• Title/Summary/Keyword: Long-Term Memory

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Level Shifts and Long-term Memory in Stock Distribution Markets (주식유통시장의 층위이동과 장기기억과정)

  • Chung, Jin-Taek
    • Journal of Distribution Science
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    • v.14 no.1
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    • pp.93-102
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    • 2016
  • Purpose - The purpose of paper is studying the static and dynamic side for long-term memory storage properties, and increase the explanatory power regarding the long-term memory process by looking at the long-term storage attributes, Korea Composite Stock Price Index. The reason for the use of GPH statistic is to derive the modified statistic Korea's stock market, and to research a process of long-term memory. Research design, data, and methodology - Level shifts were subjected to be an empirical analysis by applying the GPH method. It has been modified by taking into account the daily log return of the Korea Composite Stock Price Index a. The Data, used for the stock market to analyze whether deciding the action by the long-term memory process, yield daily stock price index of the Korea Composite Stock Price Index and the rate of return a log. The studies were proceeded with long-term memory and long-term semiparametric method in deriving the long-term memory estimators. Chapter 2 examines the leading research, and Chapter 3 describes the long-term memory processes and estimation methods. GPH statistics induced modifications of statistics and discussed Whittle statistic. Chapter 4 used Korea Composite Stock Price Index to estimate the long-term memory process parameters. Chapter 6 presents the conclusions and implications. Results - If the price of the time series is generated by the abnormal process, it may be located in long-term memory by a time series. However, test results by price fixed GPH method is not followed by long-term memory process or fractional differential process. In the case of the time-series level shift, the present test method for a long-term memory processes has a considerable amount of bias, and there exists a structural change in the stock distribution market. This structural change has implications in level shift. Stratum level shift assays are not considered as shifted strata. They exist distinctly in the stock secondary market as bias, and are presented in the test statistic of non-long-term memory process. It also generates an error as a long-term memory that could lead to false results. Conclusions - Changes in long-term memory characteristics associated with level shift present the following two suggestions. One, if any impact outside is flowed for a long period of time, we can know that the long-term memory processes have characteristic of the average return gradually. When the investor makes an investment, the same reasoning applies to him in the light of the characteristics of the long-term memory. It is suggested that when investors make decisions on investment, it is necessary to consider the characters of the long-term storage in reference with causing investors to increase the uncertainty and potential. The other one is the thing which must be considered variously according to time-series. The research for price-earnings ratio and investment risk should be composed of the long-term memory characters, and it would have more predictability.

Reproduction of Long-term Memory in hydroclimatological variables using Deep Learning Model

  • Lee, Taesam;Tran, Trang Thi Kieu
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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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.

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Improvement of Track Tracking Performance Using Deep Learning-based LSTM Model (딥러닝 기반 LSTM 모형을 이용한 항적 추적성능 향상에 관한 연구)

  • Hwang, Jin-Ha;Lee, Jong-Min
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2021.05a
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    • pp.189-192
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    • 2021
  • This study applies a deep learning-based long short-term memory(LSTM) model to track tracking technology. In the case of existing track tracking technology, the weight of constant velocity, constant acceleration, stiff turn, and circular(3D) flight is automatically changed when tracking track in real time using LMIPDA based on Kalman filter according to flight characteristics of an aircraft such as constant velocity, constant acceleration, stiff turn, and circular(3D) flight. In this process, it is necessary to improve performance of changing flight characteristic weight, because changing flight characteristics such as stiff turn flight during constant velocity flight could incur the loss of track and decreasing of the tracking performance. This study is for improving track tracking performance by predicting the change of flight characteristics in advance and changing flight characteristic weigh rapidly. To get this result, this study makes deep learning-based Long Short-Term Memory(LSTM) model study the plot and target of simulator applied with radar error model, and compares the flight tracking results of using Kalman filter with those of deep learning-based Long Short-Term memory(LSTM) model.

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The Biological Base of Learing and Memory(I):A Neuropsychological Review (학습과 기억의 생물학적 기초(I):신경심리학적 개관)

  • MunsooKim
    • Korean Journal of Cognitive Science
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    • v.7 no.3
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    • pp.7-36
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    • 1996
  • Recebt neuropsychological studies on neurobiological bases of learning and memory in humans are reviewed. At present, cognitive psychologists belive that memory is not a unitary system. But copmosed of several independent subsystems. Adoption this perspective,this paper summarized findings regarding what kinds of memory discorders result from lesions of which brain areas and which brain areas are activated by what kind of learning/memory tasks. Short-term memory seems to involve widespread areas around the boundaries among the parietal,occipital,and temporal lobes,depending on the type of the type of the tasks and the way of presentation of the stimuli. Implicit memory,a subsystem of long-term memory,is not a unitary system itself. Thus,brain areas involved in implicit memory tasks used. It is well-known that medial temporal lobe is necessary for formation(i,e.,consolidation)of explicit memory,another subsystem of long-term memory. Storage and/or retrieval of episodic and semantic memory involve temporal neocortex. Perfromtal cortex seemas to be involved in several aspects of memory such as short term memory and retrieval of espisodic and semantic memory. Finally, a popular view on the locus of long-term memory storage is described.

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Assessment of long-term working memory by a delayed nonmatch-to-place task using a T-maze

  • Kim, Jung-Eun;Choi, Jun-Hyeok;Kaang, Bong-Kiun
    • Animal cells and systems
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    • v.14 no.1
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    • pp.11-15
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    • 2010
  • Long-term working memory (LTWM) is a subdivision concept of working memory and indicates the enhancement of performance in a working memory task. LTWM has been shown in humans who have been engaged in a specific task requiring working memory over a long time. However, there is very little understanding of the exact mechanism of LTWM because of limitations of experimental methods in human studies. We have modified the standard T-maze task, which is used to test working memory in mice, to demonstrate LTWM in an animal model. We observed an enhancement of performance by repeated experience with the same working memory load in mice, which can be regarded as an LTWM. This effect seems to depend on the condition wherein a delay was given. This task may be a good experimental protocol to assess LTWM in animal studies.

6-Parametric factor model with long short-term memory

  • Choi, Janghoon
    • Communications for Statistical Applications and Methods
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    • v.28 no.5
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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.

Study of Fall Detection System of Long Short-term Memory Using Yolo-pose (Yolo-pose를 이용한 장단기 메모리의 낙상감지 시스템 연구)

  • Jeong, Seung Su;Kim, Nam Ho;Yu, Yun Seop
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2022.10a
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    • pp.123-125
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    • 2022
  • In this paper, we introduce a system applied to long short-term memory using Yolo-pose. Using Yolo-pose from image data, data divided into daily life and falls are extracted and applied to LSTM for learning. In order to prevent overfitting, training is performed 8 to 2 validation and is represented by a confusion matrix. The result of Yolo-pose recorded 100% of both sensitivity and specificity, confirming that daily life and falls were well distinguished.

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Prediction of Battery Package Temperature Rise with LSTM(Long Short-Term Memory) (LSTM(Long Short-Term Memory)을 활용한 Battery Package 온도 상승 예측)

  • Cho Jong Hwa;Min Youn A
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2024.01a
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    • pp.339-341
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    • 2024
  • 본 논문에서는 전기 자동차 배터리 팩 설계에서 성능 예측을 위해 전산유체해석 및 Long Short-Term Memory (LSTM)를 활용한다. 두 계산 모두의 예측이 상당한 유사성을 나타내며, 전산유체해석은 시스템 유체 역학을 고려한 상세한 물리 모델을 제공하고, LSTM은 시계열 데이터를 기반으로 한 딥러닝 모델로 효과적으로 패턴을 파악, 향후 온도 상승을 예측한다. 결과는 두 접근 모두가 효과적인 예측을 제공하며 향후 전기 자동차 배터리 팩 설계 및 최적화에서 종합적인 접근의 필요성을 강조한다. 특히, LSTM 기반 예측에 소요되는 시간은 계산 유체 역학의 약 25%로, 약 일주일 정도로 빠르게 확인 가능하다. 이는 현대 산업 환경에서 시간적 효율성이 중요한 측면을 강조하며, 계산 유체 역학의 상세한 물리 모델링과 LSTM의 빠른 예측 속도를 결합한 설계 방법론을 제안한다.

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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.

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%.