Analisis Data Time Series Menggunakan LSTM (Long Short Term Memory) Dan ARIMA (Autocorrelation Integrated Moving Average) Dalam Bahasa Python.

2020 ◽  
Vol 11 (1) ◽  
pp. 1-7
Author(s):  
Adhitio Satyo Bayangkari Karno

Abstrak - Penelitian ini bertujuan untuk memprediksi data deret waktu dengan menggunakan dua metode, metode pertama yang umum digunakan adalah statistik Autocorrelation Integrated Moving Average (model ARIMA) dan metode kedua yang relatif baru, yaitu pembelajaran mesin Long Short Term Memory (LSTM). Sebelum data diproses dengan kedua metode, pembersihan data dan pengoptimalan data dilakukan. Optimalisasi data adalah proses transformasi untuk menghilangkan elemen tren dan variasi dari data. Transformasi terdiri dari 7 hasil kombinasi dari proses Log, Moving Average (MA), Exponential Weigh Moving Average (EWMA), dan Differencing (Diff). Tujuh proses masing-masing digunakan dalam proses ARIMA dan LSTM. Sehingga 14 prediksi akan diperoleh (7 dari proses ARIMA dan 7 dari proses LSTM). Dari 14 hasil prediksi diperoleh nilai RMSE terkecil untuk ARIMA adalah 2% dan nilai RMSE terkecil untuk LSTM adalah 1%. Hasil penelitian ini menggunakan 7 kombinasi proses transformasi, dapat meningkatkan tingkat akurasi prediksi dari ARIMA dan LSTM. Dimana akurasi mesin pembelajaran LSTM dengan menggunakan data stok Telkom memiliki akurasi lebih tinggi dari ARIMA.

2019 ◽  
Vol 120 (3) ◽  
pp. 425-441 ◽  
Author(s):  
Sonali Shankar ◽  
P. Vigneswara Ilavarasan ◽  
Sushil Punia ◽  
Surya Prakash Singh

Purpose Better forecasting always leads to better management and planning of the operations. The container throughput data are complex and often have multiple seasonality. This makes it difficult to forecast accurately. The purpose of this paper is to forecast container throughput using deep learning methods and benchmark its performance over other traditional time-series methods. Design/methodology/approach In this study, long short-term memory (LSTM) networks are implemented to forecast container throughput. The container throughput data of the Port of Singapore are used for empirical analysis. The forecasting performance of the LSTM model is compared with seven different time-series forecasting methods, namely, autoregressive integrated moving average (ARIMA), simple exponential smoothing, Holt–Winter’s, error-trend-seasonality, trigonometric regressors (TBATS), neural network (NN) and ARIMA + NN. The relative error matrix is used to analyze the performance of the different models with respect to bias, accuracy and uncertainty. Findings The results showed that LSTM outperformed all other benchmark methods. From a statistical perspective, the Diebold–Mariano test is also conducted to further substantiate better forecasting performance of LSTM over other counterpart methods. Originality/value The proposed study is a contribution to the literature on the container throughput forecasting and adds value to the supply chain theory of forecasting. Second, this study explained the architecture of the deep-learning-based LSTM method and discussed in detail the steps to implement it.


Sensors ◽  
2021 ◽  
Vol 21 (11) ◽  
pp. 3678
Author(s):  
Dongwon Lee ◽  
Minji Choi ◽  
Joohyun Lee

In this paper, we propose a prediction algorithm, the combination of Long Short-Term Memory (LSTM) and attention model, based on machine learning models to predict the vision coordinates when watching 360-degree videos in a Virtual Reality (VR) or Augmented Reality (AR) system. Predicting the vision coordinates while video streaming is important when the network condition is degraded. However, the traditional prediction models such as Moving Average (MA) and Autoregression Moving Average (ARMA) are linear so they cannot consider the nonlinear relationship. Therefore, machine learning models based on deep learning are recently used for nonlinear predictions. We use the Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) neural network methods, originated in Recurrent Neural Networks (RNN), and predict the head position in the 360-degree videos. Therefore, we adopt the attention model to LSTM to make more accurate results. We also compare the performance of the proposed model with the other machine learning models such as Multi-Layer Perceptron (MLP) and RNN using the root mean squared error (RMSE) of predicted and real coordinates. We demonstrate that our model can predict the vision coordinates more accurately than the other models in various videos.


2021 ◽  
Vol 42 (18) ◽  
pp. 6921-6944
Author(s):  
Yi Chen ◽  
Yi He ◽  
Lifeng Zhang ◽  
Youdong Chen ◽  
Hongyu Pu ◽  
...  

2021 ◽  
Author(s):  
Pradeep Lall ◽  
Tony Thomas ◽  
Ken Blecker

Abstract Prognostics and Remaining Useful Life (RUL) estimations of complex systems are essential to operational safety, increased efficiency, and help to schedule maintenance proactively. Modeling the remaining useful life of a system with many complexities is possible with the rapid development in the field of deep learning as a computational technique for failure prediction. Deep learning can adapt to multivariate parameters complex and nonlinear behavior, which is difficult using traditional time-series models for forecasting and prediction purposes. In this paper, a deep learning approach based on Long Short-Term Memory (LSTM) network is used to predict the remaining useful life of the PCB at different conditions of temperature and vibration. This technique can identify the different underlying patterns in the time series that can predict the RUL. This study involves feature vector identification and RUL estimations for SAC305, SAC105, and Tin Lead solder PCBs under different vibration levels and temperature conditions. The acceleration levels of vibration are fixed at 5g and 10g, while the temperature levels are 55°C and 100°C. The test board is a multilayer FR4 configuration with JEDEC standard dimensions consists of twelve packages arranged in a rectangular pattern. Strain signals are acquired from the backside of the PCB at symmetric locations to identify the failure of all the packages during vibration. The strain signals are resistance values that are acquired simultaneously during the experiment until the failure of most of the packages on the board. The feature vectors are identified from statistical analysis on the strain signals frequency and instantaneous frequency components. The principal component analysis is used as a data reduction technique to identify the different patterns produced from the four strain signals with failures of the packages during vibration. LSTM deep learning method is used to model the RUL of the packages at different individual operating conditions of vibration for all three solder materials involved in this study. A combined model for RUL prediction for a material that can take care of the changes in the operating conditions is also modeled for each material.


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