scholarly journals Long Short-Term Memory Neural Networks for Online Disturbance Detection in Satellite Image Time Series

2018 ◽  
Vol 10 (3) ◽  
pp. 452 ◽  
Author(s):  
Yun-Long Kong ◽  
Qingqing Huang ◽  
Chengyi Wang ◽  
Jingbo Chen ◽  
Jiansheng Chen ◽  
...  
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Short Term Memory ◽  
Satellite Image ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Disturbance Detection

Deep machine learning for detection of acoustic wave reflections

2019 ◽  
Vol 19 (5) ◽  
pp. 1340-1350
Author(s):  
Mulugeta A Haile ◽  
Edward Zhu ◽  
Christopher Hsu ◽  
Natasha Bradley
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Acoustic Emission ◽  
Time Series Data ◽  
Short Term Memory ◽  
Series Data ◽  
Short Term ◽  
Term Memory ◽  
Propagating Waves ◽  
Long Short Term Memory

Acoustic emission signals are information rich and can be used to estimate the size and location of damage in structures. However, many existing algorithms may be deceived by indirectly propagated acoustic emission waves which are modulated by reflection boundaries within the structures. We propose two deep learning models to identify such waves such that existing algorithms for damage detection and localization may be used. The first approach uses long short-term memory recurrent neural networks to learn distinct patterns directly from the time-series data. In the second approach, we transform the time-series data into spectrograms and utilize convolutional neural networks to perform binary classification by leveraging spectro-temporal features. We achieved 80% classification accuracy using long short-term memory and near-perfect accuracy using convolutional neural networks on a dataset of acoustic emission signals generated by the Hsu-Nielsen sources. Both long short-term memory and convolutional neural network models were able to learn general and context-specific features of the direct and reflected acoustic emission waves. Once accurately identified, the indirectly propagating waves are filtered out while the directly propagating waves are used for source location using existing methods.

scholarly journals Stock Index Prices Prediction via Temporal Pattern Attention and Long-Short-Term Memory

2020 ◽  
Vol 2020 ◽  
pp. 1-7
Author(s):  
Xiaolu Wei ◽  
Binbin Lei ◽  
Hongbing Ouyang ◽  
Qiufeng Wu
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Time Series ◽  
Temporal Pattern ◽  
Short Term Memory ◽  
Stock Index ◽  
Support Vector ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

This study attempts to predict stock index prices using multivariate time series analysis. The study’s motivation is based on the notion that datasets of stock index prices involve weak periodic patterns, long-term and short-term information, for which traditional approaches and current neural networks such as Autoregressive models and Support Vector Machine (SVM) may fail. This study applied Temporal Pattern Attention and Long-Short-Term Memory (TPA-LSTM) for prediction to overcome the issue. The results show that stock index prices prediction through the TPA-LSTM algorithm could achieve better prediction performance over traditional deep neural networks, such as recurrent neural network (RNN), convolutional neural network (CNN), and long and short-term time series network (LSTNet).

scholarly journals Application of Deep Learning Methods to Forecasting Changes in Short-Term Currency Trends

2020 ◽  
Vol 7 (2) ◽  
pp. 75-86
Author(s):  
Vasily D. Derbentsev ◽  
Vitalii S. Bezkorovainyi ◽  
Iryna V. Luniak
Keyword(s):  
Neural Networks ◽  
Time Series ◽  
Deep Learning ◽  
Deep Neural Networks ◽  
Short Term Memory ◽  
Learning Models ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Better Than

This study investigates the issues of forecasting changes in short-term currency trends using deep learning models, which is relevant for both the scientific community and for traders and investors. The purpose of this study is to build a model for forecasting the direction of change in the prices of currency quotes based on deep neural networks. The developed architecture was based on the model of valve recurrent node, which is a modification of the model of “Long Short-Term Memory”, but is simpler in terms of the number of parameters and learning time. The forecast calculations of the dynamics of quotations of the currency pair euro/dollar and the most capitalised cryptocurrency Bitcoin/dollar were performed using daily, four-hour and hourly datasets. The obtained results of binary classification (forecast of the direction of trend change) when applying daily and hourly quotations turned out to be generally better than those of time series models or models of neural networks of other architecture (in particular, multilayer perceptron or “Long Short-Term Memory” models). According to the study results, the highest accuracy of classification was for the model of daily quotations for both euro/dollar – about 72%, and for Bitcoin/ dollar – about 69%. For four-hour and hourly time series, the accuracy of classification decreased, which can be explained both by the increase in the impact of “market noise” and the probable overfitting. Computer simulation has demonstrated that models predict a rising trend better than a declining one. The study confirmed the prospects for the application of deep learning models for short-term forecasting of time series of currency quotes. The use of the developed models proved to be effective for both fiat and cryptocurrencies. The proposed system of models based on deep neural networks can be used as a basis for developing an automated trading system in the foreign exchange market

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