• 제목/요약/키워드: Predictive Accuracy

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Cryptocurrency automatic trading research by using facebook deep learning algorithm (페이스북 딥러닝 알고리즘을 이용한 암호화폐 자동 매매 연구)

  • Hong, Sunghyuck
    • Journal of Digital Convergence
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    • v.19 no.11
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    • pp.359-364
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    • 2021
  • Recently, research on predictive systems using deep learning and machine learning of artificial intelligence is being actively conducted. Due to the development of artificial intelligence, the role of the investment manager is being replaced by artificial intelligence, and due to the higher rate of return than the investment manager, algorithmic trading using artificial intelligence is becoming more common. Algorithmic trading excludes human emotions and trades mechanically according to conditions, so it comes out higher than human trading yields when approached in the long term. The deep learning technique of artificial intelligence learns past time series data and predicts the future, so it learns like a human and can respond to changing strategies. In particular, the LSTM technique is used to predict the future by increasing the weight of recent data by remembering or forgetting part of past data. fbprophet, an artificial intelligence algorithm recently developed by Facebook, boasts high prediction accuracy and is used to predict stock prices and cryptocurrency prices. Therefore, this study intends to establish a sound investment culture by providing a new algorithm for automatic cryptocurrency trading by analyzing the actual value and difference using fbprophet and presenting conditions for accurate prediction.

A Study on the Remaining Useful Life Prediction Performance Variation based on Identification and Selection by using SHAP (SHAP를 활용한 중요변수 파악 및 선택에 따른 잔여유효수명 예측 성능 변동에 대한 연구)

  • Yoon, Yeon Ah;Lee, Seung Hoon;Kim, Yong Soo
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.44 no.4
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    • pp.1-11
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    • 2021
  • Recently, the importance of preventive maintenance has been emerging since failures in a complex system are automatically detected due to the development of artificial intelligence techniques and sensor technology. Therefore, prognostic and health management (PHM) is being actively studied, and prediction of the remaining useful life (RUL) of the system is being one of the most important tasks. A lot of researches has been conducted to predict the RUL. Deep learning models have been developed to improve prediction performance, but studies on identifying the importance of features are not carried out. It is very meaningful to extract and interpret features that affect failures while improving the predictive accuracy of RUL is important. In this paper, a total of six popular deep learning models were employed to predict the RUL, and identified important variables for each model through SHAP (Shapley Additive explanations) that one of the explainable artificial intelligence (XAI). Moreover, the fluctuations and trends of prediction performance according to the number of variables were identified. This paper can suggest the possibility of explainability of various deep learning models, and the application of XAI can be demonstrated. Also, through this proposed method, it is expected that the possibility of utilizing SHAP as a feature selection method.

A descriptive study of on-farm biosecurity and management practices during the incursion of porcine epidemic diarrhea into Canadian swine herds, 2014

  • Perri, Amanda M.;Poljak, Zvonimir;Dewey, Cate;Harding, John CS.;O'Sullivan, Terri L.
    • Journal of Veterinary Science
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    • v.21 no.2
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    • pp.25.1-25.16
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    • 2020
  • Porcine epidemic diarrhea virus (PEDV) emerged into Canada in January 2014, primarily affecting sow herds. Subsequent epidemiological analyses suggested contaminated feed was the most likely transmission pathway. The primary objective of this study was to describe general biosecurity and management practices implemented in PEDV-positive sow herds and matched control herds at the time the virus emerged. The secondary objective was to determine if any of these general biosecurity and farm management practices were important in explaining PEDV infection status from January 22, 2014 to March 1, 2014. A case herd was defined as a swine herd with clinical signs and a positive test result for PEDV. A questionnaire was used to a gather 30-day history of herd management practices, animal movements on/off site, feed management practices, semen deliveries and biosecurity practices for case (n = 8) and control (n = 12) herds, primarily located in Ontario. Data was analyzed using descriptive statistics and random forests (RFs). Case herds were larger in size than control herds. Case herds had more animal movements and non-staff movements onto the site. Also, case herds had higher quantities of pigs delivered, feed deliveries and semen deliveries on-site. The biosecurity practices of case herds were considered more rigorous based on herd management, feed deliveries, transportation and truck driver practices than control herds. The RF model found that the most important variables for predicting herd status were related to herd size and feed management variables. Nonetheless, predictive accuracy of the final RF model was 72%.

The study of blood glucose level prediction using photoplethysmography and machine learning (PPG와 기계학습을 활용한 혈당수치 예측 연구)

  • Cheol-Gu, Park;Sang-Ki, Choi
    • Journal of Digital Policy
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    • v.1 no.2
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    • pp.61-69
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    • 2022
  • The paper is a study to develop and verify a blood glucose level prediction model based on biosignals obtained from photoplethysmography (PPG) sensors, ICT technology and data. Blood glucose prediction used the MLP architecture of machine learning. The input layer of the machine learning model consists of 10 input nodes and 5 hidden layers: heart rate, heart rate variability, age, gender, VLF, LF, HF, SDNN, RMSSD, and PNN50. The results of the predictive model are MSE=0.0724, MAE=1.1022 and RMSE=1.0285, and the coefficient of determination (R2) is 0.9985. A blood glucose prediction model using bio-signal data collected from digital devices and machine learning was established and verified. If research to standardize and increase accuracy of machine learning datasets for various digital devices continues, it could be an alternative method for individual blood glucose management.

Method for predicting the diagnosis of mastitis in cows using multivariate data and Recurrent Neural Network (다변량 데이터와 순환 신경망을 이용한 젖소의 유방염 진단예측 방법)

  • Park, Gicheol;Lee, Seonghun;Park, Jaehwa
    • Journal of Software Assessment and Valuation
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    • v.17 no.1
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    • pp.75-82
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    • 2021
  • Mastitis in cows is a major factor that hinders dairy productivity of farms, and many attempts have been made to solve it. However, research on mastitis has been limited to diagnosis rather than prediction, and even this is mostly using a single sensor. In this study, a predictive model was developed using multivariate data including biometric data and environmental data. The data used for the analysis were collected from robot milking machines and sensors installed in farmhouses in Chungcheongnam-do, South Korea. The recurrent neural network model using three weeks of data predicts whether or not mastitis is diagnosed the next day. As a result, mastitis was predicted with an accuracy of 82.9%. The superiority of the model was confirmed by comparing the performance of various data collection periods and various models.

Data-Based Model Approach to Predict Internal Air Temperature in a Mechanically-Ventilated Broiler House (데이터 기반 모델에 의한 강제환기식 육계사 내 기온 변화 예측)

  • Choi, Lak-yeong;Chae, Yeonghyun;Lee, Se-yeon;Park, Jinseon;Hong, Se-woon
    • Journal of The Korean Society of Agricultural Engineers
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    • v.64 no.5
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    • pp.27-39
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    • 2022
  • The smart farm is recognized as a solution for future farmers having positive effects on the sustainability of the poultry industry. Intelligent microclimate control can be a key technology for broiler production which is extremely vulnerable to abnormal indoor air temperatures. Furthermore, better control of indoor microclimate can be achieved by accurate prediction of indoor air temperature. This study developed predictive models for internal air temperature in a mechanically-ventilated broiler house based on the data measured during three rearing periods, which were different in seasonal climate and ventilation operation. Three machine learning models and a mechanistic model based on thermal energy balance were used for the prediction. The results indicated that the all models gave good predictions for 1-minute future air temperature showing the coefficient of determination greater than 0.99 and the root-mean-square-error smaller than 0.306℃. However, for 1-hour future air temperature, only the mechanistic model showed good accuracy with the coefficient of determination of 0.934 and the root-mean-square-error of 0.841℃. Since the mechanistic model was based on the mathematical descriptions of the heat transfer processes that occurred in the broiler house, it showed better prediction performances compared to the black-box machine learning models. Therefore, it was proven to be useful for intelligent microclimate control which would be developed in future studies.

Analsis Of Outliers In Real Estate Prices Using Autoencoder (Autoencoder 기법을 활용한 부동산 가격 이상치 분석)

  • Kim, Yoonseo;Park, Jongchan;Oh, Hayoung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.25 no.12
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    • pp.1739-1748
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    • 2021
  • Real estate prices affect countries, businesses, and households, and many studies have been conducted on the real estate bubble in recent soaring real estate prices. However, if the real estate bubble prediction simply compares the real estate price, or if it does not reflect key psychological variables in real estate sales, it can be judged that the accuracy of the bubble prediction model is poor. The purpose of this study is to design a predictive model that can explain the real estate bubble situation by region using the autoencoder technique. Existing real estate bubble analysis studies failed to set various types of variables that affect prices, and most of them were conducted based on linear models. Thus, this study suggests the possibility of introducing techniques and variables that have not been used in existing real estate bubble studies.

Assessment of the Prediction Performance of Ensemble Size-Related in GloSea5 Hindcast Data (기상청 기후예측시스템(GloSea5)의 과거기후장 앙상블 확대에 따른 예측성능 평가)

  • Park, Yeon-Hee;Hyun, Yu-Kyung;Heo, Sol-Ip;Ji, Hee-Sook
    • Atmosphere
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    • v.31 no.5
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    • pp.511-523
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    • 2021
  • This study explores the optimal ensemble size to improve the prediction performance of the Korea Meteorological Administration's operational climate prediction system, global seasonal forecast system version 5 (GloSea5). The GloSea5 produces an ensemble of hindcast data using the stochastic kinetic energy backscattering version2 (SKEB2) and timelagged ensemble. An experiment to increase the hindcast ensemble from 3 to 14 members for four initial dates was performed and the improvement and effect of the prediction performance considering Root Mean Square Error (RMSE), Anomaly Correlation Coefficient (ACC), ensemble spread, and Ratio of Predictable Components (RPC) were evaluated. As the ensemble size increased, the RMSE and ACC prediction performance improved and more significantly in the high variability area. In spread and RPC analysis, the prediction accuracy of the system improved as the ensemble size increased. The closer the initial date, the better the predictive performance. Results show that increasing the ensemble to an appropriate number considering the combination of initial times is efficient.

Prediction of pollution loads in agricultural reservoirs using LSTM algorithm: case study of reservoirs in Nonsan City

  • Heesung Lim;Hyunuk An;Gyeongsuk Choi;Jaenam Lee;Jongwon Do
    • Korean Journal of Agricultural Science
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    • v.49 no.2
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    • pp.193-202
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    • 2022
  • The recurrent neural network (RNN) algorithm has been widely used in water-related research areas, such as water level predictions and water quality predictions, due to its excellent time series learning capabilities. However, studies on water quality predictions using RNN algorithms are limited because of the scarcity of water quality data. Therefore, most previous studies related to water quality predictions were based on monthly predictions. In this study, the quality of the water in a reservoir in Nonsan, Chungcheongnam-do Republic of Korea was predicted using the RNN-LSTM algorithm. The study was conducted after constructing data that could then be, linearly interpolated as daily data. In this study, we attempt to predict the water quality on the 7th, 15th, 30th, 45th and 60th days instead of making daily predictions of water quality factors. For daily predictions, linear interpolated daily water quality data and daily weather data (rainfall, average temperature, and average wind speed) were used. The results of predicting water quality concentrations (chemical oxygen demand [COD], dissolved oxygen [DO], suspended solid [SS], total nitrogen [T-N], total phosphorus [TP]) through the LSTM algorithm indicated that the predictive value was high on the 7th and 15th days. In the 30th day predictions, the COD and DO items showed R2 that exceeded 0.6 at all points, whereas the SS, T-N, and T-P items showed differences depending on the factor being assessed. In the 45th day predictions, it was found that the accuracy of all water quality predictions except for the DO item was sharply lowered.

Intelligent & Predictive Security Deployment in IOT Environments

  • Abdul ghani, ansari;Irfana, Memon;Fayyaz, Ahmed;Majid Hussain, Memon;Kelash, Kanwar;fareed, Jokhio
    • International Journal of Computer Science & Network Security
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    • v.22 no.12
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    • pp.185-196
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    • 2022
  • The Internet of Things (IoT) has become more and more widespread in recent years, thus attackers are placing greater emphasis on IoT environments. The IoT connects a large number of smart devices via wired and wireless networks that incorporate sensors or actuators in order to produce and share meaningful information. Attackers employed IoT devices as bots to assault the target server; however, because of their resource limitations, these devices are easily infected with IoT malware. The Distributed Denial of Service (DDoS) is one of the many security problems that might arise in an IoT context. DDOS attempt involves flooding a target server with irrelevant requests in an effort to disrupt it fully or partially. This worst practice blocks the legitimate user requests from being processed. We explored an intelligent intrusion detection system (IIDS) using a particular sort of machine learning, such as Artificial Neural Networks, (ANN) in order to handle and mitigate this type of cyber-attacks. In this research paper Feed-Forward Neural Network (FNN) is tested for detecting the DDOS attacks using a modified version of the KDD Cup 99 dataset. The aim of this paper is to determine the performance of the most effective and efficient Back-propagation algorithms among several algorithms and check the potential capability of ANN- based network model as a classifier to counteract the cyber-attacks in IoT environments. We have found that except Gradient Descent with Momentum Algorithm, the success rate obtained by the other three optimized and effective Back- Propagation algorithms is above 99.00%. The experimental findings showed that the accuracy rate of the proposed method using ANN is satisfactory.