• Title/Summary/Keyword: long short-time memory neural network

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Predicting Stock Prices Based on Online News Content and Technical Indicators by Combinatorial Analysis Using CNN and LSTM with Self-attention

  • Sang Hyung Jung;Gyo Jung Gu;Dongsung Kim;Jong Woo Kim
    • Asia pacific journal of information systems
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    • v.30 no.4
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    • pp.719-740
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    • 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.

Forecasting River Water Levels in the Bac Hung Hai Irrigation System of Vietnam Using an Artificial Neural Network Model

  • Hung Viet Ho
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.37-37
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    • 2023
  • There is currently a high-accuracy modern forecasting method that uses machine learning algorithms or artificial neural network models to forecast river water levels or flowrate. As a result, this study aims to develop a mathematical model based on artificial neural networks to effectively forecast river water levels upstream of Tranh Culvert in North Vietnam's Bac Hung Hai irrigation system. The mathematical model was thoroughly studied and evaluated by using hydrological data from six gauge stations over a period of twenty-two years between 2000 and 2022. Furthermore, the results of the developed model were also compared to those of the long-short-term memory neural networks model. This study performs four predictions, with a forecast time ranging from 6 to 24 hours and a time step of 6 hours. To validate and test the model's performance, the Nash-Sutcliffe efficiency coefficient (NSE), mean absolute error, and root mean squared error were calculated. During the testing phase, the NSE of the model varies from 0.981 to 0.879, corresponding to forecast cases from one to four time steps ahead. The forecast results from the model are very reasonable, indicating that the model performed excellently. Therefore, the proposed model can be used to forecast water levels in North Vietnam's irrigation system or rivers impacted by tides.

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Prediction of pollution loads in the Geum River upstream using the recurrent neural network algorithm

  • Lim, Heesung;An, Hyunuk;Kim, Haedo;Lee, Jeaju
    • Korean Journal of Agricultural Science
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    • v.46 no.1
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    • pp.67-78
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    • 2019
  • The purpose of this study was to predict the water quality using the RNN (recurrent neutral network) and LSTM (long short-term memory). These are advanced forms of machine learning algorithms that are better suited for time series learning compared to artificial neural networks; however, they have not been investigated before for water quality prediction. Three water quality indexes, the BOD (biochemical oxygen demand), COD (chemical oxygen demand), and SS (suspended solids) are predicted by the RNN and LSTM. TensorFlow, an open source library developed by Google, was used to implement the machine learning algorithm. The Okcheon observation point in the Geum River basin in the Republic of Korea was selected as the target point for the prediction of the water quality. Ten years of daily observed meteorological (daily temperature and daily wind speed) and hydrological (water level and flow discharge) data were used as the inputs, and irregularly observed water quality (BOD, COD, and SS) data were used as the learning materials. The irregularly observed water quality data were converted into daily data with the linear interpolation method. The water quality after one day was predicted by the machine learning algorithm, and it was found that a water quality prediction is possible with high accuracy compared to existing physical modeling results in the prediction of the BOD, COD, and SS, which are very non-linear. The sequence length and iteration were changed to compare the performances of the algorithms.

Machine Learning Based Failure Prognostics of Aluminum Electrolytic Capacitors (머신러닝을 이용한 알루미늄 전해 커패시터 고장예지)

  • Park, Jeong-Hyun;Seok, Jong-Hoon;Cheon, Kang-Min;Hur, Jang-Wook
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.19 no.11
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    • pp.94-101
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    • 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.

Analysis of streamflow prediction performance by various deep learning schemes

  • Le, Xuan-Hien;Lee, Giha
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.131-131
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    • 2021
  • Deep learning models, especially those based on long short-term memory (LSTM), have presented their superiority in addressing time series data issues recently. This study aims to comprehensively evaluate the performance of deep learning models that belong to the supervised learning category in streamflow prediction. Therefore, six deep learning models-standard LSTM, standard gated recurrent unit (GRU), stacked LSTM, bidirectional LSTM (BiLSTM), feed-forward neural network (FFNN), and convolutional neural network (CNN) models-were of interest in this study. The Red River system, one of the largest river basins in Vietnam, was adopted as a case study. In addition, deep learning models were designed to forecast flowrate for one- and two-day ahead at Son Tay hydrological station on the Red River using a series of observed flowrate data at seven hydrological stations on three major river branches of the Red River system-Thao River, Da River, and Lo River-as the input data for training, validation, and testing. The comparison results have indicated that the four LSTM-based models exhibit significantly better performance and maintain stability than the FFNN and CNN models. Moreover, LSTM-based models may reach impressive predictions even in the presence of upstream reservoirs and dams. In the case of the stacked LSTM and BiLSTM models, the complexity of these models is not accompanied by performance improvement because their respective performance is not higher than the two standard models (LSTM and GRU). As a result, we realized that in the context of hydrological forecasting problems, simple architectural models such as LSTM and GRU (with one hidden layer) are sufficient to produce highly reliable forecasts while minimizing computation time because of the sequential data nature.

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Evaluating the groundwater prediction using LSTM model (LSTM 모형을 이용한 지하수위 예측 평가)

  • Park, Changhui;Chung, Il-Moon
    • Journal of Korea Water Resources Association
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    • v.53 no.4
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    • pp.273-283
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    • 2020
  • Quantitative forecasting of groundwater levels for the assessment of groundwater variation and vulnerability is very important. To achieve this purpose, various time series analysis and machine learning techniques have been used. In this study, we developed a prediction model based on LSTM (Long short term memory), one of the artificial neural network (ANN) algorithms, for predicting the daily groundwater level of 11 groundwater wells in Hankyung-myeon, Jeju Island. In general, the groundwater level in Jeju Island is highly autocorrelated with tides and reflected the effects of precipitation. In order to construct an input and output variables based on the characteristics of addressing data, the precipitation data of the corresponding period was added to the groundwater level data. The LSTM neural network was trained using the initial 365-day data showing the four seasons and the remaining data were used for verification to evaluate the fitness of the predictive model. The model was developed using Keras, a Python-based deep learning framework, and the NVIDIA CUDA architecture was implemented to enhance the learning speed. As a result of learning and verifying the groundwater level variation using the LSTM neural network, the coefficient of determination (R2) was 0.98 on average, indicating that the predictive model developed was very accurate.

Deep recurrent neural networks with word embeddings for Urdu named entity recognition

  • Khan, Wahab;Daud, Ali;Alotaibi, Fahd;Aljohani, Naif;Arafat, Sachi
    • ETRI Journal
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    • v.42 no.1
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    • pp.90-100
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    • 2020
  • Named entity recognition (NER) continues to be an important task in natural language processing because it is featured as a subtask and/or subproblem in information extraction and machine translation. In Urdu language processing, it is a very difficult task. This paper proposes various deep recurrent neural network (DRNN) learning models with word embedding. Experimental results demonstrate that they improve upon current state-of-the-art NER approaches for Urdu. The DRRN models evaluated include forward and bidirectional extensions of the long short-term memory and back propagation through time approaches. The proposed models consider both language-dependent features, such as part-of-speech tags, and language-independent features, such as the "context windows" of words. The effectiveness of the DRNN models with word embedding for NER in Urdu is demonstrated using three datasets. The results reveal that the proposed approach significantly outperforms previous conditional random field and artificial neural network approaches. The best f-measure values achieved on the three benchmark datasets using the proposed deep learning approaches are 81.1%, 79.94%, and 63.21%, respectively.

Imputation of Missing SST Observation Data Using Multivariate Bidirectional RNN (다변수 Bidirectional RNN을 이용한 표층수온 결측 데이터 보간)

  • Shin, YongTak;Kim, Dong-Hoon;Kim, Hyeon-Jae;Lim, Chaewook;Woo, Seung-Buhm
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.34 no.4
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    • pp.109-118
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    • 2022
  • The data of the missing section among the vertex surface sea temperature observation data was imputed using the Bidirectional Recurrent Neural Network(BiRNN). Among artificial intelligence techniques, Recurrent Neural Networks (RNNs), which are commonly used for time series data, only estimate in the direction of time flow or in the reverse direction to the missing estimation position, so the estimation performance is poor in the long-term missing section. On the other hand, in this study, estimation performance can be improved even for long-term missing data by estimating in both directions before and after the missing section. Also, by using all available data around the observation point (sea surface temperature, temperature, wind field, atmospheric pressure, humidity), the imputation performance was further improved by estimating the imputation data from these correlations together. For performance verification, a statistical model, Multivariate Imputation by Chained Equations (MICE), a machine learning-based Random Forest model, and an RNN model using Long Short-Term Memory (LSTM) were compared. For imputation of long-term missing for 7 days, the average accuracy of the BiRNN/statistical models is 70.8%/61.2%, respectively, and the average error is 0.28 degrees/0.44 degrees, respectively, so the BiRNN model performs better than other models. By applying a temporal decay factor representing the missing pattern, it is judged that the BiRNN technique has better imputation performance than the existing method as the missing section becomes longer.

Analysis and Prediction Methods of Marine Accident Patterns related to Vessel Traffic using Long Short-Term Memory Networks (장단기 기억 신경망을 활용한 선박교통 해양사고 패턴 분석 및 예측)

  • Jang, Da-Un;Kim, Joo-Sung
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.28 no.5
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    • pp.780-790
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    • 2022
  • Quantitative risk levels must be presented by analyzing the causes and consequences of accidents and predicting the occurrence patterns of the accidents. For the analysis of marine accidents related to vessel traffic, research on the traffic such as collision risk analysis and navigational path finding has been mainly conducted. The analysis of the occurrence pattern of marine accidents has been presented according to the traditional statistical analysis. This study intends to present a marine accident prediction model using the statistics on marine accidents related to vessel traffic. Statistical data from 1998 to 2021, which can be accumulated by month and hourly data among the Korean domestic marine accidents, were converted into structured time series data. The predictive model was built using a long short-term memory network, which is a representative artificial intelligence model. As a result of verifying the performance of the proposed model through the validation data, the RMSEs were noted to be 52.5471 and 126.5893 in the initial neural network model, and as a result of the updated model with observed datasets, the RMSEs were improved to 31.3680 and 36.3967, respectively. Based on the proposed model, the occurrence pattern of marine accidents could be predicted by learning the features of various marine accidents. In further research, a quantitative presentation of the risk of marine accidents and the development of region-based hazard maps are required.

Forecasting of Iron Ore Prices using Machine Learning (머신러닝을 이용한 철광석 가격 예측에 대한 연구)

  • Lee, Woo Chang;Kim, Yang Sok;Kim, Jung Min;Lee, Choong Kwon
    • Journal of Korea Society of Industrial Information Systems
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    • v.25 no.2
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    • pp.57-72
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    • 2020
  • The price of iron ore has continued to fluctuate with high demand and supply from many countries and companies. In this business environment, forecasting the price of iron ore has become important. This study developed the machine learning model forecasting the price of iron ore a one month after the trading events. The forecasting model used distributed lag model and deep learning models such as MLP (Multi-layer perceptron), RNN (Recurrent neural network) and LSTM (Long short-term memory). According to the results of comparing individual models through metrics, LSTM showed the lowest predictive error. Also, as a result of comparing the models using the ensemble technique, the distributed lag and LSTM ensemble model showed the lowest prediction.