scholarly journals CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets

2019 ◽  
Author(s):  
Jia Wang ◽  
Tong Sun ◽  
Benyuan Liu ◽  
Yu Cao ◽  
Hongwei Zhu
Keyword(s):  
Neural Network ◽  
Financial Markets ◽  
The Self ◽  
Sequential Data ◽  
Recurrent Networks ◽  
Financial Trading ◽  
Leibler Divergence ◽  
Variational Sequence ◽  
Lstm Network ◽  
Convolutional Lstm

Financial markets are a complex dynamical system. The complexity comes from the interaction between a market and its participants, in other words, the integrated outcome of activities of the entire participants determines the markets trend, while the markets trend affects activities of participants. These interwoven interactions make financial markets keep evolving. Inspired by stochastic recurrent models that successfully capture variability observed in natural sequential data such as speech and video, we propose CLVSA, a hybrid model that consists of stochastic recurrent networks, the sequence-to-sequence architecture, the self- and inter-attention mechanism, and convolutional LSTM units to capture variationally underlying features in raw financial trading data. Our model outperforms basic models, such as convolutional neural network, vanilla LSTM network, and sequence-to-sequence model with attention, based on backtesting results of six futures from January 2010 to December 2017. Our experimental results show that, by introducing an approximate posterior, CLVSA takes advantage of an extra regularizer based on the Kullback-Leibler divergence to prevent itself from overfitting traps.

scholarly journals An Intelligent Evaluation Method to Analyze the Competitiveness of Airlines

2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
Jun Zhao ◽  
Xumei Chen
Keyword(s):  
Neural Network ◽  
Prior Knowledge ◽  
Evaluation Method ◽  
Standard Sample ◽  
Reference Value ◽  
The Self ◽  
Index Data ◽  
Som Neural Network ◽  
Simulation Results ◽  
Self Organizing

An intelligent evaluation method is presented to analyze the competitiveness of airlines. From the perspective of safety, service, and normality, we establish the competitiveness indexes of traffic rights and the standard sample base. The self-organizing mapping (SOM) neural network is utilized to self-organize and self-learn the samples in the state of no supervision and prior knowledge. The training steps of high convergence speed and high clustering accuracy are determined based on the multistep setting. The typical airlines index data are utilized to verify the effect of the self-organizing mapping neural network on the airline competitiveness analysis. The simulation results show that the self-organizing mapping neural network can accurately and effectively classify and evaluate the competitiveness of airlines, and the results have important reference value for the allocation of traffic rights resources.

scholarly journals Performance Evaluation of Neural Network-Based Short-Term Solar Irradiation Forecasts

Energies ◽  
2021 ◽  
Vol 14 (11) ◽  
pp. 3030
Author(s):  
Simon Liebermann ◽  
Jung-Sup Um ◽  
YoungSeok Hwang ◽  
Stephan Schlüter
Keyword(s):  
Neural Network ◽  
Goodness Of Fit ◽  
Renewable Energy Sources ◽  
Weather Conditions ◽  
Solar Irradiation ◽  
Weather Data ◽  
Short Term ◽  
Climate Conditions ◽  
Lstm Network ◽  
The Time Domain

Due to the globally increasing share of renewable energy sources like wind and solar power, precise forecasts for weather data are becoming more and more important. To compute such forecasts numerous authors apply neural networks (NN), whereby models became ever more complex recently. Using solar irradiation as an example, we verify if this additional complexity is required in terms of forecasting precision. Different NN models, namely the long-short term (LSTM) neural network, a convolutional neural network (CNN), and combinations of both are benchmarked against each other. The naive forecast is included as a baseline. Various locations across Europe are tested to analyze the models’ performance under different climate conditions. Forecasts up to 24 h in advance are generated and compared using different goodness of fit (GoF) measures. Besides, errors are analyzed in the time domain. As expected, the error of all models increases with rising forecasting horizon. Over all test stations it shows that combining an LSTM network with a CNN yields the best performance. However, regarding the chosen GoF measures, differences to the alternative approaches are fairly small. The hybrid model’s advantage lies not in the improved GoF but in its versatility: contrary to an LSTM or a CNN, it produces good results under all tested weather conditions.

scholarly journals Recurrent neural networks with long term temporal dependencies in machine tool wear diagnosis and prognosis

2021 ◽  
Vol 3 (4) ◽  
Author(s):  
Jianlei Zhang ◽  
Yukun Zeng ◽  
Binil Starly
Keyword(s):  
Neural Network ◽  
Tool Wear ◽  
Machine Tool ◽  
Recurrent Neural Network ◽  
Machine Tools ◽  
Prediction Performance ◽  
Sequential Data ◽  
Diagnosis And Prognosis ◽  
Proposed Model

AbstractData-driven approaches for machine tool wear diagnosis and prognosis are gaining attention in the past few years. The goal of our study is to advance the adaptability, flexibility, prediction performance, and prediction horizon for online monitoring and prediction. This paper proposes the use of a recent deep learning method, based on Gated Recurrent Neural Network architecture, including Long Short Term Memory (LSTM), which try to captures long-term dependencies than regular Recurrent Neural Network method for modeling sequential data, and also the mechanism to realize the online diagnosis and prognosis and remaining useful life (RUL) prediction with indirect measurement collected during the manufacturing process. Existing models are usually tool-specific and can hardly be generalized to other scenarios such as for different tools or operating environments. Different from current methods, the proposed model requires no prior knowledge about the system and thus can be generalized to different scenarios and machine tools. With inherent memory units, the proposed model can also capture long-term dependencies while learning from sequential data such as those collected by condition monitoring sensors, which means it can be accommodated to machine tools with varying life and increase the prediction performance. To prove the validity of the proposed approach, we conducted multiple experiments on a milling machine cutting tool and applied the model for online diagnosis and RUL prediction. Without loss of generality, we incorporate a system transition function and system observation function into the neural net and trained it with signal data from a minimally intrusive vibration sensor. The experiment results showed that our LSTM-based model achieved the best overall accuracy among other methods, with a minimal Mean Square Error (MSE) for tool wear prediction and RUL prediction respectively.

scholarly journals Real-Time Detection of Dictionary DGA Network Traffic Using Deep Learning

2021 ◽  
Vol 2 (2) ◽  
Author(s):  
Kate Highnam ◽  
Domenic Puzio ◽  
Song Luo ◽  
Nicholas R. Jennings
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Real Time ◽  
Network Traffic ◽  
Short Term Memory ◽  
Domain Names ◽  
Control Networks ◽  
Detection Techniques ◽  
Lstm Network ◽  
And Control

AbstractBotnets and malware continue to avoid detection by static rule engines when using domain generation algorithms (DGAs) for callouts to unique, dynamically generated web addresses. Common DGA detection techniques fail to reliably detect DGA variants that combine random dictionary words to create domain names that closely mirror legitimate domains. To combat this, we created a novel hybrid neural network, Bilbo the “bagging” model, that analyses domains and scores the likelihood they are generated by such algorithms and therefore are potentially malicious. Bilbo is the first parallel usage of a convolutional neural network (CNN) and a long short-term memory (LSTM) network for DGA detection. Our unique architecture is found to be the most consistent in performance in terms of AUC, $$F_1$$ F 1 score, and accuracy when generalising across different dictionary DGA classification tasks compared to current state-of-the-art deep learning architectures. We validate using reverse-engineered dictionary DGA domains and detail our real-time implementation strategy for scoring real-world network logs within a large enterprise. In 4 h of actual network traffic, the model discovered at least five potential command-and-control networks that commercial vendor tools did not flag.

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.

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