• Title/Summary/Keyword: LSTM 알고리즘

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Cryptocurrency automatic trading research by using facebook deep learning algorithm (페이스북 딥러닝 알고리즘을 이용한 암호화폐 자동 매매 연구)

  • Hong, Sunghyuck
    • Journal of Digital Convergence
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    • v.19 no.11
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    • pp.359-364
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    • 2021
  • Recently, research on predictive systems using deep learning and machine learning of artificial intelligence is being actively conducted. Due to the development of artificial intelligence, the role of the investment manager is being replaced by artificial intelligence, and due to the higher rate of return than the investment manager, algorithmic trading using artificial intelligence is becoming more common. Algorithmic trading excludes human emotions and trades mechanically according to conditions, so it comes out higher than human trading yields when approached in the long term. The deep learning technique of artificial intelligence learns past time series data and predicts the future, so it learns like a human and can respond to changing strategies. In particular, the LSTM technique is used to predict the future by increasing the weight of recent data by remembering or forgetting part of past data. fbprophet, an artificial intelligence algorithm recently developed by Facebook, boasts high prediction accuracy and is used to predict stock prices and cryptocurrency prices. Therefore, this study intends to establish a sound investment culture by providing a new algorithm for automatic cryptocurrency trading by analyzing the actual value and difference using fbprophet and presenting conditions for accurate prediction.

A Study on Performance Analysis of MRC Algorithm Using SQuAD (SQuAD를 활용한 MRC 알고리즘 성능 분석 연구)

  • Lim, Jong-Hyuk
    • Proceedings of the Korea Information Processing Society Conference
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    • 2018.05a
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    • pp.431-432
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    • 2018
  • MRC(기계독해)는 Passage, Question, Answel 로 이루어진 Dataset 으로 학습된 모델을 사용하여 요청한 Question 의 Answer 를 같이 주어진 Passage 내에서 찾아내는 것을 목적으로 한다. 최근 MRC 시스템의 성능 측정 지표로 활용되는 SQuAD Dataset 을 활용하여 RNN 의 한 분류인 match-LSTM과 R-NET 알고리즘의 성능을 비교 분석하고자 한다.

Proposal of a Step-by-Step Optimized Campus Power Forecast Model using CNN-LSTM Deep Learning (CNN-LSTM 딥러닝 기반 캠퍼스 전력 예측 모델 최적화 단계 제시)

  • Kim, Yein;Lee, Seeun;Kwon, Youngsung
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.10
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    • pp.8-15
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    • 2020
  • A forecasting method using deep learning does not have consistent results due to the differences in the characteristics of the dataset, even though they have the same forecasting models and parameters. For example, the forecasting model X optimized with dataset A would not produce the optimized result with another dataset B. The forecasting model with the characteristics of the dataset needs to be optimized to increase the accuracy of the forecasting model. Therefore, this paper proposes novel optimization steps for outlier removal, dataset classification, and a CNN-LSTM-based hyperparameter tuning process to forecast the daily power usage of a university campus based on the hourly interval. The proposing model produces high forecasting accuracy with a 2% of MAPE with a single power input variable. The proposing model can be used in EMS to suggest improved strategies to users and consequently to improve the power efficiency.

Role of unstructured data on water surface elevation prediction with LSTM: case study on Jamsu Bridge, Korea (LSTM 기법을 활용한 수위 예측 알고리즘 개발 시 비정형자료의 역할에 관한 연구: 잠수교 사례)

  • Lee, Seung Yeon;Yoo, Hyung Ju;Lee, Seung Oh
    • Journal of Korea Water Resources Association
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    • v.54 no.spc1
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    • pp.1195-1204
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    • 2021
  • Recently, local torrential rain have become more frequent and severe due to abnormal climate conditions, causing a surge in human and properties damage including infrastructures along the river. In this study, water surface elevation prediction algorithm was developed using the LSTM (Long Short-term Memory) technique specialized for time series data among Machine Learning to estimate and prevent flooding of the facilities. The study area is Jamsu Bridge, the study period is 6 years (2015~2020) of June, July and August and the water surface elevation of the Jamsu Bridge after 3 hours was predicted. Input data set is composed of the water surface elevation of Jamsu Bridge (EL.m), the amount of discharge from Paldang Dam (m3/s), the tide level of Ganghwa Bridge (cm) and the number of tweets in Seoul. Complementary data were constructed by using not only structured data mainly used in precedent research but also unstructured data constructed through wordcloud, and the role of unstructured data was presented through comparison and analysis of whether or not unstructured data was used. When predicting the water surface elevation of the Jamsu Bridge, the accuracy of prediction was improved and realized that complementary data could be conservative alerts to reduce casualties. In this study, it was concluded that the use of complementary data was relatively effective in providing the user's safety and convenience of riverside infrastructure. In the future, more accurate water surface elevation prediction would be expected through the addition of types of unstructured data or detailed pre-processing of input data.

Study on Fault Detection of a Gas Pressure Regulator Based on Machine Learning Algorithms

  • Seo, Chan-Yang;Suh, Young-Joo;Kim, Dong-Ju
    • Journal of the Korea Society of Computer and Information
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    • v.25 no.4
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    • pp.19-27
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    • 2020
  • In this paper, we propose a machine learning method for diagnosing the failure of a gas pressure regulator. Originally, when implementing a machine learning model for detecting abnormal operation of a facility, it is common to install sensors to collect data. However, failure of a gas pressure regulator can lead to fatal safety problems, so that installing an additional sensor on a gas pressure regulator is not simple. In this paper, we propose various machine learning approach for diagnosing the abnormal operation of a gas pressure regulator with only the flow rate and gas pressure data collected from a gas pressure regulator itself. Since the fault data of a gas pressure regulator is not enough, the model is trained in all classes by applying the over-sampling method. The classification model was implemented using Gradient boosting, 1D Convolutional Neural Networks, and LSTM algorithm, and gradient boosting model showed the best performance among classification models with 99.975% accuracy.

Compound Noun Decomposition by using Syllable-based Embedding and Deep Learning (음절 단위 임베딩과 딥러닝 기법을 이용한 복합명사 분해)

  • Lee, Hyun Young;Kang, Seung Shik
    • Smart Media Journal
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    • v.8 no.2
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    • pp.74-79
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    • 2019
  • Traditional compound noun decomposition algorithms often face challenges of decomposing compound nouns into separated nouns when unregistered unit noun is included. It is very difficult for those traditional approach to handle such issues because it is impossible to register all existing unit nouns into the dictionary such as proper nouns, coined words, and foreign words in advance. In this paper, in order to solve this problem, compound noun decomposition problem is defined as tag sequence labeling problem and compound noun decomposition method to use syllable unit embedding and deep learning technique is proposed. To recognize unregistered unit nouns without constructing unit noun dictionary, compound nouns are decomposed into unit nouns by using LSTM and linear-chain CRF expressing each syllable that constitutes a compound noun in the continuous vector space.

Attention-LSTM based Lane Change Possibility Decision Algorithm for Urban Autonomous Driving (도심 자율주행을 위한 어텐션-장단기 기억 신경망 기반 차선 변경 가능성 판단 알고리즘 개발)

  • Lee, Heeseong;Yi, Kyongsu
    • Journal of Auto-vehicle Safety Association
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    • v.14 no.3
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    • pp.65-70
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    • 2022
  • Lane change in urban environments is a challenge for both human-driving and automated driving due to their complexity and non-linearity. With the recent development of deep-learning, the use of the RNN network, which uses time series data, has become the mainstream in this field. Many researches using RNN show high accuracy in highway environments, but still do not for urban environments where the surrounding situation is complex and rapidly changing. Therefore, this paper proposes a lane change possibility decision network by adopting Attention layer, which is an SOTA in the field of seq2seq. By weighting each time step within a given time horizon, the context of the road situation is more human-like. A total 7D vectors of x, y distances and longitudinal relative speed of side front and rear vehicles, and longitudinal speed of ego vehicle were used as input. A total 5,614 expert data of 4,098 yield cases and 1,516 non-yield cases were used for training, and the performance of this network was tested through 1,817 data. Our network achieves 99.641% of test accuracy, which is about 4% higher than a network using only LSTM in an urban environment. Furthermore, it shows robust behavior to false-positive or true-negative objects.

Malware API Classification Technology Using LSTM Deep Learning Algorithm (LSTM 딥러닝 알고리즘을 활용한 악성코드 API 분류 기술 연구)

  • Kim, Jinha;Park, Wonhyung
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2022.05a
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    • pp.259-261
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    • 2022
  • Recently, malicious code is not a single technique, but several techniques are combined and merged, and only important parts are extracted. As new malicious codes are created and transformed, attack patterns are gradually diversified and attack targets are also diversifying. In particular, the number of damage cases caused by malicious actions in corporate security is increasing over time. However, even if attackers combine several malicious codes, the APIs for each type of malicious code are repeatedly used and there is a high possibility that the patterns and names of the APIs are similar. For this reason, this paper proposes a classification technique that finds patterns of APIs frequently used in malicious code, calculates the meaning and similarity of APIs, and determines the level of risk.

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LSTM-based Fine Dust Concentration Prediction using Meteorogical factors and Air Pollution factors (기상 인자와 대기오염 인자를 활용한 LSTM 기반의 미세먼지 농도 예측)

  • Yoo, Jihoon;Shin, Dongil;Shin, Dongkyoo
    • Proceedings of the Korea Information Processing Society Conference
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    • 2020.05a
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    • pp.508-511
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    • 2020
  • 미세먼지(PM10, PM2.5)는 배출가스 증가와 함께 빠르게 악화되어 왔으며, 다양한 화학성분 뿐만 아니라 금속 성분이 포함되어 있어 인체에 큰 유해성을 발생한다. 이에 정부는 미세먼지 저감 정책 및 법률을 통해 개선하고자 했지만, 2013년부터 그 효력을 잃기 시작하였다. 이에 본 연구에서는 미세먼지 저감 정책 및 법률을 수립하는데 있어 가장 중요한 요소인 미세먼지 농도를 예측하는 연구를 진행한다. 이전 연구들에서 미세먼지 영향 요소들이 시계열 기반의 데이터(기상인자와 대기오염 인자)인 것을 확인하였기에, 시계열 데이터에 좋은 성능을 보이는 LSTM 알고리즘을 사용하여 학습 후, 서울시 '구별' '시간단위' 미세먼지 농도 예측에 대한 예측 오차(RMSE, MAE) 성능을 비교하였다. 실험 결과 PM10의 경우 (7.2, 4.78), PM2.5의 경우 (4.7, 3.2)의 예측 오차를 보였으며, 금천구의 경우 PM10이 (5.3, 3.71), PM2.5에서 (3.5, 2.5)로 가장 좋은 성능을 보였다.

Design of Ballistic Calculation Model for Improving Accuracy of Naval Gun Firing based on Deep Learning

  • Oh, Moon-Tak
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.12
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    • pp.11-18
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    • 2021
  • This paper shows the applicability of deep learning algorithm in predicting target position and getting correction value of impact point in order to improve the accuracy of naval gun firing. Predicting target position, the proposed model using LSTM model and RN structure is expected to be more accurate than existing method using kalman filter. Getting correction value of impact point, the another proposed model suggests a reinforcement model that manages factors which is related in ballistic calculation as data set, and learns using the data set. The model is expected to reduce error of naval gun firing. Combining two models, a ballistic calculation model for improving accuracy of naval gun firing based on deep learning algorithm was designed.