Assessment of Deep Learning Models for Human Activity Recognition on Multi-variate Time Series Data and Non-targeted Adversarial Attack

2021 ◽  
pp. 129-159
Author(s):  
Mahbuba Tasmin ◽  
Sharif Uddin Ruman ◽  
Taoseef Ishtiak ◽  
Arif-ur-Rahman Chowdhury Suhan ◽  
Redwan Hasif ◽  
...  
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Activity Recognition ◽  
Human Activity ◽  
Time Series Data ◽  
Human Activity Recognition ◽  
Series Data ◽  
Learning Models ◽  
Adversarial Attack

scholarly journals Study on Human Activity Recognition Using Semi-Supervised Active Transfer Learning

Sensors ◽  
2021 ◽  
Vol 21 (8) ◽  
pp. 2760
Author(s):  
Seungmin Oh ◽  
Akm Ashiquzzaman ◽  
Dongsu Lee ◽  
Yeonggwang Kim ◽  
Jinsul Kim
Keyword(s):  
Deep Learning ◽  
Transfer Learning ◽  
Activity Recognition ◽  
Human Activity ◽  
Random Sampling ◽  
Data Gathering ◽  
Human Activity Recognition ◽  
Learning Models ◽  
Active Transfer ◽  
Existing Data

In recent years, various studies have begun to use deep learning models to conduct research in the field of human activity recognition (HAR). However, there has been a severe lag in the absolute development of such models since training deep learning models require a lot of labeled data. In fields such as HAR, it is difficult to collect data and there are high costs and efforts involved in manual labeling. The existing methods rely heavily on manual data collection and proper labeling of the data, which is done by human administrators. This often results in the data gathering process often being slow and prone to human-biased labeling. To address these problems, we proposed a new solution for the existing data gathering methods by reducing the labeling tasks conducted on new data based by using the data learned through the semi-supervised active transfer learning method. This method achieved 95.9% performance while also reducing labeling compared to the random sampling or active transfer learning methods.

Corporation financial distress prediction with deep learning: analysis of public listed companies in Malaysia

2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Zulkifli Halim ◽  
Shuhaida Mohamed Shuhidan ◽  
Zuraidah Mohd Sanusi
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Financial Distress ◽  
Time Series Data ◽  
Series Data ◽  
Learning Models ◽  
Content Type ◽  
Financial Distress Prediction ◽  
Distress Prediction ◽  
Gated Recurrent Unit

PurposeIn the previous study of financial distress prediction, deep learning techniques performed better than traditional techniques over time-series data. This study investigates the performance of deep learning models: recurrent neural network, long short-term memory and gated recurrent unit for the financial distress prediction among the Malaysian public listed corporation over the time-series data. This study also compares the performance of logistic regression, support vector machine, neural network, decision tree and the deep learning models on single-year data.Design/methodology/approachThe data used are the financial data of public listed companies that been classified as PN17 status (distress) and non-PN17 (not distress) in Malaysia. This study was conducted using machine learning library of Python programming language.FindingsThe findings indicate that all deep learning models used for this study achieved 90% accuracy and above with long short-term memory (LSTM) and gated recurrent unit (GRU) getting 93% accuracy. In addition, deep learning models consistently have good performance compared to the other models over single-year data. The results show LSTM and GRU getting 90% and recurrent neural network (RNN) 88% accuracy. The results also show that LSTM and GRU get better precision and recall compared to RNN. The findings of this study show that the deep learning approach will lead to better performance in financial distress prediction studies. To be added, time-series data should be highlighted in any financial distress prediction studies since it has a big impact on credit risk assessment.Research limitations/implicationsThe first limitation of this study is the hyperparameter tuning only applied for deep learning models. Secondly, the time-series data are only used for deep learning models since the other models optimally fit on single-year data.Practical implicationsThis study proposes recommendations that deep learning is a new approach that will lead to better performance in financial distress prediction studies. Besides that, time-series data should be highlighted in any financial distress prediction studies since the data have a big impact on the assessment of credit risk.Originality/valueTo the best of authors' knowledge, this article is the first study that uses the gated recurrent unit in financial distress prediction studies based on time-series data for Malaysian public listed companies. The findings of this study can help financial institutions/investors to find a better and accurate approach for credit risk assessment.

Deep Learning Models for Real-time Human Activity Recognition with Smartphones

2019 ◽  
Vol 25 (2) ◽  
pp. 743-755 ◽  
Author(s):  
Shaohua Wan ◽  
Lianyong Qi ◽  
Xiaolong Xu ◽  
Chao Tong ◽  
Zonghua Gu
Keyword(s):  
Deep Learning ◽  
Real Time ◽  
Activity Recognition ◽  
Human Activity ◽  
Human Activity Recognition ◽  
Learning Models

scholarly journals An IoT Time Series Data Security Model for Adversarial Attack Based on Thermometer Encoding

2021 ◽  
Vol 2021 ◽  
pp. 1-11
Author(s):  
Zhongguo Yang ◽  
Irshad Ahmed Abbasi ◽  
Fahad Algarni ◽  
Sikandar Ali ◽  
Mingzhu Zhang
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Data Classification ◽  
Classification Model ◽  
Series Data ◽  
Security Model ◽  
Learning Methods ◽  
Model Based ◽  
Adversarial Attack

Nowadays, an Internet of Things (IoT) device consists of algorithms, datasets, and models. Due to good performance of deep learning methods, many devices integrated well-trained models in them. IoT empowers users to communicate and control physical devices to achieve vital information. However, these models are vulnerable to adversarial attacks, which largely bring potential risks to the normal application of deep learning methods. For instance, very little changes even one point in the IoT time-series data could lead to unreliable or wrong decisions. Moreover, these changes could be deliberately generated by following an adversarial attack strategy. We propose a robust IoT data classification model based on an encode-decode joint training model. Furthermore, thermometer encoding is taken as a nonlinear transformation to the original training examples that are used to reconstruct original time series examples through the encode-decode model. The trained ResNet model based on reconstruction examples is more robust to the adversarial attack. Experiments show that the trained model can successfully resist to fast gradient sign method attack to some extent and improve the security of the time series data classification model.

scholarly journals Loss-Driven Adversarial Ensemble Deep Learning for On-Line Time Series Analysis

2019 ◽  
Vol 11 (12) ◽  
pp. 3489
Author(s):  
Hyungjin Ko ◽  
Jaewook Lee ◽  
Junyoung Byun ◽  
Bumho Son ◽  
Saerom Park
Keyword(s):  
Time Series ◽  
Deep Learning ◽  
Time Series Data ◽  
Learning Algorithm ◽  
Data Distribution ◽  
Series Data ◽  
Learning Models ◽  
Classification Problems ◽  
Ensemble Models ◽  
On Line

Developing a robust and sustainable system is an important problem in which deep learning models are used in real-world applications. Ensemble methods combine diverse models to improve performance and achieve robustness. The analysis of time series data requires dealing with continuously incoming instances; however, most ensemble models suffer when adapting to a change in data distribution. Therefore, we propose an on-line ensemble deep learning algorithm that aggregates deep learning models and adjusts the ensemble weight based on loss value in this study. We theoretically demonstrate that the ensemble weight converges to the limiting distribution, and, thus, minimizes the average total loss from a new regret measure based on adversarial assumption. We also present an overall framework that can be applied to analyze time series. In the experiments, we focused on the on-line phase, in which the ensemble models predict the binary class for the simulated data and the financial and non-financial real data. The proposed method outperformed other ensemble approaches. Moreover, our method was not only robust to the intentional attacks but also sustainable in data distribution changes. In the future, our algorithm can be extended to regression and multiclass classification problems.

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