• Title/Summary/Keyword: Long short-term memory network

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An Approach for Stock Price Forecast using Long Short Term Memory

  • K.A.Surya Rajeswar;Pon Ramalingam;Sudalaimuthu.T
    • International Journal of Computer Science & Network Security
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    • v.23 no.4
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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%.

Tidal Level Prediction of Busan Port using Long Short-Term Memory (Long Short-Term Memory를 이용한 부산항 조위 예측)

  • Kim, Hae Lim;Jeon, Yong-Ho;Park, Jae-Hyung;Yoon, Han-sam
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.28 no.4
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    • pp.469-476
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    • 2022
  • This study developed a Recurrent Neural Network model implemented through Long Short-Term Memory (LSTM) that generates long-term tidal level data at Busan Port using tide observation data. The tide levels in Busan Port were predicted by the Korea Hydrographic and Oceanographic Administration (KHOA) using the tide data observed at Busan New Port and Tongyeong as model input data. The model was trained for one month in January 2019, and subsequently, the accuracy was calculated for one year from February 2019 to January 2020. The constructed model showed the highest performance with a correlation coefficient of 0.997 and a root mean squared error of 2.69 cm when the tide time series of Busan New Port and Tongyeong were inputted together. The study's finding reveal that long-term tidal level data prediction of an arbitrary port is possible using the deep learning recurrent neural network model.

Emotion Classification based on EEG signals with LSTM deep learning method (어텐션 메커니즘 기반 Long-Short Term Memory Network를 이용한 EEG 신호 기반의 감정 분류 기법)

  • Kim, Youmin;Choi, Ahyoung
    • Journal of Korea Society of Industrial Information Systems
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    • v.26 no.1
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    • pp.1-10
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    • 2021
  • This study proposed a Long-Short Term Memory network to consider changes in emotion over time, and applied an attention mechanism to give weights to the emotion states that appear at specific moments. We used 32 channel EEG data from DEAP database. A 2-level classification (Low and High) experiment and a 3-level classification experiment (Low, Middle, and High) were performed on Valence and Arousal emotion model. As a result, accuracy of the 2-level classification experiment was 90.1% for Valence and 88.1% for Arousal. The accuracy of 3-level classification was 83.5% for Valence and 82.5% for Arousal.

Abusive Detection Using Bidirectional Long Short-Term Memory Networks (양방향 장단기 메모리 신경망을 이용한 욕설 검출)

  • Na, In-Seop;Lee, Sin-Woo;Lee, Jae-Hak;Koh, Jin-Gwang
    • The Journal of Bigdata
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    • v.4 no.2
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    • pp.35-45
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    • 2019
  • Recently, the damage with social cost of malicious comments is increasing. In addition to the news of talent committing suicide through the effects of malicious comments. The damage to malicious comments including abusive language and slang is increasing and spreading in various type and forms throughout society. In this paper, we propose a technique for detecting abusive language using a bi-directional long short-term memory neural network model. We collected comments on the web through the web crawler and processed the stopwords on unused words such as English Alphabet or special characters. For the stopwords processed comments, the bidirectional long short-term memory neural network model considering the front word and back word of sentences was used to determine and detect abusive language. In order to use the bi-directional long short-term memory neural network, the detected comments were subjected to morphological analysis and vectorization, and each word was labeled with abusive language. Experimental results showed a performance of 88.79% for a total of 9,288 comments screened and collected.

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An accident diagnosis algorithm using long short-term memory

  • Yang, Jaemin;Kim, Jonghyun
    • Nuclear Engineering and Technology
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    • v.50 no.4
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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.

Prediction of Baltic Dry Index by Applications of Long Short-Term Memory (Long Short-Term Memory를 활용한 건화물운임지수 예측)

  • HAN, Minsoo;YU, Song-Jin
    • Journal of Korean Society for Quality Management
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    • v.47 no.3
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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.

The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data

  • Choi, Ji-Eun;Shin, Dong Wan
    • Communications for Statistical Applications and Methods
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    • v.26 no.5
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    • pp.497-506
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    • 2019
  • Forecasting the U.S. employment level is made using machine learning methods of the artificial neural network: deep neural network, long short term memory (LSTM), gated recurrent unit (GRU). We consider the big data of the federal reserve economic data among which 105 important macroeconomic variables chosen by McCracken and Ng (Journal of Business and Economic Statistics, 34, 574-589, 2016) are considered as predictors. We investigate the influence of the two statistical issues of the dimension reduction and time series differencing on the machine learning forecast. An out-of-sample forecast comparison shows that (LSTM, GRU) with differencing performs better than the autoregressive model and the dimension reduction improves long-term forecasts and some short-term forecasts.

Long Short Term Memory based Political Polarity Analysis in Cyber Public Sphere

  • Kang, Hyeon;Kang, Dae-Ki
    • International Journal of Advanced Culture Technology
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    • v.5 no.4
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    • pp.57-62
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    • 2017
  • In this paper, we applied long short term memory(LSTM) for classifying political polarity in cyber public sphere. The data collected from the cyber public sphere is transformed into word corpus data through word embedding. Based on this word corpus data, we train recurrent neural network (RNN) which is connected by LSTM's. Softmax function is applied at the output of the RNN. We conducted our proposed system to obtain experimental results, and we will enhance our proposed system by refining LSTM in our system.

Electroencephalography-based imagined speech recognition using deep long short-term memory network

  • Agarwal, Prabhakar;Kumar, Sandeep
    • ETRI Journal
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    • v.44 no.4
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    • pp.672-685
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    • 2022
  • This article proposes a subject-independent application of brain-computer interfacing (BCI). A 32-channel Electroencephalography (EEG) device is used to measure imagined speech (SI) of four words (sos, stop, medicine, washroom) and one phrase (come-here) across 13 subjects. A deep long short-term memory (LSTM) network has been adopted to recognize the above signals in seven EEG frequency bands individually in nine major regions of the brain. The results show a maximum accuracy of 73.56% and a network prediction time (NPT) of 0.14 s which are superior to other state-of-the-art techniques in the literature. Our analysis reveals that the alpha band can recognize SI better than other EEG frequencies. To reinforce our findings, the above work has been compared by models based on the gated recurrent unit (GRU), convolutional neural network (CNN), and six conventional classifiers. The results show that the LSTM model has 46.86% more average accuracy in the alpha band and 74.54% less average NPT than CNN. The maximum accuracy of GRU was 8.34% less than the LSTM network. Deep networks performed better than traditional classifiers.

A Short-Term Prediction Method of the IGS RTS Clock Correction by using LSTM Network

  • Kim, Mingyu;Kim, Jeongrae
    • Journal of Positioning, Navigation, and Timing
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    • v.8 no.4
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    • pp.209-214
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    • 2019
  • Precise point positioning (PPP) requires precise orbit and clock products. International GNSS service (IGS) real-time service (RTS) data can be used in real-time for PPP, but it may not be possible to receive these corrections for a short time due to internet or hardware failure. In addition, the time required for IGS to combine RTS data from each analysis center results in a delay of about 30 seconds for the RTS data. Short-term orbit prediction can be possible because it includes the rate of correction, but the clock correction only provides bias. Thus, a short-term prediction model is needed to preidict RTS clock corrections. In this paper, we used a long short-term memory (LSTM) network to predict RTS clock correction for three minutes. The prediction accuracy of the LSTM was compared with that of the polynomial model. After applying the predicted clock corrections to the broadcast ephemeris, we performed PPP and analyzed the positioning accuracy. The LSTM network predicted the clock correction within 2 cm error, and the PPP accuracy is almost the same as received RTS data.