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

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A Novel Parameter Initialization Technique for the Stock Price Movement Prediction Model

  • Nguyen-Thi, Thu;Yoon, Seokhoon
    • International journal of advanced smart convergence
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    • v.8 no.2
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    • pp.132-139
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    • 2019
  • We address the problem about forecasting the direction of stock price movement in the Korea market. Recently, the deep neural network is popularly applied in this area of research. In deep neural network systems, proper parameter initialization reduces training time and improves the performance of the model. Therefore, in our study, we propose a novel parameter initialization technique and apply this technique for the stock price movement prediction model. Specifically, we design a framework which consists of two models: a base model and a main prediction model. The base model constructed with LSTM is trained by using the large data which is generated by a large amount of the stock data to achieve optimal parameters. The main prediction model with the same architecture as the base model uses the optimal parameter initialization. Thus, the main prediction model is trained by only using the data of the given stock. Moreover, the stock price movements can be affected by other related information in the stock market. For this reason, we conducted our research with two types of inputs. The first type is the stock features, and the second type is a combination of the stock features and the Korea Composite Stock Price Index (KOSPI) features. Empirical results conducted on the top five stocks in the KOSPI list in terms of market capitalization indicate that our approaches achieve better predictive accuracy and F1-score comparing to other baseline models.

Precision Analysis of NARX-based Vehicle Positioning Algorithm in GNSS Disconnected Area

  • Lee, Yong;Kwon, Jay Hyoun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.39 no.5
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    • pp.289-295
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    • 2021
  • Recently, owing to the development of autonomous vehicles, research on precisely determining the position of a moving object has been actively conducted. Previous research mainly used the fusion of GNSS/IMU (Global Positioning System / Inertial Navigation System) and sensors attached to the vehicle through a Kalman filter. However, in recent years, new technologies have been used to determine the location of a moving object owing to the improvement in computing power and the advent of deep learning. Various techniques using RNN (Recurrent Neural Network), LSTM (Long Short-Term Memory), and NARX (Nonlinear Auto-Regressive eXogenous model) exist for such learning-based positioning methods. The purpose of this study is to compare the precision of existing filter-based sensor fusion technology and the NARX-based method in case of GNSS signal blockages using simulation data. When the filter-based sensor integration technology was used, an average horizontal position error of 112.8 m occurred during 60 seconds of GNSS signal outages. The same experiment was performed 100 times using the NARX. Among them, an improvement in precision was confirmed in approximately 20% of the experimental results. The horizontal position accuracy was 22.65 m, which was confirmed to be better than that of the filter-based fusion technique.

Improved Convolutional Neural Network Based Cooperative Spectrum Sensing For Cognitive Radio

  • Uppala, Appala Raju;Narasimhulu C, Venkata;Prasad K, Satya
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.6
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    • pp.2128-2147
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    • 2021
  • Cognitive radio systems are being implemented recently to tackle spectrum underutilization problems and aid efficient data traffic. Spectrum sensing is the crucial step in cognitive applications in which cognitive user detects the presence of primary user (PU) in a particular channel thereby switching to another channel for continuous transmission. In cognitive radio systems, the capacity to precisely identify the primary user's signal is essential to secondary user so as to use idle licensed spectrum. Based on the inherent capability, a new spectrum sensing technique is proposed in this paper to identify all types of primary user signals in a cognitive radio condition. Hence, a spectrum sensing algorithm using improved convolutional neural network and long short-term memory (CNN-LSTM) is presented. The principle used in our approach is simulated annealing that discovers reasonable number of neurons for each layer of a completely associated deep neural network to tackle the streamlining issue. The probability of detection is considered as the determining parameter to find the efficiency of the proposed algorithm. Experiments are carried under different signal to noise ratio to indicate better performance of the proposed algorithm. The PU signal will have an associated modulation format and hence identifying the presence of a modulation format itself establishes the presence of PU signal.

Development of a Hybrid Deep-Learning Model for the Human Activity Recognition based on the Wristband Accelerometer Signals

  • Jeong, Seungmin;Oh, Dongik
    • Journal of Internet Computing and Services
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    • v.22 no.3
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    • pp.9-16
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    • 2021
  • This study aims to develop a human activity recognition (HAR) system as a Deep-Learning (DL) classification model, distinguishing various human activities. We solely rely on the signals from a wristband accelerometer worn by a person for the user's convenience. 3-axis sequential acceleration signal data are gathered within a predefined time-window-slice, and they are used as input to the classification system. We are particularly interested in developing a Deep-Learning model that can outperform conventional machine learning classification performance. A total of 13 activities based on the laboratory experiments' data are used for the initial performance comparison. We have improved classification performance using the Convolutional Neural Network (CNN) combined with an auto-encoder feature reduction and parameter tuning. With various publically available HAR datasets, we could also achieve significant improvement in HAR classification. Our CNN model is also compared against Recurrent-Neural-Network(RNN) with Long Short-Term Memory(LSTM) to demonstrate its superiority. Noticeably, our model could distinguish both general activities and near-identical activities such as sitting down on the chair and floor, with almost perfect classification accuracy.

Traffic Accident Detection Based on Ego Motion and Object Tracking

  • Kim, Da-Seul;Son, Hyeon-Cheol;Si, Jong-Wook;Kim, Sung-Young
    • Journal of Advanced Information Technology and Convergence
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    • v.10 no.1
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    • pp.15-23
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    • 2020
  • In this paper, we propose a new method to detect traffic accidents in video from vehicle-mounted cameras (vehicle black box). We use the distance between vehicles to determine whether an accident has occurred. To calculate the position of each vehicle, we use object detection and tracking method. By the way, in a crowded road environment, it is so difficult to decide an accident has occurred because of parked vehicles at the edge of the road. It is not easy to discriminate against accidents from non-accidents because a moving vehicle and a stopped vehicle are mixed on a regular downtown road. In this paper, we try to increase the accuracy of the vehicle accident detection by using not only the motion of the surrounding vehicle but also ego-motion as the input of the Recurrent Neural Network (RNN). We improved the accuracy of accident detection compared to the previous method.

Condition assessment of stay cables through enhanced time series classification using a deep learning approach

  • Zhang, Zhiming;Yan, Jin;Li, Liangding;Pan, Hong;Dong, Chuanzhi
    • Smart Structures and Systems
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    • v.29 no.1
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    • pp.105-116
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    • 2022
  • Stay cables play an essential role in cable-stayed bridges. Severe vibrations and/or harsh environment may result in cable failures. Therefore, an efficient structural health monitoring (SHM) solution for cable damage detection is necessary. This study proposes a data-driven method for immediately detecting cable damage from measured cable forces by recognizing pattern transition from the intact condition when damage occurs. In the proposed method, pattern recognition for cable damage detection is realized by time series classification (TSC) using a deep learning (DL) model, namely, the long short term memory fully convolutional network (LSTM-FCN). First, a TSC classifier is trained and validated using the cable forces (or cable force ratios) collected from intact stay cables, setting the segmented data series as input and the cable (or cable pair) ID as class labels. Subsequently, the classifier is tested using the data collected under possible damaged conditions. Finally, the cable or cable pair corresponding to the least classification accuracy is recommended as the most probable damaged cable or cable pair. A case study using measured cable forces from an in-service cable-stayed bridge shows that the cable with damage can be correctly identified using the proposed DL-TSC method. Compared with existing cable damage detection methods in the literature, the DL-TSC method requires minor data preprocessing and feature engineering and thus enables fast and convenient early detection in real applications.

Danger detection technology based on multimodal and multilog data for public safety services

  • Park, Hyunho;Kwon, Eunjung;Byon, Sungwon;Shin, Won-Jae;Jung, Eui-Suk;Lee, Yong-Tae
    • ETRI Journal
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    • v.44 no.2
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    • pp.300-312
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    • 2022
  • Recently, public safety services have attracted significant attention for their ability to protect people from crimes. Rapid detection of dangerous situations (that is, abnormal situations where someone may be harmed or killed) is required in public safety services to reduce the time required to respond to such situations. This study proposes a novel danger detection technology based on multimodal data, which includes data from multiple sensors (for example, accelerometer, gyroscope, heart rate, air pressure, and global positioning system sensors), and multilog data, which includes contextual logs of humans and places (for example, contextual logs of human activities and crime-ridden districts) over time. To recognize human activity (for example, walk, sit, and punch), the proposed technology uses multimodal data analysis with an attitude heading reference system and long short-term memory. The proposed technology also includes multilog data analysis for detecting whether recognized activities of humans are dangerous. The proposed danger detection technology will benefit public safety services by improving danger detection capabilities.

Blind Drift Calibration using Deep Learning Approach to Conventional Sensors on Structural Model

  • Kutchi, Jacob;Robbins, Kendall;De Leon, David;Seek, Michael;Jung, Younghan;Qian, Lei;Mu, Richard;Hong, Liang;Li, Yaohang
    • International conference on construction engineering and project management
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    • 2022.06a
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    • pp.814-822
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    • 2022
  • The deployment of sensors for Structural Health Monitoring requires a complicated network arrangement, ground truthing, and calibration for validating sensor performance periodically. Any conventional sensor on a structural element is also subjected to static and dynamic vertical loadings in conjunction with other environmental factors, such as brightness, noise, temperature, and humidity. A structural model with strain gauges was built and tested to get realistic sensory information. This paper investigates different deep learning architectures and algorithms, including unsupervised, autoencoder, and supervised methods, to benchmark blind drift calibration methods using deep learning. It involves a fully connected neural network (FCNN), a long short-term memory (LSTM), and a gated recurrent unit (GRU) to address the blind drift calibration problem (i.e., performing calibrations of installed sensors when ground truth is not available). The results show that the supervised methods perform much better than unsupervised methods, such as an autoencoder, when ground truths are available. Furthermore, taking advantage of time-series information, the GRU model generates the most precise predictions to remove the drift overall.

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Developing radar-based rainfall prediction model with GAN(Generative Adversarial Network) (생성적 적대 신경망(GAN)을 활용한 강우예측모델 개발)

  • Choi, Suyeon;Sohn, Soyoung;Kim, Yeonjoo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.185-185
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    • 2021
  • 기후변화로 인한 돌발 강우 등 이상 기후 현상이 증가함에 따라 정확한 강우예측의 중요성은 더 증가하는 추세이다. 전통적인 강우예측의 경우 기상수치모델 또는 외삽법을 이용한 레이더 기반 강우예측 기법을 이용하며, 최근 머신러닝 기술의 발달에 따라 이를 활용한 레이더 자료기반 강우예측기법이 개발되고 있다. 기존 머신러닝을 이용한 강우예측 모델의 경우 주로 시계열 이미지 예측에 적합한 2차원 순환 신경망 기반 기법(Convolutional Long Short-Term Memory, ConvLSTM) 또는 합성곱 신경망 기반 기법(Convolutional Neural Network(CNN) Encoder-Decoder) 등을 이용한다. 본 연구에서는 생성적 적대 신경망 기반 기법(Generative Adversarial Network, GAN)을 이용해 미래 강우예측을 수행하도록 하였다. GAN 방법론은 이미지를 생성하는 생성자와 이를 실제 이미지와 구분하는 구별자가 경쟁하며 학습되어 현재 이미지 생성 분야에서 높은 성능을 보여주고 있다. 본 연구에서 개발한 GAN 기반 모델은 기상청에서 제공된 2016년~2019년까지의 레이더 이미지 자료를 이용하여 초단기, 단기 강우예측을 수행하도록 학습시키고, 2020년 레이더 이미지 자료를 이용해 단기강우예측을 모의하였다. 또한, 기존 머신러닝 기법을 기반으로 한 모델들의 강우예측결과와 GAN 기반 모델의 강우예측결과를 비교분석한 결과, 본 연구를 통해 개발한 강우예측모델이 단기강우예측에 뛰어난 성능을 보이는 것을 확인할 수 있었다.

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Korean sentence spacing correction model using syllable and morpheme information (음절과 형태소 정보를 이용한 한국어 문장 띄어쓰기 교정 모델)

  • Choi, Jeong-Myeong;Oh, Byoung-Doo;Heo, Tak-Sung;Jeong, Yeong-Seok;Kim, Yu-Seop
    • Annual Conference on Human and Language Technology
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    • 2020.10a
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    • pp.141-144
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    • 2020
  • 한국어에서 문장의 가독성이나 맥락 파악을 위해 띄어쓰기는 매우 중요하다. 또한 자연 언어 처리를 할 때 띄어쓰기 오류가 있는 문장을 사용하면 문장의 구조가 달라지기 때문에 성능에 영향을 미칠 수 있다. 기존 연구에서는 N-gram 기반 통계적인 방법과 형태소 분석기를 이용하여 띄어쓰기 교정을 해왔다. 최근 들어 심층 신경망을 활용하는 많은 띄어쓰기 교정 연구가 진행되고 있다. 기존 심층 신경망을 이용한 연구에서는 문장을 음절 단위 또는 형태소 단위로 처리하여 교정 모델을 만들었다. 본 연구에서는 음절과 형태소 단위 모두 모델의 입력으로 사용하여 두 정보를 결합하여 띄어쓰기 교정 문제를 해결하고자 한다. 모델은 문장의 음절과 형태소 시퀀스에서 지역적 정보를 학습할 수 있는 Convolutional Neural Network와 순서정보를 정방향, 후방향으로 학습할 수 있는 Bidirectional Long Short-Term Memory 구조를 사용한다. 모델의 성능은 음절의 정확도와 어절의 정밀도, 어절의 재현율, 어절의 F1 score를 사용해 평가하였다. 제안한 모델의 성능 평가 결과 어절의 F1 score가 96.06%로 우수한 성능을 냈다.

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