scholarly journals Generative adversarial network (GAN) and enhanced root mean square error (ERMSE): deep learning for stock price movement prediction

Author(s):  
Ashish Kumar ◽  
Abeer Alsadoon ◽  
P. W. C. Prasad ◽  
Salma Abdullah ◽  
Tarik A. Rashid ◽  
...  
2021 ◽  
Author(s):  
Farshid Rahmani ◽  
Kathryn Lawson ◽  
Samantha Oliver ◽  
Alison Appling ◽  
Chaopeng Shen

<p>Stream water temperature (T<sub>s</sub>) is a variable that plays a pivotal role in managing water resources. We used the long short-term memory (LSTM) deep learning architecture to develop a basin centric single T<sub>s</sub> model based on general meteorological data and basin meteo-geological attributes. We created a strong tool for long-term Ts projection and subsequently, improved the Ts model using novel approaches. We investigated the impact of both observed and simulated streamflow data on improving the model accuracy. At a national scale, we obtained a median root-mean-square error (RMSE) of 0.69 <sup>o</sup>C, and Nash-Sutcliffe model efficiency coefficient (NSE) of 0.985, which are marked improvements over previous values reported in previous studies. In order to test the performance of the model on basins ranging from basins with extensive data to unmonitored basins, we used more than 400 basins with different data-availability groups (DAG) across the continent of the United States to explore how to assemble the training dataset for both monitored and unmonitored basins. Best root-mean-square error (RMSE) for sites with extensive (99%), intermediate (60%), scarce (10%) and absent (0%) data for training were 0.75, 0.837, 0.889, and 1.595 <sup>o</sup>C, respectively. We observed the negative effect of the presence of reservoirs in T<sub>s</sub> modeling. Our results illustrated that the most suitable training set should be different in modeling basins with different availability of observed data. for predicting T<sub>s</sub> in a monitored basin, including basins that have at least equal DAG with that particular basin will result in most accurate predictions, however, for T<sub>s</sub> prediction in ungauged basin, including all basins in training section will generate the best model, showing a more diverse training set. Furthermore, to decrease overfitting produced by attributes for PUB application, we could improve the accuracy of the model using input-selection ensemble method. We got median correlation higher than 0.90 for PUB after seasonality was removed which is still high. While many T<sub>s</sub> prediction models showed better performance in summer, our model was on the opposite side. We found a strong relationship between general available daily meteorological variables and catchment attributes with the presented T<sub>s</sub> model. However, our results indicate that combining physics-based criteria to the model can improve the prediction of temperature in river networks.</p><p>.</p>


Transmisi ◽  
2021 ◽  
Vol 23 (3) ◽  
pp. 97-102
Author(s):  
Heru Purnomo ◽  
Hadi Suyono ◽  
Rini Nur Hasanah

Dalam rangka proyeksi kebutuhan listrik dimasa mendatang, maka penyedia listrik dapat melakukan peramalan terkait besarnya kebutuhan dan permintaan energi listrik. Apabila besarnya permintaan listrik tidak dilakukan peramalan, maka akan terjadi kelebihan kapasitas yang menyebabkan tidak terserapnya sumber energi yang tersedia. Berdasarkan hasil penelitian diperoleh kesimpulan bahwa model terbaik dari metode Deep Learning LSTM  yang digunakan untuk melakukan prakiraan beban konsumsi listrik jangka pendek memiliki nilai RMSE (Root Mean Square Error) yang kecil Artinya tingkat akurasi dari metode Deep Learning LSTM tersebut lebih baik daripada ARIMA, hasil tersebut menunjukkan bahwa metode Deep Learning LSTM layak digunakan untuk memprakirakan beban konsumsi listrik jangka pendek di Kota Batu.


Author(s):  
Novri Suhermi ◽  
Suhartono Suhartono ◽  
I Made Gde Meranggi Dana ◽  
Dedy Dwi Prastyo

Penentuan arsitektur model deep learning yang tepat merupakan hal yang sangat esensial untukmendapatkan hasil ramalan dengan tingkat kesalahan minimum. Arsitektur deep learning meliputijumlah input dan variabel apa saja yang digunakan, jumlah hidden layer, jumlah neuron pada setiaphidden layer, dan fungsi aktivasi. Pada penelitian ini dilakukan studi simulasi pada salah satu modeldeep learning, yaitu deep feedforward network, dengan berbagai kombinasi arsitektur untukmendapatkan arsitektur paling optimum. Data yang digunakan merupakan data bangkitan yangmengikuti model nonlinier Exponential Smoothing Transition Auto-regressive (ESTAR) sebanyak 1000data, di mana 900 data digunakan sebagai data training dan 100 data digunakan sebagai datatesting. Ukuran evaluasi model yang digunakan adalah root mean square error of prediction (RMSEP).Hasil empiris yang didapatkan di antaranya, pemilihan input yang tepat dapat meningkatkanakurasi peramalan, serta pemilihan fungsi aktivasi dan kedalaman arsitektur sangat diperlukanuntuk mendapatkan hasil ramalan yang semakin optimum.


2021 ◽  
Vol 9 (1) ◽  
pp. 1-21
Author(s):  
Kayode Oshinubi ◽  
◽  
Augustina Amakor ◽  
Olumuyiwa James Peter ◽  
Mustapha Rachdi ◽  
...  

<abstract> <p>This article focuses on the application of deep learning and spectral analysis to epidemiology time series data, which has recently piqued the interest of some researchers. The COVID-19 virus is still mutating, particularly the delta and omicron variants, which are known for their high level of contagiousness, but policymakers and governments are resolute in combating the pandemic's spread through a recent massive vaccination campaign of their population. We used extreme machine learning (ELM), multilayer perceptron (MLP), long short-term neural network (LSTM), gated recurrent unit (GRU), convolution neural network (CNN) and deep neural network (DNN) methods on time series data from the start of the pandemic in France, Russia, Turkey, India, United states of America (USA), Brazil and United Kingdom (UK) until September 3, 2021 to predict the daily new cases and daily deaths at different waves of the pandemic in countries considered while using root mean square error (RMSE) and relative root mean square error (rRMSE) to measure the performance of these methods. We used the spectral analysis method to convert time (days) to frequency in order to analyze the peaks of frequency and periodicity of the time series data. We also forecasted the future pandemic evolution by using ELM, MLP, and spectral analysis. Moreover, MLP achieved best performance for both daily new cases and deaths based on the evaluation metrics used. Furthermore, we discovered that errors for daily deaths are much lower than those for daily new cases. While the performance of models varies, prediction and forecasting during the period of vaccination and recent cases confirm the pandemic's prevalence level in the countries under consideration. Finally, some of the peaks observed in the time series data correspond with the proven pattern of weekly peaks that is unique to the COVID-19 time series data.</p> </abstract>


2021 ◽  
Vol 13 (9) ◽  
pp. 1630
Author(s):  
Yaohui Zhu ◽  
Guijun Yang ◽  
Hao Yang ◽  
Fa Zhao ◽  
Shaoyu Han ◽  
...  

With the increase in the frequency of extreme weather events in recent years, apple growing areas in the Loess Plateau frequently encounter frost during flowering. Accurately assessing the frost loss in orchards during the flowering period is of great significance for optimizing disaster prevention measures, market apple price regulation, agricultural insurance, and government subsidy programs. The previous research on orchard frost disasters is mainly focused on early risk warning. Therefore, to effectively quantify orchard frost loss, this paper proposes a frost loss assessment model constructed using meteorological and remote sensing information and applies this model to the regional-scale assessment of orchard fruit loss after frost. As an example, this article examines a frost event that occurred during the apple flowering period in Luochuan County, Northwestern China, on 17 April 2020. A multivariable linear regression (MLR) model was constructed based on the orchard planting years, the number of flowering days, and the chill accumulation before frost, as well as the minimum temperature and daily temperature difference on the day of frost. Then, the model simulation accuracy was verified using the leave-one-out cross-validation (LOOCV) method, and the coefficient of determination (R2), the root mean square error (RMSE), and the normalized root mean square error (NRMSE) were 0.69, 18.76%, and 18.76%, respectively. Additionally, the extended Fourier amplitude sensitivity test (EFAST) method was used for the sensitivity analysis of the model parameters. The results show that the simulated apple orchard fruit number reduction ratio is highly sensitive to the minimum temperature on the day of frost, and the chill accumulation and planting years before the frost, with sensitivity values of ≥0.74, ≥0.25, and ≥0.15, respectively. This research can not only assist governments in optimizing traditional orchard frost prevention measures and market price regulation but can also provide a reference for agricultural insurance companies to formulate plans for compensation after frost.


Forests ◽  
2021 ◽  
Vol 12 (8) ◽  
pp. 1020
Author(s):  
Yanqi Dong ◽  
Guangpeng Fan ◽  
Zhiwu Zhou ◽  
Jincheng Liu ◽  
Yongguo Wang ◽  
...  

The quantitative structure model (QSM) contains the branch geometry and attributes of the tree. AdQSM is a new, accurate, and detailed tree QSM. In this paper, an automatic modeling method based on AdQSM is developed, and a low-cost technical scheme of tree structure modeling is provided, so that AdQSM can be freely used by more people. First, we used two digital cameras to collect two-dimensional (2D) photos of trees and generated three-dimensional (3D) point clouds of plot and segmented individual tree from the plot point clouds. Then a new QSM-AdQSM was used to construct tree model from point clouds of 44 trees. Finally, to verify the effectiveness of our method, the diameter at breast height (DBH), tree height, and trunk volume were derived from the reconstructed tree model. These parameters extracted from AdQSM were compared with the reference values from forest inventory. For the DBH, the relative bias (rBias), root mean square error (RMSE), and coefficient of variation of root mean square error (rRMSE) were 4.26%, 1.93 cm, and 6.60%. For the tree height, the rBias, RMSE, and rRMSE were—10.86%, 1.67 m, and 12.34%. The determination coefficient (R2) of DBH and tree height estimated by AdQSM and the reference value were 0.94 and 0.86. We used the trunk volume calculated by the allometric equation as a reference value to test the accuracy of AdQSM. The trunk volume was estimated based on AdQSM, and its bias was 0.07066 m3, rBias was 18.73%, RMSE was 0.12369 m3, rRMSE was 32.78%. To better evaluate the accuracy of QSM’s reconstruction of the trunk volume, we compared AdQSM and TreeQSM in the same dataset. The bias of the trunk volume estimated based on TreeQSM was −0.05071 m3, and the rBias was −13.44%, RMSE was 0.13267 m3, rRMSE was 35.16%. At 95% confidence interval level, the concordance correlation coefficient (CCC = 0.77) of the agreement between the estimated tree trunk volume of AdQSM and the reference value was greater than that of TreeQSM (CCC = 0.60). The significance of this research is as follows: (1) The automatic modeling method based on AdQSM is developed, which expands the application scope of AdQSM; (2) provide low-cost photogrammetric point cloud as the input data of AdQSM; (3) explore the potential of AdQSM to reconstruct forest terrestrial photogrammetric point clouds.


Author(s):  
Ahmad S. Tarawneh ◽  
Ahmad B. Hassanat ◽  
Issam Elkhadiri ◽  
Dmitry Chetverikov ◽  
Khalid Almohammadi

2013 ◽  
Vol 860-863 ◽  
pp. 2783-2786
Author(s):  
Yu Bing Dong ◽  
Hai Yan Wang ◽  
Ming Jing Li

Edge detection and thresholding segmentation algorithms are presented and tested with variety of grayscale images in different fields. In order to analyze and evaluate the quality of image segmentation, Root Mean Square Error is used. The smaller error value is, the better image segmentation effect is. The experimental results show that a segmentation method is not suitable for all images segmentation.


2013 ◽  
Vol 807-809 ◽  
pp. 1967-1971
Author(s):  
Yan Bai ◽  
Xiao Yan Duan ◽  
Hai Yan Gong ◽  
Cai Xia Xie ◽  
Zhi Hong Chen ◽  
...  

In this paper, the content of forsythoside A and ethanol-extract were rapidly determinated by near-infrared reflectance spectroscopy (NIRS). 85 samples of Forsythiae Fructus harvested in Luoyang from July to September in 2012 were divided into a calibration set (75 samples) and a validation set (10 samples). In combination with the partical least square (PLS), the quantitative calibration models of forsythoside A and ethanol-extract were established. The correlation coefficient of cross-validation (R2) was 0.98247 and 0.97214 for forsythoside A and ethanol-extract, the root-mean-square error of calibration (RMSEC) was 0.184 and 0.570, the root-mean-square error of cross-validation (RMSECV) was 0.81736 and 0.36656. The validation set were used to evaluate the performance of the models, the root-mean-square error of prediction (RMSEP) was 0.221 and 0.518. The results indicated that it was feasible to determine the content of forsythoside A and ethanol-extract in Forsythiae Fructus by near-infrared spectroscopy.


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