• Title/Summary/Keyword: LSTM (Long-Short Term Memory)

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Predicting the Baltic Dry Bulk Freight Index Using an Ensemble Neural Network Model (통합적인 인공 신경망 모델을 이용한 발틱운임지수 예측)

  • SU MIAO
    • Korea Trade Review
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    • v.48 no.2
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    • pp.27-43
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    • 2023
  • The maritime industry is playing an increasingly vital part in global economic expansion. Specifically, the Baltic Dry Index is highly correlated with global commodity prices. Hence, the importance of BDI prediction research increases. But, since the global situation has become more volatile, it has become methodologically more difficult to predict the BDI accurately. This paper proposes an integrated machine-learning strategy for accurately forecasting BDI trends. This study combines the benefits of a convolutional neural network (CNN) and long short-term memory neural network (LSTM) for research on prediction. We collected daily BDI data for over 27 years for model fitting. The research findings indicate that CNN successfully extracts BDI data features. On this basis, LSTM predicts BDI accurately. Model R2 attains 94.7 percent. Our research offers a novel, machine-learning-integrated approach to the field of shipping economic indicators research. In addition, this study provides a foundation for risk management decision-making in the fields of shipping institutions and financial investment.

Application of deep learning method for decision making support of dam release operation (댐 방류 의사결정지원을 위한 딥러닝 기법의 적용성 평가)

  • Jung, Sungho;Le, Xuan Hien;Kim, Yeonsu;Choi, Hyungu;Lee, Giha
    • Journal of Korea Water Resources Association
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    • v.54 no.spc1
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    • pp.1095-1105
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    • 2021
  • The advancement of dam operation is further required due to the upcoming rainy season, typhoons, or torrential rains. Besides, physical models based on specific rules may sometimes have limitations in controlling the release discharge of dam due to inherent uncertainty and complex factors. This study aims to forecast the water level of the nearest station to the dam multi-timestep-ahead and evaluate the availability when it makes a decision for a release discharge of dam based on LSTM (Long Short-Term Memory) of deep learning. The LSTM model was trained and tested on eight data sets with a 1-hour temporal resolution, including primary data used in the dam operation and downstream water level station data about 13 years (2009~2021). The trained model forecasted the water level time series divided by the six lead times: 1, 3, 6, 9, 12, 18-hours, and compared and analyzed with the observed data. As a result, the prediction results of the 1-hour ahead exhibited the best performance for all cases with an average accuracy of MAE of 0.01m, RMSE of 0.015 m, and NSE of 0.99, respectively. In addition, as the lead time increases, the predictive performance of the model tends to decrease slightly. The model may similarly estimate and reliably predicts the temporal pattern of the observed water level. Thus, it is judged that the LSTM model could produce predictive data by extracting the characteristics of complex hydrological non-linear data and can be used to determine the amount of release discharge from the dam when simulating the operation of the dam.

Automated Vehicle Research by Recognizing Maneuvering Modes using LSTM Model (LSTM 모델 기반 주행 모드 인식을 통한 자율 주행에 관한 연구)

  • Kim, Eunhui;Oh, Alice
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.16 no.4
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    • pp.153-163
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    • 2017
  • This research is based on the previous research that personally preferred safe distance, rotating angle and speed are differentiated. Thus, we use machine learning model for recognizing maneuvering modes trained per personal or per similar driving pattern groups, and we evaluate automatic driving according to maneuvering modes. By utilizing driving knowledge, we subdivided 8 kinds of longitudinal modes and 4 kinds of lateral modes, and by combining the longitudinal and lateral modes, we build 21 kinds of maneuvering modes. we train the labeled data set per time stamp through RNN, LSTM and Bi-LSTM models by the trips of drivers, which are supervised deep learning models, and evaluate the maneuvering modes of automatic driving for the test data set. The evaluation dataset is aggregated of living trips of 3,000 populations by VTTI in USA for 3 years and we use 1500 trips of 22 people and training, validation and test dataset ratio is 80%, 10% and 10%, respectively. For recognizing longitudinal 8 kinds of maneuvering modes, RNN achieves better accuracy compared to LSTM, Bi-LSTM. However, Bi-LSTM improves the accuracy in recognizing 21 kinds of longitudinal and lateral maneuvering modes in comparison with RNN and LSTM as 1.54% and 0.47%, respectively.

Accurate Human Localization for Automatic Labelling of Human from Fisheye Images

  • Than, Van Pha;Nguyen, Thanh Binh;Chung, Sun-Tae
    • Journal of Korea Multimedia Society
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    • v.20 no.5
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    • pp.769-781
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    • 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.

Multimodal Sentiment Analysis Using Review Data and Product Information (리뷰 데이터와 제품 정보를 이용한 멀티모달 감성분석)

  • Hwang, Hohyun;Lee, Kyeongchan;Yu, Jinyi;Lee, Younghoon
    • The Journal of Society for e-Business Studies
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    • v.27 no.1
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    • pp.15-28
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    • 2022
  • Due to recent expansion of online market such as clothing, utilizing customer review has become a major marketing measure. User review has been used as a tool of analyzing sentiment of customers. Sentiment analysis can be largely classified with machine learning-based and lexicon-based method. Machine learning-based method is a learning classification model referring review and labels. As research of sentiment analysis has been developed, multi-modal models learned by images and video data in reviews has been studied. Characteristics of words in reviews are differentiated depending on products' and customers' categories. In this paper, sentiment is analyzed via considering review data and metadata of products and users. Gated Recurrent Unit (GRU), Long Short-Term Memory (LSTM), Self Attention-based Multi-head Attention models and Bidirectional Encoder Representation from Transformer (BERT) are used in this study. Same Multi-Layer Perceptron (MLP) model is used upon every products information. This paper suggests a multi-modal sentiment analysis model that simultaneously considers user reviews and product meta-information.

Chart-based Stock Price Prediction by Combing Variation Autoencoder and Attention Mechanisms (변이형 오토인코더와 어텐션 메커니즘을 결합한 차트기반 주가 예측)

  • Sanghyun Bae;Byounggu Choi
    • Information Systems Review
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    • v.23 no.1
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    • pp.23-43
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    • 2021
  • Recently, many studies have been conducted to increase the accuracy of stock price prediction by analyzing candlestick charts using artificial intelligence techniques. However, these studies failed to consider the time-series characteristics of candlestick charts and to take into account the emotional state of market participants in data learning for stock price prediction. In order to overcome these limitations, this study produced input data by combining volatility index and candlestick charts to consider the emotional state of market participants, and used the data as input for a new method proposed on the basis of combining variantion autoencoder (VAE) and attention mechanisms for considering the time-series characteristics of candlestick chart. Fifty firms were randomly selected from the S&P 500 index and their stock prices were predicted to evaluate the performance of the method compared with existing ones such as convolutional neural network (CNN) or long-short term memory (LSTM). The results indicated the method proposed in this study showed superior performance compared to the existing ones. This study implied that the accuracy of stock price prediction could be improved by considering the emotional state of market participants and the time-series characteristics of the candlestick chart.

Real-time PM10 Concentration Prediction LSTM Model based on IoT Streaming Sensor data (IoT 스트리밍 센서 데이터에 기반한 실시간 PM10 농도 예측 LSTM 모델)

  • Kim, Sam-Keun;Oh, Tack-Il
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.11
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    • pp.310-318
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    • 2018
  • Recently, the importance of big data analysis is increasing as a large amount of data is generated by various devices connected to the Internet with the advent of Internet of Things (IoT). Especially, it is necessary to analyze various large-scale IoT streaming sensor data generated in real time and provide various services through new meaningful prediction. This paper proposes a real-time indoor PM10 concentration prediction LSTM model based on streaming data generated from IoT sensor using AWS. We also construct a real-time indoor PM10 concentration prediction service based on the proposed model. Data used in the paper is streaming data collected from the PM10 IoT sensor for 24 hours. This time series data is converted into sequence data consisting of 30 consecutive values from time series data for use as input data of LSTM. The LSTM model is learned through a sliding window process of moving to the immediately adjacent dataset. In order to improve the performance of the model, incremental learning method is applied to the streaming data collected every 24 hours. The linear regression and recurrent neural networks (RNN) models are compared to evaluate the performance of LSTM model. Experimental results show that the proposed LSTM prediction model has 700% improvement over linear regression and 140% improvement over RNN model for its performance level.

Comparison of physics-based and data-driven models for streamflow simulation of the Mekong river (메콩강 유출모의를 위한 물리적 및 데이터 기반 모형의 비교·분석)

  • Lee, Giha;Jung, Sungho;Lee, Daeeop
    • Journal of Korea Water Resources Association
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    • v.51 no.6
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    • pp.503-514
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    • 2018
  • In recent, the hydrological regime of the Mekong river is changing drastically due to climate change and haphazard watershed development including dam construction. Information of hydrologic feature like streamflow of the Mekong river are required for water disaster prevention and sustainable water resources development in the river sharing countries. In this study, runoff simulations at the Kratie station of the lower Mekong river are performed using SWAT (Soil and Water Assessment Tool), a physics-based hydrologic model, and LSTM (Long Short-Term Memory), a data-driven deep learning algorithm. The SWAT model was set up based on globally-available database (topography: HydroSHED, landuse: GLCF-MODIS, soil: FAO-Soil map, rainfall: APHRODITE, etc) and then simulated daily discharge from 2003 to 2007. The LSTM was built using deep learning open-source library TensorFlow and the deep-layer neural networks of the LSTM were trained based merely on daily water level data of 10 upper stations of the Kratie during two periods: 2000~2002 and 2008~2014. Then, LSTM simulated daily discharge for 2003~2007 as in SWAT model. The simulation results show that Nash-Sutcliffe Efficiency (NSE) of each model were calculated at 0.9(SWAT) and 0.99(LSTM), respectively. In order to simply simulate hydrological time series of ungauged large watersheds, data-driven model like the LSTM method is more applicable than the physics-based hydrological model having complexity due to various database pressure because it is able to memorize the preceding time series sequences and reflect them to prediction.

Development of Dolphin Click Signal Classification Algorithm Based on Recurrent Neural Network for Marine Environment Monitoring (해양환경 모니터링을 위한 순환 신경망 기반의 돌고래 클릭 신호 분류 알고리즘 개발)

  • Seoje Jeong;Wookeen Chung;Sungryul Shin;Donghyeon Kim;Jeasoo Kim;Gihoon Byun;Dawoon Lee
    • Geophysics and Geophysical Exploration
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    • v.26 no.3
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    • pp.126-137
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    • 2023
  • In this study, a recurrent neural network (RNN) was employed as a methodological approach to classify dolphin click signals derived from ocean monitoring data. To improve the accuracy of click signal classification, the single time series data were transformed into fractional domains using fractional Fourier transform to expand its features. Transformed data were used as input for three RNN models: long short-term memory (LSTM), gated recurrent unit (GRU), and bidirectional LSTM (BiLSTM), which were compared to determine the optimal network for the classification of signals. Because the fractional Fourier transform displayed different characteristics depending on the chosen angle parameter, the optimal angle range for each RNN was first determined. To evaluate network performance, metrics such as accuracy, precision, recall, and F1-score were employed. Numerical experiments demonstrated that all three networks performed well, however, the BiLSTM network outperformed LSTM and GRU in terms of learning results. Furthermore, the BiLSTM network provided lower misclassification than the other networks and was deemed the most practically appliable to field data.

Forecasting of Rental Demand for Public Bicycles Using a Deep Learning Model (딥러닝 모형을 활용한 공공자전거 대여량 예측에 관한 연구)

  • Cho, Keun-min;Lee, Sang-Soo;Nam, Doohee
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.3
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    • pp.28-37
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    • 2020
  • This study developed a deep learning model that predicts rental demand for public bicycles. For this, public bicycle rental data, weather data, and subway usage data were collected. After building an exponential smoothing model, ARIMA model and LSTM-based deep learning model, forecasting errors were compared and evaluated using MSE and MAE evaluation indicators. Based on the analysis results, MSE 348.74 and MAE 14.15 were calculated using the exponential smoothing model. The ARIMA model produced MSE 170.10 and MAE 9.30 values. In addition, MSE 120.22 and MAE 6.76 values were calculated using the deep learning model. Compared to the value of the exponential smoothing model, the MSE of the ARIMA model decreased by 51% and the MAE by 34%. In addition, the MSE of the deep learning model decreased by 66% and the MAE by 52%, which was found to have the least error in the deep learning model. These results show that the prediction error in public bicycle rental demand forecasting can be greatly reduced by applying the deep learning model.