• 제목/요약/키워드: long short-term memory neural network

검색결과 265건 처리시간 0.029초

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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    • 제31권2호
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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.

Multivariate Congestion Prediction using Stacked LSTM Autoencoder based Bidirectional LSTM Model

  • Vijayalakshmi, B;Thanga, Ramya S;Ramar, K
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제17권1호
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    • pp.216-238
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    • 2023
  • In intelligent transportation systems, traffic management is an important task. The accurate forecasting of traffic characteristics like flow, congestion, and density is still active research because of the non-linear nature and uncertainty of the spatiotemporal data. Inclement weather, such as rain and snow, and other special events such as holidays, accidents, and road closures have a significant impact on driving and the average speed of vehicles on the road, which lowers traffic capacity and causes congestion in a widespread manner. This work designs a model for multivariate short-term traffic congestion prediction using SLSTM_AE-BiLSTM. The proposed design consists of a Bidirectional Long Short Term Memory(BiLSTM) network to predict traffic flow value and a Convolutional Neural network (CNN) model for detecting the congestion status. This model uses spatial static temporal dynamic data. The stacked Long Short Term Memory Autoencoder (SLSTM AE) is used to encode the weather features into a reduced and more informative feature space. BiLSTM model is used to capture the features from the past and present traffic data simultaneously and also to identify the long-term dependencies. It uses the traffic data and encoded weather data to perform the traffic flow prediction. The CNN model is used to predict the recurring congestion status based on the predicted traffic flow value at a particular urban traffic network. In this work, a publicly available Caltrans PEMS dataset with traffic parameters is used. The proposed model generates the congestion prediction with an accuracy rate of 92.74% which is slightly better when compared with other deep learning models for congestion 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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    • 제12권3호
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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.

건물 예측 제어용 LSTM 기반 일사 예측 모델 (Development of a Prediction Model of Solar Irradiances Using LSTM for Use in Building Predictive Control)

  • 전병기;이경호;김의종
    • 한국태양에너지학회 논문집
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    • 제39권5호
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    • pp.41-52
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    • 2019
  • The purpose of the work is to develop a simple solar irradiance prediction model using a deep learning method, the LSTM (long term short term memory). Other than existing prediction models, the proposed one uses only the cloudiness among the information forecasted from the national meterological forecast center. The future cloudiness is generally announced with four categories and for three-hour intervals. In this work, a daily irradiance pattern is used as an input vector to the LSTM together with that cloudiness information. The proposed model showed an error of 5% for learning and 30% for prediction. This level of error has lower influence on the load prediction in typical building cases.

합성곱 순환 신경망 구조를 이용한 지진 이벤트 분류 기법 (Earthquake events classification using convolutional recurrent neural network)

  • 구본화;김관태;장수;고한석
    • 한국음향학회지
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    • 제39권6호
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    • pp.592-599
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    • 2020
  • 본 논문은 다양한 지진 이벤트 분류를 위해 지진 데이터의 정적인 특성과 동적인 특성을 동시에 반영할 수 있는 합성곱 순환 신경망(Convolutional Recurrent Neural Net, CRNN) 구조를 제안한다. 중규모 지진뿐만 아니라 미소 지진, 인공 지진을 포함한 지진 이벤트 분류 문제를 해결하려면 효과적인 특징 추출 및 분류 방법이 필요하다. 본 논문에서는 먼저 주의 기반 합성곱 레이어를 통해 지진 데이터의 정적 특성을 추출 하게 된다. 추출된 특징은 다중 입력 단일 출력 장단기메모리(Long Short-Term Memory, LSTM) 네트워크 구조에 순차적으로 입력되어 다양한 지진 이벤트 분류를 위한 동적 특성을 추출하게 되며 완전 연결 레이어와 소프트맥스 함수를 통해 지진 이벤트 분류를 수행한다. 국내외 지진을 이용한 모의 실험 결과 제안된 모델은 다양한 지진 이벤트 분류에 효과적인 모습을 보여 주었다.

LSTM - MLP 인공신경망 앙상블을 이용한 장기 강우유출모의 (Long-term runoff simulation using rainfall LSTM-MLP artificial neural network ensemble)

  • 안성욱;강동호;성장현;김병식
    • 한국수자원학회논문집
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    • 제57권2호
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    • pp.127-137
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    • 2024
  • 수자원 관리를 위해 주로 사용되는 물리 모형은 입력자료의 구축과 구동이 어렵고 사용자의 주관적 견해가 개입될 수 있다. 최근 수자원 분야에서 이러한 문제점을 보완하기 위해 기계학습과 같은 자료기반 모델을 이용한 연구가 활발히 진행되고 있다. 본 연구에서는 관측자료만을 이용하여 강원도 삼척시 오십천 유역의 장기강우유출모의를 수행했다. 이를 위해 기상자료로 3개의 입력자료군(기상관측요소, 일 강수량 및 잠재증발산량, 일강수량 - 잠재증발산량)을 구성하고 LSTM (Long Short-term Memory)인공신경망 모델에 각각 학습시킨 결과를 비교 및 분석했다. 그 결과 기상관측요소만을 이용한 LSTM-Model 1의 성능이 가장 높았으며, 여기에 MLP 인공신경망을 더한 6개의 LSTM-MLP 앙상블 모델을 구축하여 오십천 유역의 장기유출을 모의했다. LSTM 모델과 LSTM-MLP 모형을 비교한 결과 두 모델 모두 대체적으로 비슷한 결과를 보였지만 LSTM 모델에 비해 LSTM-MLP의 MAE, MSE, RMSE가 감소했고 특히 저유량 부분이 개선되었다. LSTM-MLP의 결과에서 저유량 부분의 개선을 보임에 따라 향후 LSTM-MLP 모델 이외에 CNN등 다양한 앙상블 모형을 이용해 물리적 모델 구축 및 구동 시간이 오래 걸리는 대유역과 입력 자료가 부족한 미계측 유역의 유황곡선 작성 등에 활용성이 높을 것으로 판단된다.

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

  • 정호철;선영규;이동구;김수현;황유민;심이삭;오상근;송승호;김진영
    • 전기전자학회논문지
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    • 제23권1호
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    • pp.134-142
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    • 2019
  • 에너지인터넷 기술의 발전과 다양한 전자기기의 보급으로 에너지소비량이 패턴이 다양해짐에 따라 수요예측에 대한 신뢰도가 감소하고 있어 발전량 최적화 및 전력공급 안정화에 문제를 야기하고 있다. 본 연구에서는 고신뢰성을 갖는 수요예측을 위해 딥러닝 기법인 Convolution neural network(CNN)과 Bidirectional Long Short-Term Memory(BLSTM)을 융합한 1Dimention-Convolution and Bidirectional LSTM(1D-ConvBLSTM)을 제안하고, 제안한 기법을 활용하여 시계열 에너지소비량대한 소비패턴을 효과적으로 추출한다. 실험 결과에서는 다양한 반복학습 횟수와 feature map에 대해서 수요를 예측하고 적은 반복학습 횟수로도 테스트 데이터의 그래프 개형을 예측하는 것을 검증한다.

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
    • 농업과학연구
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    • 제47권4호
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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.

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

  • Abhishek Chaudhary;Sunoh Choi
    • 스마트미디어저널
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    • 제12권11호
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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.

Text Classification on Social Network Platforms Based on Deep Learning Models

  • YA, Chen;Tan, Juan;Hoekyung, Jung
    • Journal of information and communication convergence engineering
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    • 제21권1호
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    • pp.9-16
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    • 2023
  • The natural language on social network platforms has a certain front-to-back dependency in structure, and the direct conversion of Chinese text into a vector makes the dimensionality very high, thereby resulting in the low accuracy of existing text classification methods. To this end, this study establishes a deep learning model that combines a big data ultra-deep convolutional neural network (UDCNN) and long short-term memory network (LSTM). The deep structure of UDCNN is used to extract the features of text vector classification. The LSTM stores historical information to extract the context dependency of long texts, and word embedding is introduced to convert the text into low-dimensional vectors. Experiments are conducted on the social network platforms Sogou corpus and the University HowNet Chinese corpus. The research results show that compared with CNN + rand, LSTM, and other models, the neural network deep learning hybrid model can effectively improve the accuracy of text classification.