• Title/Summary/Keyword: LSTM 모델

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KOSPI index prediction using topic modeling and LSTM

  • Jin-Hyeon Joo;Geun-Duk Park
    • Journal of the Korea Society of Computer and Information
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    • v.29 no.7
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    • pp.73-80
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    • 2024
  • In this paper, we proposes a method to improve the accuracy of predicting the Korea Composite Stock Price Index (KOSPI) by combining topic modeling and Long Short-Term Memory (LSTM) neural networks. In this paper, we use the Latent Dirichlet Allocation (LDA) technique to extract ten major topics related to interest rate increases and decreases from financial news data. The extracted topics, along with historical KOSPI index data, are input into an LSTM model to predict the KOSPI index. The proposed model has the characteristic of predicting the KOSPI index by combining the time series prediction method by inputting the historical KOSPI index into the LSTM model and the topic modeling method by inputting news data. To verify the performance of the proposed model, this paper designs four models (LSTM_K model, LSTM_KNS model, LDA_K model, LDA_KNS model) based on the types of input data for the LSTM and presents the predictive performance of each model. The comparison of prediction performance results shows that the LSTM model (LDA_K model), which uses financial news topic data and historical KOSPI index data as inputs, recorded the lowest RMSE (Root Mean Square Error), demonstrating the best predictive performance.

Prediction of dam inflow based on LSTM-s2s model using luong attention (Attention 기법을 적용한 LSTM-s2s 모델 기반 댐유입량 예측 연구)

  • Lee, Jonghyeok;Choi, Suyeon;Kim, Yeonjoo
    • Journal of Korea Water Resources Association
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    • v.55 no.7
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    • pp.495-504
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    • 2022
  • With the recent development of artificial intelligence, a Long Short-Term Memory (LSTM) model that is efficient with time-series analysis is being used to increase the accuracy of predicting the inflow of dams. In this study, we predict the inflow of the Soyang River dam, using the LSTM model with the Sequence-to-Sequence (LSTM-s2s) and attention mechanism (LSTM-s2s with attention) that can further improve the LSTM performance. Hourly inflow, temperature, and precipitation data from 2013 to 2020 were used to train the model, and validate and test for evaluating the performance of the models. As a result, the LSTM-s2s with attention showed better performance than the LSTM-s2s in general as well as in predicting a peak value. Both models captured the inflow pattern during the peaks but detailed hourly variability is limitedly simulated. We conclude that the proposed LSTM-s2s with attention can improve inflow forecasting despite its limits in hourly prediction.

Mention Detection using Bidirectional LSTM-CRF Model (Bidirectional LSTM-CRF 모델을 이용한 멘션탐지)

  • Park, Cheoneum;Lee, Changki
    • Annual Conference on Human and Language Technology
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    • 2015.10a
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    • pp.224-227
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    • 2015
  • 상호참조해결은 특정 개체에 대해 다르게 표현한 단어들을 서로 연관지어 주며, 이러한 개체에 대해 표현한 단어들을 멘션(mention)이라 하며, 이런 멘션을 찾아내는 것을 멘션탐지(mention detection)라 한다. 멘션은 명사나 명사구를 기반으로 정의되며, 명사구의 경우에는 수식어를 포함하기 때문에 멘션탐지를 순차 데이터 문제(sequence labeling problem)로 정의할 수 있다. 순차 데이터 문제에는 Recurrent Neural Network(RNN) 종류의 모델을 적용할 수 있으며, 모델들은 Long Short-Term Memory(LSTM) RNN, LSTM Recurrent CRF(LSTM-CRF), Bidirectional LSTM-CRF(Bi-LSTM-CRF) 등이 있다. LSTM-RNN은 기존 RNN의 그레디언트 소멸 문제(vanishing gradient problem)를 해결하였으며, LSTM-CRF는 출력 결과에 의존성을 부여하여 순차 데이터 문제에 더욱 최적화 하였다. Bi-LSTM-CRF는 과거입력자질과 미래입력자질을 함께 학습하는 방법으로 최근에 가장 좋은 성능을 보이고 있다. 이에 따라, 본 논문에서는 멘션탐지에 Bi-LSTM-CRF를 적용할 것을 제안하며, 각 딥 러닝 모델들에 대한 비교실험을 보인다.

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Improving dam inflow prediction in LSTM-s2s model with luong attention (Attention 기법을 통한 LSTM-s2s 모델의 댐유입량 예측 개선)

  • Jonghyeok Lee;Yeonjoo Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.226-226
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    • 2023
  • 하천유량, 댐유입량 등을 예측하기 위해 다양한 Long Short-Term Memory (LSTM) 방법들이 활발하게 적용 및 개발되고 있다. 최근 연구들은 s2s (sequence-to-sequence), Attention 기법 등을 통해 LSTM의 성능을 개선할 수 있음을 제시하고 있다. 이에 따라 본 연구에서는 LSTM-s2s와 LSTM-s2s에 attention까지 첨가한 모델을 구축하고, 시간 단위 자료를 사용하여 유입량 예측을 수행하여, 이의 실제 댐 운영에 모델들의 활용 가능성을 확인하고자 하였다. 소양강댐 유역을 대상으로 2013년부터 2020년까지의 유입량 시자료와 종관기상관측기온 및 강수량 데이터를 학습, 검증, 평가로 나누어 훈련한 후, 모델의 성능 평가를 진행하였다. 최적 시퀀스 길이를 결정하기 위해 R2, RRMSE, CC, NSE, 그리고 PBIAS을 사용하였다. 분석 결과, LSTM-s2s 모델보다 attention까지 첨가한 모델이 전반적으로 성능이 우수했으며, attention 첨가 모델이 첨두값 예측에서도 높은 정확도를 보였다. 두 모델 모두 첨두값 발생 동안 유량 패턴을 잘 반영하였지만 세밀한 시간 단위 변화량 패턴 모의에는 한계가 있었다. 시간 단위 예측의 한계에도 불구하고, LSTM-s2s에 attention까지 추가한 모델은 향후 댐유입량 예측에 활용될 수 있을 것으로 판단한다.

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Fall Detection Based on 2-Stacked Bi-LSTM and Human-Skeleton Keypoints of RGBD Camera (RGBD 카메라 기반의 Human-Skeleton Keypoints와 2-Stacked Bi-LSTM 모델을 이용한 낙상 탐지)

  • Shin, Byung Geun;Kim, Uung Ho;Lee, Sang Woo;Yang, Jae Young;Kim, Wongyum
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.11
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    • pp.491-500
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    • 2021
  • In this study, we propose a method for detecting fall behavior using MS Kinect v2 RGBD Camera-based Human-Skeleton Keypoints and a 2-Stacked Bi-LSTM model. In previous studies, skeletal information was extracted from RGB images using a deep learning model such as OpenPose, and then recognition was performed using a recurrent neural network model such as LSTM and GRU. The proposed method receives skeletal information directly from the camera, extracts 2 time-series features of acceleration and distance, and then recognizes the fall behavior using the 2-Stacked Bi-LSTM model. The central joint was obtained for the major skeletons such as the shoulder, spine, and pelvis, and the movement acceleration and distance from the floor were proposed as features of the central joint. The extracted features were compared with models such as Stacked LSTM and Bi-LSTM, and improved detection performance compared to existing studies such as GRU and LSTM was demonstrated through experiments.

Long-term runoff simulation using rainfall LSTM-MLP artificial neural network ensemble (LSTM - MLP 인공신경망 앙상블을 이용한 장기 강우유출모의)

  • An, Sungwook;Kang, Dongho;Sung, Janghyun;Kim, Byungsik
    • Journal of Korea Water Resources Association
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    • v.57 no.2
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    • pp.127-137
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    • 2024
  • Physical models, which are often used for water resource management, are difficult to build and operate with input data and may involve the subjective views of users. In recent years, research using data-driven models such as machine learning has been actively conducted to compensate for these problems in the field of water resources, and in this study, an artificial neural network was used to simulate long-term rainfall runoff in the Osipcheon watershed in Samcheok-si, Gangwon-do. For this purpose, three input data groups (meteorological observations, daily precipitation and potential evapotranspiration, and daily precipitation - potential evapotranspiration) were constructed from meteorological data, and the results of training the LSTM (Long Short-term Memory) artificial neural network model were compared and analyzed. As a result, the performance of LSTM-Model 1 using only meteorological observations was the highest, and six LSTM-MLP ensemble models with MLP artificial neural networks were built to simulate long-term runoff in the Fifty Thousand Watershed. The comparison between the LSTM and LSTM-MLP models showed that both models had generally similar results, but the MAE, MSE, and RMSE of LSTM-MLP were reduced compared to LSTM, especially in the low-flow part. As the results of LSTM-MLP show an improvement in the low-flow part, it is judged that in the future, in addition to the LSTM-MLP model, various ensemble models such as CNN can be used to build physical models and create sulfur curves in large basins that take a long time to run and unmeasured basins that lack input data.

Stride Length Estimation Using LSTM-Attention (LSTM-Attention을 이용한 보폭 추정)

  • Tae, Min-Woo;Kang, Kyung-Hoon;Choi, Sang-Il
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2022.07a
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    • pp.331-332
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    • 2022
  • 본 논문에서는 3축 가속도와 3축 각속도 센서로 구성된 관성 측정 장치(IMU)와 압력센서가 내장되어있는 스마트 인솔을 착용하여 얻어진 보행 데이터를 통해 보폭을 추정하는 방법을 제안한다. 먼저 압력센서를 활용하여 한 걸음 주기로 나눈 뒤 나누어진 가속도와 각속도 센서 데이터를 LSTM과 Attention 계층을 결합한 딥러닝 모델에 학습하여 보폭 추정을 시행하였다. LSTM-Attention 모델은 기존 LSTM 모델보다 약 1.14%의 성능 향상을 보였다.

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Korean Semantic Role Labeling using Backward LSTM CRF (Backward LSTM CRF를 이용한 한국어 의미역 결정)

  • Bae, Jangseong;Lee, Changki;Lim, Soojong
    • Annual Conference on Human and Language Technology
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    • 2015.10a
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    • pp.194-197
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    • 2015
  • Long Short-term Memory Network(LSTM) 기반 Recurrent Neural Network(RNN)는 순차 데이터를 모델링 할 수 있는 딥 러닝 모델이다. 기존 RNN의 그래디언트 소멸 문제(vanishing gradient problem)를 해결한 LSTM RNN은 멀리 떨어져 있는 이전의 입력 정보를 볼 수 있다는 장점이 있어 음성 인식 및 필기체 인식 등의 분야에서 좋은 성능을 보이고 있다. 또한 LSTM RNN 모델에 의존성(전이 확률)을 추가한 LSTM CRF모델이 자연어처리의 한 분야인 개체명 인식에서 우수한 성능을 보이고 있다. 본 논문에서는 한국어 문장의 지배소가 문장 후위에 나타나는 점에 착안하여 Backward 방식의 LSTM CRF 모델을 제안하고 이를 한국어 의미역 결정에 적용하여 기존 연구보다 더 높은 성능을 얻을 수 있음을 보인다.

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Prediction of Highy Pathogenic Avian Influenza(HPAI) Diffusion Path Using LSTM (LSTM을 활용한 고위험성 조류인플루엔자(HPAI) 확산 경로 예측)

  • Choi, Dae-Woo;Lee, Won-Been;Song, Yu-Han;Kang, Tae-Hun;Han, Ye-Ji
    • The Journal of Bigdata
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    • v.5 no.1
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    • pp.1-9
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    • 2020
  • The study was conducted with funding from the government (Ministry of Agriculture, Food and Rural Affairs) in 2018 with support from the Agricultural, Food, and Rural Affairs Agency, 318069-03-HD040, and in based on artificial intelligence-based HPAI spread analysis and patterning. The model that is actively used in time series and text mining recently is LSTM (Long Short-Term Memory Models) model utilizing deep learning model structure. The LSTM model is a model that emerged to resolve the Long-Term Dependency Problem that occurs during the Backpropagation Through Time (BPTT) process of RNN. LSTM models have resolved the problem of forecasting very well using variable sequence data, and are still widely used.In this paper study, we used the data of the Call Detailed Record (CDR) provided by KT to identify the migration path of people who are expected to be closely related to the virus. Introduce the results of predicting the path of movement by learning the LSTM model using the path of the person concerned. The results of this study could be used to predict the route of HPAI propagation and to select routes or areas to focus on quarantine and to reduce HPAI spread.

Constructing for Korean Traditional culture Corpus and Development of Named Entity Recognition Model using Bi-LSTM-CNN-CRFs (한국 전통문화 말뭉치구축 및 Bi-LSTM-CNN-CRF를 활용한 전통문화 개체명 인식 모델 개발)

  • Kim, GyeongMin;Kim, Kuekyeng;Jo, Jaechoon;Lim, HeuiSeok
    • Journal of the Korea Convergence Society
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    • v.9 no.12
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    • pp.47-52
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    • 2018
  • Named Entity Recognition is a system that extracts entity names such as Persons(PS), Locations(LC), and Organizations(OG) that can have a unique meaning from a document and determines the categories of extracted entity names. Recently, Bi-LSTM-CRF, which is a combination of CRF using the transition probability between output data from LSTM-based Bi-LSTM model considering forward and backward directions of input data, showed excellent performance in the study of object name recognition using deep-learning, and it has a good performance on the efficient embedding vector creation by character and word unit and the model using CNN and LSTM. In this research, we describe the Bi-LSTM-CNN-CRF model that enhances the features of the Korean named entity recognition system and propose a method for constructing the traditional culture corpus. We also present the results of learning the constructed corpus with the feature augmentation model for the recognition of Korean object names.