• Title/Summary/Keyword: Long Short-Term Memory Network

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DR-LSTM: Dimension reduction based deep learning approach to predict stock price

  • Ah-ram Lee;Jae Youn Ahn;Ji Eun Choi;Kyongwon Kim
    • Communications for Statistical Applications and Methods
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    • v.31 no.2
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    • pp.213-234
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    • 2024
  • In recent decades, increasing research attention has been directed toward predicting the price of stocks in financial markets using deep learning methods. For instance, recurrent neural network (RNN) is known to be competitive for datasets with time-series data. Long short term memory (LSTM) further improves RNN by providing an alternative approach to the gradient loss problem. LSTM has its own advantage in predictive accuracy by retaining memory for a longer time. In this paper, we combine both supervised and unsupervised dimension reduction methods with LSTM to enhance the forecasting performance and refer to this as a dimension reduction based LSTM (DR-LSTM) approach. For a supervised dimension reduction method, we use methods such as sliced inverse regression (SIR), sparse SIR, and kernel SIR. Furthermore, principal component analysis (PCA), sparse PCA, and kernel PCA are used as unsupervised dimension reduction methods. Using datasets of real stock market index (S&P 500, STOXX Europe 600, and KOSPI), we present a comparative study on predictive accuracy between six DR-LSTM methods and time series modeling.

Prediction for Energy Demand Using 1D-CNN and Bidirectional LSTM in Internet of Energy (에너지인터넷에서 1D-CNN과 양방향 LSTM을 이용한 에너지 수요예측)

  • Jung, Ho Cheul;Sun, Young Ghyu;Lee, Donggu;Kim, Soo Hyun;Hwang, Yu Min;Sim, Issac;Oh, Sang Keun;Song, Seung-Ho;Kim, Jin Young
    • Journal of IKEEE
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    • v.23 no.1
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    • pp.134-142
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    • 2019
  • As the development of internet of energy (IoE) technologies and spread of various electronic devices have diversified patterns of energy consumption, the reliability of demand prediction has decreased, causing problems in optimization of power generation and stabilization of power supply. In this study, we propose a deep learning method, 1-Dimention-Convolution and Bidirectional Long Short-Term Memory (1D-ConvBLSTM), that combines a convolution neural network (CNN) and a Bidirectional Long Short-Term Memory(BLSTM) for highly reliable demand forecasting by effectively extracting the energy consumption pattern. In experimental results, the demand is predicted with the proposed deep learning method for various number of learning iterations and feature maps, and it is verified that the test data is predicted with a small number of iterations.

Prediction of the DO concentration using the machine learning algorithm: case study in Oncheoncheon, Republic of Korea

  • Lim, Heesung;An, Hyunuk;Choi, Eunhyuk;Kim, Yeonsu
    • Korean Journal of Agricultural Science
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    • v.47 no.4
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    • pp.1029-1037
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    • 2020
  • The machine learning algorithm has been widely used in water-related fields such as water resources, water management, hydrology, atmospheric science, water quality, water level prediction, weather forecasting, water discharge prediction, water quality forecasting, etc. However, water quality prediction studies based on the machine learning algorithm are limited compared to other water-related applications because of the limited water quality data. Most of the previous water quality prediction studies have predicted monthly water quality, which is useful information but not enough from a practical aspect. In this study, we predicted the dissolved oxygen (DO) using recurrent neural network with long short-term memory model recurrent neural network long-short term memory (RNN-LSTM) algorithms with hourly- and daily-datasets. Bugok Bridge in Oncheoncheon, located in Busan, where the data was collected in real time, was selected as the target for the DO prediction. The 10-month (temperature, wind speed, and relative humidity) data were used as time prediction inputs, and the 5-year (temperature, wind speed, relative humidity, and rainfall) data were used as the daily forecast inputs. Missing data were filled by linear interpolation. The prediction model was coded based on TensorFlow, an open-source library developed by Google. The performance of the RNN-LSTM algorithm for the hourly- or daily-based water quality prediction was tested and analyzed. Research results showed that the hourly data for the water quality is useful for machine learning, and the RNN-LSTM algorithm has potential to be used for hourly- or daily-based water quality forecasting.

Prediction of Student's Interest on Sports for Classification using Bi-Directional Long Short Term Memory Model

  • Ahamed, A. Basheer;Surputheen, M. Mohamed
    • International Journal of Computer Science & Network Security
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    • v.22 no.10
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    • pp.246-256
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    • 2022
  • Recently, parents and teachers consider physical education as a minor subject for students in elementary and secondary schools. Physical education performance has become increasingly significant as parents and schools pay more attention to physical schooling. The sports mining with distribution analysis model considers different factors, including the games, comments, conversations, and connection made on numerous sports interests. Using different machine learning/deep learning approach, children's athletic and academic interests can be tracked over the course of their academic lives. There have been a number of studies that have focused on predicting the success of students in higher education. Sports interest prediction research at the secondary level is uncommon, but the secondary level is often used as a benchmark to describe students' educational development at higher levels. An Automated Student Interest Prediction on Sports Mining using DL Based Bi-directional Long Short-Term Memory model (BiLSTM) is presented in this article. Pre-processing of data, interest classification, and parameter tweaking are all the essential operations of the proposed model. Initially, data augmentation is used to expand the dataset's size. Secondly, a BiLSTM model is used to predict and classify user interests. Adagrad optimizer is employed for hyperparameter optimization. In order to test the model's performance, a dataset is used and the results are analysed using precision, recall, accuracy and F-measure. The proposed model achieved 95% accuracy on 400th instances, where the existing techniques achieved 93.20% accuracy for the same. The proposed model achieved 95% of accuracy and precision for 60%-40% data, where the existing models achieved 93% for accuracy and precision.

Shooting sound analysis using convolutional neural networks and long short-term memory (합성곱 신경망과 장단기 메모리를 이용한 사격음 분석 기법)

  • Kang, Se Hyeok;Cho, Ji Woong
    • The Journal of the Acoustical Society of Korea
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    • v.41 no.3
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    • pp.312-318
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    • 2022
  • This paper proposes a model which classifies the type of guns and information about sound source location using deep neural network. The proposed classification model is composed of convolutional neural networks (CNN) and long short-term memory (LSTM). For training and test the model, we use the Gunshot Audio Forensic Dataset generated by the project supported by the National Institute of Justice (NIJ). The acoustic signals are transformed to Mel-Spectrogram and they are provided as learning and test data for the proposed model. The model is compared with the control model consisting of convolutional neural networks only. The proposed model shows high accuracy more than 90 %.

Forecasting Fish Import Using Deep Learning: A Comprehensive Analysis of Two Different Fish Varieties in South Korea

  • Abhishek Chaudhary;Sunoh Choi
    • Smart Media Journal
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    • v.12 no.11
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    • pp.134-144
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    • 2023
  • Nowadays, Deep Learning (DL) technology is being used in several government departments. South Korea imports a lot of seafood. If the demand for fishery products is not accurately predicted, then there will be a shortage of fishery products and the price of the fishery product may rise sharply. So, South Korea's Ministry of Ocean and Fisheries is attempting to accurately predict seafood imports using deep learning. This paper introduces the solution for the fish import prediction in South Korea using the Long Short-Term Memory (LSTM) method. It was found that there was a huge gap between the sum of consumption and export against the sum of production especially in the case of two species that are Hairtail and Pollock. An import prediction is suggested in this research to fill the gap with some advanced Deep Learning methods. This research focuses on import prediction using Machine Learning (ML) and Deep Learning methods to predict the import amount more precisely. For the prediction, two Deep Learning methods were chosen which are Artificial Neural Network (ANN) and Long Short-Term Memory (LSTM). Moreover, the Machine Learning method was also selected for the comparison between the DL and ML. Root Mean Square Error (RMSE) was selected for the error measurement which shows the difference between the predicted and actual values. The results obtained were compared with the average RMSE scores and in terms of percentage. It was found that the LSTM has the lowest RMSE score which showed the prediction with higher accuracy. Meanwhile, ML's RMSE score was higher which shows lower accuracy in prediction. Moreover, Google Trend Search data was used as a new feature to find its impact on prediction outcomes. It was found that it had a positive impact on results as the RMSE values were lowered, increasing the accuracy of the prediction.

Non-Intrusive Speech Intelligibility Estimation Using Autoencoder Features with Background Noise Information

  • Jeong, Yue Ri;Choi, Seung Ho
    • International Journal of Internet, Broadcasting and Communication
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    • v.12 no.3
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    • pp.220-225
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    • 2020
  • This paper investigates the non-intrusive speech intelligibility estimation method in noise environments when the bottleneck feature of autoencoder is used as an input to a neural network. The bottleneck feature-based method has the problem of severe performance degradation when the noise environment is changed. In order to overcome this problem, we propose a novel non-intrusive speech intelligibility estimation method that adds the noise environment information along with bottleneck feature to the input of long short-term memory (LSTM) neural network whose output is a short-time objective intelligence (STOI) score that is a standard tool for measuring intrusive speech intelligibility with reference speech signals. From the experiments in various noise environments, the proposed method showed improved performance when the noise environment is same. In particular, the performance was significant improved compared to that of the conventional methods in different environments. Therefore, we can conclude that the method proposed in this paper can be successfully used for estimating non-intrusive speech intelligibility in various noise environments.

Mobile Gesture Recognition using Hierarchical Recurrent Neural Network with Bidirectional Long Short-Term Memory (BLSTM 구조의 계층적 순환 신경망을 이용한 모바일 제스처인식)

  • Lee, Myeong-Chun;Cho, Sung-Bae
    • Proceedings of the Korean Information Science Society Conference
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    • 2012.06b
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    • pp.321-323
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    • 2012
  • 스마트폰 사용의 보편화와 센서기술의 발달로 이를 응용하는 다양한 연구가 진행되고 있다. 특히 가속도, GPS, 조도, 방향센서 등의 센서들이 스마트폰에 부착되어 출시되고 있어서, 이를 이용한 상황인지, 행동인식 등의 관련 연구들이 활발하다. 하지만 다양한 클래스를 분류하면서 높은 인식률을 유지하는 것은 어려운 문제이다. 본 논문에서는 인식률 향상을 위해 계층적 구조의 순환 신경망을 이용하여 제스처를 인식한다. 스마트폰의 가속도 센서를 이용하여 사용자의 제스처 데이터를 수집하고 BLSTM(Bidirectional Long Short-Term Memory) 구조의 순환신경망을 계층적으로 사용하여, 20가지 사용자의 제스처와 비제스처를 분류한다. 약 24,850개의 시퀀스 데이터를 사용하여 실험한 결과, 기존 BLSTM은 평균 89.17%의 인식률을 기록한 반면 계층적 BLSTM은 평균 91.11%의 인식률을 나타내었다.

DG-based SPO tuple recognition using self-attention M-Bi-LSTM

  • Jung, Joon-young
    • ETRI Journal
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    • v.44 no.3
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    • pp.438-449
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    • 2022
  • This study proposes a dependency grammar-based self-attention multilayered bidirectional long short-term memory (DG-M-Bi-LSTM) model for subject-predicate-object (SPO) tuple recognition from natural language (NL) sentences. To add recent knowledge to the knowledge base autonomously, it is essential to extract knowledge from numerous NL data. Therefore, this study proposes a high-accuracy SPO tuple recognition model that requires a small amount of learning data to extract knowledge from NL sentences. The accuracy of SPO tuple recognition using DG-M-Bi-LSTM is compared with that using NL-based self-attention multilayered bidirectional LSTM, DG-based bidirectional encoder representations from transformers (BERT), and NL-based BERT to evaluate its effectiveness. The DG-M-Bi-LSTM model achieves the best results in terms of recognition accuracy for extracting SPO tuples from NL sentences even if it has fewer deep neural network (DNN) parameters than BERT. In particular, its accuracy is better than that of BERT when the learning data are limited. Additionally, its pretrained DNN parameters can be applied to other domains because it learns the structural relations in NL sentences.

Unsupervised learning algorithm for signal validation in emergency situations at nuclear power plants

  • Choi, Younhee;Yoon, Gyeongmin;Kim, Jonghyun
    • Nuclear Engineering and Technology
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    • v.54 no.4
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    • pp.1230-1244
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    • 2022
  • This paper proposes an algorithm for signal validation using unsupervised methods in emergency situations at nuclear power plants (NPPs) when signals are rapidly changing. The algorithm aims to determine the stuck failures of signals in real time based on a variational auto-encoder (VAE), which employs unsupervised learning, and long short-term memory (LSTM). The application of unsupervised learning enables the algorithm to detect a wide range of stuck failures, even those that are not trained. First, this paper discusses the potential failure modes of signals in NPPs and reviews previous studies conducted on signal validation. Then, an algorithm for detecting signal failures is proposed by applying LSTM and VAE. To overcome the typical problems of unsupervised learning processes, such as trainability and performance issues, several optimizations are carried out to select the inputs, determine the hyper-parameters of the network, and establish the thresholds to identify signal failures. Finally, the proposed algorithm is validated and demonstrated using a compact nuclear simulator.