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

Search Result 495, Processing Time 0.027 seconds

A Baltic Dry Index Prediction using Deep Learning Models

  • Bae, Sung-Hoon;Lee, Gunwoo;Park, Keun-Sik
    • Journal of Korea Trade
    • /
    • v.25 no.4
    • /
    • pp.17-36
    • /
    • 2021
  • Purpose - This study provides useful information to stakeholders by forecasting the tramp shipping market, which is a completely competitive market and has a huge fluctuation in freight rates due to low barriers to entry. Moreover, this study provides the most effective parameters for Baltic Dry Index (BDI) prediction and an optimal model by analyzing and comparing deep learning models such as the artificial neural network (ANN), recurrent neural network (RNN), and long short-term memory (LSTM). Design/methodology - This study uses various data models based on big data. The deep learning models considered are specialized for time series models. This study includes three perspectives to verify useful models in time series data by comparing prediction accuracy according to the selection of external variables and comparison between models. Findings - The BDI research reflecting the latest trends since 2015, using weekly data from 1995 to 2019 (25 years), is employed in this study. Additionally, we tried finding the best combination of BDI forecasts through the input of external factors such as supply, demand, raw materials, and economic aspects. Moreover, the combination of various unpredictable external variables and the fundamentals of supply and demand have sought to increase BDI prediction accuracy. Originality/value - Unlike previous studies, BDI forecasts reflect the latest stabilizing trends since 2015. Additionally, we look at the variation of the model's predictive accuracy according to the input of statistically validated variables. Moreover, we want to find the optimal model that minimizes the error value according to the parameter adjustment in the ANN model. Thus, this study helps future shipping stakeholders make decisions through BDI forecasts.

Development of a Stochastic Snow Depth Prediction Model Using a Bayesian Deep Learning Method (베이지안 딥러닝 기법을 이용한 확률적 적설심 예측 모델 개발)

  • Jeong, Youngjoon;Lee, Sang-ik;Lee, Jonghyuk;Seo, Byunghun;Kim, Dongsu;Seo, Yejin;Choi, Won
    • Journal of The Korean Society of Agricultural Engineers
    • /
    • v.64 no.6
    • /
    • pp.35-41
    • /
    • 2022
  • Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.

Power Quality Disturbances Detection and Classification using Fast Fourier Transform and Deep Neural Network (고속 푸리에 변환 및 심층 신경망을 사용한 전력 품질 외란 감지 및 분류)

  • Senfeng Cen;Chang-Gyoon Lim
    • The Journal of the Korea institute of electronic communication sciences
    • /
    • v.18 no.1
    • /
    • pp.115-126
    • /
    • 2023
  • Due to the fluctuating random and periodical nature of renewable energy generation power quality disturbances occurred more frequently in power generation transformation transmission and distribution. Various power quality disturbances may lead to equipment damage or even power outages. Therefore it is essential to detect and classify different power quality disturbances in real time automatically. The traditional PQD identification method consists of three steps: feature extraction feature selection and classification. However, the handcrafted features are imprecise in the feature selection stage, resulting in low classification accuracy. This paper proposes a deep neural architecture based on Convolution Neural Network and Long Short Term Memory combining the time and frequency domain features to recognize 16 types of Power Quality signals. The frequency-domain data were obtained from the Fast Fourier Transform which could efficiently extract the frequency-domain features. The performance in synthetic data and real 6kV power system data indicate that our proposed method generalizes well compared with other deep learning methods.

Mapping the Potential Distribution of Raccoon Dog Habitats: Spatial Statistics and Optimized Deep Learning Approaches

  • Liadira Kusuma Widya;Fatemah Rezaie;Saro Lee
    • Proceedings of the National Institute of Ecology of the Republic of Korea
    • /
    • v.4 no.4
    • /
    • pp.159-176
    • /
    • 2023
  • The conservation of the raccoon dog (Nyctereutes procyonoides) in South Korea requires the protection and preservation of natural habitats while additionally ensuring coexistence with human activities. Applying habitat map modeling techniques provides information regarding the distributional patterns of raccoon dogs and assists in the development of future conservation strategies. The purpose of this study is to generate potential habitat distribution maps for the raccoon dog in South Korea using geospatial technology-based models. These models include the frequency ratio (FR) as a bivariate statistical approach, the group method of data handling (GMDH) as a machine learning algorithm, and convolutional neural network (CNN) and long short-term memory (LSTM) as deep learning algorithms. Moreover, the imperialist competitive algorithm (ICA) is used to fine-tune the hyperparameters of the machine learning and deep learning models. Moreover, there are 14 habitat characteristics used for developing the models: elevation, slope, valley depth, topographic wetness index, terrain roughness index, slope height, surface area, slope length and steepness factor (LS factor), normalized difference vegetation index, normalized difference water index, distance to drainage, distance to roads, drainage density, and morphometric features. The accuracy of prediction is evaluated using the area under the receiver operating characteristic curve. The results indicate comparable performances of all models. However, the CNN demonstrates superior capacity for prediction, achieving accuracies of 76.3% and 75.7% for the training and validation processes, respectively. The maps of potential habitat distribution are generated for five different levels of potentiality: very low, low, moderate, high, and very high.

A Study on Trend Using Time Series Data (시계열 데이터 활용에 관한 동향 연구)

  • Shin-Hyeong Choi
    • Advanced Industrial SCIence
    • /
    • v.3 no.1
    • /
    • pp.17-22
    • /
    • 2024
  • History, which began with the emergence of mankind, has a means of recording. Today, we can check the past through data. Generated data may only be generated and stored at a certain moment, but it is not only continuously generated over a certain time interval from the past to the present, but also occurs in the future, so making predictions using it is an important task. In order to find out trends in the use of time series data among numerous data, this paper analyzes the concept of time series data, analyzes Recurrent Neural Network and Long-Short Term Memory, which are mainly used for time series data analysis in the machine learning field, and analyzes the use of these models. Through case studies, it was confirmed that it is being used in various fields such as medical diagnosis, stock price analysis, and climate prediction, and is showing high predictive results. Based on this, we will explore ways to utilize it in the future.

Abnormal Water Temperature Prediction Model Near the Korean Peninsula Using LSTM (LSTM을 이용한 한반도 근해 이상수온 예측모델)

  • Choi, Hey Min;Kim, Min-Kyu;Yang, Hyun
    • Korean Journal of Remote Sensing
    • /
    • v.38 no.3
    • /
    • pp.265-282
    • /
    • 2022
  • Sea surface temperature (SST) is a factor that greatly influences ocean circulation and ecosystems in the Earth system. As global warming causes changes in the SST near the Korean Peninsula, abnormal water temperature phenomena (high water temperature, low water temperature) occurs, causing continuous damage to the marine ecosystem and the fishery industry. Therefore, this study proposes a methodology to predict the SST near the Korean Peninsula and prevent damage by predicting abnormal water temperature phenomena. The study area was set near the Korean Peninsula, and ERA5 data from the European Center for Medium-Range Weather Forecasts (ECMWF) was used to utilize SST data at the same time period. As a research method, Long Short-Term Memory (LSTM) algorithm specialized for time series data prediction among deep learning models was used in consideration of the time series characteristics of SST data. The prediction model predicts the SST near the Korean Peninsula after 1- to 7-days and predicts the high water temperature or low water temperature phenomenon. To evaluate the accuracy of SST prediction, Coefficient of determination (R2), Root Mean Squared Error (RMSE), and Mean Absolute Percentage Error (MAPE) indicators were used. The summer (JAS) 1-day prediction result of the prediction model, R2=0.996, RMSE=0.119℃, MAPE=0.352% and the winter (JFM) 1-day prediction result is R2=0.999, RMSE=0.063℃, MAPE=0.646%. Using the predicted SST, the accuracy of abnormal sea surface temperature prediction was evaluated with an F1 Score (F1 Score=0.98 for high water temperature prediction in summer (2021/08/05), F1 Score=1.0 for low water temperature prediction in winter (2021/02/19)). As the prediction period increased, the prediction model showed a tendency to underestimate the SST, which also reduced the accuracy of the abnormal water temperature prediction. Therefore, it is judged that it is necessary to analyze the cause of underestimation of the predictive model in the future and study to improve the prediction accuracy.

Activity recognition of stroke-affected people using wearable sensor

  • Anusha David;Rajavel Ramadoss;Amutha Ramachandran;Shoba Sivapatham
    • ETRI Journal
    • /
    • v.45 no.6
    • /
    • pp.1079-1089
    • /
    • 2023
  • Stroke is one of the leading causes of long-term disability worldwide, placing huge burdens on individuals and society. Further, automatic human activity recognition is a challenging task that is vital to the future of healthcare and physical therapy. Using a baseline long short-term memory recurrent neural network, this study provides a novel dataset of stretching, upward stretching, flinging motions, hand-to-mouth movements, swiping gestures, and pouring motions for improved model training and testing of stroke-affected patients. A MATLAB application is used to output textual and audible prediction results. A wearable sensor with a triaxial accelerometer is used to collect preprocessed real-time data. The model is trained with features extracted from the actual patient to recognize new actions, and the recognition accuracy provided by multiple datasets is compared based on the same baseline model. When training and testing using the new dataset, the baseline model shows recognition accuracy that is 11% higher than the Activity Daily Living dataset, 22% higher than the Activity Recognition Single Chest-Mounted Accelerometer dataset, and 10% higher than another real-world dataset.

Comparison and analysis of prediction performance of fine particulate matter(PM2.5) based on deep learning algorithm (딥러닝 알고리즘 기반의 초미세먼지(PM2.5) 예측 성능 비교 분석)

  • Kim, Younghee;Chang, Kwanjong
    • Journal of Convergence for Information Technology
    • /
    • v.11 no.3
    • /
    • pp.7-13
    • /
    • 2021
  • This study develops an artificial intelligence prediction system for Fine particulate Matter(PM2.5) based on the deep learning algorithm GAN model. The experimental data are closely related to the changes in temperature, humidity, wind speed, and atmospheric pressure generated by the time series axis and the concentration of air pollutants such as SO2, CO, O3, NO2, and PM10. Due to the characteristics of the data, since the concentration at the current time is affected by the concentration at the previous time, a predictive model for recursive supervised learning was applied. For comparative analysis of the accuracy of the existing models, CNN and LSTM, the difference between observation value and prediction value was analyzed and visualized. As a result of performance analysis, it was confirmed that the proposed GAN improved to 15.8%, 10.9%, and 5.5% in the evaluation items RMSE, MAPE, and IOA compared to LSTM, respectively.

Deep Learning-Based Vehicle Anomaly Detection by Combining Vehicle Sensor Data (차량 센서 데이터 조합을 통한 딥러닝 기반 차량 이상탐지)

  • Kim, Songhee;Kim, Sunhye;Yoon, Byungun
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.22 no.3
    • /
    • pp.20-29
    • /
    • 2021
  • In the Industry 4.0 era, artificial intelligence has attracted considerable interest for learning mass data to improve the accuracy of forecasting and classification. On the other hand, the current method of detecting anomalies relies on traditional statistical methods for a limited amount of data, making it difficult to detect accurate anomalies. Therefore, this paper proposes an artificial intelligence-based anomaly detection methodology to improve the prediction accuracy and identify new data patterns. In particular, data were collected and analyzed from the point of view that sensor data collected at vehicle idle could be used to detect abnormalities. To this end, a sensor was designed to determine the appropriate time length of the data entered into the forecast model, compare the results of idling data with the overall driving data utilization, and make optimal predictions through a combination of various sensor data. In addition, the predictive accuracy of artificial intelligence techniques was presented by comparing Convolutional Neural Networks (CNN) and Long Short Term Memory (LSTM) as the predictive methodologies. According to the analysis, using idle data, using 1.5 times of the data for the idling periods, and using CNN over LSTM showed better prediction results.

Futures Price Prediction based on News Articles using LDA and LSTM (LDA와 LSTM를 응용한 뉴스 기사 기반 선물가격 예측)

  • Jin-Hyeon Joo;Keun-Deok Park
    • Journal of Industrial Convergence
    • /
    • v.21 no.1
    • /
    • pp.167-173
    • /
    • 2023
  • As research has been published to predict future data using regression analysis or artificial intelligence as a method of analyzing economic indicators. In this study, we designed a system that predicts prospective futures prices using artificial intelligence that utilizes topic probability data obtained from past news articles using topic modeling. Topic probability distribution data for each news article were obtained using the Latent Dirichlet Allocation (LDA) method that can extract the topic of a document from past news articles via unsupervised learning. Further, the topic probability distribution data were used as the input for a Long Short-Term Memory (LSTM) network, a derivative of Recurrent Neural Networks (RNN) in artificial intelligence, in order to predict prospective futures prices. The method proposed in this study was able to predict the trend of futures prices. Later, this method will also be able to predict the trend of prices for derivative products like options. However, because statistical errors occurred for certain data; further research is required to improve accuracy.