scholarly journals Forecasting Brazilian Ethanol Spot Prices Using LSTM

Energies ◽  
2021 ◽  
Vol 14 (23) ◽  
pp. 7987
Author(s):  
Gustavo Carvalho Santos ◽  
Flavio Barboza ◽  
Antônio Cláudio Paschoarelli Veiga ◽  
Mateus Ferreira Silva
Keyword(s):  
Short Term Memory ◽  
Mean Squared Error ◽  
Percentage Error ◽  
Spot Prices ◽  
Statistical Measures ◽  
Squared Error ◽  
Proposed Model ◽  
Price Trends ◽  
Long Short Term Memory ◽  
Crisis Scenarios

Ethanol is one of the most used fuels in Brazil, which is the second-largest producer of this biofuel in the world. The uncertainty of price direction in the future increases the risk for agents operating in this market and can affect a dependent price chain, such as food and gasoline. This paper uses the architecture of recurrent neural networks—Long short-term memory (LSTM)—to predict Brazilian ethanol spot prices for three horizon-times (12, 6 and 3 months ahead). The proposed model is compared to three benchmark algorithms: Random Forest, SVM Linear and RBF. We evaluate statistical measures such as MSE (Mean Squared Error), MAPE (Mean Absolute Percentage Error), and accuracy to assess the algorithm robustness. Our findings suggest LSTM outperforms the other techniques in regression, considering both MSE and MAPE but SVM Linear is better to identify price trends. Concerning predictions per se, all errors increase during the pandemic period, reinforcing the challenge to identify patterns in crisis scenarios.

scholarly journals PREDIKSI DATA TRANSAKSI PENJUALAN TIME SERIES MENGGUNAKAN REGRESI LSTM

2020 ◽  
Vol 9 (1) ◽  
pp. 1
Author(s):  
Marie Luthfi Ashari ◽  
Mujiono Sadikin
Keyword(s):  
Machine Learning ◽  
Time Series ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Percentage Error ◽  
Short Term ◽  
Term Memory ◽  
Root Mean Squared Error ◽  
Squared Error ◽  
Long Short Term Memory

Sebagai upaya untuk memenangkan persaingan di pasar, perusahaan farmasi harus menghasilkan produk obat – obatan yang berkualitas. Untuk menghasilkan produk yang berkualitas, diperlukan perencanaan produksi yang baik dan efisien. Salah satu dasar perencanaan produksi adalah prediksi penjualan. PT. Metiska Farma telah menerapkan metode prediksi dalam proses produksi, akan tetapi prediksi yang dihasilkan tidak akurat sehingga menyebabkan tidak optimal dalam memenuhi permintaan pasar. Untuk meminimalisir masalah kurang akuratnya proses prediksi tersebut, dalam penelitian yang disajikan pada makalah ini dilakukan uji coba prediksi menggunakan teknik Machine Learning dengan metode Regresi Long Short Term Memory (LSTM). Teknik yang diusulkan diuji coba menggunakan dataset penjualan produk “X” dari PT. Metiska Farma dengan parameter kinerja Root Mean Squared Error (RMSE) dan MAPE (Mean Absolute Percentage Error). Hasil penelitian ini berupa nilai rata – rata evaluasi error dari pemodelan data training dan data testing. Di mana hasil menunjukan bahwa Regresi LSTM memiliki nilai prediksi penjualan dengan evaluasi model melalui RMSE sebesar 286.465.424 untuk data training dan 187.013.430 untuk data testing. Untuk nilai MAPE sebesar 787% dan 309% untuk data training dan data testing secara berurut.

Predicting Coordinated Actuated Traffic Signal Change Times using Long Short-Term Memory Neural Networks

2021 ◽  
pp. 036119812110007
Author(s):  
Seifeldeen Eteifa ◽  
Hesham A. Rakha ◽  
Hoda Eldardiry
Keyword(s):  
Loss Function ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Absolute Error ◽  
Loss Functions ◽  
Short Term ◽  
Mean Relative Error ◽  
Squared Error ◽  
The Mean ◽  
Long Short Term Memory

Vehicle acceleration and deceleration maneuvers at traffic signals result in significant fuel and energy consumption levels. Green light optimal speed advisory systems require reliable estimates of signal switching times to improve vehicle energy/fuel efficiency. Obtaining these estimates is difficult for actuated signals where the length of each green indication changes to accommodate varying traffic conditions and pedestrian requests. This study details a four-step long short-term memory (LSTM) deep learning based methodology that can be used to provide reasonable switching time estimates from green to red and vice versa while being robust to missing data. The four steps are data gathering, data preparation, machine learning model tuning, and model testing and evaluation. The input to the models includes controller logic, signal timing parameters, time of day, traffic state from detectors, vehicle actuation data, and pedestrian actuation data. The methodology is applied and evaluated on data from an intersection in Northern Virginia. A comparative analysis is conducted between different loss functions including the mean squared error, mean absolute error, and mean relative error used in LSTM and a new loss function that is proposed in this paper. The results show that while the proposed loss function outperforms conventional loss functions in overall absolute error values, the choice of the loss function is dependent on the prediction horizon. Specifically, the proposed loss function is slightly outperformed by the mean relative error for very short prediction horizons (less than 20 s) and the mean squared error for very long prediction horizons (greater than 120 s).

scholarly journals A Three-Stage Data-Driven Approach for Determining Reaction Wheels’ Remaining Useful Life Using Long Short-Term Memory

Electronics ◽  
2021 ◽  
Vol 10 (19) ◽  
pp. 2432
Author(s):  
Md Sirajul Islam ◽  
Afshin Rahimi
Keyword(s):  
System Parameter ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Remaining Useful Life ◽  
Health Index ◽  
Short Term ◽  
Term Memory ◽  
Squared Error ◽  
Useful Life ◽  
Long Short Term Memory

Reaction wheels are widely used in the attitude control system of small satellites. Unfortunately, reaction wheels failure restricts the efficacy of a satellite, and it is one of the many reasons leading to premature abandonment of the satellites. This study observes the measurable system parameter of a faulty reaction wheel induced with incipient fault to estimate the remaining useful life of the reaction wheels. We achieve this goal in three stages, as none of the observable system parameters are directly related to the health of a reaction wheel. In the first stage, we identify the necessary observable system parameter and predict the future of these parameters using sensor acquired data and a long short-term memory recurrent neural network. In the second stage, we estimate the health index parameter using a multivariate long short-term memory network. In the third stage, we predict the remaining useful life of reaction wheels based on historical data of the health index parameter. Normalized root mean squared error is used to evaluate the performance of the various models in each stage. Additionally, three different timespans (short, moderate, and extended in the scale of small satellite orbit times) are simulated and tested for the performance of the proposed methodology regarding the malfunction of reaction wheels. Furthermore, the robustness of the proposed method to missing values, input frequency, and noise is studied. The results show promising performance for the proposed scheme with accuracy in predicting health index parameter around 0.01–0.02 normalized root mean squared error, the accuracy in prediction of RUL of 1%–2.5%, and robustness to various uncertainty factors, as discussed above.

scholarly journals COVID-19 Infection Forecasting based on Deep Learning in Iran

2020 ◽  
Author(s):  
Mehdi Azarafza ◽  
Mohammad Azarafza ◽  
Jafar Tanha
Keyword(s):  
Short Term Memory ◽  
Mean Squared Error ◽  
Moving Average ◽  
National Level ◽  
Absolute Error ◽  
Percentage Error ◽  
Autoregressive Integrated Moving Average ◽  
Error Metrics ◽  
Squared Error ◽  
Better Than

Since December 2019 coronavirus disease (COVID-19) is outbreak from China and infected more than 4,666,000 people and caused thousands of deaths. Unfortunately, the infection numbers and deaths are still increasing rapidly which has put the world on the catastrophic abyss edge. Application of artificial intelligence and spatiotemporal distribution techniques can play a key role to infection forecasting in national and province levels in many countries. As methodology, the presented study employs long short-term memory-based deep for time series forecasting, the confirmed cases in both national and province levels, in Iran. The data were collected from February 19, to March 22, 2020 in provincial level and from February 19, to May 13, 2020 in national level by nationally recognised sources. For justification, we use the recurrent neural network, seasonal autoregressive integrated moving average, Holt winter's exponential smoothing, and moving averages approaches. Furthermore, the mean absolute error, mean squared error, and mean absolute percentage error metrics are used as evaluation factors with associate the trend analysis. The results of our experiments show that the LSTM model is performed better than the other methods on the collected COVID-19 dataset in Iran

scholarly journals Analysis of Lumber Prices Time Series Using Long Short-Term Memory Artificial Neural Networks

Forests ◽  
2021 ◽  
Vol 12 (4) ◽  
pp. 428
Author(s):  
Dercilio Junior Verly Lopes ◽  
Gabrielly dos Santos Bobadilha ◽  
Amanda Peres Vieira Bedette
Keyword(s):  
Stock Prices ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Absolute Error ◽  
Short Term ◽  
Term Memory ◽  
Squared Error ◽  
Dense Output ◽  
The Usa ◽  
Long Short Term Memory

This manuscript confirms the feasibility of using a long short-term memory (LSTM) recurrent neural network (RNN) to forecast lumber stock prices during the great and Coronavirus disease 2019 (COVID-19) pandemic recessions in the USA. The database was composed of 5012 data entries divided into recession periods. We applied a timeseries cross-validation that divided the dataset into an 80:20 training/validation ratio. The network contained five LSTM layers with 50 units each followed by a dense output layer. We evaluated the performance of the network via mean squared error (MSE), root mean squared error (RMSE), and mean absolute error (MAE) for 30, 60, and 120 timesteps and the recession periods. The metrics results indicated that the network was able to capture the trend for both recession periods with a remarkably low degree of error. Timeseries forecasting may help the forest and forest product industries to manage their inventory, transportation costs, and response readiness to critical economic events.

scholarly journals TIME SERIES FORECASTING FOR AVERAGE TEMPERATURE IN 96041 STATION USING LONG SHORT-TERM MEMORY MODEL

2021 ◽  
Vol 5 (1) ◽  
pp. 33-36
Author(s):  
Nancy Lusiana Damanik ◽  
◽  
Elida Pane ◽  
Kartika Dewi ◽  
Efrianses F. H. Sinaga ◽  
...  
Keyword(s):  
Long Memory ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Climate Information ◽  
Short Term ◽  
Average Temperature ◽  
Squared Error ◽  
Single Station ◽  
Long Short Term Memory

An understanding of patterns and gauge of normal temperature joined of parameter climate and climate information for way better water asset administration and arranging during a bowl is exceptionally vital. Investigate climate patterns utilizing typical and neighborhood annually normal temperatures, compare and make perceptions. during this consider, we'll analyze nearby and ordinary normal temperature information in 96041 Station supported perception station in place. the foremost objective of this considers to seem the execution of the traditional temperature in an exceedingly single station and to foresee the conventional temperature information utilizing the Long memory Demonstrate approach. supported the results of ordinary informatics of investigating temperature with nearby temperature relationship, we got the show of preparing bend, remaining plot, and therefore the diffuse plot is appeared utilizing these codes. the nice execution of 96041 Station had an Mean Squared Error esteem of 0.01 and R squared esteem 0.98, concerning zero will speak to superior quality of the indicator.

scholarly journals Analysis of canopy phenology in man-made forests using near-earth remote sensing

Plant Methods ◽  
2021 ◽  
Vol 17 (1) ◽  
Author(s):  
Peng Guan ◽  
Yili Zheng ◽  
Guannan Lei
Keyword(s):  
Remote Sensing ◽  
Color Index ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Absolute Error ◽  
Percentage Error ◽  
Earth Remote Sensing ◽  
Squared Error ◽  
Highly Sensitive ◽  
Different Color

Abstract Background Forest canopies are highly sensitive to their growth, health, and climate change. The study aims to obtain time sequence images in mix foresters using a near-earth remote sensing method to track the seasonal variation in the color index and select the optimal color index. Three different regions of interest (RIOs) were defined and six color indexes (GRVI, HUE, GGR, RCC, GCC, and GEI) were calculated to analyze the microenvironment difference. The key phenological phase was identified using the double logistic model and the derivative method, and the phenology forecast of color indexes was performed based on the long short-term memory (LSTM) model. Results The results showed that the same color index in different RIOs and different color indexes in the same RIO present a slight difference in the days of growth and the days corresponding to the peak value, exhibiting different phenological phases; the mean squared error (MSE), root mean squared error (RMSE), mean absolute error (MAE), and mean absolute percentage error (MAPE) of the LSTM model was 0.0016, 0.0405, 0.0334, and 12.55%, respectively, indicating that this model has a good forecast effect. Conclusions In different areas of the same forest, differences in the micro-ecological environment in the canopies were prevalent, with their internal growth mechanism being affected by different cultivation ways and the external environment. Besides, the optimal color index also varies with species in phenological response, that is, different color indexes are used for different forests. With the data of color indexes as the training set and forecast set, the feasibility of the LSTM model in phenology forecast is verified.

scholarly journals Application of Long Short Term Memory to Predict Flight Delay on Commercial Flights

2020 ◽  
Vol 4 (3) ◽  
pp. 447-453
Author(s):  
Muhammad Genta Ari Shandi ◽  
Rifki Adhitama ◽  
Amalia Beladinna Arifa
Keyword(s):  
Short Term Memory ◽  
Mean Squared Error ◽  
Short Term ◽  
Term Memory ◽  
Root Mean Squared Error ◽  
Squared Error ◽  
Long Short Term Memory ◽  
Flight Delay ◽  
Unpleasant Experience ◽  
Better Than

Delay in airline services, become an unpleasant experience for passengers who experience it. This study aims to build a model that can predict flight delay (departure) using the Long Short Term Memory method and can find out its performance. In this study there are two scenarios that have different ways of preprocessing. Both of these scenarios produce predictions with error values calculated using Root Mean Squared Error (RMSE), respectively from the first to the second scenario namely: 41, 21. Between the two, the second scenario is better than the first scenario due to extreme data deletion ( anomaly) in the second scenario with an error value using RMSE of 0.116.

scholarly journals PREDIKSI HARGA FOREIGN EXCHANGE MATA UANG EUR/USD DAN GBP/USD MENGGUNAKAN LONG SHORT-TERM MEMORY

2021 ◽  
Vol 2 (1) ◽  
pp. 16-31
Author(s):  
Angel Joanna Wijaya ◽  
Windra Swastika ◽  
Oesman Hendra Kelana
Keyword(s):  
Foreign Exchange ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Short Term ◽  
Term Memory ◽  
Squared Error ◽  
Long Short Term Memory

Foreign exchange (Forex) adalah perdagangan pasangan mata uang dari harga mata uang suatu negara terhadap mata uang negara lainnya. Pada penelitian ini menggunakan metode Long Short-Term Memory (LSTM) untuk memprediksi harga close mata uang EUR/USD (Euro terhadap Dolar Amerika) dan GBP/USD (Pound Sterling terhadap Dolar Amerika) pada candle D1 (1 hari) dengan input harga open dan close. Hasil yang diperoleh model EUR/USD dengan 1 input mendapatkan nilai Mean Squared Error (MSE) terendah yaitu 0,0535 dengan model 1 layer LSTM 10 node dan menggunakan optimizer Nadam. Pada model 3 input mendapatkan nilai MSE terendah yaitu 0,0529 dengan model 1 layer LSTM 10 node dan menggunakan optimizer Nadam. Sedangkan, model 5 input mendapatkan nilai MSE terendah yaitu 0,0469 dengan model 1 layer LSTM 10 node dan menggunakan optimizer Nadam. Pada mata uang GBP/USD, model dengan 1 input mendapatkan nilai MSE terendah yaitu 0,0543 dengan model 1 layer LSTM 10 node dan menggunakan optimizer Nadam. Pada model 3 input mendapatkan nilai MSE terendah yaitu 0,0520 dengan model 1 layer LSTM 10 node dan menggunakan optimizer Adam. Sedangkan, model 5 input mendapatkan nilai MSE terendah yaitu 0,0631 dengan model 1 layer LSTM 10 node dan menggunakan optimizer Adam. Model dengan MSE terbaik yang digunakan pada website yang dibuat. Rekomendasi yang diberikan adalah pada mata uang EUR/USD menggunakan model 5 input dan mata uang GBP/USD menggunakan model 3 input. Hasil loss MSE, akurasi MSE, dan jumlah profit yang didapatkan semuanya adalah yang terbaik jika dibandingkan dengan model dengan jumlah input lainnya

scholarly journals Featureless Blood Pressure Estimation Based on Photoplethysmography Signal Using CNN and BiLSTM for IoT Devices

2021 ◽  
Vol 2021 ◽  
pp. 1-10
Author(s):  
Yung-Hui Li ◽  
Latifa Nabila Harfiya ◽  
Ching-Chun Chang
Keyword(s):  
Blood Pressure ◽  
Short Term Memory ◽  
Mean Squared Error ◽  
Absolute Error ◽  
Feature Engineering ◽  
Short Term ◽  
Squared Error ◽  
Long Short Term Memory ◽  
Iot Devices ◽  
Blood Pressure Estimation

Continuous blood pressure (BP) acquisition is critical to health monitoring of an individual. Photoplethysmography (PPG) is one of the most popular technologies in the last decade used for measuring blood pressure noninvasively. Several approaches have been carried out in various ways to utilize features extracted from PPG. In this study, we develop a continuous systolic and diastolic blood pressure (SBP and DBP) estimation mechanism without the need for any feature engineering. The raw PPG signal only got preprocessed before being fed to our model which mainly consists of one-dimensional convolutional neural network (CNN) and bidirectional long short-term memory (BiLSTM) network. We evaluate the resulting SBP and DBP value by the root-mean-squared error (RMSE) and mean absolute error (MAE). This study addresses the effectiveness of the model by outperforming the previous feature engineering-based methods. We achieve RMSE of 11.503 and 6.525 for SBP and DBP, respectively, and MAE of 7.849 and 4.418 for SBP and DBP, respectively. The proposed method is expected to substantially enhance the current efficiency of healthcare IoT (Internet of Things) devices in BP monitoring using PPG signals only.

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