| 1. |
- Dey, Polash, et al.
(författare)
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Comparative Analysis of Recurrent Neural Networks in Stock Price Prediction for Different Frequency Domains
- 2021
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Ingår i: Algorithms. - Basel, Switzerland : MDPI. - 1999-4893. ; 14:8, s. 1-20
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Tidskriftsartikel (refereegranskat)abstract
- Investors in the stock market have always been in search of novel and unique techniques so that they can successfully predict stock price movement and make a big profit. However, investors continue to look for improved and new techniques to beat the market instead of old and traditional ones. Therefore, researchers are continuously working to build novel techniques to supply the demand of investors. Different types of recurrent neural networks (RNN) are used in time series analyses, especially in stock price prediction. However, since not all stocks’ prices follow the same trend, a single model cannot be used to predict the movement of all types of stock’s price. Therefore, in this research we conducted a comparative analysis of three commonly used RNNs—simple RNN, Long Short Term Memory (LSTM), and Gated Recurrent Unit (GRU)—and analyzed their efficiency for stocks having different stock trends and various price ranges and for different time frequencies. We considered three companies’ datasets from 30 June 2000 to 21 July 2020. The stocks follow different trends of price movements, with price ranges of $30, $50, and $290 during this period. We also analyzed the performance for one-day, three-day, and five-day time intervals. We compared the performance of RNN, LSTM, and GRU in terms of R2 value, MAE, MAPE, and RMSE metrics. The results show that simple RNN is outperformed by LSTM and GRU because RNN is susceptible to vanishing gradient problems, while the other two models are not. Moreover, GRU produces lesser errors comparing to LSTM. It is also evident from the results that as the time intervals get smaller, the models produce lower errors and higher reliability.
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| 2. |
- Al Banna, Md. Hasan, et al.
(författare)
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Attention-based Bi-directional Long-Short Term Memory Network for Earthquake Prediction
- 2021
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Ingår i: IEEE Access. - : IEEE. - 2169-3536. ; 9, s. 56589-56603
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Tidskriftsartikel (refereegranskat)abstract
- An earthquake is a tremor felt on the surface of the earth created by the movement of the major pieces of its outer shell. Till now, many attempts have been made to forecast earthquakes, which saw some success, but these attempted models are specific to a region. In this paper, an earthquake occurrence and location prediction model is proposed. After reviewing the literature, long short-term memory (LSTM) is found to be a good option for building the model because of its memory-keeping ability. Using the Keras tuner, the best model was selected from candidate models, which are composed of combinations of various LSTM architectures and dense layers. This selected model used seismic indicators from the earthquake catalog of Bangladesh as features to predict earthquakes of the following month. Attention mechanism was added to the LSTM architecture to improve the model’s earthquake occurrence prediction accuracy, which was 74.67%. Additionally, a regression model was built using LSTM and dense layers to predict the earthquake epicenter as a distance from a predefined location, which provided a root mean square error of 1.25.
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| 3. |
- Islam, Md. Saiful, et al.
(författare)
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A Review on Recent Advancements in FOREX Currency Prediction
- 2020
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Ingår i: Algorithms. - : MDPI. - 1999-4893. ; 13:8
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Forskningsöversikt (refereegranskat)abstract
- In recent years, the foreign exchange (FOREX) market has attracted quite a lot of scrutiny from researchers all over the world. Due to its vulnerable characteristics, different types of research have been conducted to accomplish the task of predicting future FOREX currency prices accurately. In this research, we present a comprehensive review of the recent advancements of FOREX currency prediction approaches. Besides, we provide some information about the FOREX market and cryptocurrency market. We wanted to analyze the most recent works in this field and therefore considered only those papers which were published from 2017 to 2019. We used a keyword-based searching technique to filter out popular and relevant research. Moreover, we have applied a selection algorithm to determine which papers to include in this review. Based on our selection criteria, we have reviewed 39 research articles that were published on “Elsevier”, “Springer”, and “IEEE Xplore” that predicted future FOREX prices within the stipulated time. Our research shows that in recent years, researchers have been interested mostly in neural networks models, pattern-based approaches, and optimization techniques. Our review also shows that many deep learning algorithms, such as gated recurrent unit (GRU) and long short term memory (LSTM), have been fully explored and show huge potential in time series prediction.
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| 4. |
- Karim, Razuan, et al.
(författare)
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A Belief Rule Based Expert System to Assess Clinical Bronchopneumonia Suspicion
- 2016
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Ingår i: Proceedings of Future Technologies Conference 2016 (FTC 2016). - : IEEE. - 9781509041718 - 9781509041701 ; , s. 655-660
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Konferensbidrag (refereegranskat)abstract
- Bronchopneumonia is an acute or chronic inflammation of the lungs, in which the alveoli and/or interstitial are affected. Usually the diagnosis of Bronchopneumonia is carried out using signs and symptoms of this disease, which cannot be measured since they consist of various types of uncertainty. Consequently, traditional disease diagnosis, which is performed by a physician, cannot deliver accurate results. Therefore, this paper presents the design, development and application of an expert system for assessing the suspicion of Bronchopneumonia under uncertainty. The Belief Rule-Based Inference Methodology using the Evidential Reasoning (RIMER) approach was adopted to develop this expert system, which is named the Belief Rule-Based Expert System (BRBES). The system can handle various types of uncertainty in knowledge representation and inference procedures. The knowledge base of this system was constructed by using real patient data and expert opinion. Practical case studies were used to validate the system. The system-generated results are more effective and reliable in terms of accuracy than from the results generated by a manual system.
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| 5. |
- Abedin, Md. Zainal, et al.
(författare)
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An Interoperable IP based WSN for Smart Irrigation Systems
- 2017
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Konferensbidrag (refereegranskat)abstract
- Wireless Sensor Networks (WSN) have been highly developed which can be used in agriculture to enable optimal irrigation scheduling. Since there is an absence of widely used available methods to support effective agriculture practice in different weather conditions, WSN technology can be used to optimise irrigation in the crop fields. This paper presents architecture of an irrigation system by incorporating interoperable IP based WSN, which uses the protocol stacks and standard of the Internet of Things paradigm. The performance of fundamental issues of this network is emulated in Tmote Sky for 6LoWPAN over IEEE 802.15.4 radio link using the Contiki OS and the Cooja simulator. The simulated results of the performance of the WSN architecture presents the Round Trip Time (RTT) as well as the packet loss of different packet size. In addition, the average power consumption and the radio duty cycle of the sensors are studied. This will facilitate the deployment of a scalable and interoperable multi hop WSN, positioning of border router and to manage power consumption of the sensors.
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| 6. |
- Abedin, Md. Zainal, et al.
(författare)
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Performance Analysis of Anomaly Based Network Intrusion Detection Systems
- 2018
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Ingår i: Proveedings of the 43nd IEEE Conference on Local Computer Networks Workshops (LCN Workshops). - Piscataway, NJ : IEEE Computer Society. ; , s. 1-7
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Konferensbidrag (refereegranskat)abstract
- Because of the increased popularity and fast expansion of the Internet as well as Internet of things, networks are growing rapidly in every corner of the society. As a result, huge amount of data is travelling across the computer networks that lead to the vulnerability of data integrity, confidentiality and reliability. So, network security is a burning issue to keep the integrity of systems and data. The traditional security guards such as firewalls with access control lists are not anymore enough to secure systems. To address the drawbacks of traditional Intrusion Detection Systems (IDSs), artificial intelligence and machine learning based models open up new opportunity to classify abnormal traffic as anomaly with a self-learning capability. Many supervised learning models have been adopted to detect anomaly from networks traffic. In quest to select a good learning model in terms of precision, recall, area under receiver operating curve, accuracy, F-score and model built time, this paper illustrates the performance comparison between Naïve Bayes, Multilayer Perceptron, J48, Naïve Bayes Tree, and Random Forest classification models. These models are trained and tested on three subsets of features derived from the original benchmark network intrusion detection dataset, NSL-KDD. The three subsets are derived by applying different attributes evaluator’s algorithms. The simulation is carried out by using the WEKA data mining tool.
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| 7. |
- Abedin, Md. Zainal, et al.
(författare)
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Selection of Energy Efficient Routing Protocol for Irrigation Enabled by Wireless Sensor Networks
- 2017
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Ingår i: Proceedings of 2017 IEEE 42nd Conference on Local Computer Networks Workshops. - Piscataway, NJ : Institute of Electrical and Electronics Engineers (IEEE). - 9781509065844 - 9781509065837 ; , s. 75-81
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Konferensbidrag (refereegranskat)abstract
- Wireless Sensor Networks (WSNs) are playing remarkable contribution in real time decision making by actuating the surroundings of environment. As a consequence, the contemporary agriculture is now using WSNs technology for better crop production, such as irrigation scheduling based on moisture level data sensed by the sensors. Since WSNs are deployed in constraints environments, the life time of sensors is very crucial for normal operation of the networks. In this regard routing protocol is a prime factor for the prolonged life time of sensors. This research focuses the performances analysis of some clustering based routing protocols to select the best routing protocol. Four algorithms are considered, namely Low Energy Adaptive Clustering Hierarchy (LEACH), Threshold Sensitive Energy Efficient sensor Network (TEEN), Stable Election Protocol (SEP) and Energy Aware Multi Hop Multi Path (EAMMH). The simulation is carried out in Matlab framework by using the mathematical models of those algortihms in heterogeneous environment. The performance metrics which are considered are stability period, network lifetime, number of dead nodes per round, number of cluster heads (CH) per round, throughput and average residual energy of node. The experimental results illustrate that TEEN provides greater stable region and lifetime than the others while SEP ensures more througput.
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| 8. |
- Alam, Md. Eftekhar, et al.
(författare)
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An IoT-Belief Rule Base Smart System to Assess Autism
- 2018
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Ingår i: Proceedings of the 4th International Conference on Electrical Engineering and Information & Communication Technology (iCEEiCT 2018). - : IEEE. - 9781538682791 - 9781538682807 ; , s. 671-675
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Konferensbidrag (refereegranskat)abstract
- An Internet-of-Things (IoT)-Belief Rule Base (BRB) based hybrid system is introduced to assess Autism spectrum disorder (ASD). This smart system can automatically collect sign and symptom data of various autistic children in realtime and classify the autistic children. The BRB subsystem incorporates knowledge representation parameters such as rule weight, attribute weight and degree of belief. The IoT-BRB system classifies the children having autism based on the sign and symptom collected by the pervasive sensing nodes. The classification results obtained from the proposed IoT-BRB smart system is compared with fuzzy and expert based system. The proposed system outperformed the state-of-the-art fuzzy system and expert system.
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| 9. |
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| 10. |
- Hridoy, Md Rafiul Sabbir, et al.
(författare)
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A Web Based Belief Rule Based Expert System for Assessing Flood Risk
- 2017
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Ingår i: iiWAS'17. - New York : ACM Digital Library. - 9781450352994 ; , s. 434-440
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Konferensbidrag (refereegranskat)abstract
- Natural calamities such as flooding, volcanic eruption, tornado hampers our daily life and causes many sufferings. Flood is one of the most catastrophic among the natural calamities. Assessing flood risk helps us to take necessary steps and save human lives. Several heterogeneous factors are used to assess flood risk on the livelihood of an area. Moreover, several types of uncertainties can be associated with each factor. In this paper, we propose a web based flood risk assessment expert system by combining belief rule base with the capability of reading data and generating web-based output. This paper also introduces a generic RESTful API which can be used without writing the belief rule based expert system from scratch. This expert system will facilitate the monitoring of the various flood risk factors, contributing in increasing the flood risk on livelihood of an area. Eventually, the decision makers should be able to take measures to control those factors and to reduce the risk of flooding in an area. Data for the expert system has been collected from a case study area by conducting interviews.
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