantageous for performance improvement.

Precision Analysis of NARX-based Vehicle Positioning Algorithm in GNSS Disconnected Area

  • Lee, Yong;Kwon, Jay Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.39 no.5
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    • pp.289-295
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    • 2021
  • Recently, owing to the development of autonomous vehicles, research on precisely determining the position of a moving object has been actively conducted. Previous research mainly used the fusion of GNSS/IMU (Global Positioning System / Inertial Navigation System) and sensors attached to the vehicle through a Kalman filter. However, in recent years, new technologies have been used to determine the location of a moving object owing to the improvement in computing power and the advent of deep learning. Various techniques using RNN (Recurrent Neural Network), LSTM (Long Short-Term Memory), and NARX (Nonlinear Auto-Regressive eXogenous model) exist for such learning-based positioning methods. The purpose of this study is to compare the precision of existing filter-based sensor fusion technology and the NARX-based method in case of GNSS signal blockages using simulation data. When the filter-based sensor integration technology was used, an average horizontal position error of 112.8 m occurred during 60 seconds of GNSS signal outages. The same experiment was performed 100 times using the NARX. Among them, an improvement in precision was confirmed in approximately 20% of the experimental results. The horizontal position accuracy was 22.65 m, which was confirmed to be better than that of the filter-based fusion technique.

Improved Convolutional Neural Network Based Cooperative Spectrum Sensing For Cognitive Radio

  • Uppala, Appala Raju;Narasimhulu C, Venkata;Prasad K, Satya
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.6
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    • pp.2128-2147
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    • 2021
  • Cognitive radio systems are being implemented recently to tackle spectrum underutilization problems and aid efficient data traffic. Spectrum sensing is the crucial step in cognitive applications in which cognitive user detects the presence of primary user (PU) in a particular channel thereby switching to another channel for continuous transmission. In cognitive radio systems, the capacity to precisely identify the primary user's signal is essential to secondary user so as to use idle licensed spectrum. Based on the inherent capability, a new spectrum sensing technique is proposed in this paper to identify all types of primary user signals in a cognitive radio condition. Hence, a spectrum sensing algorithm using improved convolutional neural network and long short-term memory (CNN-LSTM) is presented. The principle used in our approach is simulated annealing that discovers reasonable number of neurons for each layer of a completely associated deep neural network to tackle the streamlining issue. The probability of detection is considered as the determining parameter to find the efficiency of the proposed algorithm. Experiments are carried under different signal to noise ratio to indicate better performance of the proposed algorithm. The PU signal will have an associated modulation format and hence identifying the presence of a modulation format itself establishes the presence of PU signal.

Comparative Analysis of Baseflow Separation using Conventional and Deep Learning Techniques

  • Yusuff, Kareem Kola;Shiksa, Bastola;Park, Kidoo;Jung, Younghun
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.149-149
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    • 2022
  • Accurate quantitative evaluation of baseflow contribution to streamflow is imperative to address seasonal drought vulnerability, flood occurrence and groundwater management concerns for efficient and sustainable water resources management in watersheds. Several baseflow separation algorithms using recursive filters, graphical method and tracer or chemical balance have been developed but resulting baseflow outputs always show wide variations, thereby making it hard to determine best separation technique. Therefore, the current global shift towards implementation of artificial intelligence (AI) in water resources is employed to compare the performance of deep learning models with conventional hydrograph separation techniques to quantify baseflow contribution to streamflow of Piney River watershed, Tennessee from 2001-2021. Streamflow values are obtained from the USGS station 03602500 and modeled to generate values of Baseflow Index (BI) using Web-based Hydrograph Analysis (WHAT) model. Annual and seasonal baseflow outputs from the traditional separation techniques are compared with results of Long Short Term Memory (LSTM) and simple Gated Recurrent Unit (GRU) models. The GRU model gave optimal BFI values during the four seasons with average NSE = 0.98, KGE = 0.97, r = 0.89 and future baseflow volumes are predicted. AI offers easier and more accurate approach to groundwater management and surface runoff modeling to create effective water policy frameworks for disaster management.

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Feasibility of Deep Learning Algorithms for Binary Classification Problems (이진 분류문제에서의 딥러닝 알고리즘의 활용 가능성 평가)

  • Kim, Kitae;Lee, Bomi;Kim, Jong Woo
    • Journal of Intelligence and Information Systems
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    • v.23 no.1
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    • pp.95-108
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    • 2017
  • Recently, AlphaGo which is Bakuk (Go) artificial intelligence program by Google DeepMind, had a huge victory against Lee Sedol. Many people thought that machines would not be able to win a man in Go games because the number of paths to make a one move is more than the number of atoms in the universe unlike chess, but the result was the opposite to what people predicted. After the match, artificial intelligence technology was focused as a core technology of the fourth industrial revolution and attracted attentions from various application domains. Especially, deep learning technique have been attracted as a core artificial intelligence technology used in the AlphaGo algorithm. The deep learning technique is already being applied to many problems. Especially, it shows good performance in image recognition field. In addition, it shows good performance in high dimensional data area such as voice, image and natural language, which was difficult to get good performance using existing machine learning techniques. However, in contrast, it is difficult to find deep leaning researches on traditional business data and structured data analysis. In this study, we tried to find out whether the deep learning techniques have been studied so far can be used not only for the recognition of high dimensional data but also for the binary classification problem of traditional business data analysis such as customer churn analysis, marketing response prediction, and default prediction. And we compare the performance of the deep learning techniques with that of traditional artificial neural network models. The experimental data in the paper is the telemarketing response data of a bank in Portugal. It has input variables such as age, occupation, loan status, and the number of previous telemarketing and has a binary target variable that records whether the customer intends to open an account or not. In this study, to evaluate the possibility of utilization of deep learning algorithms and techniques in binary classification problem, we compared the performance of various models using CNN, LSTM algorithm and dropout, which are widely used algorithms and techniques in deep learning, with that of MLP models which is a traditional artificial neural network model. However, since all the network design alternatives can not be tested due to the nature of the artificial neural network, the experiment was conducted based on restricted settings on the number of hidden layers, the number of neurons in the hidden layer, the number of output data (filters), and the application conditions of the dropout technique. The F1 Score was used to evaluate the performance of models to show how well the models work to classify the interesting class instead of the overall accuracy. The detail methods for applying each deep learning technique in the experiment is as follows. The CNN algorithm is a method that reads adjacent values from a specific value and recognizes the features, but it does not matter how close the distance of each business data field is because each field is usually independent. In this experiment, we set the filter size of the CNN algorithm as the number of fields to learn the whole characteristics of the data at once, and added a hidden layer to make decision based on the additional features. For the model having two LSTM layers, the input direction of the second layer is put in reversed position with first layer in order to reduce the influence from the position of each field. In the case of the dropout technique, we set the neurons to disappear with a probability of 0.5 for each hidden layer. The experimental results show that the predicted model with the highest F1 score was the CNN model using the dropout technique, and the next best model was the MLP model with two hidden layers using the dropout technique. In this study, we were able to get some findings as the experiment had proceeded. First, models using dropout techniques have a slightly more conservative prediction than those without dropout techniques, and it generally shows better performance in classification. Second, CNN models show better classification performance than MLP models. This is interesting because it has shown good performance in binary classification problems which it rarely have been applied to, as well as in the fields where it's effectiveness has been proven. Third, the LSTM algorithm seems to be unsuitable for binary classification problems because the training time is too long compared to the performance improvement. From these results, we can confirm that some of the deep learning algorithms can be applied to solve business binary classification problems.

A Study on Performance Improvement of Recurrent Neural Networks Algorithm using Word Group Expansion Technique (단어그룹 확장 기법을 활용한 순환신경망 알고리즘 성능개선 연구)

  • Park, Dae Seung;Sung, Yeol Woo;Kim, Cheong Ghil
    • Journal of Industrial Convergence
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    • v.20 no.4
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    • pp.23-30
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    • 2022
  • Recently, with the development of artificial intelligence (AI) and deep learning, the importance of conversational artificial intelligence chatbots is being highlighted. In addition, chatbot research is being conducted in various fields. To build a chatbot, it is developed using an open source platform or a commercial platform for ease of development. These chatbot platforms mainly use RNN and application algorithms. The RNN algorithm has the advantages of fast learning speed, ease of monitoring and verification, and good inference performance. In this paper, a method for improving the inference performance of RNNs and applied algorithms was studied. The proposed method used the word group expansion learning technique of key words for each sentence when RNN and applied algorithm were applied. As a result of this study, the RNN, GRU, and LSTM three algorithms with a cyclic structure achieved a minimum of 0.37% and a maximum of 1.25% inference performance improvement. The research results obtained through this study can accelerate the adoption of artificial intelligence chatbots in related industries. In addition, it can contribute to utilizing various RNN application algorithms. In future research, it will be necessary to study the effect of various activation functions on the performance improvement of artificial neural network algorithms.