• Title/Summary/Keyword: LSTM model

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A Time Series-Based Statistical Approach for Trade Turnover Forecasting and Assessing: Evidence from China and Russia

  • DING, Xiao Wei
    • The Journal of Asian Finance, Economics and Business
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    • v.9 no.4
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    • pp.83-92
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    • 2022
  • Due to the uncertainty in the order of the integrated model, the SARIMA-LSTM model, SARIMA-SVR model, LSTM-SARIMA model, and SVR-SARIMA model are constructed respectively to determine the best-combined model for forecasting the China-Russia trade turnover. Meanwhile, the effect of the order of the combined models on the prediction results is analyzed. Using indicators such as MAPE and RMSE, we compare and evaluate the predictive effects of different models. The results show that the SARIMA-LSTM model combines the SARIMA model's short-term forecasting advantage with the LSTM model's long-term forecasting advantage, which has the highest forecast accuracy of all models and can accurately predict the trend of China-Russia trade turnover in the post-epidemic period. Furthermore, the SARIMA - LSTM model has a higher forecast accuracy than the LSTM-ARIMA model. Nevertheless, the SARIMA-SVR model's forecast accuracy is lower than the SVR-SARIMA model's. As a result, the combined models' order has no bearing on the predicting outcomes for the China-Russia trade turnover time series.

Cross-Domain Text Sentiment Classification Method Based on the CNN-BiLSTM-TE Model

  • Zeng, Yuyang;Zhang, Ruirui;Yang, Liang;Song, Sujuan
    • Journal of Information Processing Systems
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    • v.17 no.4
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    • pp.818-833
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    • 2021
  • To address the problems of low precision rate, insufficient feature extraction, and poor contextual ability in existing text sentiment analysis methods, a mixed model account of a CNN-BiLSTM-TE (convolutional neural network, bidirectional long short-term memory, and topic extraction) model was proposed. First, Chinese text data was converted into vectors through the method of transfer learning by Word2Vec. Second, local features were extracted by the CNN model. Then, contextual information was extracted by the BiLSTM neural network and the emotional tendency was obtained using softmax. Finally, topics were extracted by the term frequency-inverse document frequency and K-means. Compared with the CNN, BiLSTM, and gate recurrent unit (GRU) models, the CNN-BiLSTM-TE model's F1-score was higher than other models by 0.0147, 0.006, and 0.0052, respectively. Then compared with CNN-LSTM, LSTM-CNN, and BiLSTM-CNN models, the F1-score was higher by 0.0071, 0.0038, and 0.0049, respectively. Experimental results showed that the CNN-BiLSTM-TE model can effectively improve various indicators in application. Lastly, performed scalability verification through a takeaway dataset, which has great value in practical applications.

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.

Time Series Crime Prediction Using a Federated Machine Learning Model

  • Salam, Mustafa Abdul;Taha, Sanaa;Ramadan, Mohamed
    • International Journal of Computer Science & Network Security
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    • v.22 no.4
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    • pp.119-130
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    • 2022
  • Crime is a common social problem that affects the quality of life. As the number of crimes increases, it is necessary to build a model to predict the number of crimes that may occur in a given period, identify the characteristics of a person who may commit a particular crime, and identify places where a particular crime may occur. Data privacy is the main challenge that organizations face when building this type of predictive models. Federated learning (FL) is a promising approach that overcomes data security and privacy challenges, as it enables organizations to build a machine learning model based on distributed datasets without sharing raw data or violating data privacy. In this paper, a federated long short- term memory (LSTM) model is proposed and compared with a traditional LSTM model. Proposed model is developed using TensorFlow Federated (TFF) and the Keras API to predict the number of crimes. The proposed model is applied on the Boston crime dataset. The proposed model's parameters are fine tuned to obtain minimum loss and maximum accuracy. The proposed federated LSTM model is compared with the traditional LSTM model and found that the federated LSTM model achieved lower loss, better accuracy, and higher training time than the traditional LSTM model.

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.

Estimation of Optimal Training Period for the Deep-Learning LSTM Model to Forecast CMIP5-based Streamflow (CMIP5 기반 하천유량 예측을 위한 딥러닝 LSTM 모형의 최적 학습기간 산정)

  • Chun, Beom-Seok;Lee, Tae-Hwa;Kim, Sang-Woo;Lim, Kyoung-Jae;Jung, Young-Hun;Do, Jong-Won;Shin, Yong-Chul
    • Journal of The Korean Society of Agricultural Engineers
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    • v.64 no.1
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    • pp.39-50
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    • 2022
  • In this study, we suggested the optimal training period for predicting the streamflow using the LSTM (Long Short-Term Memory) model based on the deep learning and CMIP5 (The fifth phase of the Couple Model Intercomparison Project) future climate scenarios. To validate the model performance of LSTM, the Jinan-gun (Seongsan-ri) site was selected in this study. We comfirmed that the LSTM-based streamflow was highly comparable to the measurements during the calibration (2000 to 2002/2014 to 2015) and validation (2003 to 2005/2016 to 2017) periods. Additionally, we compared the LSTM-based streamflow to the SWAT-based output during the calibration (2000~2015) and validation (2016~2019) periods. The results supported that the LSTM model also performed well in simulating streamflow during the long-term period, although small uncertainties exist. Then the SWAT-based daily streamflow was forecasted using the CMIP5 climate scenario forcing data in 2011~2100. We tested and determined the optimal training period for the LSTM model by comparing the LSTM-/SWAT-based streamflow with various scenarios. Note that the SWAT-based streamflow values were assumed as the observation because of no measurements in future (2011~2100). Our results showed that the LSTM-based streamflow was similar to the SWAT-based streamflow when the training data over the 30 years were used. These findings indicated that training periods more than 30 years were required to obtain LSTM-based reliable streamflow forecasts using climate change scenarios.

Development of Surface Weather Forecast Model by using LSTM Machine Learning Method (기계학습의 LSTM을 적용한 지상 기상변수 예측모델 개발)

  • Hong, Sungjae;Kim, Jae Hwan;Choi, Dae Sung;Baek, Kanghyun
    • Atmosphere
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    • v.31 no.1
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    • pp.73-83
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    • 2021
  • Numerical weather prediction (NWP) models play an essential role in predicting weather factors, but using them is challenging due to various factors. To overcome the difficulties of NWP models, deep learning models have been deployed in weather forecasting by several recent studies. This study adapts long short-term memory (LSTM), which demonstrates remarkable performance in time-series prediction. The combination of LSTM model input of meteorological features and activation functions have a significant impact on the performance therefore, the results from 5 combinations of input features and 4 activation functions are analyzed in 9 Automated Surface Observing System (ASOS) stations corresponding to cities/islands/mountains. The optimized LSTM model produces better performance within eight forecast hours than Local Data Assimilation and Prediction System (LDAPS) operated by Korean meteorological administration. Therefore, this study illustrates that this LSTM model can be usefully applied to very short-term weather forecasting, and further studies about CNN-LSTM model with 2-D spatial convolution neural network (CNN) coupled in LSTM are required for improvement.

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.

Time Series Classification of Cryptocurrency Price Trend Based on a Recurrent LSTM Neural Network

  • Kwon, Do-Hyung;Kim, Ju-Bong;Heo, Ju-Sung;Kim, Chan-Myung;Han, Youn-Hee
    • Journal of Information Processing Systems
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    • v.15 no.3
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    • pp.694-706
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    • 2019
  • In this study, we applied the long short-term memory (LSTM) model to classify the cryptocurrency price time series. We collected historic cryptocurrency price time series data and preprocessed them in order to make them clean for use as train and target data. After such preprocessing, the price time series data were systematically encoded into the three-dimensional price tensor representing the past price changes of cryptocurrencies. We also presented our LSTM model structure as well as how to use such price tensor as input data of the LSTM model. In particular, a grid search-based k-fold cross-validation technique was applied to find the most suitable LSTM model parameters. Lastly, through the comparison of the f1-score values, our study showed that the LSTM model outperforms the gradient boosting model, a general machine learning model known to have relatively good prediction performance, for the time series classification of the cryptocurrency price trend. With the LSTM model, we got a performance improvement of about 7% compared to using the GB model.

Performance Evaluation of Concrete Drying Shrinkage Prediction Using DNN and LSTM (DNN과 LSTM을 활용한 콘크리트의 건조수축량 예측성능 평가)

  • Han, Jun-Hui;Lim, Gun-Su;Lee, Hyeon-Jik;Park, Jae-Woong;Kim, Jong;Han, Min-Cheol
    • Proceedings of the Korean Institute of Building Construction Conference
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    • 2023.05a
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    • pp.179-180
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    • 2023
  • In this study, the performance of the prediction model was compared and analyzed using DNN and LSTM learning models to predict the amount of dry shrinkage of the concrete. As a result of the analysis, DNN model had a high error rate of about 51%, indicating overfitting to the training data. But, the LSTM learning model showed a relatively higher accuracy with an error rate of 12% compared to the DNN model. Also, the Pre_LSTM model which preprocess data, showed the performance with an error rate of 9% and a coefficient of determination of 0.887 in the LSTM learning model.

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