• Communications for Statistical Applications and Methods
• /
• v.31 no.1
• /
• pp.105-127
• /
• 2024

We propose recurrent neural network (RNN) methods for forecasting realized volatility (RV). The data are RVs of ten major stock price indices, four from the US, and six from the EU. Forecasts are made for relative ratio of adjacent RVs instead of the RV itself in order to avoid the out-of-scale issue. Forecasts of RV ratios distribution are first constructed from which those of RVs are computed which are shown to be better than forecasts constructed directly from RV. The apparent asymmetry of RV ratio is addressed by the Piecewise Min-max (PM) normalization. The serial dependence of the ratio data renders us to consider two architectures, long short-term memory (LSTM) and gated recurrent unit (GRU). The hyperparameters of LSTM and GRU are tuned by the nested cross validation. The RNN forecast with the PM normalization and ratio transformation is shown to outperform other forecasts by other RNN models and by benchmarking models of the AR model, the support vector machine (SVM), the deep neural network (DNN), and the convolutional neural network (CNN).

• Journal of Korea Multimedia Society
• /
• v.20 no.5
• /
• pp.769-781
• /
• 2017

Deep learning networks like Convolutional Neural Networks (CNNs) show successful performances in many computer vision applications such as image classification, object detection, and so on. For implementation of deep learning networks in embedded system with limited processing power and memory, deep learning network may need to be simplified. However, simplified deep learning network cannot learn every possible scene. One realistic strategy for embedded deep learning network is to construct a simplified deep learning network model optimized for the scene images of the installation place. Then, automatic training will be necessitated for commercialization. In this paper, as an intermediate step toward automatic training under fisheye camera environments, we study more precise human localization in fisheye images, and propose an accurate human localization method, Automatic Ground-Truth Labelling Method (AGTLM). AGTLM first localizes candidate human object bounding boxes by utilizing GoogLeNet-LSTM approach, and after reassurance process by GoogLeNet-based CNN network, finally refines them more correctly and precisely(tightly) by applying saliency object detection technique. The performance improvement of the proposed human localization method, AGTLM with respect to accuracy and tightness is shown through several experiments.

• IEIE Transactions on Smart Processing and Computing
• /
• v.6 no.3
• /
• pp.193-199
• /
• 2017

Instead of using only spatial features from a single frame for person re-identification, a combination of spatial and temporal factors boosts the performance of the system. A recurrent neural network (RNN) shows its effectiveness in generating highly discriminative sequence-level human representations. In this work, we implement RNN, three Long Short Term Memory (LSTM) network variants, and Gated Recurrent Unit (GRU) on Caffe deep learning framework, and we then conduct experiments to compare performance in terms of size and accuracy for person re-identification. We propose using GRU for the optimized choice as the experimental results show that the GRU achieves the highest accuracy despite having fewer parameters than the others.

• Annual Conference on Human and Language Technology
• /
• 2017.10a
• /
• pp.159-162
• /
• 2017

Long Short-Term Memory Recurrent Neural Network(LSTM RNN)는 순차 데이터 모델링에 적합한 딥러닝 모델이다. Bidirectional LSTM RNN(BiLSTM RNN)은 RNN의 그래디언트 소멸 문제(vanishing gradient problem)를 해결한 LSTM RNN을 입력 데이터의 양 방향에 적용시킨 것으로 입력 열의 모든 정보를 볼 수 있는 장점이 있어 자연어처리를 비롯한 다양한 분야에서 많이 사용되고 있다. Highway Network는 비선형 변환을 거치지 않은 입력 정보를 히든레이어에서 직접 사용할 수 있게 LSTM 유닛에 게이트를 추가한 딥러닝 모델이다. 본 논문에서는 Highway Network를 한국어 의미역 결정에 적용하여 기존 연구 보다 더 높은 성능을 얻을 수 있음을 보인다.

• 한국어정보학회:학술대회논문집
• /
• 2017.10a
• /
• pp.159-162
• /
• 2017

Long Short-Term Memory Recurrent Neural Network(LSTM RNN)는 순차 데이터 모델링에 적합한 딥러닝 모델이다. Bidirectional LSTM RNN(BiLSTM RNN)은 RNN의 그래디언트 소멸 문제(vanishing gradient problem)를 해결한 LSTM RNN을 입력 데이터의 양 방향에 적용시킨 것으로 입력 열의 모든 정보를 볼 수 있는 장점이 있어 자연어처리를 비롯한 다양한 분야에서 많이 사용되고 있다. Highway Network는 비선형 변환을 거치지 않은 입력 정보를 히든레이어에서 직접 사용할 수 있게 LSTM 유닛에 게이트를 추가한 딥러닝 모델이다. 본 논문에서는 Highway Network를 한국어 의미역 결정에 적용하여 기존 연구 보다 더 높은 성능을 얻을 수 있음을 보인다.

• International Journal of Advanced Culture Technology
• /
• v.11 no.4
• /
• pp.393-405
• /
• 2023

Accurate prediction of wind speed and power is vital for enhancing the efficiency of wind energy systems. Numerous solutions have been implemented to date, demonstrating their potential to improve forecasting. Among these, deep learning is perceived as a revolutionary approach in the field. However, despite their effectiveness, the noise present in the collected data remains a significant challenge. This noise has the potential to diminish the performance of these algorithms, leading to inaccurate predictions. In response to this, this study explores a novel feature engineering approach. This approach involves altering the data input shape in both Convolutional Neural Network-Long Short-Term Memory (CNN-LSTM) and Autoregressive models for various forecasting horizons. The results reveal substantial enhancements in model resilience against noise resulting from step increases in data. The approach could achieve an impressive 83% accuracy in predicting unseen data up to the 24th steps. Furthermore, this method consistently provides high accuracy for short, mid, and long-term forecasts, outperforming the performance of individual models. These findings pave the way for further research on noise reduction strategies at different forecasting horizons through shape-wise feature engineering.

• Journal of the Institute of Electronics Engineers of Korea SP
• /
• v.43 no.4 s.310
• /
• pp.37-45
• /
• 2006

In this paper, we propose the development of MHLA(Modulatory Hippocampus Learning Algorithm) which remodel a principle of brain of hippocampus. Hippocampus takes charge auto-associative memory and controlling functions of long-term or short-term memory strengthening. We organize auto-associative memory based 3 steps system(DG, CA3, CAl) and improve speed of learning by addition of modulator to long-term memory learning. In hippocampal system, according to the 3 steps order, information applies statistical deviation on Dentate Gyrus region and is labelled to responsive pattern by adjustment of a good impression. In CA3 region, pattern is reorganized by auto-associative memory. In CAI region, convergence of connection weight which is used long-term memory is learned fast by neural networks which is applied modulator. To measure performance of MHLA, PCA(Principal Component Analysis) is applied to face images which are classified by pose, expression and picture quality. Next, we calculate feature vectors and learn by MHLA. Finally, we confirm cognitive rate. The results of experiments, we can compare a proposed method of other methods, and we can confirm that the proposed method is superior to the existing method.

• Asia pacific journal of information systems
• /
• v.30 no.4
• /
• pp.719-740
• /
• 2020

The stock market changes continuously as new information emerges, affecting the judgments of investors. Online news articles are valued as a traditional window to inform investors about various information that affects the stock market. This paper proposed new ways to utilize online news articles with technical indicators. The suggested hybrid model consists of three models. First, a self-attention-based convolutional neural network (CNN) model, considered to be better in interpreting the semantics of long texts, uses news content as inputs. Second, a self-attention-based, bi-long short-term memory (bi-LSTM) neural network model for short texts utilizes news titles as inputs. Third, a bi-LSTM model, considered to be better in analyzing context information and time-series models, uses 19 technical indicators as inputs. We used news articles from the previous day and technical indicators from the past seven days to predict the share price of the next day. An experiment was performed with Korean stock market data and news articles from 33 top companies over three years. Through this experiment, our proposed model showed better performance than previous approaches, which have mainly focused on news titles. This paper demonstrated that news titles and content should be treated in different ways for superior stock price prediction.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.13 no.7
• /
• pp.3599-3619
• /
• 2019

In human activity recognition system both static and motion information play crucial role for efficient and competitive results. Most of the existing methods are insufficient to extract video features and unable to investigate the level of contribution of both (Static and Motion) components. Our work highlights this problem and proposes Static-Motion fused features descriptor (SMFD), which intelligently leverages both static and motion features in the form of descriptor. First, static features are learned by two-stream 3D convolutional neural network. Second, trajectories are extracted by tracking key points and only those trajectories have been selected which are located in central region of the original video frame in order to to reduce irrelevant background trajectories as well computational complexity. Then, shape and motion descriptors are obtained along with key points by using SIFT flow. Next, cholesky transformation is introduced to fuse static and motion feature vectors to guarantee the equal contribution of all descriptors. Finally, Long Short-Term Memory (LSTM) network is utilized to discover long-term temporal dependencies and final prediction. To confirm the effectiveness of the proposed approach, extensive experiments have been conducted on three well-known datasets i.e. UCF101, HMDB51 and YouTube. Findings shows that the resulting recognition system is on par with state-of-the-art methods.

• Journal of the Korean Society of Manufacturing Process Engineers
• /
• v.19 no.11
• /
• pp.94-101
• /
• 2020

In the age of industry 4.0, artificial intelligence is being widely used to realize machinery condition monitoring. Due to their excellent performance and the ability to handle large volumes of data, machine learning techniques have been applied to realize the fault diagnosis of different equipment. In this study, we performed the failure mode effect analysis (FMEA) of an aluminum electrolytic capacitor by using deep learning and big data. Several tests were performed to identify the main failure mode of the aluminum electrolytic capacitor, and it was noted that the capacitance reduced significantly over time due to overheating. To reflect the capacitance degradation behavior over time, we employed the Vanilla long short-term memory (LSTM) neural network architecture. The LSTM neural network has been demonstrated to achieve excellent long-term predictions. The prediction results and metrics of the LSTM and Vanilla LSTM models were examined and compared. The Vanilla LSTM outperformed the conventional LSTM in terms of the computational resources and time required to predict the capacitance degradation.