• Title/Summary/Keyword: autoregressive integrated moving average

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Prediction Model of User Physical Activity using Data Characteristics-based Long Short-term Memory Recurrent Neural Networks

  • Kim, Joo-Chang;Chung, Kyungyong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.4
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    • pp.2060-2077
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    • 2019
  • Recently, mobile healthcare services have attracted significant attention because of the emerging development and supply of diverse wearable devices. Smartwatches and health bands are the most common type of mobile-based wearable devices and their market size is increasing considerably. However, simple value comparisons based on accumulated data have revealed certain problems, such as the standardized nature of health management and the lack of personalized health management service models. The convergence of information technology (IT) and biotechnology (BT) has shifted the medical paradigm from continuous health management and disease prevention to the development of a system that can be used to provide ground-based medical services regardless of the user's location. Moreover, the IT-BT convergence has necessitated the development of lifestyle improvement models and services that utilize big data analysis and machine learning to provide mobile healthcare-based personal health management and disease prevention information. Users' health data, which are specific as they change over time, are collected by different means according to the users' lifestyle and surrounding circumstances. In this paper, we propose a prediction model of user physical activity that uses data characteristics-based long short-term memory (DC-LSTM) recurrent neural networks (RNNs). To provide personalized services, the characteristics and surrounding circumstances of data collectable from mobile host devices were considered in the selection of variables for the model. The data characteristics considered were ease of collection, which represents whether or not variables are collectable, and frequency of occurrence, which represents whether or not changes made to input values constitute significant variables in terms of activity. The variables selected for providing personalized services were activity, weather, temperature, mean daily temperature, humidity, UV, fine dust, asthma and lung disease probability index, skin disease probability index, cadence, travel distance, mean heart rate, and sleep hours. The selected variables were classified according to the data characteristics. To predict activity, an LSTM RNN was built that uses the classified variables as input data and learns the dynamic characteristics of time series data. LSTM RNNs resolve the vanishing gradient problem that occurs in existing RNNs. They are classified into three different types according to data characteristics and constructed through connections among the LSTMs. The constructed neural network learns training data and predicts user activity. To evaluate the proposed model, the root mean square error (RMSE) was used in the performance evaluation of the user physical activity prediction method for which an autoregressive integrated moving average (ARIMA) model, a convolutional neural network (CNN), and an RNN were used. The results show that the proposed DC-LSTM RNN method yields an excellent mean RMSE value of 0.616. The proposed method is used for predicting significant activity considering the surrounding circumstances and user status utilizing the existing standardized activity prediction services. It can also be used to predict user physical activity and provide personalized healthcare based on the data collectable from mobile host devices.

Application of Google Search Queries for Predicting the Unemployment Rate for Koreans in Their 30s and 40s (한국 30~40대 실업률 예측을 위한 구글 검색 정보의 활용)

  • Jung, Jae Un;Hwang, Jinho
    • Journal of Digital Convergence
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    • v.17 no.9
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    • pp.135-145
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    • 2019
  • Prolonged recession has caused the youth unemployment rate in Korea to remain at a high level of approximately 10% for years. Recently, the number of unemployed Koreans in their 30s and 40s has shown an upward trend. To expand the government's employment promotion and unemployment benefits from youth-centered policies to diverse age groups, including people in their 30s and 40s, prediction models for different age groups are required. Thus, we aimed to develop unemployment prediction models for specific age groups (30s and 40s) using available unemployment rates provided by Statistics Korea and Google search queries related to them. We first estimated multiple linear regressions (Model 1) using seasonal autoregressive integrated moving average approach with relevant unemployment rates. Then, we introduced Google search queries to obtain improved models (Model 2). For both groups, consequently, Model 2 additionally using web queries outperformed Model 1 during training and predictive periods. This result indicates that a web search query is still significant to improve the unemployment predictive models for Koreans. For practical application, this study needs to be furthered but will contribute to obtaining age-wise unemployment predictions.

The Effect of Data Size on the k-NN Predictability: Application to Samsung Electronics Stock Market Prediction (데이터 크기에 따른 k-NN의 예측력 연구: 삼성전자주가를 사례로)

  • Chun, Se-Hak
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.239-251
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    • 2019
  • Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.