scholarly journals Applying PCA to Deep Learning Forecasting Models for Predicting PM2.5

2021 ◽  
Vol 13 (7) ◽  
pp. 3726
Author(s):  
Sang Won Choi ◽  
Brian H. S. Kim

Fine particulate matter (PM2.5) is one of the main air pollution problems that occur in major cities around the world. A country’s PM2.5 can be affected not only by country factors but also by the neighboring country’s air quality factors. Therefore, forecasting PM2.5 requires collecting data from outside the country as well as from within which is necessary for policies and plans. The data set of many variables with a relatively small number of observations can cause a dimensionality problem and limit the performance of the deep learning model. This study used daily data for five years in predicting PM2.5 concentrations in eight Korean cities through deep learning models. PM2.5 data of China were collected and used as input variables to solve the dimensionality problem using principal components analysis (PCA). The deep learning models used were a recurrent neural network (RNN), long short-term memory (LSTM), and bidirectional LSTM (BiLSTM). The performance of the models with and without PCA was compared using root-mean-square error (RMSE) and mean absolute error (MAE). As a result, the application of PCA in LSTM and BiLSTM, excluding the RNN, showed better performance: decreases of up to 16.6% and 33.3% in RMSE and MAE values. The results indicated that applying PCA in deep learning time series prediction can contribute to practical performance improvements, even with a small number of observations. It also provides a more accurate basis for the establishment of PM2.5 reduction policy in the country.

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-16
Author(s):  
Gunho Jung ◽  
Sun-Yong Choi

Since the breakdown of the Bretton Woods system in the early 1970s, the foreign exchange (FX) market has become an important focus of both academic and practical research. There are many reasons why FX is important, but one of most important aspects is the determination of foreign investment values. Therefore, FX serves as the backbone of international investments and global trading. Additionally, because fluctuations in FX affect the value of imported and exported goods and services, such fluctuations have an important impact on the economic competitiveness of multinational corporations and countries. Therefore, the volatility of FX rates is a major concern for scholars and practitioners. Forecasting FX volatility is a crucial financial problem that is attracting significant attention based on its diverse implications. Recently, various deep learning models based on artificial neural networks (ANNs) have been widely employed in finance and economics, particularly for forecasting volatility. The main goal of this study was to predict FX volatility effectively using ANN models. To this end, we propose a hybrid model that combines the long short-term memory (LSTM) and autoencoder models. These deep learning models are known to perform well in time-series prediction for forecasting FX volatility. Therefore, we expect that our approach will be suitable for FX volatility prediction because it combines the merits of these two models. Methodologically, we employ the Foreign Exchange Volatility Index (FXVIX) as a measure of FX volatility. In particular, the three major FXVIX indices (EUVIX, BPVIX, and JYVIX) from 2010 to 2019 are considered, and we predict future prices using the proposed hybrid model. Our hybrid model utilizes an LSTM model as an encoder and decoder inside an autoencoder network. Additionally, we investigate FXVIX indices through subperiod analysis to examine how the proposed model’s forecasting performance is influenced by data distributions and outliers. Based on the empirical results, we can conclude that the proposed hybrid method, which we call the autoencoder-LSTM model, outperforms the traditional LSTM method. Additionally, the ability to learn the magnitude of data spread and singularities determines the accuracy of predictions made using deep learning models. In summary, this study established that FX volatility can be accurately predicted using a combination of deep learning models. Our findings have important implications for practitioners. Because forecasting volatility is an essential task for financial decision-making, this study will enable traders and policymakers to hedge or invest efficiently and make policy decisions based on volatility forecasting.


2020 ◽  
Vol 17 (3) ◽  
pp. 299-305 ◽  
Author(s):  
Riaz Ahmad ◽  
Saeeda Naz ◽  
Muhammad Afzal ◽  
Sheikh Rashid ◽  
Marcus Liwicki ◽  
...  

This paper presents a deep learning benchmark on a complex dataset known as KFUPM Handwritten Arabic TexT (KHATT). The KHATT data-set consists of complex patterns of handwritten Arabic text-lines. This paper contributes mainly in three aspects i.e., (1) pre-processing, (2) deep learning based approach, and (3) data-augmentation. The pre-processing step includes pruning of white extra spaces plus de-skewing the skewed text-lines. We deploy a deep learning approach based on Multi-Dimensional Long Short-Term Memory (MDLSTM) networks and Connectionist Temporal Classification (CTC). The MDLSTM has the advantage of scanning the Arabic text-lines in all directions (horizontal and vertical) to cover dots, diacritics, strokes and fine inflammation. The data-augmentation with a deep learning approach proves to achieve better and promising improvement in results by gaining 80.02% Character Recognition (CR) over 75.08% as baseline.


Author(s):  
Kyungkoo Jun

Background & Objective: This paper proposes a Fourier transform inspired method to classify human activities from time series sensor data. Methods: Our method begins by decomposing 1D input signal into 2D patterns, which is motivated by the Fourier conversion. The decomposition is helped by Long Short-Term Memory (LSTM) which captures the temporal dependency from the signal and then produces encoded sequences. The sequences, once arranged into the 2D array, can represent the fingerprints of the signals. The benefit of such transformation is that we can exploit the recent advances of the deep learning models for the image classification such as Convolutional Neural Network (CNN). Results: The proposed model, as a result, is the combination of LSTM and CNN. We evaluate the model over two data sets. For the first data set, which is more standardized than the other, our model outperforms previous works or at least equal. In the case of the second data set, we devise the schemes to generate training and testing data by changing the parameters of the window size, the sliding size, and the labeling scheme. Conclusion: The evaluation results show that the accuracy is over 95% for some cases. We also analyze the effect of the parameters on the performance.


Sensors ◽  
2021 ◽  
Vol 21 (5) ◽  
pp. 1639
Author(s):  
Seungmin Jung ◽  
Jihoon Moon ◽  
Sungwoo Park ◽  
Eenjun Hwang

Recently, multistep-ahead prediction has attracted much attention in electric load forecasting because it can deal with sudden changes in power consumption caused by various events such as fire and heat wave for a day from the present time. On the other hand, recurrent neural networks (RNNs), including long short-term memory and gated recurrent unit (GRU) networks, can reflect the previous point well to predict the current point. Due to this property, they have been widely used for multistep-ahead prediction. The GRU model is simple and easy to implement; however, its prediction performance is limited because it considers all input variables equally. In this paper, we propose a short-term load forecasting model using an attention based GRU to focus more on the crucial variables and demonstrate that this can achieve significant performance improvements, especially when the input sequence of RNN is long. Through extensive experiments, we show that the proposed model outperforms other recent multistep-ahead prediction models in the building-level power consumption forecasting.


2021 ◽  
Vol 87 (4) ◽  
pp. 283-293
Author(s):  
Wei Wang ◽  
Yuan Xu ◽  
Yingchao Ren ◽  
Gang Wang

Recently, performance improvement in facade parsing from 3D point clouds has been brought about by designing more complex network structures, which cost huge computing resources and do not take full advantage of prior knowledge of facade structure. Instead, from the perspective of data distribution, we construct a new hierarchical mesh multi-view data domain based on the characteristics of facade objects to achieve fusion of deep-learning models and prior knowledge, thereby significantly improving segmentation accuracy. We comprehensively evaluate the current mainstream method on the RueMonge 2014 data set and demonstrate the superiority of our method. The mean intersection-over-union index on the facade-parsing task reached 76.41%, which is 2.75% higher than the current best result. In addition, through comparative experiments, the reasons for the performance improvement of the proposed method are further analyzed.


Author(s):  
S. Arokiaraj ◽  
Dr. N. Viswanathan

With the advent of Internet of things(IoT),HA (HA) recognition has contributed the more application in health care in terms of diagnosis and Clinical process. These devices must be aware of human movements to provide better aid in the clinical applications as well as user’s daily activity.Also , In addition to machine and deep learning algorithms, HA recognition systems has significantly improved in terms of high accurate recognition. However, the most of the existing models designed needs improvisation in terms of accuracy and computational overhead. In this research paper, we proposed a BAT optimized Long Short term Memory (BAT-LSTM) for an effective recognition of human activities using real time IoT systems. The data are collected by implanting the Internet of things) devices invasively. Then, proposed BAT-LSTM is deployed to extract the temporal features which are then used for classification to HA. Nearly 10,0000 dataset were collected and used for evaluating the proposed model. For the validation of proposed framework, accuracy, precision, recall, specificity and F1-score parameters are chosen and comparison is done with the other state-of-art deep learning models. The finding shows the proposed model outperforms the other learning models and finds its suitability for the HA recognition.


2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Juhong Namgung ◽  
Siwoon Son ◽  
Yang-Sae Moon

In recent years, cyberattacks using command and control (C&C) servers have significantly increased. To hide their C&C servers, attackers often use a domain generation algorithm (DGA), which automatically generates domain names for the C&C servers. Accordingly, extensive research on DGA domain detection has been conducted. However, existing methods cannot accurately detect continuously generated DGA domains and can easily be evaded by an attacker. Recently, long short-term memory- (LSTM-) based deep learning models have been introduced to detect DGA domains in real time using only domain names without feature extraction or additional information. In this paper, we propose an efficient DGA domain detection method based on bidirectional LSTM (BiLSTM), which learns bidirectional information as opposed to unidirectional information learned by LSTM. We further maximize the detection performance with a convolutional neural network (CNN) + BiLSTM ensemble model using Attention mechanism, which allows the model to learn both local and global information in a domain sequence. Experimental results show that existing CNN and LSTM models achieved F1-scores of 0.9384 and 0.9597, respectively, while the proposed BiLSTM and ensemble models achieved higher F1-scores of 0.9618 and 0.9666, respectively. In addition, the ensemble model achieved the best performance for most DGA domain classes, enabling more accurate DGA domain detection than existing models.


2021 ◽  
Vol 7 ◽  
pp. e795
Author(s):  
Pooja Vinayak Kamat ◽  
Rekha Sugandhi ◽  
Satish Kumar

Remaining Useful Life (RUL) estimation of rotating machinery based on their degradation data is vital for machine supervisors. Deep learning models are effective and popular methods for forecasting when rotating machinery such as bearings may malfunction and ultimately break down. During healthy functioning of the machinery, however, RUL is ill-defined. To address this issue, this study recommends using anomaly monitoring during both RUL estimator training and operation. Essential time-domain data is extracted from the raw bearing vibration data, and deep learning models are used to detect the onset of the anomaly. This further acts as a trigger for data-driven RUL estimation. The study employs an unsupervised clustering approach for anomaly trend analysis and a semi-supervised method for anomaly detection and RUL estimation. The novel combined deep learning-based anomaly-onset aware RUL estimation framework showed enhanced results on the benchmarked PRONOSTIA bearings dataset under non-varying operating conditions. The framework consisting of Autoencoder and Long Short Term Memory variants achieved an accuracy of over 90% in anomaly detection and RUL prediction. In the future, the framework can be deployed under varying operational situations using the transfer learning approach.


Author(s):  
Li Yang ◽  
Qi Wang ◽  
Yu Rao

Abstract Film Cooling is an important and widely used technology to protect hot sections of gas turbines. The last decades witnessed a fast growth of research and publications in the field of film cooling. However, except for the correlations for single row film cooling and the Seller correlation for cooling superposition, there were rarely generalized models for film cooling under superposition conditions. Meanwhile, the numerous data obtained for complex hole distributions were not emerged or integrated from different sources, and recent new data had no avenue to contribute to a compatible model. The technical barriers that obstructed the generalization of film cooling models are: a) the lack of a generalizable model; b) the large number of input variables to describe film cooling. The present study aimed at establishing a generalizable model to describe multiple row film cooling under a large parameter space, including hole locations, hole size, hole angles, blowing ratios etc. The method allowed data measured within different streamwise lengths and different surface areas to be integrated in a single model, in the form 1-D sequences. A Long Short Term Memory model was designed to model the local behavior of film cooling. Careful training, testing and validation were conducted to regress the model. The presented results showed that the method was accurate within the CFD data set generated in this study. The presented method could serve as a base model that allowed past and future film cooling research to contribute to a common data base. Meanwhile, the model could also be transferred from simulation data sets to experimental data sets using advanced machine learning algorithms in the future.


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