• International Journal of Computer Science & Network Security
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• 제23권4호
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• pp.166-171
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• 2023

The Stock price analysis is an increasing concern in a financial time series. The purpose of the study is to analyze the price parameters of date, high, low, and news feed about the stock exchange price. Long short term memory (LSTM) is a cutting-edge technology used for predicting the data based on time series. LSTM performs well in executing large sequence of data. This paper presents the Long Short Term Memory Model has used to analyze the stock price ranges of 10 days and 20 days by exponential moving average. The proposed approach gives better performance using technical indicators of stock price with an accuracy of 82.6% and cross entropy of 71%.

• 한국수자원학회:학술대회논문집
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• 한국수자원학회 2020년도 학술발표회
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• pp.101-101
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• 2020

Traditional stochastic simulation of hydroclimatological variables often underestimates the variability and correlation structure of larger timescale due to the difficulty in preserving long-term memory. However, the Long Short-Term Memory (LSTM) model illustrates a remarkable long-term memory from the recursive hidden and cell states. The current study, therefore, employed the LSTM model in stochastic generation of hydrologic and climate variables to examine how much the LSTM model can preserve the long-term memory and overcome the drawbacks of conventional time series models such as autoregressive (AR). A trigonometric function and the Rössler system as well as real case studies for hydrological and climatological variables were tested. Results presented that the LSTM model reproduced the variability and correlation structure of the larger timescale as well as the key statistics of the original time domain better than the AR and other traditional models. The hidden and cell states of the LSTM containing the long-memory and oscillation structure following the observations allows better performance compared to the other tested conventional models. This good representation of the long-term variability can be important in water manager since future water resources planning and management is highly related with this long-term variability.

• Communications for Statistical Applications and Methods
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• 제28권5호
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• pp.521-536
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• 2021

As life expectancies increase continuously over the world, the accuracy of forecasting mortality is more and more important to maintain social systems in the aging era. Currently, the most popular model used is the Lee-Carter model but various studies have been conducted to improve this model with one of them being 6-parametric factor model (6-PFM) which is introduced in this paper. To this new model, long short-term memory (LSTM) and regularized LSTM are applied in addition to vector autoregression (VAR), which is a traditional time-series method. Forecasting accuracies of several models, including the LC model, 4-PFM, 5-PFM, and 3 6-PFM's, are compared by using the U.S. and Korea life-tables. The results show that 6-PFM forecasts better than the other models (LC model, 4-PFM, and 5-PFM). Among the three 6-PFMs studied, regularized LSTM performs better than the other two methods for most of the tests.

• 한국정보통신학회:학술대회논문집
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• 한국정보통신학회 2021년도 춘계학술대회
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• pp.189-192
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• 2021

항적추적 기술에 딥러닝 기반 LSTM(Long Short-Term Memory) 모델을 적용하는 연구로서 기존의 항적추적기술의 경우, 항공기의 등속, 등가속, 급기동, 선회(3D) 비행 등 비행 특성에 따른 칼만 필터 기반의 LMIPDA를 활용한 실시간 항적 추적 시 등속, 등가속, 급기동, 선회(3D) 비행 가중치가 자동으로 변경된다. 이러한 과정에서 등속 비행 중 급기동 비행과 같이 비행 특성이 변경될 때, 항적 손실 및 항적 추적 성능이 하락하여 비행 특성 가중치 변경성능을 향상시킬 필요성이 있다. 본 연구는 레이더의 오차 모델이 적용된 시뮬레이터의 Plot과 표적을 딥러닝 기반 LSTM(Long Short-Term Memory) 모델을 적용하여 학습시키고, 칼만 필터를 활용한 항적추적 결과와 딥러닝 기반 LSTM(Long Short-Term Memory) 모델을 적용한 항적추적결과를 비교함으로써 미리 비행 특성의 변경과정을 예측하여 등속, 등가속, 급기동, 선회(3D) 비행 가중치변경을 신속하게 함으로써 항적추적성능을 향상하기 위한 연구이다.

• 한국음향학회지
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• 제42권4호
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• pp.313-319
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• 2023

본 논문에서는 일부 소음 데이터만 알고 있을 때 결손된 데이터를 예측할 목적으로 수조에서 측정된 기포유동 소음 데이터와 수중 운동체 발사 소음 데이터를 시계열 기계학습 모델인 Long Short Term Memory(LSTM)에 적용해 보았다. 기포유동소음 데이터는 파이프에서 측정된 소음으로 기포소음, 유동소음, 유체기인소음이 혼합되어 있으며 유형별로 3가지로 분류할 수 있다. 수중 운동체 발사소음은 모형 발사튜브에서 수중 운동체가 사출될 때 발생하는 소음으로 순간소음이며 발사 이벤트마다 불규칙하게 변한다. 이러한 종류의 소음 생성을 위해서는 해석적인 모델보다는 데이터 기반 모델이 유용할 수 있다. 본 연구에서는 LSTM을 데이터 기반 모델을 만들었다. 모델에 영향을 주는 LSTM의 은닉유닛의 개수, 입력시퀸스의 개수, 데시메이션 인자에 따른 모델의 성능을 확인하고 최적의 LSTM 모델을 구성했다. 같은 유형은 새로운 데이터에 대해서도 잘 동작하는 것을 보였다.

• 품질경영학회지
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• 제47권3호
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• pp.497-508
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• 2019

Purpose: The purpose of this study is to overcome limitations of conventional studies that to predict Baltic Dry Index (BDI). The study proposed applications of Artificial Neural Network (ANN) named Long Short-Term Memory (LSTM) to predict BDI. Methods: The BDI time-series prediction was carried out through eight variables related to the dry bulk market. The prediction was conducted in two steps. First, identifying the goodness of fitness for the BDI time-series of specific ANN models and determining the network structures to be used in the next step. While using ANN's generalization capability, the structures determined in the previous steps were used in the empirical prediction step, and the sliding-window method was applied to make a daily (one-day ahead) prediction. Results: At the empirical prediction step, it was possible to predict variable y(BDI time series) at point of time t by 8 variables (related to the dry bulk market) of x at point of time (t-1). LSTM, known to be good at learning over a long period of time, showed the best performance with higher predictive accuracy compared to Multi-Layer Perceptron (MLP) and Recurrent Neural Network (RNN). Conclusion: Applying this study to real business would require long-term predictions by applying more detailed forecasting techniques. I hope that the research can provide a point of reference in the dry bulk market, and furthermore in the decision-making and investment in the future of the shipping business as a whole.

• Nuclear Engineering and Technology
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• 제50권4호
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• pp.582-588
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• 2018

Accident diagnosis is one of the complex tasks for nuclear power plant (NPP) operators. In abnormal or emergency situations, the diagnostic activity of the NPP states is burdensome though necessary. Numerous computer-based methods and operator support systems have been suggested to address this problem. Among them, the recurrent neural network (RNN) has performed well at analyzing time series data. This study proposes an algorithm for accident diagnosis using long short-term memory (LSTM), which is a kind of RNN, which improves the limitation for time reflection. The algorithm consists of preprocessing, the LSTM network, and postprocessing. In the LSTM-based algorithm, preprocessed input variables are calculated to output the accident diagnosis results. The outputs are also postprocessed using softmax to determine the ranking of accident diagnosis results with probabilities. This algorithm was trained using a compact nuclear simulator for several accidents: a loss of coolant accident, a steam generator tube rupture, and a main steam line break. The trained algorithm was also tested to demonstrate the feasibility of diagnosing NPP accidents.

• 해양환경안전학회지
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• 제28권4호
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• pp.469-476
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• 2022

본 연구는 조위 관측자료를 이용하여 부산항에서의 장기 조위 자료를 생성하는 Long Short-Term Memory (LSTM)으로 구현된 순환신경망 모델을 개발하였다. 국립해양조사원의 부산 신항과 통영에서 관측된 조위 자료를 모델 입력 자료로 사용하여 부산항의 조위를 예측하였다. 모델에 대하여 2019년 1월 한 달의 학습을 수행하였으며, 이후 2019년 2월에서 2020년 1월까지 1년에 대하여 정확도를 계산하였다. 구축된 모델은 부산 신항과 통영의 조위 시계열을 함께 입력한 경우에 상관계수 0.997 및 평균 제곱근 오차 2.69 m로 가장 성능이 높았다. 본 연구 결과를 바탕으로 딥러닝 순환신경망 모델을 이용하여 임의 항만의 장기 조위 자료 예측이 가능함을 알 수 있었다.

• 한국산업정보학회논문지
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• 제26권1호
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• pp.1-10
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• 2021

본 연구에서는 EEG 신호를 기반으로 감정 인식에 유용한 딥러닝 기법을 제안한다. 감정이 시간에 따라 변화하는 특성을 반영하기 위해 Long-Short Term Memory 네트워크를 사용하였다. 또한, 특정 시점의 감정적 상태가 전체 감정 상태에 영향을 미친다는 이론을 기반으로 특정 순간의 감정 상태에 가중치를 주기 위해 어텐션 메커니즘을 적용했다. EEG 신호는 DEAP 데이터베이스를 사용하였으며, 감정은 긍정과 부정의 정도를 나타내는 정서가(Valence)와 감정의 정도를 나타내는 각성(Arousal) 모델을 사용하였다. 실험 결과 정서가(Valence)와 각성(Arousal)을 2단계(낮음, 높음)로 나누었을 때 분석 정확도는 정서가(Valence)의 경우 90.1%, 각성(Arousal)의 경우 88.1%이다. 낮음, 중간, 높음의 3단계로 감정을 구분한 경우 정서가(Valence)는 83.5%, 각성(Arousal)은 82.5%의 정확도를 보였다.

• ETRI Journal
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• 제43권2호
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• pp.288-298
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• 2021

Abstractive text summarization is a process of making a summary of a given text by paraphrasing the facts of the text while keeping the meaning intact. The manmade summary generation process is laborious and time-consuming. We present here a summary generation model that is based on multilayered attentional peephole convolutional long short-term memory (MAPCoL; LSTM) in order to extract abstractive summaries of large text in an automated manner. We added the concept of attention in a peephole convolutional LSTM to improve the overall quality of a summary by giving weights to important parts of the source text during training. We evaluated the performance with regard to semantic coherence of our MAPCoL model over a popular dataset named CNN/Daily Mail, and found that MAPCoL outperformed other traditional LSTM-based models. We found improvements in the performance of MAPCoL in different internal settings when compared to state-of-the-art models of abstractive text summarization.