• Title/Summary/Keyword: Recurrent neural network(RNN)

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Stock Prediction Model based on Bidirectional LSTM Recurrent Neural Network (양방향 LSTM 순환신경망 기반 주가예측모델)

  • Joo, Il-Taeck;Choi, Seung-Ho
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.11 no.2
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    • pp.204-208
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    • 2018
  • In this paper, we proposed and evaluated the time series deep learning prediction model for learning fluctuation pattern of stock price. Recurrent neural networks, which can store previous information in the hidden layer, are suitable for the stock price prediction model, which is time series data. In order to maintain the long - term dependency by solving the gradient vanish problem in the recurrent neural network, we use LSTM with small memory inside the recurrent neural network. Furthermore, we proposed the stock price prediction model using bidirectional LSTM recurrent neural network in which the hidden layer is added in the reverse direction of the data flow for solving the limitation of the tendency of learning only based on the immediately preceding pattern of the recurrent neural network. In this experiment, we used the Tensorflow to learn the proposed stock price prediction model with stock price and trading volume input. In order to evaluate the performance of the stock price prediction, the mean square root error between the real stock price and the predicted stock price was obtained. As a result, the stock price prediction model using bidirectional LSTM recurrent neural network has improved prediction accuracy compared with unidirectional LSTM recurrent neural network.

Fault Classification of a Blade Pitch System in a Floating Wind Turbine Based on a Recurrent Neural Network

  • Cho, Seongpil;Park, Jongseo;Choi, Minjoo
    • Journal of Ocean Engineering and Technology
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    • v.35 no.4
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    • pp.287-295
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    • 2021
  • This paper describes a recurrent neural network (RNN) for the fault classification of a blade pitch system of a spar-type floating wind turbine. An artificial neural network (ANN) can effectively recognize multiple faults of a system and build a training model with training data for decision-making. The ANN comprises an encoder and a decoder. The encoder uses a gated recurrent unit, which is a recurrent neural network, for dimensionality reduction of the input data. The decoder uses a multilayer perceptron (MLP) for diagnosis decision-making. To create data, we use a wind turbine simulator that enables fully coupled nonlinear time-domain numerical simulations of offshore wind turbines considering six fault types including biases and fixed outputs in pitch sensors and excessive friction, slit lock, incorrect voltage, and short circuits in actuators. The input data are time-series data collected by two sensors and two control inputs under the condition that of one fault of the six types occurs. A gated recurrent unit (GRU) that is one of the RNNs classifies the suggested faults of the blade pitch system. The performance of fault classification based on the gate recurrent unit is evaluated by a test procedure, and the results indicate that the proposed scheme works effectively. The proposed ANN shows a 1.4% improvement in its performance compared to an MLP-based approach.

A Code Recommendation Method Using RNN Based on Interaction History (RNN을 이용한 동작기록 마이닝 기반의 추천 방법)

  • Cho, Heetae;Lee, Seonah;Kang, Sungwon
    • KIPS Transactions on Software and Data Engineering
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    • v.7 no.12
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    • pp.461-468
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    • 2018
  • Developers spend a significant amount of time exploring and trying to understand source code to find a source location to modify. To reduce such time, existing studies have recommended the source location using statistical language model techniques. However, in these techniques, the recommendation does not occur if input data does not exactly match with learned data. In this paper, we propose a code location recommendation method using Recurrent Neural Networks and interaction histories, which does not have the above problem of the existing techniques. Our method achieved an average precision of 91% and an average recall of 71%, thereby reducing time for searching and exploring code more than the existing recommendation techniques.

Deep Neural Architecture for Recovering Dropped Pronouns in Korean

  • Jung, Sangkeun;Lee, Changki
    • ETRI Journal
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    • v.40 no.2
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    • pp.257-265
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    • 2018
  • Pronouns are frequently dropped in Korean sentences, especially in text messages in the mobile phone environment. Restoring dropped pronouns can be a beneficial preprocessing task for machine translation, information extraction, spoken dialog systems, and many other applications. In this work, we address the problem of dropped pronoun recovery by resolving two simultaneous subtasks: detecting zero-pronoun sentences and determining the type of dropped pronouns. The problems are statistically modeled by encoding the sentence and classifying types of dropped pronouns using a recurrent neural network (RNN) architecture. Various RNN-based encoding architectures were investigated, and the stacked RNN was shown to be the best model for Korean zero-pronoun recovery. The proposed method does not require any manual features to be implemented; nevertheless, it shows good performance.

Emotional Recognition of speech signal using Recurrent Neural Network

  • Park, Chang-Hyun;Sim, Kwee-Bo
    • 제어로봇시스템학회:학술대회논문집
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    • 2002.10a
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    • pp.81.2-81
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    • 2002
  • $\textbullet$ Introduction- Concept and meaning of the emotional Recognition $\textbullet$ The feature of 4-emotions $\textbullet$ Pitch(approach) $\textbullet$ Simulator-structure, RNN(learning algorithm), evaluation function, solution search method $\textbullet$ Result

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Recurrent Neural Network Modeling of Etch Tool Data: a Preliminary for Fault Inference via Bayesian Networks

  • Nawaz, Javeria;Arshad, Muhammad Zeeshan;Park, Jin-Su;Shin, Sung-Won;Hong, Sang-Jeen
    • Proceedings of the Korean Vacuum Society Conference
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    • 2012.02a
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    • pp.239-240
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    • 2012
  • With advancements in semiconductor device technologies, manufacturing processes are getting more complex and it became more difficult to maintain tighter process control. As the number of processing step increased for fabricating complex chip structure, potential fault inducing factors are prevail and their allowable margins are continuously reduced. Therefore, one of the key to success in semiconductor manufacturing is highly accurate and fast fault detection and classification at each stage to reduce any undesired variation and identify the cause of the fault. Sensors in the equipment are used to monitor the state of the process. The idea is that whenever there is a fault in the process, it appears as some variation in the output from any of the sensors monitoring the process. These sensors may refer to information about pressure, RF power or gas flow and etc. in the equipment. By relating the data from these sensors to the process condition, any abnormality in the process can be identified, but it still holds some degree of certainty. Our hypothesis in this research is to capture the features of equipment condition data from healthy process library. We can use the health data as a reference for upcoming processes and this is made possible by mathematically modeling of the acquired data. In this work we demonstrate the use of recurrent neural network (RNN) has been used. RNN is a dynamic neural network that makes the output as a function of previous inputs. In our case we have etch equipment tool set data, consisting of 22 parameters and 9 runs. This data was first synchronized using the Dynamic Time Warping (DTW) algorithm. The synchronized data from the sensors in the form of time series is then provided to RNN which trains and restructures itself according to the input and then predicts a value, one step ahead in time, which depends on the past values of data. Eight runs of process data were used to train the network, while in order to check the performance of the network, one run was used as a test input. Next, a mean squared error based probability generating function was used to assign probability of fault in each parameter by comparing the predicted and actual values of the data. In the future we will make use of the Bayesian Networks to classify the detected faults. Bayesian Networks use directed acyclic graphs that relate different parameters through their conditional dependencies in order to find inference among them. The relationships between parameters from the data will be used to generate the structure of Bayesian Network and then posterior probability of different faults will be calculated using inference algorithms.

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Comparative Study of Performance of Deep Learning Algorithms in Particulate Matter Concentration Prediction (미세먼지 농도 예측을 위한 딥러닝 알고리즘별 성능 비교)

  • Cho, Kyoung-Woo;Jung, Yong-jin;Oh, Chang-Heon
    • Journal of Advanced Navigation Technology
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    • v.25 no.5
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    • pp.409-414
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    • 2021
  • The growing concerns on the emission of particulate matter has prompted a demand for highly reliable particulate matter forecasting. Currently, several studies on particulate matter prediction use various deep learning algorithms. In this study, we compared the predictive performances of typical neural networks used for particulate matter prediction. We used deep neural network(DNN), recurrent neural network, and long short-term memory algorithms to design an optimal predictive model on the basis of a hyperparameter search. The results of a comparative analysis of the predictive performances of the models indicate that the variation trend of the actual and predicted values generally showed a good performance. In the analysis based on the root mean square error and accuracy, the DNN-based prediction model showed a higher reliability for prediction errors compared with the other prediction models.

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.

Two-dimensional attention-based multi-input LSTM for time series prediction

  • Kim, Eun Been;Park, Jung Hoon;Lee, Yung-Seop;Lim, Changwon
    • Communications for Statistical Applications and Methods
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    • v.28 no.1
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    • pp.39-57
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    • 2021
  • Time series prediction is an area of great interest to many people. Algorithms for time series prediction are widely used in many fields such as stock price, temperature, energy and weather forecast; in addtion, classical models as well as recurrent neural networks (RNNs) have been actively developed. After introducing the attention mechanism to neural network models, many new models with improved performance have been developed; in addition, models using attention twice have also recently been proposed, resulting in further performance improvements. In this paper, we consider time series prediction by introducing attention twice to an RNN model. The proposed model is a method that introduces H-attention and T-attention for output value and time step information to select useful information. We conduct experiments on stock price, temperature and energy data and confirm that the proposed model outperforms existing models.

Long-term Settlement Prediction of Railway Concrete Track Based on Recurrent Neural Network (RNN) (순환신경망을 활용한 콘크리트궤도의 장기 침하 거동 예측)

  • Kim, Joonyoung;Lee, Su-Hyung;Choi, Yeong-Tae;Woo, Sang Inn
    • Journal of the Korean Geotechnical Society
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    • v.36 no.3
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    • pp.5-14
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    • 2020
  • The railway concrete track has been increasingly adopted for high-speed train such as KTX due to its high running stability, improved ride quality for the passengers, and low maintenance cost. However, excessive settlement of the railway concrete track has been monitored at embankment sections of the ◯◯ High-speed Line, resulting in the concerns on the safety of railway operation. In order to establish an effective maintenance plan for the concrete track railway exceeding the allowable residual settlement, it is essential to reasonably predict their long-term settlement behavior during the public period. In this study, we developed a model for predicting the long-term settlement behavior of concrete track using recurrent neural network (RNN) and examined the applicability of the developed model.