scholarly journals LSTM-Based Forecasting for Urban Construction Waste Generation

2020 ◽  
Vol 12 (20) ◽  
pp. 8555
Author(s):  
Li Huang ◽  
Ting Cai ◽  
Ya Zhu ◽  
Yuliang Zhu ◽  
Wei Wang ◽  
...  

Accurate forecasts of construction waste are important for recycling the waste and formulating relevant governmental policies. Deficiencies in reliable forecasting methods and historical data hinder the prediction of this waste in long- or short-term planning. To effectively forecast construction waste, a time-series forecasting method is proposed in this study, based on a three-layer long short-term memory (LSTM) network and univariate time-series data with limited sample points. This method involves network structure design and implementation algorithms for network training and the forecasting process. Numerical experiments were performed with statistical construction waste data for Shanghai and Hong Kong. Compared with other time-series forecasting models such as ridge regression (RR), support vector regression (SVR), and back-propagation neural networks (BPNN), this paper demonstrates that the proposed LSTM-based forecasting model is effective and accurate in predicting construction waste generation.

2018 ◽  
Vol 7 (4.15) ◽  
pp. 25 ◽  
Author(s):  
Said Jadid Abdulkadir ◽  
Hitham Alhussian ◽  
Muhammad Nazmi ◽  
Asim A Elsheikh

Forecasting time-series data are imperative especially when planning is required through modelling using uncertain knowledge of future events. Recurrent neural network models have been applied in the industry and outperform standard artificial neural networks in forecasting, but fail in long term time-series forecasting due to the vanishing gradient problem. This study offers a robust solution that can be implemented for long-term forecasting using a special architecture of recurrent neural network known as Long Short Term Memory (LSTM) model to overcome the vanishing gradient problem. LSTM is specially designed to avoid the long-term dependency problem as their default behavior. Empirical analysis is performed using quantitative forecasting metrics and comparative model performance on the forecasted outputs. An evaluation analysis is performed to validate that the LSTM model provides better forecasted outputs on Standard & Poor’s 500 Index (S&P 500) in terms of error metrics as compared to other forecasting models.  


Author(s):  
Sawsan Morkos Gharghory

An enhanced architecture of recurrent neural network based on Long Short-Term Memory (LSTM) is suggested in this paper for predicting the microclimate inside the greenhouse through its time series data. The microclimate inside the greenhouse largely affected by the external weather variations and it has a great impact on the greenhouse crops and its production. Therefore, it is a massive importance to predict the microclimate inside greenhouse as a preceding stage for accurate design of a control system that could fulfill the requirements of suitable environment for the plants and crop managing. The LSTM network is trained and tested by the temperatures and relative humidity data measured inside the greenhouse utilizing the mathematical greenhouse model with the outside weather data over 27 days. To evaluate the prediction accuracy of the suggested LSTM network, different measurements, such as Root Mean Square Error (RMSE) and Mean Absolute Error (MAE), are calculated and compared to those of conventional networks in references. The simulation results of LSTM network for forecasting the temperature and relative humidity inside greenhouse outperform over those of the traditional methods. The prediction results of temperature and humidity inside greenhouse in terms of RMSE approximately are 0.16 and 0.62 and in terms of MAE are 0.11 and 0.4, respectively, for both of them.


2021 ◽  
Vol 13 (22) ◽  
pp. 4660
Author(s):  
Fa Zhao ◽  
Guijun Yang ◽  
Hao Yang ◽  
Yaohui Zhu ◽  
Yang Meng ◽  
...  

The normalized difference vegetation index (NDVI) is an important agricultural parameter that is closely correlated with crop growth. In this study, a novel method combining the dynamic time warping (DTW) model and the long short-term memory (LSTM) deep recurrent neural network model was developed to predict the short and medium-term winter wheat NDVI. LSTM is well-suited for modelling long-term dependencies, but this method may be susceptible to overfitting. In contrast, DTW possesses good predictive ability and is less susceptible to overfitting. Therefore, by utilizing the combination of these two models, the prediction error caused by overfitting is reduced, thus improving the final prediction accuracy. The combined method proposed here utilizes the historical MODIS time series data with an 8-day time resolution from 2015 to 2020. First, fast Fourier transform (FFT) is used to decompose the time series into two parts. The first part reflects the inter-annual and seasonal variation characteristics of winter wheat NDVI, and the DTW model is applied for prediction. The second part reflects the short-term change characteristics of winter wheat NDVI, and the LSTM model is applied for prediction. Next, the results from both models are combined to produce a final prediction. A case study in Hebei Province that predicts the NDVI of winter wheat at five prediction horizons in the future indicates that the DTW–LSTM model proposed here outperforms the LSTM model according to multiple evaluation indicators. The results of this study suggest that the DTW–LSTM model is highly promising for short and medium-term NDVI prediction.


2021 ◽  
Author(s):  
Armin Lawi ◽  
Hendra Mesra ◽  
Supri Amir

Abstract Stocks are an attractive investment option since they can generate large profits compared to other businesses. The movement of stock price patterns on the stock market is very dynamic; thus it requires accurate data modeling to forecast stock prices with a low error rate. Forecasting models using Deep Learning are believed to be able to accurately predict stock price movements using time-series data, especially the Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) algorithms. However, several previous implementation studies have not been able to obtain convincing accuracy results. This paper proposes the implementation of the forecasting method by classifying the movement of time-series data on company stock prices into three groups using LSTM and GRU. The accuracy of the built model is evaluated using loss functions of Rooted Mean Squared Error (RMSE) and Mean Absolute Percentage Error (MAPE). The results showed that the performance evaluation of both architectures is accurate in which GRU is always superior to LSTM. The highest validation for GRU was 98.73% (RMSE) and 98.54% (MAPE), while the LSTM validation was 98.26% (RMSE) and 97.71% (MAPE).


2019 ◽  
Vol 19 (5) ◽  
pp. 1340-1350
Author(s):  
Mulugeta A Haile ◽  
Edward Zhu ◽  
Christopher Hsu ◽  
Natasha Bradley

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.


Sensors ◽  
2021 ◽  
Vol 21 (14) ◽  
pp. 4826
Author(s):  
Kai Zhou ◽  
Yixin Liu

Gas identification/classification through pattern recognition techniques based on gas sensor arrays often requires the equilibrium responses or the full traces of time-series data of the sensor array. Leveraging upon the diverse gas sensing kinetics behaviors measured via the sensor array, a computational intelligence- based meta-model is proposed to automatically conduct the feature extraction and subsequent gas identification using time-series data during the transitional phase before reaching equilibrium. The time-series data contains implicit temporal dependency/correlation that is worth being characterized to enhance the gas identification performance and reliability. In this context, a tailored approach so-called convolutional long short-term memory (CLSTM) neural network is developed to perform the identification task incorporating temporal characteristics within time-series data. This novel approach shows the enhanced accuracy and robustness as compared to the baseline models, i.e., multilayer perceptron (MLP) and support vector machine (SVM) through the comprehensive statistical examination. Specifically, the classification accuracy of CLSTM reaches as high as 96%, regardless of the operating condition specified. More importantly, the excellent gas identification performance of CLSTM at early stages of gas exposure indicates its practical significance in future real-time applications. The promise of the proposed method has been clearly illustrated through both the internal and external validations in the systematic case investigation.


2021 ◽  
Vol 5 (3) ◽  
pp. 456-465
Author(s):  
Harya Widiputra ◽  
Adele Mailangkay ◽  
Elliana Gautama

The Indonesian Stock Exchange (IDX) stock market index is one of the main indicators commonly used as a reference for national economic conditions. The value of the stock market index is often being used by investment companies and individual investors to help making investment decisions. Therefore, the ability to predict the stock market index value is a critical need. In the fields of statistics and probability theory as well as machine learning, various methods have been developed to predict the value of the stock market index with a good accuracy. However, previous research results have found that no one method is superior to other methods. This study proposes an ensemble model based on deep learning architecture, namely Convolutional Neural Network (CNN) and Long Short-Term Memory (LSTM), called the CNN-LSTM. To be able to predict financial time series data, CNN-LSTM takes feature from CNN for extraction of important features from time series data, which are then integrated with LSTM feature that is reliable in processing time series data. Results of experiments on the proposed CNN-LSTM model confirm that the hybrid model effectively provides better predictive accuracy than the stand-alone time series data forecasting models, such as CNN and LSTM.  


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