• Communications for Statistical Applications and Methods
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• v.31 no.2
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• pp.213-234
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• 2024

In recent decades, increasing research attention has been directed toward predicting the price of stocks in financial markets using deep learning methods. For instance, recurrent neural network (RNN) is known to be competitive for datasets with time-series data. Long short term memory (LSTM) further improves RNN by providing an alternative approach to the gradient loss problem. LSTM has its own advantage in predictive accuracy by retaining memory for a longer time. In this paper, we combine both supervised and unsupervised dimension reduction methods with LSTM to enhance the forecasting performance and refer to this as a dimension reduction based LSTM (DR-LSTM) approach. For a supervised dimension reduction method, we use methods such as sliced inverse regression (SIR), sparse SIR, and kernel SIR. Furthermore, principal component analysis (PCA), sparse PCA, and kernel PCA are used as unsupervised dimension reduction methods. Using datasets of real stock market index (S&P 500, STOXX Europe 600, and KOSPI), we present a comparative study on predictive accuracy between six DR-LSTM methods and time series modeling.

• 한국어정보학회:학술대회논문집
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• 2016.10a
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• pp.141-146
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• 2016

대화 시스템에서 사용자가 나타내는 발화에 내재된 감정을 분류하는 것은, 시스템이 적절한 응답과 서비스를 제공하는데 있어 매우 중요하다. 본 연구에서는 대화 내 감정 분류를 하는데 있어 직접적, 간접적으로 드러나는 감정 자질을 자동으로 학습하고 감정이 지속되는 대화 문맥을 효과적으로 반영하기 위해 CNN-LSTM 방식의 딥 뉴럴 네트워크 구조를 제안한다. 그리고 대량의 구어체 코퍼스를 이용한 사전 학습으로 데이터 부족 문제를 완화하였다. 실험 결과 제안하는 방법이 기존의 SVM이나, 단순한 RNN, CNN 네트워크 구조에 비해 전반전인 성능 향상을 보였고, 특히 감정이 있는 경우 더 잘 분류하는 것을 확인할 수 있었다.

• Annual Conference on Human and Language Technology
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• 2016.10a
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• pp.141-146
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• 2016

대화 시스템에서 사용자가 나타내는 발화에 내재된 감정을 분류하는 것은, 시스템이 적절한 응답과 서비스를 제공하는데 있어 매우 중요하다. 본 연구에서는 대화 내 감정 분류를 하는데 있어 직접적, 간접적으로 드러나는 감정 자질을 자동으로 학습하고 감정이 지속되는 대화 문맥을 효과적으로 반영하기 위해 CNN-LSTM 방식의 딥 뉴럴 네트워크 구조를 제안한다. 그리고 대량의 구어체 코퍼스를 이용한 사전 학습으로 데이터 부족 문제를 완화하였다. 실험 결과 제안하는 방법이 기존의 SVM이나, 단순한 RNN, CNN 네트워크 구조에 비해 전반전인 성능 향상을 보였고, 특히 감정이 있는 경우 더 잘 분류하는 것을 확인할 수 있었다.

• International Journal of Internet, Broadcasting and Communication
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• v.13 no.2
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• pp.173-178
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• 2021

In this paper, we find a suitable methodology for Korean Sentiment Analysis through a comparative experiment in which methods of embedding and natural network models are learned at the highest accuracy and fastest speed. The embedding method compares word embeddeding and Word2Vec. The model compares and experiments representative neural network models CNN, RNN, LSTM, GRU, Bi-LSTM and Bi-GRU with IKEA review data. Experiments show that Word2Vec and BiGRU had the highest accuracy and second fastest speed with 94.23% accuracy and 42.30 seconds speed. Word2Vec and GRU were found to have the third highest accuracy and fastest speed with 92.53% accuracy and 26.75 seconds speed.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2017.11a
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• pp.50-53
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• 2017

Not only growth of importance to understanding economic trends, but also the prediction to overcome the uncertainty is coming up for long-term maritime recession. This paper discussed about the prediction of BDI with artificial neural networks (ANN). ANN is one of emerging applications that can be the finest solution to the knotty problems that may not easy to achieve by humankind. Proposed a prediction by implementing neural networks that have recurrent architecture which are a Recurrent Neural Network (RNN) and Long Short-Term Memory (LSTM). And for the reason of comparison, trained Multi Layer Perceptron (MLP) from 2009.04.01 to 2017.07.31. Also made a comparison with conventional statistics, prediction tools; ARIMA. As a result, recurrent net, especially RNN outperformed and also could discover the applicability of LSTM to specific time-series (BDI).

• Journal of Advanced Navigation Technology
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• v.22 no.3
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• pp.233-239
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• 2018

Since solar power generation is intermittent depending on weather conditions, it is necessary to predict the accurate generation amount of solar power to improve the efficiency and economical efficiency of solar power generation. This study proposes a short - term deep learning prediction model of solar power generation using meteorological data from Mokpo meteorological agency and generation data of Yeongam solar power plant. The meteorological agency forecasts weather factors such as temperature, precipitation, wind direction, wind speed, humidity, and cloudiness for three days. However, sunshine and solar radiation, the most important meteorological factors for forecasting solar power generation, are not predicted. The proposed model predicts solar radiation and solar radiation using forecast meteorological factors. The power generation was also forecasted by adding the forecasted solar and solar factors to the meteorological factors. The forecasted power generation of the proposed model is that the average RMSE and MAE of DNN are 0.177 and 0.095, and RNN is 0.116 and 0.067. Also, LSTM is the best result of 0.100 and 0.054. It is expected that this study will lead to better prediction results by combining various input.

• 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.

• KIPS Transactions on Software and Data Engineering
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• v.11 no.5
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• pp.197-202
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• 2022

IoT (Internet of Things) devices are being attacked by malware due to many security vulnerabilities, such as the use of weak IDs/passwords and unauthenticated firmware updates. However, due to the diversity of CPU architectures, it is difficult to set up a malware analysis environment and design features. In this paper, we design time series features using the byte sequence of executable files to represent independent features of CPU architectures, and analyze them using recurrent neural networks. The proposed feature is a fixed-length time series pattern extracted from the byte sequence by calculating partial entropy and applying linear interpolation. Temporary changes in the extracted feature are analyzed by RNN and LSTM. In the experiment, the IoT malware detection showed high performance, while low performance was analyzed in the malware family classification. When the entropy patterns for each malware family were compared visually, the Tsunami and Gafgyt families showed similar patterns, resulting in low performance. LSTM is more suitable than RNN for learning temporal changes in the proposed malware features.

• Journal of the Korea Society of Computer and Information
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• v.26 no.5
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• pp.39-46
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• 2021

AI is deeply applied to various algorithms that assists us, not only daily technologies like translator and Face ID, but also contributing to innumerable fields in industry, due to its dominance. In this research, we provide convenience through AI categorization, extracting the only data that users need, with objective classification, rather than verifying all data to find from the internet, where exists an immense number of contents. In this research, we propose a model using LSTM(Long-Short Term Memory Network), which stands out from text classification, and compare its performance with models of RNN(Recurrent Neural Network) and BiLSTM(Bidirectional LSTM), which is suitable structure for natural language processing. The performance of the three models is compared using measurements of accuracy, precision, and recall. As a result, the LSTM model appears to have the best performance. Therefore, in this research, text classification using LSTM is recommended.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.43 no.3
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• pp.1-9
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• 2020

Interest rate spreads indicate the conditions of the economy and serve as an indicator of the recession. The purpose of this study is to predict Korea's interest rate spreads using US data with long-term continuity. To this end, 27 US economic data were used, and the entire data was reduced to 5 dimensions through principal component analysis to build a dataset necessary for prediction. In the prediction model of this study, three RNN models (BasicRNN, LSTM, and GRU) predict the US interest rate spread and use the predicted results in the SVR ensemble model to predict the Korean interest rate spread. The SVR ensemble model predicted Korea's interest rate spread as RMSE 0.0658, which showed more accurate predictive power than the general ensemble model predicted as RMSE 0.0905, and showed excellent performance in terms of tendency to respond to fluctuations. In addition, improved prediction performance was confirmed through period division according to policy changes. This study presented a new way to predict interest rates and yielded better results. We predict that if you use refined data that represents the global economic situation through follow-up studies, you will be able to show higher interest rate predictions and predict economic conditions in Korea as well as other countries.