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

Search Result 500, Processing Time 0.021 seconds

Chart-based Stock Price Prediction by Combing Variation Autoencoder and Attention Mechanisms (변이형 오토인코더와 어텐션 메커니즘을 결합한 차트기반 주가 예측)

  • Sanghyun Bae;Byounggu Choi
    • Information Systems Review
    • /
    • v.23 no.1
    • /
    • pp.23-43
    • /
    • 2021
  • Recently, many studies have been conducted to increase the accuracy of stock price prediction by analyzing candlestick charts using artificial intelligence techniques. However, these studies failed to consider the time-series characteristics of candlestick charts and to take into account the emotional state of market participants in data learning for stock price prediction. In order to overcome these limitations, this study produced input data by combining volatility index and candlestick charts to consider the emotional state of market participants, and used the data as input for a new method proposed on the basis of combining variantion autoencoder (VAE) and attention mechanisms for considering the time-series characteristics of candlestick chart. Fifty firms were randomly selected from the S&P 500 index and their stock prices were predicted to evaluate the performance of the method compared with existing ones such as convolutional neural network (CNN) or long-short term memory (LSTM). The results indicated the method proposed in this study showed superior performance compared to the existing ones. This study implied that the accuracy of stock price prediction could be improved by considering the emotional state of market participants and the time-series characteristics of the candlestick chart.

Comparison of physics-based and data-driven models for streamflow simulation of the Mekong river (메콩강 유출모의를 위한 물리적 및 데이터 기반 모형의 비교·분석)

  • Lee, Giha;Jung, Sungho;Lee, Daeeop
    • Journal of Korea Water Resources Association
    • /
    • v.51 no.6
    • /
    • pp.503-514
    • /
    • 2018
  • In recent, the hydrological regime of the Mekong river is changing drastically due to climate change and haphazard watershed development including dam construction. Information of hydrologic feature like streamflow of the Mekong river are required for water disaster prevention and sustainable water resources development in the river sharing countries. In this study, runoff simulations at the Kratie station of the lower Mekong river are performed using SWAT (Soil and Water Assessment Tool), a physics-based hydrologic model, and LSTM (Long Short-Term Memory), a data-driven deep learning algorithm. The SWAT model was set up based on globally-available database (topography: HydroSHED, landuse: GLCF-MODIS, soil: FAO-Soil map, rainfall: APHRODITE, etc) and then simulated daily discharge from 2003 to 2007. The LSTM was built using deep learning open-source library TensorFlow and the deep-layer neural networks of the LSTM were trained based merely on daily water level data of 10 upper stations of the Kratie during two periods: 2000~2002 and 2008~2014. Then, LSTM simulated daily discharge for 2003~2007 as in SWAT model. The simulation results show that Nash-Sutcliffe Efficiency (NSE) of each model were calculated at 0.9(SWAT) and 0.99(LSTM), respectively. In order to simply simulate hydrological time series of ungauged large watersheds, data-driven model like the LSTM method is more applicable than the physics-based hydrological model having complexity due to various database pressure because it is able to memorize the preceding time series sequences and reflect them to prediction.

Development of Dolphin Click Signal Classification Algorithm Based on Recurrent Neural Network for Marine Environment Monitoring (해양환경 모니터링을 위한 순환 신경망 기반의 돌고래 클릭 신호 분류 알고리즘 개발)

  • Seoje Jeong;Wookeen Chung;Sungryul Shin;Donghyeon Kim;Jeasoo Kim;Gihoon Byun;Dawoon Lee
    • Geophysics and Geophysical Exploration
    • /
    • v.26 no.3
    • /
    • pp.126-137
    • /
    • 2023
  • In this study, a recurrent neural network (RNN) was employed as a methodological approach to classify dolphin click signals derived from ocean monitoring data. To improve the accuracy of click signal classification, the single time series data were transformed into fractional domains using fractional Fourier transform to expand its features. Transformed data were used as input for three RNN models: long short-term memory (LSTM), gated recurrent unit (GRU), and bidirectional LSTM (BiLSTM), which were compared to determine the optimal network for the classification of signals. Because the fractional Fourier transform displayed different characteristics depending on the chosen angle parameter, the optimal angle range for each RNN was first determined. To evaluate network performance, metrics such as accuracy, precision, recall, and F1-score were employed. Numerical experiments demonstrated that all three networks performed well, however, the BiLSTM network outperformed LSTM and GRU in terms of learning results. Furthermore, the BiLSTM network provided lower misclassification than the other networks and was deemed the most practically appliable to field data.

Forecasting of Rental Demand for Public Bicycles Using a Deep Learning Model (딥러닝 모형을 활용한 공공자전거 대여량 예측에 관한 연구)

  • Cho, Keun-min;Lee, Sang-Soo;Nam, Doohee
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.19 no.3
    • /
    • pp.28-37
    • /
    • 2020
  • This study developed a deep learning model that predicts rental demand for public bicycles. For this, public bicycle rental data, weather data, and subway usage data were collected. After building an exponential smoothing model, ARIMA model and LSTM-based deep learning model, forecasting errors were compared and evaluated using MSE and MAE evaluation indicators. Based on the analysis results, MSE 348.74 and MAE 14.15 were calculated using the exponential smoothing model. The ARIMA model produced MSE 170.10 and MAE 9.30 values. In addition, MSE 120.22 and MAE 6.76 values were calculated using the deep learning model. Compared to the value of the exponential smoothing model, the MSE of the ARIMA model decreased by 51% and the MAE by 34%. In addition, the MSE of the deep learning model decreased by 66% and the MAE by 52%, which was found to have the least error in the deep learning model. These results show that the prediction error in public bicycle rental demand forecasting can be greatly reduced by applying the deep learning model.

A Study on Detection of Malicious Android Apps based on LSTM and Information Gain (LSTM 및 정보이득 기반의 악성 안드로이드 앱 탐지연구)

  • Ahn, Yulim;Hong, Seungah;Kim, Jiyeon;Choi, Eunjung
    • Journal of Korea Multimedia Society
    • /
    • v.23 no.5
    • /
    • pp.641-649
    • /
    • 2020
  • As the usage of mobile devices extremely increases, malicious mobile apps(applications) that target mobile users are also increasing. It is challenging to detect these malicious apps using traditional malware detection techniques due to intelligence of today's attack mechanisms. Deep learning (DL) is an alternative technique of traditional signature and rule-based anomaly detection techniques and thus have actively been used in numerous recent studies on malware detection. In order to develop DL-based defense mechanisms against intelligent malicious apps, feeding recent datasets into DL models is important. In this paper, we develop a DL-based model for detecting intelligent malicious apps using KU-CISC 2018-Android, the most up-to-date dataset consisting of benign and malicious Android apps. This dataset has hardly been addressed in other studies so far. We extract OPcode sequences from the Android apps and preprocess the OPcode sequences using an N-gram model. We then feed the preprocessed data into LSTM and apply the concept of Information Gain to improve performance of detecting malicious apps. Furthermore, we evaluate our model with numerous scenarios in order to verify the model's design and performance.

Topic Analysis of the National Petition Site and Prediction of Answerable Petitions Based on Deep Learning (국민청원 주제 분석 및 딥러닝 기반 답변 가능 청원 예측)

  • Woo, Yun Hui;Kim, Hyon Hee
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.9 no.2
    • /
    • pp.45-52
    • /
    • 2020
  • Since the opening of the national petition site, it has attracted much attention. In this paper, we perform topic analysis of the national petition site and propose a prediction model for answerable petitions based on deep learning. First, 1,500 petitions are collected, topics are extracted based on the petitions' contents. Main subjects are defined using K-means clustering algorithm, and detailed subjects are defined using topic modeling of petitions belonging to the main subjects. Also, long short-term memory (LSTM) is used for prediction of answerable petitions. Not only title and contents but also categories, length of text, and ratio of part of speech such as noun, adjective, adverb, verb are also used for the proposed model. Our experimental results show that the type 2 model using other features such as ratio of part of speech, length of text, and categories outperforms the type 1 model without other features.

Performance comparison of various deep neural network architectures using Merlin toolkit for a Korean TTS system (Merlin 툴킷을 이용한 한국어 TTS 시스템의 심층 신경망 구조 성능 비교)

  • Hong, Junyoung;Kwon, Chulhong
    • Phonetics and Speech Sciences
    • /
    • v.11 no.2
    • /
    • pp.57-64
    • /
    • 2019
  • In this paper, we construct a Korean text-to-speech system using the Merlin toolkit which is an open source system for speech synthesis. In the text-to-speech system, the HMM-based statistical parametric speech synthesis method is widely used, but it is known that the quality of synthesized speech is degraded due to limitations of the acoustic modeling scheme that includes context factors. In this paper, we propose an acoustic modeling architecture that uses deep neural network technique, which shows excellent performance in various fields. Fully connected deep feedforward neural network (DNN), recurrent neural network (RNN), gated recurrent unit (GRU), long short-term memory (LSTM), bidirectional LSTM (BLSTM) are included in the architecture. Experimental results have shown that the performance is improved by including sequence modeling in the architecture, and the architecture with LSTM or BLSTM shows the best performance. It has been also found that inclusion of delta and delta-delta components in the acoustic feature parameters is advantageous for performance improvement.

Drug-Drug Interaction Prediction Using Krill Herd Algorithm Based on Deep Learning Method

  • Al-Marghilani, Abdulsamad
    • International Journal of Computer Science & Network Security
    • /
    • v.21 no.6
    • /
    • pp.319-328
    • /
    • 2021
  • Parallel administration of numerous drugs increases Drug-Drug Interaction (DDI) because one drug might affect the activity of other drugs. DDI causes negative or positive impacts on therapeutic output. So there is a need to discover DDI to enhance the safety of consuming drugs. Though there are several DDI system exist to predict an interaction but nowadays it becomes impossible to maintain with a large number of biomedical texts which is getting increased rapidly. Mostly the existing DDI system address classification issues, and especially rely on handcrafted features, and some features which are based on particular domain tools. The objective of this paper to predict DDI in a way to avoid adverse effects caused by the consumed drugs, to predict similarities among the drug, Drug pair similarity calculation is performed. The best optimal weight is obtained with the support of KHA. LSTM function with weight obtained from KHA and makes bets prediction of DDI. Our methodology depends on (LSTM-KHA) for the detection of DDI. Similarities among the drugs are measured with the help of drug pair similarity calculation. KHA is used to find the best optimal weight which is used by LSTM to predict DDI. The experimental result was conducted on three kinds of dataset DS1 (CYP), DS2 (NCYP), and DS3 taken from the DrugBank database. To evaluate the performance of proposed work in terms of performance metrics like accuracy, recall, precision, F-measures, AUPR, AUC, and AUROC. Experimental results express that the proposed method outperforms other existing methods for predicting DDI. LSTMKHA produces reasonable performance metrics when compared to the existing DDI prediction model.

Real-Time Fault Detection in Discrete Manufacturing Systems Via LSTM Model based on PLC Digital Control Signals (PLC 디지털 제어 신호를 통한 LSTM기반의 이산 생산 공정의 실시간 고장 상태 감지)

  • Song, Yong-Uk;Baek, Sujeong
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.44 no.2
    • /
    • pp.115-123
    • /
    • 2021
  • A lot of sensor and control signals is generated by an industrial controller and related internet-of-things in discrete manufacturing system. The acquired signals are such records indicating whether several process operations have been correctly conducted or not in the system, therefore they are usually composed of binary numbers. For example, once a certain sensor turns on, the corresponding value is changed from 0 to 1, and it means the process is finished the previous operation and ready to conduct next operation. If an actuator starts to move, the corresponding value is changed from 0 to 1 and it indicates the corresponding operation is been conducting. Because traditional fault detection approaches are generally conducted with analog sensor signals and the signals show stationary during normal operation states, it is not simple to identify whether the manufacturing process works properly via conventional fault detection methods. However, digital control signals collected from a programmable logic controller continuously vary during normal process operation in order to show inherent sequence information which indicates the conducting operation tasks. Therefore, in this research, it is proposed to a recurrent neural network-based fault detection approach for considering sequential patterns in normal states of the manufacturing process. Using the constructed long short-term memory based fault detection, it is possible to predict the next control signals and detect faulty states by compared the predicted and real control signals in real-time. We validated and verified the proposed fault detection methods using digital control signals which are collected from a laser marking process, and the method provide good detection performance only using binary values.

A Systems Engineering Approach for Predicting NPP Response under Steam Generator Tube Rupture Conditions using Machine Learning

  • Tran Canh Hai, Nguyen;Aya, Diab
    • Journal of the Korean Society of Systems Engineering
    • /
    • v.18 no.2
    • /
    • pp.94-107
    • /
    • 2022
  • Accidents prevention and mitigation is the highest priority of nuclear power plant (NPP) operation, particularly in the aftermath of the Fukushima Daiichi accident, which has reignited public anxieties and skepticism regarding nuclear energy usage. To deal with accident scenarios more effectively, operators must have ample and precise information about key safety parameters as well as their future trajectories. This work investigates the potential of machine learning in forecasting NPP response in real-time to provide an additional validation method and help reduce human error, especially in accident situations where operators are under a lot of stress. First, a base-case SGTR simulation is carried out by the best-estimate code RELAP5/MOD3.4 to confirm the validity of the model against results reported in the APR1400 Design Control Document (DCD). Then, uncertainty quantification is performed by coupling RELAP5/MOD3.4 and the statistical tool DAKOTA to generate a large enough dataset for the construction and training of neural-based machine learning (ML) models, namely LSTM, GRU, and hybrid CNN-LSTM. Finally, the accuracy and reliability of these models in forecasting system response are tested by their performance on fresh data. To facilitate and oversee the process of developing the ML models, a Systems Engineering (SE) methodology is used to ensure that the work is consistently in line with the originating mission statement and that the findings obtained at each subsequent phase are valid.