• The Korean Journal of Applied Statistics
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• v.36 no.2
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• pp.129-139
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• 2023

Forecasting volatility is essential to avoiding the risk caused by the uncertainties of an financial asset. Complicated financial volatility features such as ambiguity between non-stationarity and stationarity, asymmetry, long-memory, sudden fairly large values like outliers bring great challenges to volatility forecasts. In order to address such complicated features implicity, we consider machine leaning models such as LSTM (1997) and GRU (2014), which are known to be suitable for existing time series forecasting. However, there are the problems of vanishing gradients, of enormous amount of computation, and of a huge memory. To solve these problems, a causal temporal convolutional network (TCN) model, an advanced form of 1D CNN, is also applied. It is confirmed that the overall forecasting power of TCN model is higher than that of the RNN models in forecasting VIX, VXD, and VXN, the daily volatility indices of S&P 500, DJIA, Nasdaq, respectively.

• Journal of Information Processing Systems
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• v.14 no.6
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• pp.1508-1520
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• 2018

In this paper, we propose an improved model to provide users with a better long-term prediction of waterworks operation data. The existing prediction models have been studied in various types of models such as multiple linear regression model while considering time, days and seasonal characteristics. But the existing model shows the rate of prediction for demand fluctuation and long-term prediction is insufficient. Particularly in the deep running model, the long-short-term memory (LSTM) model has been applied to predict data of water purification plant because its time series prediction is highly reliable. However, it is necessary to reflect the correlation among various related factors, and a supplementary model is needed to improve the long-term predictability. In this paper, convolutional neural network (CNN) model is introduced to select various input variables that have a necessary correlation and to improve long term prediction rate, thus increasing the prediction rate through the LSTM predictive value and the combined structure. In addition, a multiple linear regression model is applied to compile the predicted data of CNN and LSTM, which then confirms the data as the final predicted outcome.

• International Journal of Contents
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• v.17 no.4
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• pp.1-15
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• 2021

Named entity recognition (NER) is a crucial task for NLP, which aims to extract information from texts. To build NER systems, deep learning (DL) models are learned with dictionary features by mapping each word in the dataset to dictionary features and generating a unique index. However, this technique might generate noisy labels, which pose significant challenges for the NER task. In this paper, we proposed DL-dictionary features, and evaluated them on two datasets, including the OntoNotes 5.0 dataset and our new infectious disease outbreak dataset named GFID. We used (1) a Bidirectional Long Short-Term Memory (BiLSTM) character and (2) pre-trained embedding to concatenate with (3) our proposed features, named the Convolutional Neural Network (CNN), BiLSTM, and self-attention dictionaries, respectively. The combined features (1-3) were fed through BiLSTM - Conditional Random Field (CRF) to predict named entity classes as outputs. We compared these outputs with other predictions of the BiLSTM character, pre-trained embedding, and dictionary features from previous research, which used the exact matching and partial matching dictionary technique. The findings showed that the model employing our dictionary features outperformed other models that used existing dictionary features. We also computed the F1 score with the GFID dataset to apply this technique to extract medical or healthcare information.

• Journal of information and communication convergence engineering
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• v.16 no.2
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• pp.106-113
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• 2018

Although deep learning methods of convolutional neural networks (CNNs) and long-/short-term memory (LSTM) are widely used for text categorization, they still have certain shortcomings. CNNs require that the text retain some order, that the pooling lengths be identical, and that collateral analysis is impossible; In case of LSTM, it requires the unidirectional operation and the inputs/outputs are very complex. Against these problems, we thus improved these traditional deep learning methods in the following ways: We created collateral CNNs accepting disorder and variable-length pooling, and we removed the input/output gates when creating bidirectional LSTMs. We have used four benchmark datasets for topic and sentiment classification using the new methods that we propose. The best results were obtained by combining LTSM regional embeddings with data convolution. Our method is better than all previous methods (including deep learning methods) in terms of topic and sentiment classification.

• Journal of information and communication convergence engineering
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• v.21 no.1
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• pp.9-16
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• 2023

The natural language on social network platforms has a certain front-to-back dependency in structure, and the direct conversion of Chinese text into a vector makes the dimensionality very high, thereby resulting in the low accuracy of existing text classification methods. To this end, this study establishes a deep learning model that combines a big data ultra-deep convolutional neural network (UDCNN) and long short-term memory network (LSTM). The deep structure of UDCNN is used to extract the features of text vector classification. The LSTM stores historical information to extract the context dependency of long texts, and word embedding is introduced to convert the text into low-dimensional vectors. Experiments are conducted on the social network platforms Sogou corpus and the University HowNet Chinese corpus. The research results show that compared with CNN + rand, LSTM, and other models, the neural network deep learning hybrid model can effectively improve the accuracy of text classification.

• Proceedings of the Korean Society of Broadcast Engineers Conference
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• fall
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• pp.91-94
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• 2021

As deep learning technologies becoming developed, realistic fake videos synthesized by deep learning models called "Deepfake" videos became even more difficult to distinguish from original videos. As fake news or Deepfake blackmailing are causing confusion and serious problems, this paper suggests a novel model detecting Deepfake videos. We chose Residual Convolutional Neural Network (Resnet50) as an extraction model and Long Short-Term Memory (LSTM) which is a form of Recurrent Neural Network (RNN) as a classification model. We adopted cosine similarity with hinge loss to train our extraction model in embedding the features of Deepfake and original video. The result in this paper demonstrates that temporal features in the videos are essential for detecting Deepfake videos.

• Smart Structures and Systems
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• v.33 no.4
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• pp.301-311
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• 2024

This paper proposes a deep convolutional long short-term memory (ConvLSTM)-based crack growth prediction technique for predictive maintenance of structures. Since cracks are one of the critical damage types in a structure, their regular inspection has been mandatory for structural safety and serviceability. To effectively establish the structural maintenance plan using the inspection results, crack propagation or growth prediction is essential. However, conventional crack prediction techniques based on mathematical models are not typically suitable for tracking complex nonlinear crack propagation mechanism on civil structures under harsh environmental conditions. To address the technical issue, a field data-driven crack growth prediction technique using ConvLSTM is newly proposed in this study. The proposed technique consists of the four steps: (1) time-series crack image acquisition, (2) target image stabilization, (3) deep learning-based crack detection and quantification and (4) crack growth prediction. The performance of the proposed technique is experimentally validated using a concrete mock-up specimen by applying step-wise bending loads to generate crack growth. The validation test results reveal the prediction accuracy of 94% on average compared with the ground truth obtained by field measurement.

• International Journal of Computer Science & Network Security
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• v.21 no.11
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• pp.73-80
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• 2021

Nowadays microblogs have become the most popular platforms to obtain and spread information. Twitter is one of the most used platforms to share everyday life event. However, rumors and misinformation on Arabic social media platforms has become pervasive which can create inestimable harm to society. Therefore, it is imperative to tackle and study this issue to distinguish the verified information from the unverified ones. There is an increasing interest in rumor detection on microblogs recently, however, it is mostly applied on English language while the work on Arabic language is still ongoing research topic and need more efforts. In this paper, we propose a combined Convolutional Neural Network (CNN) and Long Short-Term Memory (LSTM) to detect rumors on Twitter dataset. Various experiments were conducted to choose the best hyper-parameters tuning to achieve the best results. Moreover, different neural network models are used to evaluate performance and compare results. Experiments show that the CNN-LSTM model achieved the best accuracy 0.95 and an F1-score of 0.94 which outperform the state-of-the-art methods.

• Journal of Intelligence and Information Systems
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• v.29 no.2
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• pp.129-148
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• 2023

Bitcoin is a blockchain technology-based digital currency that has been recognized as a representative cryptocurrency and a financial investment asset. Due to its highly volatile nature, Bitcoin has gained a lot of attention from investors and the public. Based on this popularity, numerous studies have been conducted on price and trend prediction using machine learning and deep learning. This study employed LSTM (Long Short Term Memory) and CNN (Convolutional Neural Networks), which have shown potential for predictive performance in the finance domain, to enhance the classification accuracy in Bitcoin price trend prediction. XAI(eXplainable Artificial Intelligence) techniques were applied to the predictive model to enhance its explainability and interpretability by providing a comprehensive explanation of the model. In the empirical experiment, CNN was applied to technical indicators and Google trend data to build a Bitcoin price trend prediction model, and the CNN model using both technical indicators and Google trend data clearly outperformed the other models using neural networks, SVM, and LSTM. Then SHAP(Shapley Additive exPlanations) was applied to the predictive model to obtain explanations about the output values. Important prediction drivers in input variables were extracted through global interpretation, and the interpretation of the predictive model's decision process for each instance was suggested through local interpretation. The results show that our proposed research framework demonstrates both improved classification accuracy and explainability by using CNN, Google trend data, and SHAP.

• Proceedings of the Korean Society of Computer Information Conference
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• 2021.07a
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• pp.427-428
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• 2021

정보통신기술의 발달로 전자상거래의 증가와 소비자들의 제품에 대한 경험과 지식의 공유가 활발하게 진행됨에 따라 소비자는 제품을 구매하기 위한 자료수집, 활용을 진행하고 있다. 따라서 기업은 다양한 기능들을 반영한 제품이 치열하게 경쟁하고 있는 현 시장에서 우위를 점하고자 소비자 리뷰를 분석하여 소비자의 정확한 소비자의 요구사항을 분석하여 제품기획 프로세스에 반영하고자 텍스트마이닝(Text Mining) 기술과 딥러닝(Deep Learning) 기술을 통한 연구가 이루어지고 있다. 본 논문의 기초자료가 되는 데이터셋은 포털사이트의 구매사이트와 오픈마켓 사이트의 소비자 리뷰를 웹크롤링하고 자연어처리하여 진행한다. 감성분석은 딥러닝기술 중 CNN(Convolutional Neural Network), LSTM(Long Short Term Memory) 조합의 모델을 구현한다. 이는 딥러닝을 이용한 제품기획 프로세스로 소비자 요구사항 반영, 경제적인 측면, 제품기획 시간단축 등 긍정적인 영향을 미칠 것으로 기대한다.