scholarly journals Using Machine Learning Methods in the Financial Market for Technical Analysis Based on Hybrid Models

2020 ◽  
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Hybrid Model ◽  
Deep Neural Network ◽  
Deep Neural Networks ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Input Structure ◽  
Long Short Term Memory

In this study, it is presented a new hybrid model based on deep neural networks to predict the direction and magnitude of the Forex market movement in the short term. The overall model presented is based on the scalping strategy and is provided for high frequency transactions. The proposed hybrid model is based on a combination of three models based on deep neural networks. The first model is a deep neural network with a multi-input structure consisting of a combination of Long Short Term Memory layers. The second model is a deep neural network with a multi-input structure made of a combination of one-dimensional Convolutional Neural network layers. The third model has a simpler structure and is a multi-input model of the Multi-Layer Perceptron layers. The overall model was also a model based on the majority vote of three top models. This study showed that models based on Long Short-Term Memory layers provided better results than the other models and even hybrid models with more than 70% accurate.

scholarly journals A Hybrid Deep Learning-Driven SDN Enabled Mechanism for Secure Communication in Internet of Things (IoT)

Sensors ◽  
2021 ◽  
Vol 21 (14) ◽  
pp. 4884
Author(s):  
Danish Javeed ◽  
Tianhan Gao ◽  
Muhammad Taimoor Khan ◽  
Ijaz Ahmad
Keyword(s):  
Neural Network ◽  
Deep Learning ◽  
Internet Of Things ◽  
Hybrid Model ◽  
Deep Neural Network ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Gated Recurrent Unit

The Internet of Things (IoT) has emerged as a new technological world connecting billions of devices. Despite providing several benefits, the heterogeneous nature and the extensive connectivity of the devices make it a target of different cyberattacks that result in data breach and financial loss. There is a severe need to secure the IoT environment from such attacks. In this paper, an SDN-enabled deep-learning-driven framework is proposed for threats detection in an IoT environment. The state-of-the-art Cuda-deep neural network, gated recurrent unit (Cu- DNNGRU), and Cuda-bidirectional long short-term memory (Cu-BLSTM) classifiers are adopted for effective threat detection. We have performed 10 folds cross-validation to show the unbiasedness of results. The up-to-date publicly available CICIDS2018 data set is introduced to train our hybrid model. The achieved accuracy of the proposed scheme is 99.87%, with a recall of 99.96%. Furthermore, we compare the proposed hybrid model with Cuda-Gated Recurrent Unit, Long short term memory (Cu-GRULSTM) and Cuda-Deep Neural Network, Long short term memory (Cu- DNNLSTM), as well as with existing benchmark classifiers. Our proposed mechanism achieves impressive results in terms of accuracy, F1-score, precision, speed efficiency, and other evaluation metrics.

Short-term prediction of remaining life for lithium-ion battery based on adaptive hybrid model with Long Short-Term Memory neural network and optimized particle filter

2021 ◽  
pp. 1-36
Author(s):  
Ning He ◽  
Cheng Qian ◽  
Lile He
Keyword(s):  
Neural Network ◽  
Hybrid Model ◽  
Life Prediction ◽  
Short Term Memory ◽  
Lithium Ion ◽  
Remaining Useful Life ◽  
Short Term ◽  
Term Memory ◽  
Useful Life ◽  
Long Short Term Memory

Abstract As an important energy storage device, lithium-ion batteries have vast applications in daily production and life. Therefore, the remaining useful life prediction of such batteries is of great significance, which can maintain the efficacy and reliability of the system powered by lithium-ion batteries. For predicting remaining useful life of lithium-ion batteries accurately, an adaptive hybrid battery model and an improved particle filter are developed. Firstly, the adaptive hybrid model is constructed, which is a combination of empirical model and long-short term memory neural network model such that it could characterize battery capacity degradation trend more effectively. In addition, the adaptive adjustment of the parameters for hybrid model is realized via optimization technique. Then, the beetle antennae search based particle filter is applied to update the battery states offline constructed by the proposed adaptive hybrid model, which can improve the estimation accuracy. Finally, remaining useful life short-term prediction is realized online based on long short-term memory neural network rolling prediction combined historical capacity with online measurements and latest offline states and model parameters. The battery data set published by NASA is used to verify the effectiveness of proposed strategy. The experimental results indicate that the proposed adaptive hybrid model can well represent the battery degradation characteristics, and have a higher accuracy compared with other models. The short-term remaining useful life prediction results have good performance with the errors of 1 cycle, 3 cycles, and 1 cycle, above results indicate proposed scheme has a good performance on short-term remaining useful life prediction.

scholarly journals Separating overlapping bat calls with a bi-directional long short-term memory network

2019 ◽  
Author(s):  
Kangkang Zhang ◽  
Tong Liu ◽  
Shengjing Song ◽  
Xin Zhao ◽  
Shijun Sun ◽  
...  
Keyword(s):  
Neural Network ◽  
Clustering Analysis ◽  
Deep Neural Network ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Echolocation Calls ◽  
Significant Difference ◽  
Long Short Term Memory ◽  
Sound Data

AbstractAcquiring clear and usable audio recordings is critical for acoustic analysis of animal vocalizations. Bioacoustics studies commonly face the problem of overlapping signals, but the issue is often ignored, as there is currently no satisfactory solution. This study presents a bi-directional long short-term memory (BLSTM) network to separate overlapping bat calls and reconstruct waveform audio sounds. The separation quality was evaluated using seven temporal-spectrum parameters. The applicability of this method for bat calls was assessed using six different species. In addition, clustering analysis was conducted with separated echolocation calls from each population. Results showed that all syllables in the overlapping calls were separated with high robustness across species. A comparison between the seven temporal-spectrum parameters showed no significant difference and negligible deviation between the extracted and original calls, indicating high separation quality. Clustering analysis of the separated echolocation calls also produced an accuracy of 93.8%, suggesting the reconstructed waveform sounds could be reliably used. These results suggest the proposed technique is a convenient and automated approach for separating overlapping calls using a BLSTM network. This powerful deep neural network approach has the potential to solve complex problems in bioacoustics.Author summaryIn recent years, the development of recording techniques and devices in animal acoustic experiment and population monitoring has led to a sharp increase in the volume of sound data. However, the collected sound would be overlapped because of the existence of multiple individuals, which laid restrictions on taking full advantage of experiment data. Besides, more convenient and automatic methods are needed to cope with the large datasets in animal acoustics. The echolocation calls and communication calls of bats are variable and often overlapped with each other both in the recordings from field and laboratory, which provides an excellent template for research on animal sound separation. Here, we firstly solved the problem of overlapping calls in bats successfully based on deep neural network. We built a network to separate the overlapping calls of six bat species. All the syllables in overlapping calls were separated and we found no significant difference between the separated syllables with non-overlapping syllables. We also demonstrated an instance of applying our method on species classification. Our study provides a useful and efficient model for sound data processing in acoustic research and the proposed method has the potential to be generalized to other animal species.

scholarly journals MULTI-TEMPORAL LAND COVER CLASSIFICATION WITH LONG SHORT-TERM MEMORY NEURAL NETWORKS

2017 ◽  
Vol XLII-1/W1 ◽  
pp. 551-558 ◽  
Author(s):  
M. Rußwurm ◽  
M. Körner
Keyword(s):  
Neural Network ◽  
Neural Networks ◽  
Land Cover ◽  
Short Term Memory ◽  
Land Cover Classification ◽  
Support Vector ◽  
Short Term ◽  
Term Memory ◽  
Classification Techniques ◽  
Long Short Term Memory

<i>Land cover classification (LCC)</i> is a central and wide field of research in earth observation and has already put forth a variety of classification techniques. Many approaches are based on classification techniques considering observation at certain points in time. However, some land cover classes, such as crops, change their spectral characteristics due to environmental influences and can thus not be monitored effectively with classical mono-temporal approaches. Nevertheless, these temporal observations should be utilized to benefit the classification process. After extensive research has been conducted on modeling temporal dynamics by spectro-temporal profiles using vegetation indices, we propose a deep learning approach to utilize these temporal characteristics for classification tasks. In this work, we show how <i>long short-term memory</i> (LSTM) neural networks can be employed for crop identification purposes with SENTINEL 2A observations from large study areas and label information provided by local authorities. We compare these temporal neural network models, <i>i.e.</i>, LSTM and <i>recurrent neural network</i> (RNN), with a classical non-temporal <i>convolutional neural network</i> (CNN) model and an additional <i>support vector machine</i> (SVM) baseline. With our rather straightforward LSTM variant, we exceeded state-of-the-art classification performance, thus opening promising potential for further research.

scholarly journals A Hybrid Model for Power Consumption Forecasting Using VMD-Based the Long Short-Term Memory Neural Network

2022 ◽  
Vol 9 ◽  
Author(s):  
Yingjun Ruan ◽  
Gang Wang ◽  
Hua Meng ◽  
Fanyue Qian
Keyword(s):  
Neural Network ◽  
Energy Consumption ◽  
Power Consumption ◽  
Hybrid Model ◽  
Short Term Memory ◽  
Series Data ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory ◽  
Individual Features

Energy consumption prediction is a popular research field in computational intelligence. However, it is difficult for general machine learning models to handle complex time series data such as building energy consumption data, and the results are often unsatisfactory. To address this difficulty, a hybrid prediction model based on modal decomposition was proposed in this paper. For data preprocessing, the variational mode decomposition (VMD) technique was used to used to decompose the original sequence into more robust subsequences. In the feature selection, the maximum relevance minimum redundancy (mRMR) algorithm was chosen to analyse the correlation between each component and the individual features while eliminating the redundancy between individual features. In the forecasting module, the long short-term memory (LSTM) neural network model was used to predict power consumption. In order to verify the performance of the proposed model, three categories of contrast methods were applied: 1) Comparing the hybrid model to a single predictive model, 2) Comparing the hybrid model with the backpropagation neural network (BPNN) to the hybrid model with the LSTM and 3) Comparing the hybrid model using mRMR and the hybrid model using mutual information maximization (MIM). The experimental results on the measured data of an office building in Qingdao show that the proposed hybrid model can improve the prediction accuracy and has better robustness compared to VMD-MIM-LSTM. In the three control groups mentioned above, the R2 value of the hybrid model improved by 10, 3 and 3%, respectively, the values of the mean absolute error (MAE) decreased by 48.9, 41.4 and 35.6%, respectively, and the root mean square error (RMSE) decreased by 54.7, 35.5 and 34.1%, respectively.

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