Prediction of Agricultural Commodities Futures Prices: A DQN-LSTM Method

Abstract This paper combines deep Q network (DQN) with long and short-term memory (LSTM) and proposes a novel hybrid deep learning method called DQN-LSTM framework. The proposed method aims to address the prediction of five Chinese agricultural commodities futures prices over different time duration. The DQN-LSTM applies the strategy enhancement of deep reinforcement learning to the structural parameter optimization of deep recurrent networks, and achieves the organic integration of two types of deep learning algorithms. The new framework has the capacity of self-optimization and learning of parameters, thus improving the performance of prediction by its own iteration, which shows great prospects for future application in financial prediction and other directions. The performance of the proposed method is evaluated by comparing the effectiveness of the DQN-LSTM method with that of traditional predicting methods such as auto-regressive integrated moving average (ARIMA), support vector machine (SVR) and LSTM. The results show that the DQN-LSTM method can effectively optimize the traditional LSTM structural parameters through policy iteration of the deep reinforcement learning algorithm, which contributes to a better long and short-term prediction accuracy. In particular, the longer the prediction period, the more obvious the advantage of prediction accuracy of a DQN-LSTM method.

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A semiautomatic annotation approach for sentiment analysis

Journal of Information Science ◽

10.1177/01655515211006594 ◽

2021 ◽

pp. 016555152110065

Author(s):

Rahma Alahmary ◽

Hmood Al-Dossari

Keyword(s):

Deep Learning ◽

Sentiment Analysis ◽

Short Term Memory ◽

Machine Learning Algorithms ◽

Support Vector ◽

Short Term ◽

Term Memory ◽

Annotation Process ◽

Learning Classifiers ◽

Long Short Term Memory

Sentiment analysis (SA) aims to extract users’ opinions automatically from their posts and comments. Almost all prior works have used machine learning algorithms. Recently, SA research has shown promising performance in using the deep learning approach. However, deep learning is greedy and requires large datasets to learn, so it takes more time for data annotation. In this research, we proposed a semiautomatic approach using Naïve Bayes (NB) to annotate a new dataset in order to reduce the human effort and time spent on the annotation process. We created a dataset for the purpose of training and testing the classifier by collecting Saudi dialect tweets. The dataset produced from the semiautomatic model was then used to train and test deep learning classifiers to perform Saudi dialect SA. The accuracy achieved by the NB classifier was 83%. The trained semiautomatic model was used to annotate the new dataset before it was fed into the deep learning classifiers. The three deep learning classifiers tested in this research were convolutional neural network (CNN), long short-term memory (LSTM) and bidirectional long short-term memory (Bi-LSTM). Support vector machine (SVM) was used as the baseline for comparison. Overall, the performance of the deep learning classifiers exceeded that of SVM. The results showed that CNN reported the highest performance. On one hand, the performance of Bi-LSTM was higher than that of LSTM and SVM, and, on the other hand, the performance of LSTM was higher than that of SVM. The proposed semiautomatic annotation approach is usable and promising to increase speed and save time and effort in the annotation process.

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NIMG-46. SYSTEMATIC LITERATURE REVIEW OF ARTIFICIAL INTELLIGENCE ALGORITHMS USING PRE-THERAPY MR IMAGING FOR GLIOMA MOLECULAR SUBTYPE CLASSIFICATION

Neuro-Oncology ◽

10.1093/neuonc/noab196.545 ◽

2021 ◽

Vol 23 (Supplement_6) ◽

pp. vi139-vi139

Author(s):

Jan Lost ◽

Tej Verma ◽

Niklas Tillmanns ◽

W R Brim ◽

Harry Subramanian ◽

...

Keyword(s):

Artificial Intelligence ◽

Machine Learning ◽

Deep Learning ◽

Literature Review ◽

Prediction Accuracy ◽

Molecular Subtypes ◽

Molecular Subtype ◽

Tumor Resection ◽

Support Vector ◽

Hospital Data

Abstract PURPOSE Identifying molecular subtypes in gliomas has prognostic and therapeutic value, traditionally after invasive neurosurgical tumor resection or biopsy. Recent advances using artificial intelligence (AI) show promise in using pre-therapy imaging for predicting molecular subtype. We performed a systematic review of recent literature on AI methods used to predict molecular subtypes of gliomas. METHODS Literature review conforming to PRSIMA guidelines was performed for publications prior to February 2021 using 4 databases: Ovid Embase, Ovid MEDLINE, Cochrane trials (CENTRAL), and Web of Science core-collection. Keywords included: artificial intelligence, machine learning, deep learning, radiomics, magnetic resonance imaging, glioma, and glioblastoma. Non-machine learning and non-human studies were excluded. Screening was performed using Covidence software. Bias analysis was done using TRIPOD guidelines. RESULTS 11,727 abstracts were retrieved. After applying initial screening exclusion criteria, 1,135 full text reviews were performed, with 82 papers remaining for data extraction. 57% used retrospective single center hospital data, 31.6% used TCIA and BRATS, and 11.4% analyzed multicenter hospital data. An average of 146 patients (range 34-462 patients) were included. Algorithms predicting IDH status comprised 51.8% of studies, MGMT 18.1%, and 1p19q 6.0%. Machine learning methods were used in 71.4%, deep learning in 27.4%, and 1.2% directly compared both methods. The most common algorithm for machine learning were support vector machine (43.3%), and for deep learning convolutional neural network (68.4%). Mean prediction accuracy was 76.6%. CONCLUSION Machine learning is the predominant method for image-based prediction of glioma molecular subtypes. Major limitations include limited datasets (60.2% with under 150 patients) and thus limited generalizability of findings. We recommend using larger annotated datasets for AI network training and testing in order to create more robust AI algorithms, which will provide better prediction accuracy to real world clinical datasets and provide tools that can be translated to clinical practice.

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Forecasting Day-Ahead Hourly Photovoltaic Power Generation Using Convolutional Self-Attention Based Long Short-Term Memory

Energies ◽

10.3390/en13154017 ◽

2020 ◽

Vol 13 (15) ◽

pp. 4017 ◽

Cited By ~ 2

Author(s):

Dukhwan Yu ◽

Wonik Choi ◽

Myoungsoo Kim ◽

Ling Liu

Keyword(s):

Power Generation ◽

Deep Learning ◽

Prediction Accuracy ◽

Short Term Memory ◽

Local Context ◽

Short Term ◽

Term Memory ◽

Proposed Model ◽

Long Short Term Memory ◽

Pv Power Generation

The problem of Photovoltaic (PV) power generation forecasting is becoming crucial as the penetration level of Distributed Energy Resources (DERs) increases in microgrids and Virtual Power Plants (VPPs). In order to improve the stability of power systems, a fair amount of research has been proposed for increasing prediction performance in practical environments through statistical, machine learning, deep learning, and hybrid approaches. Despite these efforts, the problem of forecasting PV power generation remains to be challenging in power system operations since existing methods show limited accuracy and thus are not sufficiently practical enough to be widely deployed. Many existing methods using long historical data suffer from the long-term dependency problem and are not able to produce high prediction accuracy due to their failure to fully utilize all features of long sequence inputs. To address this problem, we propose a deep learning-based PV power generation forecasting model called Convolutional Self-Attention based Long Short-Term Memory (LSTM). By using the convolutional self-attention mechanism, we can significantly improve prediction accuracy by capturing the local context of the data and generating keys and queries that fit the local context. To validate the applicability of the proposed model, we conduct extensive experiments on both PV power generation forecasting using a real world dataset and power consumption forecasting. The experimental results of power generation forecasting using the real world datasets show that the MAPEs of the proposed model are much lower, in fact by 7.7%, 6%, 3.9% compared to the Deep Neural Network (DNN), LSTM and LSTM with the canonical self-attention, respectively. As for power consumption forecasting, the proposed model exhibits 32%, 17% and 44% lower Mean Absolute Percentage Error (MAPE) than the DNN, LSTM and LSTM with the canonical self-attention, respectively.

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Short-Term Forecasting of Photovoltaic Solar Power Production Using Variational Auto-Encoder Driven Deep Learning Approach

Applied Sciences ◽

10.3390/app10238400 ◽

2020 ◽

Vol 10 (23) ◽

pp. 8400 ◽

Cited By ~ 1

Author(s):

Abdelkader Dairi ◽

Fouzi Harrou ◽

Ying Sun ◽

Sofiane Khadraoui

Keyword(s):

Machine Learning ◽

Deep Learning ◽

Solar Power ◽

Power Production ◽

Superior Performance ◽

Support Vector ◽

Learning Models ◽

Short Term ◽

Learning Methods ◽

Short Term Forecasting

The accurate modeling and forecasting of the power output of photovoltaic (PV) systems are critical to efficiently managing their integration in smart grids, delivery, and storage. This paper intends to provide efficient short-term forecasting of solar power production using Variational AutoEncoder (VAE) model. Adopting the VAE-driven deep learning model is expected to improve forecasting accuracy because of its suitable performance in time-series modeling and flexible nonlinear approximation. Both single- and multi-step-ahead forecasts are investigated in this work. Data from two grid-connected plants (a 243 kW parking lot canopy array in the US and a 9 MW PV system in Algeria) are employed to show the investigated deep learning models’ performance. Specifically, the forecasting outputs of the proposed VAE-based forecasting method have been compared with seven deep learning methods, namely recurrent neural network, Long short-term memory (LSTM), Bidirectional LSTM, Convolutional LSTM network, Gated recurrent units, stacked autoencoder, and restricted Boltzmann machine, and two commonly used machine learning methods, namely logistic regression and support vector regression. The results of this investigation demonstrate the satisfying performance of deep learning techniques to forecast solar power and point out that the VAE consistently performed better than the other methods. Also, results confirmed the superior performance of deep learning models compared to the two considered baseline machine learning models.

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Identifying indicator species in ecological habitats using Deep Optimal Feature Learning

PLoS ONE ◽

10.1371/journal.pone.0256782 ◽

2021 ◽

Vol 16 (9) ◽

pp. e0256782

Author(s):

Yiting Tsai ◽

Susan A. Baldwin ◽

Bhushan Gopaluni

Keyword(s):

Deep Learning ◽

Indicator Species ◽

Prediction Accuracy ◽

Species Abundance ◽

Keystone Species ◽

Feature Learning ◽

Training Data ◽

Support Vector ◽

Vector Machines ◽

Domain Expertise

Much of the current research on supervised modelling is focused on maximizing outcome prediction accuracy. However, in engineering disciplines, an arguably more important goal is that of feature extraction, the identification of relevant features associated with the various outcomes. For instance, in microbial communities, the identification of keystone species can often lead to improved prediction of future behavioral shifts. This paper proposes a novel feature extractor based on Deep Learning, which is largely agnostic to underlying assumptions regarding the training data. Starting from a collection of microbial species abundance counts, the Deep Learning model first trains itself to classify the selected distinct habitats. It then identifies indicator species associated with the habitats. The results are then compared and contrasted with those obtained by traditional statistical techniques. The indicator species are similar when compared at top taxonomic levels such as Domain and Phylum, despite visible differences in lower levels such as Class and Order. More importantly, when our estimated indicators are used to predict final habitat labels using simpler models (such as Support Vector Machines and traditional Artificial Neural Networks), the prediction accuracy is improved. Overall, this study serves as a preliminary step that bridges modern, black-box Machine Learning models with traditional, domain expertise-rich techniques.

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DLI: A Deep Learning-Based Granger Causality Inference

Complexity ◽

10.1155/2020/5960171 ◽

2020 ◽

Vol 2020 ◽

pp. 1-6 ◽

Cited By ~ 3

Author(s):

Wei Peng

Keyword(s):

Deep Learning ◽

Granger Causality ◽

Prediction Accuracy ◽

Short Term Memory ◽

Target Variable ◽

Short Term ◽

Term Memory ◽

P Index ◽

Causality Inference ◽

Long Short Term Memory

Integrating autoencoder (AE), long short-term memory (LSTM), and convolutional neural network (CNN), we propose an interpretable deep learning architecture for Granger causality inference, named deep learning-based Granger causality inference (DLI). Two contributions of the proposed DLI are to reveal the Granger causality between the bitcoin price and S&P index and to forecast the bitcoin price and S&P index with a higher accuracy. Experimental results demonstrate that there is a bidirectional but asymmetric Granger causality between the bitcoin price and S&P index. And the DLI performs a superior prediction accuracy by integrating variables that have causalities with the target variable into the prediction process.

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Short-Term Firm-Level Energy-Consumption Forecasting for Energy-Intensive Manufacturing: A Comparison of Machine Learning and Deep Learning Models

Algorithms ◽

10.3390/a13110274 ◽

2020 ◽

Vol 13 (11) ◽

pp. 274 ◽

Cited By ~ 1

Author(s):

Andrea Maria N. C. Ribeiro ◽

Pedro Rafael X. do Carmo ◽

Iago Richard Rodrigues ◽

Djamel Sadok ◽

Theo Lynn ◽

...

Keyword(s):

Machine Learning ◽

Neural Networks ◽

Deep Learning ◽

Energy Consumption ◽

Mitigation Measures ◽

Support Vector ◽

Level Energy ◽

Learning Models ◽

Short Term ◽

Case Site

To minimise environmental impact, to avoid regulatory penalties, and to improve competitiveness, energy-intensive manufacturing firms require accurate forecasts of their energy consumption so that precautionary and mitigation measures can be taken. Deep learning is widely touted as a superior analytical technique to traditional artificial neural networks, machine learning, and other classical time-series models due to its high dimensionality and problem-solving capabilities. Despite this, research on its application in demand-side energy forecasting is limited. We compare two benchmarks (Autoregressive Integrated Moving Average (ARIMA) and an existing manual technique used at the case site) against three deep-learning models (simple Recurrent Neural Networks (RNN), Long Short-Term Memory (LSTM), and Gated Recurrent Unit (GRU)) and two machine-learning models (Support Vector Regression (SVR) and Random Forest) for short-term load forecasting (STLF) using data from a Brazilian thermoplastic resin manufacturing plant. We use the grid search method to identify the best configurations for each model and then use Diebold–Mariano testing to confirm the results. The results suggests that the legacy approach used at the case site is the worst performing and that the GRU model outperformed all other models tested.

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Short-Term Wind Speed Forecasting Based on Optimizated Support Vector Machine

Applied Mechanics and Materials ◽

10.4028/www.scientific.net/amm.300-301.189 ◽

2013 ◽

Vol 300-301 ◽

pp. 189-194 ◽

Cited By ~ 1

Author(s):

Yu Sun ◽

Ling Ling Li ◽

Xiao Song Huang ◽

Chao Ying Duan

Keyword(s):

Support Vector Machine ◽

Wind Speed ◽

Prediction Model ◽

Prediction Accuracy ◽

Support Vector ◽

Particle Swarm Algorithm ◽

Short Term ◽

Neural Network Prediction ◽

Random Fluctuations ◽

The Impact

To avoid the impact which is caused by the characteristics of the random fluctuations of the wind speed to grid-connected wind power generation system, accurately prediction of short-term wind speed is needed. This paper designed a combination prediction model which used the theories of wavelet transformation and support vector machine (SVM). This improved the model’s prediction accuracy through the method of achiving change character in wind speed sequences in different scales by wavelet transform and optimizing the parameters of support vector machines through the improved particle swarm algorithm. The model showed great generalization ability and high prediction accuracy through the experiment. The lowest root-mean-square error of 200 samples was up to 0.0932 and the model’s effect was much stronger than the BP neural network prediction model. It provided an effective method for predicting wind speed.

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Improvement of Short-Term BIPV Power Predictions Using Feature Engineering and a Recurrent Neural Network

Energies ◽

10.3390/en12173247 ◽

2019 ◽

Vol 12 (17) ◽

pp. 3247 ◽

Cited By ~ 1

Author(s):

Dongkyu Lee ◽

Jinhwa Jeong ◽

Sung Hoon Yoon ◽

Young Tae Chae

Keyword(s):

Neural Network ◽

Machine Learning ◽

Recurrent Neural Network ◽

Power Output ◽

Prediction Accuracy ◽

Support Vector ◽

Feature Engineering ◽

Short Term ◽

Interaction Detection ◽

Photovoltaic Power

The time resolution and prediction accuracy of the power generated by building-integrated photovoltaics are important for managing electricity demand and formulating a strategy to trade power with the grid. This study presents a novel approach to improve short-term hourly photovoltaic power output predictions using feature engineering and machine learning. Feature selection measured the importance score of input features by using a model-based variable importance. It verified that the normative sky index in the weather forecasted data had the least importance as a predictor for hourly prediction of photovoltaic power output. Six different machine-learning algorithms were assessed to select an appropriate model for the hourly power output prediction with onsite weather forecast data. The recurrent neural network outperformed five other models, including artificial neural networks, support vector machines, classification and regression trees, chi-square automatic interaction detection, and random forests, in terms of its ability to predict photovoltaic power output at an hourly and daily resolution for 64 tested days. Feature engineering was then used to apply dropout observation to the normative sky index from the training and prediction process, which improved the hourly prediction performance. In particular, the prediction accuracy for overcast days improved by 20% compared to the original weather dataset used without dropout observation. The results show that feature engineering effectively improves the short-term predictions of photovoltaic power output in buildings with a simple weather forecasting service.

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Short-Term Electricity Load Forecasting Model Based on EMD-GRU with Feature Selection

Energies ◽

10.3390/en12061140 ◽

2019 ◽

Vol 12 (6) ◽

pp. 1140 ◽

Cited By ~ 15

Author(s):

Xin Gao ◽

Xiaobing Li ◽

Bing Zhao ◽

Weijia Ji ◽

Xiao Jing ◽

...

Keyword(s):

Feature Selection ◽

Prediction Accuracy ◽

Load Forecasting ◽

Support Vector ◽

Forecasting Model ◽

Data Sets ◽

Short Term ◽

Model Based ◽

Electricity Load ◽

Electricity Load Forecasting

Many factors affect short-term electric load, and the superposition of these factors leads to it being non-linear and non-stationary. Separating different load components from the original load series can help to improve the accuracy of prediction, but the direct modeling and predicting of the decomposed time series components will give rise to multiple random errors and increase the workload of prediction. This paper proposes a short-term electricity load forecasting model based on an empirical mode decomposition-gated recurrent unit (EMD-GRU) with feature selection (FS-EMD-GRU). First, the original load series is decomposed into several sub-series by EMD. Then, we analyze the correlation between the sub-series and the original load series through the Pearson correlation coefficient method. Some sub-series with high correlation with the original load series are selected as features and input into the GRU network together with the original load series to establish the prediction model. Three public data sets provided by the U.S. public utility and the load data from a region in northwestern China were used to evaluate the effectiveness of the proposed method. The experiment results showed that the average prediction accuracy of the proposed method on four data sets was 96.9%, 95.31%, 95.72%, and 97.17% respectively. Compared to a single GRU, support vector regression (SVR), random forest (RF) models and EMD-GRU, EMD-SVR, EMD-RF models, the prediction accuracy of the proposed method in this paper was higher.

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