scholarly journals A multicriteria optimization approach for the stock market feature selection

2020 ◽  
pp. 44-44
Author(s):  
Dragana Radojicic ◽  
Nina Radojicic ◽  
Simeon Kredatus
Keyword(s):  
Feature Selection ◽  
Multicriteria Optimization ◽  
Short Term Memory ◽  
Order Book ◽  
Optimization Approach ◽  
Short Term ◽  
Data Vector ◽  
Support Resistance ◽  
Long Short Term Memory ◽  
Lstm Network

This paper studies the informativeness of features extracted from a limit order book data, to classify market data vector into the label (buy/idle) by using the Long short-term memory (LSTM) network. New technical indicators based on the support/resistance zones are introduced to enrich the set of features. We evaluate whether the performance of the LSTM network model is improved when we select features with respect to the newly proposed methods. Moreover, we employ multicriteria optimization to perform adequate feature selection among the proposed approaches, with respect to precision, recall, and F? score. Seven variations of approaches to select features are proposed and the best is selected by incorporation of multicriteria optimization.

scholarly journals A Combined Method for MEMS Gyroscope Error Compensation Using a Long Short-Term Memory Network and Kalman Filter in Random Vibration Environments

Sensors ◽  
2021 ◽  
Vol 21 (4) ◽  
pp. 1181
Author(s):  
Chenhao Zhu ◽  
Sheng Cai ◽  
Yifan Yang ◽  
Wei Xu ◽  
Honghai Shen ◽  
...  
Keyword(s):  
Kalman Filter ◽  
Standard Deviation ◽  
Error Compensation ◽  
Random Vibration ◽  
Short Term Memory ◽  
Combined Method ◽  
Short Term ◽  
Mems Gyroscope ◽  
Long Short Term Memory ◽  
Lstm Network

In applications such as carrier attitude control and mobile device navigation, a micro-electro-mechanical-system (MEMS) gyroscope will inevitably be affected by random vibration, which significantly affects the performance of the MEMS gyroscope. In order to solve the degradation of MEMS gyroscope performance in random vibration environments, in this paper, a combined method of a long short-term memory (LSTM) network and Kalman filter (KF) is proposed for error compensation, where Kalman filter parameters are iteratively optimized using the Kalman smoother and expectation-maximization (EM) algorithm. In order to verify the effectiveness of the proposed method, we performed a linear random vibration test to acquire MEMS gyroscope data. Subsequently, an analysis of the effects of input data step size and network topology on gyroscope error compensation performance is presented. Furthermore, the autoregressive moving average-Kalman filter (ARMA-KF) model, which is commonly used in gyroscope error compensation, was also combined with the LSTM network as a comparison method. The results show that, for the x-axis data, the proposed combined method reduces the standard deviation (STD) by 51.58% and 31.92% compared to the bidirectional LSTM (BiLSTM) network, and EM-KF method, respectively. For the z-axis data, the proposed combined method reduces the standard deviation by 29.19% and 12.75% compared to the BiLSTM network and EM-KF method, respectively. Furthermore, for x-axis data and z-axis data, the proposed combined method reduces the standard deviation by 46.54% and 22.30% compared to the BiLSTM-ARMA-KF method, respectively, and the output is smoother, proving the effectiveness of the proposed method.

scholarly journals Extraction of local and global features by a convolutional neural network–long short-term memory network for diagnosing bearing faults

2021 ◽  
pp. 095440622110165
Author(s):  
Zhang Chao ◽  
Wang Wei-zhi ◽  
Zhang Chen ◽  
Fan Bin ◽  
Wang Jian-guo ◽  
...  
Keyword(s):  
Neural Network ◽  
Fault Diagnosis ◽  
Condition Monitoring ◽  
Short Term Memory ◽  
Vibration Signal ◽  
Short Term ◽  
Global Features ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Lstm Network

Accurate and reliable fault diagnosis is one of the key and difficult issues in mechanical condition monitoring. In recent years, Convolutional Neural Network (CNN) has been widely used in mechanical condition monitoring, which is also a great breakthrough in the field of bearing fault diagnosis. However, CNN can only extract local features of signals. The model accuracy and generalization of the original vibration signals are very low in the process of vibration signal processing only by CNN. Based on the above problems, this paper improves the traditional convolution layer of CNN, and builds the learning module (local feature learning block, LFLB) of the local characteristics. At the same time, the Long Short-Term Memory (LSTM) is introduced into the network, which is used to extract the global features. This paper proposes the new neural network—improved CNN-LSTM network. The extracted deep feature is used for fault classification. The improved CNN-LSTM network is applied to the processing of the vibration signal of the faulty bearing collected by the bearing failure laboratory of Inner Mongolia University of science and technology. The results show that the accuracy of the improved CNN-LSTM network on the same batch test set is 98.75%, which is about 24% higher than that of the traditional CNN. The proposed network is applied to the bearing data collection of Western Reserve University under the condition that the network parameters remain unchanged. The experiment shows that the improved CNN-LSTM network has better generalization than the traditional CNN.

scholarly journals Intelligent Islanding Detection of Microgrids Using Long Short-Term Memory Networks

Energies ◽  
2021 ◽  
Vol 14 (18) ◽  
pp. 5762
Author(s):  
Syed Basit Ali Bukhari ◽  
Khawaja Khalid Mehmood ◽  
Abdul Wadood ◽  
Herie Park
Keyword(s):  
Short Term Memory ◽  
Computational Time ◽  
Islanding Detection ◽  
Phase Voltage ◽  
Short Term ◽  
Term Memory ◽  
Three Phase ◽  
Empirical Wavelet Transform ◽  
Long Short Term Memory ◽  
Lstm Network

This paper presents a new intelligent islanding detection scheme (IIDS) based on empirical wavelet transform (EWT) and long short-term memory (LSTM) network to identify islanding events in microgrids. The concept of EWT is extended to extract features from three-phase signals. First, the three-phase voltage signals sampled at the terminal of targeted distributed energy resource (DER) or point of common coupling (PCC) are decomposed into empirical modes/frequency subbands using EWT. Then, instantaneous amplitudes and instantaneous frequencies of the three-phases at different frequency subbands are combined, and various statistical features are calculated. Finally, the EWT-based features along with the three-phase voltage signals are input to the LSTM network to differentiate between non-islanding and islanding events. To assess the efficacy of the proposed IIDS, extensive simulations are performed on an IEC microgrid and an IEEE 34-node system. The simulation results verify the effectiveness of the proposed IIDS in terms of non-detection zone (NDZ), computational time, detection accuracy, and robustness against noisy measurement. Furthermore, comparisons with existing intelligent methods and different LSTM architectures demonstrate that the proposed IIDS offers higher reliability by significantly reducing the NDZ and stands robust against measurements uncertainty.

Ensemble-Based Feature Selection With Long Short-Term Memory for Classification of Network Intrusion

2021 ◽  
pp. 228-245
Author(s):  
Preethi D. ◽  
Neelu Khare
Keyword(s):  
Feature Selection ◽  
Performance Metrics ◽  
Short Term Memory ◽  
Short Term ◽  
Chi Square ◽  
Term Memory ◽  
Network Intrusion ◽  
Proposed Model ◽  
Long Short Term Memory

This chapter presents an ensemble-based feature selection with long short-term memory (LSTM) model. A deep recurrent learning model is proposed for classifying network intrusion. This model uses ensemble-based feature selection (EFS) for selecting the appropriate features from the dataset and long short-term memory for the classification of network intrusions. The EFS combines five feature selection techniques, namely information gain, gain ratio, chi-square, correlation-based feature selection, and symmetric uncertainty-based feature selection. The experiments were conducted using the standard benchmark NSL-KDD dataset and implemented using tensor flow and python. The proposed model is evaluated using the classification performance metrics and also compared with all the 41 features without any feature selection as well as with each individual feature selection technique and classified using LSTM. The performance study showed that the proposed model performs better, with 99.8% accuracy, with a higher detection and lower false alarm rates.

scholarly journals Underground Cylindrical Objects Detection and Diameter Identification in GPR B-Scans via the CNN-LSTM Framework

Electronics ◽  
2020 ◽  
Vol 9 (11) ◽  
pp. 1804
Author(s):  
Wentai Lei ◽  
Jiabin Luo ◽  
Feifei Hou ◽  
Long Xu ◽  
Ruiqing Wang ◽  
...  
Keyword(s):  
Neural Network ◽  
Convolutional Neural Network ◽  
Short Term Memory ◽  
Vital Role ◽  
Short Term ◽  
Term Memory ◽  
Region Detection ◽  
Field Environment ◽  
Long Short Term Memory ◽  
Lstm Network

Ground penetrating radar (GPR), as a non-invasive instrument, has been widely used in the civil field. The interpretation of GPR data plays a vital role in underground infrastructures to transfer raw data to the interested information, such as diameter. However, the diameter identification of objects in GPR B-scans is a tedious and labor-intensive task, which limits the further application in the field environment. The paper proposes a deep learning-based scheme to solve the issue. First, an adaptive target region detection (ATRD) algorithm is proposed to extract the regions from B-scans that contain hyperbolic signatures. Then, a Convolutional Neural Network-Long Short-Term Memory (CNN-LSTM) framework is developed that integrates Convolutional Neural Network (CNN) and Long Short-Term Memory (LSTM) network to extract hyperbola region features. It transfers the task of diameter identification into a task of hyperbola region classification. Experimental results conducted on both simulated and field datasets demonstrate that the proposed scheme has a promising performance for diameter identification. The CNN-LSTM framework achieves an accuracy of 99.5% on simulated datasets and 92.5% on field datasets.

scholarly journals Use of the C-Band Microwave Link to Distinguish between Rainy and Dry Periods

2019 ◽  
Vol 2019 ◽  
pp. 1-9 ◽  
Author(s):  
Binsheng He ◽  
Xichuan Liu ◽  
Shuai Hu ◽  
Kun Song ◽  
Taichang Gao
Keyword(s):  
Short Term Memory ◽  
Low Frequency ◽  
Short Term ◽  
Light Rain ◽  
Precipitation Measurement ◽  
Long Short Term Memory ◽  
Lstm Network ◽  
Single Polarization ◽  
Microwave Link ◽  
Single Path

As a method that does not require additional cost, precipitation measurement by microwave links (MLs) has quickly attracted the attention of experts in meteorological, hydrological, and other related fields, of which wet-dry classification by MLs is one of the most important methods. Considering that existing commercial MLs are usually single-path, single-polarization, or low-frequency MLs, this paper uses the C-band ML and analyzes the variation in the receive signal level (RSL) of the C-band ML under the conditions of no rain, drizzle, light rain, and moderate rain. The RSL data are analyzed at different time scales by using long short-term memory (LSTM) network techniques, and then the method for distinguishing parts of the precipitation period by using the RSL from low-frequency MLs is proposed and validated. The results show that wet-dry classification is ideal. The accuracy on each day was higher than 60%, and some days had accuracies that were even higher than 98%. MLs below 10 GHz also had the potential to monitor ground rainfall. This study will broaden the range of available equipment for MLs for precipitation measurement.

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