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

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Stock Prediction Model based on Bidirectional LSTM Recurrent Neural Network (양방향 LSTM 순환신경망 기반 주가예측모델)

  • Joo, Il-Taeck;Choi, Seung-Ho
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.2
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    • pp.204-208
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    • 2018
  • In this paper, we proposed and evaluated the time series deep learning prediction model for learning fluctuation pattern of stock price. Recurrent neural networks, which can store previous information in the hidden layer, are suitable for the stock price prediction model, which is time series data. In order to maintain the long - term dependency by solving the gradient vanish problem in the recurrent neural network, we use LSTM with small memory inside the recurrent neural network. Furthermore, we proposed the stock price prediction model using bidirectional LSTM recurrent neural network in which the hidden layer is added in the reverse direction of the data flow for solving the limitation of the tendency of learning only based on the immediately preceding pattern of the recurrent neural network. In this experiment, we used the Tensorflow to learn the proposed stock price prediction model with stock price and trading volume input. In order to evaluate the performance of the stock price prediction, the mean square root error between the real stock price and the predicted stock price was obtained. As a result, the stock price prediction model using bidirectional LSTM recurrent neural network has improved prediction accuracy compared with unidirectional LSTM recurrent neural network.

On the Establishment of LSTM-based Predictive Maintenance Platform to Secure The Operational Reliability of ICT/Cold-Chain Unmanned Storage

  • Sunwoo Hwang;Youngmin Kim
    • International journal of advanced smart convergence
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    • v.12 no.3
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    • pp.221-232
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    • 2023
  • Recently, due to the expansion of the logistics industry, demand for logistics automation equipment is increasing. The modern logistics industry is a high-tech industry that combines various technologies. In general, as various technologies are grafted, the complexity of the system increases, and the occurrence rate of defects and failures also increases. As such, it is time for a predictive maintenance model specialized for logistics automation equipment. In this paper, in order to secure the operational reliability of the ICT/Cold-Chain Unmanned Storage, a predictive maintenance system was implemented based on the LSTM model. In this paper, a server for data management, such as collection and monitoring, and an analysis server that notifies the monitoring server through data-based failure and defect analysis are separately distinguished. The predictive maintenance platform presented in this paper works by collecting data and receiving data based on RabbitMQ, loading data in an InMemory method using Redis, and managing snapshot data DB in real time. The predictive maintenance platform can contribute to securing reliability by identifying potential failures and defects that may occur in the operation of the ICT/Cold-Chain Unmanned Storage in the future.

Development of a Data-Driven Model for Forecasting Outflow to Establish a Reasonable River Water Management System (합리적인 하천수 관리체계 구축을 위한 자료기반 방류량 예측모형 개발)

  • Yoo, Hyung Ju;Lee, Seung Oh;Choi, Seo Hye;Park, Moon Hyung
    • Journal of Korean Society of Disaster and Security
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    • v.13 no.4
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    • pp.75-92
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    • 2020
  • In most cases of the water balance analysis, the return flow ratio for each water supply was uniformly determined and applied, so it has been contained a problem that the volume of available water would be incorrectly calculated. Therefore, sewage and wastewater among the return water were focused in this study and the data-driven model was developed to forecast the outflow from the sewage treatment plant. The forecasting results of LSTM (Long Short-Term Memory), GRU (Gated Recurrent Units), and SVR (Support Vector Regression) models, which are mainly used for forecasting the time series data in most fields, were compared with the observed data to determine the optimal model parameters for forecasting outflow. As a result of applying the model, the root mean square error (RMSE) of the GRU model was smaller than those of the LSTM and SVR models, and the Nash-Sutcliffe coefficient (NSE) was higher than those of others. Thus, it was judged that the GRU model could be the optimal model for forecasting the outflow in sewage treatment plants. However, the forecasting outflow tends to be underestimated and overestimated in extreme sections. Therefore, the additional data for extreme events and reducing the minimum time unit of input data were necessary to enhance the accuracy of forecasting. If the water use of the target site was reviewed and the additional parameters that could reflect seasonal effects were considered, more accurate outflow could be forecasted to be ready for climate variability in near future. And it is expected to use as fundamental resources for establishing a reasonable river water management system based on the forecasting results.

The Prediction of Cryptocurrency Prices Using eXplainable Artificial Intelligence based on Deep Learning (설명 가능한 인공지능과 CNN을 활용한 암호화폐 가격 등락 예측모형)

  • Taeho Hong;Jonggwan Won;Eunmi Kim;Minsu Kim
    • Journal of Intelligence and Information Systems
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    • v.29 no.2
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    • pp.129-148
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    • 2023
  • Bitcoin is a blockchain technology-based digital currency that has been recognized as a representative cryptocurrency and a financial investment asset. Due to its highly volatile nature, Bitcoin has gained a lot of attention from investors and the public. Based on this popularity, numerous studies have been conducted on price and trend prediction using machine learning and deep learning. This study employed LSTM (Long Short Term Memory) and CNN (Convolutional Neural Networks), which have shown potential for predictive performance in the finance domain, to enhance the classification accuracy in Bitcoin price trend prediction. XAI(eXplainable Artificial Intelligence) techniques were applied to the predictive model to enhance its explainability and interpretability by providing a comprehensive explanation of the model. In the empirical experiment, CNN was applied to technical indicators and Google trend data to build a Bitcoin price trend prediction model, and the CNN model using both technical indicators and Google trend data clearly outperformed the other models using neural networks, SVM, and LSTM. Then SHAP(Shapley Additive exPlanations) was applied to the predictive model to obtain explanations about the output values. Important prediction drivers in input variables were extracted through global interpretation, and the interpretation of the predictive model's decision process for each instance was suggested through local interpretation. The results show that our proposed research framework demonstrates both improved classification accuracy and explainability by using CNN, Google trend data, and SHAP.

Earthquake events classification using convolutional recurrent neural network (합성곱 순환 신경망 구조를 이용한 지진 이벤트 분류 기법)

  • Ku, Bonhwa;Kim, Gwantae;Jang, Su;Ko, Hanseok
    • The Journal of the Acoustical Society of Korea
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    • v.39 no.6
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    • pp.592-599
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    • 2020
  • This paper proposes a Convolutional Recurrent Neural Net (CRNN) structure that can simultaneously reflect both static and dynamic characteristics of seismic waveforms for various earthquake events classification. Addressing various earthquake events, including not only micro-earthquakes and artificial-earthquakes but also macro-earthquakes, requires both effective feature extraction and a classifier that can discriminate seismic waveform under noisy environment. First, we extract the static characteristics of seismic waveform through an attention-based convolution layer. Then, the extracted feature-map is sequentially injected as input to a multi-input single-output Long Short-Term Memory (LSTM) network structure to extract the dynamic characteristic for various seismic event classifications. Subsequently, we perform earthquake events classification through two fully connected layers and softmax function. Representative experimental results using domestic and foreign earthquake database show that the proposed model provides an effective structure for various earthquake events classification.

Predicting the number of disease occurrence using recurrent neural network (순환신경망을 이용한 질병발생건수 예측)

  • Lee, Seunghyeon;Yeo, In-Kwon
    • The Korean Journal of Applied Statistics
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    • v.33 no.5
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    • pp.627-637
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    • 2020
  • In this paper, the 1.24 million elderly patient medical data (HIRA-APS-2014-0053) provided by the Health Insurance Review and Assessment Service and weather data are analyzed with generalized estimating equation (GEE) model and long short term memory (LSTM) based recurrent neural network (RNN) model to predict the number of disease occurrence. To this end, we estimate the patient's residence as the area of the served medical institution, and the local weather data and medical data were merged. The status of disease occurrence is divided into three categories(occurrence of disease of interest, occurrence of other disease, no occurrence) during a week. The probabilities of categories are estimated by the GEE model and the RNN model. The number of cases of categories are predicted by adding the probabilities of categories. The comparison result shows that predictions of RNN model are more accurate than that of GEE model.

American Sign Language Recognition System Using Wearable Sensors with Deep Learning Approach (딥러닝 방식의 웨어러블 센서를 사용한 미국식 수화 인식 시스템)

  • Chong, Teak-Wei;Kim, Beom-Joon
    • The Journal of the Korea institute of electronic communication sciences
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    • v.15 no.2
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    • pp.291-298
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    • 2020
  • Sign language was designed for the deaf and dumb people to allow them to communicate with others and connect to the society. However, sign language is uncommon to the rest of the society. The unresolved communication barrier had eventually isolated deaf and dumb people from the society. Hence, this study focused on design and implementation of a wearable sign language interpreter. 6 inertial measurement unit (IMU) were placed on back of hand palm and each fingertips to capture hand and finger movements and orientations. Total of 28 proposed word-based American Sign Language were collected during the experiment, while 156 features were extracted from the collected data for classification. With the used of the long short-term memory (LSTM) algorithm, this system achieved up to 99.89% of accuracy. The high accuracy system performance indicated that this proposed system has a great potential to serve the deaf and dumb communities and resolve the communication gap.

Polyphonic sound event detection using multi-channel audio features and gated recurrent neural networks (다채널 오디오 특징값 및 게이트형 순환 신경망을 사용한 다성 사운드 이벤트 검출)

  • Ko, Sang-Sun;Cho, Hye-Seung;Kim, Hyoung-Gook
    • The Journal of the Acoustical Society of Korea
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    • v.36 no.4
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    • pp.267-272
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    • 2017
  • In this paper, we propose an effective method of applying multichannel-audio feature values to GRNNs (Gated Recurrent Neural Networks) in polyphonic sound event detection. Real life sounds are often overlapped with each other, so that it is difficult to distinguish them by using a mono-channel audio features. In the proposed method, we tried to improve the performance of polyphonic sound event detection by using multi-channel audio features. In addition, we also tried to improve the performance of polyphonic sound event detection by applying a gated recurrent neural network which is simpler than LSTM (Long Short Term Memory), which shows the highest performance among the current recurrent neural networks. The experimental results show that the proposed method achieves better sound event detection performance than other existing methods.

A Korean speech recognition based on conformer (콘포머 기반 한국어 음성인식)

  • Koo, Myoung-Wan
    • The Journal of the Acoustical Society of Korea
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    • v.40 no.5
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    • pp.488-495
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    • 2021
  • We propose a speech recognition system based on conformer. Conformer is known to be convolution-augmented transformer, which combines transfer model for capturing global information with Convolution Neural Network (CNN) for exploiting local feature effectively. The baseline system is developed to be a transfer-based speech recognition using Long Short-Term Memory (LSTM)-based language model. The proposed system is a system which uses conformer instead of transformer with transformer-based language model. When Electronics and Telecommunications Research Institute (ETRI) speech corpus in AI-Hub is used for our evaluation, the proposed system yields 5.7 % of Character Error Rate (CER) while the baseline system results in 11.8 % of CER. Even though speech corpus is extended into other domain of AI-hub such as NHNdiguest speech corpus, the proposed system makes a robust performance for two domains. Throughout those experiments, we can prove a validation of the proposed system.

Arousal and Valence Classification Model Based on Long Short-Term Memory and DEAP Data for Mental Healthcare Management

  • Choi, Eun Jeong;Kim, Dong Keun
    • Healthcare Informatics Research
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    • v.24 no.4
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    • pp.309-316
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    • 2018
  • Objectives: Both the valence and arousal components of affect are important considerations when managing mental healthcare because they are associated with affective and physiological responses. Research on arousal and valence analysis, which uses images, texts, and physiological signals that employ deep learning, is actively underway; research investigating how to improve the recognition rate is needed. The goal of this research was to design a deep learning framework and model to classify arousal and valence, indicating positive and negative degrees of emotion as high or low. Methods: The proposed arousal and valence classification model to analyze the affective state was tested using data from 40 channels provided by a dataset for emotion analysis using electrocardiography (EEG), physiological, and video signals (the DEAP dataset). Experiments were based on 10 selected featured central and peripheral nervous system data points, using long short-term memory (LSTM) as a deep learning method. Results: The arousal and valence were classified and visualized on a two-dimensional coordinate plane. Profiles were designed depending on the number of hidden layers, nodes, and hyperparameters according to the error rate. The experimental results show an arousal and valence classification model accuracy of 74.65 and 78%, respectively. The proposed model performed better than previous other models. Conclusions: The proposed model appears to be effective in analyzing arousal and valence; specifically, it is expected that affective analysis using physiological signals based on LSTM will be possible without manual feature extraction. In a future study, the classification model will be adopted in mental healthcare management systems.