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Article
Publication date: 17 January 2020

Wei Feng, Yuqin Wu and Yexian Fan

The purpose of this paper is to solve the shortage of the existing methods for the prediction of network security situations (NSS). Because the conventional methods for the…

Abstract

Purpose

The purpose of this paper is to solve the shortage of the existing methods for the prediction of network security situations (NSS). Because the conventional methods for the prediction of NSS, such as support vector machine, particle swarm optimization, etc., lack accuracy, robustness and efficiency, in this study, the authors propose a new method for the prediction of NSS based on recurrent neural network (RNN) with gated recurrent unit.

Design/methodology/approach

This method extracts internal and external information features from the original time-series network data for the first time. Then, the extracted features are applied to the deep RNN model for training and validation. After iteration and optimization, the accuracy of predictions of NSS will be obtained by the well-trained model, and the model is robust for the unstable network data.

Findings

Experiments on bench marked data set show that the proposed method obtains more accurate and robust prediction results than conventional models. Although the deep RNN models need more time consumption for training, they guarantee the accuracy and robustness of prediction in return for validation.

Originality/value

In the prediction of NSS time-series data, the proposed internal and external information features are well described the original data, and the employment of deep RNN model will outperform the state-of-the-arts models.

Details

International Journal of Intelligent Computing and Cybernetics, vol. 13 no. 1
Type: Research Article
ISSN: 1756-378X

Keywords

Article
Publication date: 19 February 2021

Zulkifli Halim, Shuhaida Mohamed Shuhidan and Zuraidah Mohd Sanusi

In the previous study of financial distress prediction, deep learning techniques performed better than traditional techniques over time-series data. This study investigates the…

Abstract

Purpose

In the previous study of financial distress prediction, deep learning techniques performed better than traditional techniques over time-series data. This study investigates the performance of deep learning models: recurrent neural network, long short-term memory and gated recurrent unit for the financial distress prediction among the Malaysian public listed corporation over the time-series data. This study also compares the performance of logistic regression, support vector machine, neural network, decision tree and the deep learning models on single-year data.

Design/methodology/approach

The data used are the financial data of public listed companies that been classified as PN17 status (distress) and non-PN17 (not distress) in Malaysia. This study was conducted using machine learning library of Python programming language.

Findings

The findings indicate that all deep learning models used for this study achieved 90% accuracy and above with long short-term memory (LSTM) and gated recurrent unit (GRU) getting 93% accuracy. In addition, deep learning models consistently have good performance compared to the other models over single-year data. The results show LSTM and GRU getting 90% and recurrent neural network (RNN) 88% accuracy. The results also show that LSTM and GRU get better precision and recall compared to RNN. The findings of this study show that the deep learning approach will lead to better performance in financial distress prediction studies. To be added, time-series data should be highlighted in any financial distress prediction studies since it has a big impact on credit risk assessment.

Research limitations/implications

The first limitation of this study is the hyperparameter tuning only applied for deep learning models. Secondly, the time-series data are only used for deep learning models since the other models optimally fit on single-year data.

Practical implications

This study proposes recommendations that deep learning is a new approach that will lead to better performance in financial distress prediction studies. Besides that, time-series data should be highlighted in any financial distress prediction studies since the data have a big impact on the assessment of credit risk.

Originality/value

To the best of authors' knowledge, this article is the first study that uses the gated recurrent unit in financial distress prediction studies based on time-series data for Malaysian public listed companies. The findings of this study can help financial institutions/investors to find a better and accurate approach for credit risk assessment.

Details

Business Process Management Journal, vol. 27 no. 4
Type: Research Article
ISSN: 1463-7154

Keywords

Article
Publication date: 11 January 2022

Hamid Reza Tamaddon Jahromi, Igor Sazonov, Jason Jones, Alberto Coccarelli, Samuel Rolland, Neeraj Kavan Chakshu, Hywel Thomas and Perumal Nithiarasu

The purpose of this paper is to devise a tool based on computational fluid dynamics (CFD) and machine learning (ML), for the assessment of potential airborne microbial…

165

Abstract

Purpose

The purpose of this paper is to devise a tool based on computational fluid dynamics (CFD) and machine learning (ML), for the assessment of potential airborne microbial transmission in enclosed spaces. A gated recurrent units neural network (GRU-NN) is presented to learn and predict the behaviour of droplets expelled through breaths via particle tracking data sets.

Design/methodology/approach

A computational methodology is used for investigating how infectious particles that originated in one location are transported by air and spread throughout a room. High-fidelity prediction of indoor airflow is obtained by means of an in-house parallel CFD solver, which uses a one equation Spalart–Allmaras turbulence model. Several flow scenarios are considered by varying different ventilation conditions and source locations. The CFD model is used for computing the trajectories of the particles emitted by human breath. The numerical results are used for the ML training.

Findings

In this work, it is shown that the developed ML model, based on the GRU-NN, can accurately predict the airborne particle movement across an indoor environment for different vent operation conditions and source locations. The numerical results in this paper prove that the presented methodology is able to provide accurate predictions of the time evolution of particle distribution at different locations of the enclosed space.

Originality/value

This study paves the way for the development of efficient and reliable tools for predicting virus airborne movement under different ventilation conditions and different human positions within an indoor environment, potentially leading to the new design. A parametric study is carried out to evaluate the impact of system settings on time variation particles emitted by human breath within the space considered.

Details

International Journal of Numerical Methods for Heat & Fluid Flow, vol. 32 no. 9
Type: Research Article
ISSN: 0961-5539

Keywords

Article
Publication date: 6 November 2020

Wenjuan Shen and Xiaoling Li

recent years, facial expression recognition has been widely used in human machine interaction, clinical medicine and safe driving. However, there is a limitation that conventional…

Abstract

Purpose

recent years, facial expression recognition has been widely used in human machine interaction, clinical medicine and safe driving. However, there is a limitation that conventional recurrent neural networks can only learn the time-series characteristics of expressions based on one-way propagation information.

Design/methodology/approach

To solve such limitation, this paper proposes a novel model based on bidirectional gated recurrent unit networks (Bi-GRUs) with two-way propagations, and the theory of identity mapping residuals is adopted to effectively prevent the problem of gradient disappearance caused by the depth of the introduced network. Since the Inception-V3 network model for spatial feature extraction has too many parameters, it is prone to overfitting during training. This paper proposes a novel facial expression recognition model to add two reduction modules to reduce parameters, so as to obtain an Inception-W network with better generalization.

Findings

Finally, the proposed model is pretrained to determine the best settings and selections. Then, the pretrained model is experimented on two facial expression data sets of CK+ and Oulu- CASIA, and the recognition performance and efficiency are compared with the existing methods. The highest recognition rate is 99.6%, which shows that the method has good recognition accuracy in a certain range.

Originality/value

By using the proposed model for the applications of facial expression, the high recognition accuracy and robust recognition results with lower time consumption will help to build more sophisticated applications in real world.

Details

International Journal of Intelligent Computing and Cybernetics, vol. 13 no. 4
Type: Research Article
ISSN: 1756-378X

Keywords

Article
Publication date: 24 December 2021

Neetika Jain and Sangeeta Mittal

A cost-effective way to achieve fuel economy is to reinforce positive driving behaviour. Driving behaviour can be controlled if drivers can be alerted for behaviour that results…

Abstract

Purpose

A cost-effective way to achieve fuel economy is to reinforce positive driving behaviour. Driving behaviour can be controlled if drivers can be alerted for behaviour that results in poor fuel economy. Fuel consumption must be tracked and monitored instantaneously rather than tracking average fuel economy for the entire trip duration. A single-step application of machine learning (ML) is not sufficient to model prediction of instantaneous fuel consumption and detection of anomalous fuel economy. The study designs an ML pipeline to track and monitor instantaneous fuel economy and detect anomalies.

Design/methodology/approach

This research iteratively applies different variations of a two-step ML pipeline to the driving dataset for hatchback cars. The first step addresses the problem of accurate measurement and prediction of fuel economy using time series driving data, and the second step detects abnormal fuel economy in relation to contextual information. Long short-term memory autoencoder method learns and uses the most salient features of time series data to build a regression model. The contextual anomaly is detected by following two approaches, kernel quantile estimator and one-class support vector machine. The kernel quantile estimator sets dynamic threshold for detecting anomalous behaviour. Any error beyond a threshold is classified as an anomaly. The one-class support vector machine learns training error pattern and applies the model to test data for anomaly detection. The two-step ML pipeline is further modified by replacing long short term memory autoencoder with gated recurrent network autoencoder, and the performance of both models is compared. The speed recommendations and feedback are issued to the driver based on detected anomalies for controlling aggressive behaviour.

Findings

A composite long short-term memory autoencoder was compared with gated recurrent unit autoencoder. Both models achieve prediction accuracy within a range of 98%–100% for prediction as a first step. Recall and accuracy metrics for anomaly detection using kernel quantile estimator remains within 98%–100%, whereas the one-class support vector machine approach performs within the range of 99.3%–100%.

Research limitations/implications

The proposed approach does not consider socio-demographics or physiological information of drivers due to privacy concerns. However, it can be extended to correlate driver's physiological state such as fatigue, sleep and stress to correlate with driving behaviour and fuel economy. The anomaly detection approach here is limited to providing feedback to driver, it can be extended to give contextual feedback to the steering controller or throttle controller. In the future, a controller-based system can be associated with an anomaly detection approach to control the acceleration and braking action of the driver.

Practical implications

The suggested approach is helpful in monitoring and reinforcing fuel-economical driving behaviour among fleet drivers as per different environmental contexts. It can also be used as a training tool for improving driving efficiency for new drivers. It keeps drivers engaged positively by issuing a relevant warning for significant contextual anomalies and avoids issuing a warning for minor operational errors.

Originality/value

This paper contributes to the existing literature by providing an ML pipeline approach to track and monitor instantaneous fuel economy rather than relying on average fuel economy values. The approach is further extended to detect contextual driving behaviour anomalies and optimises fuel economy. The main contributions for this approach are as follows: (1) a prediction model is applied to fine-grained time series driving data to predict instantaneous fuel consumption. (2) Anomalous fuel economy is detected by comparing prediction error against a threshold and analysing error patterns based on contextual information.

Details

International Journal of Intelligent Computing and Cybernetics, vol. 15 no. 4
Type: Research Article
ISSN: 1756-378X

Keywords

Article
Publication date: 16 August 2022

Liyao Huang, Cheng Li and Weimin Zheng

Given the importance of spatial effects in improving the accuracy of hotel demand forecasting, this study aims to introduce price and online rating, two critical factors…

Abstract

Purpose

Given the importance of spatial effects in improving the accuracy of hotel demand forecasting, this study aims to introduce price and online rating, two critical factors influencing hotel demand, as external variables into the model, and capture the spatial and temporal correlation of hotel demand within the region.

Design/methodology/approach

For high practical implications, the authors conduct the case study in Xiamen, China, where the hotel industry is prosperous. Based on the daily demand data of 118 hotels before and during the COVID-19 period (from January to June 2019 and from January to June 2021), the authors evaluate the prediction performance of the proposed innovative model, that is, a deep learning-based model, incorporating graph convolutional networks (GCN) and gated recurrent units.

Findings

The proposed model simultaneously predicts the daily demand of multiple hotels. It effectively captures the spatial-temporal characteristics of hotel demand. In addition, the features, price and online rating of competing hotels can further improve predictive performance. Meanwhile, the robustness of the model is verified by comparing the forecasting results for different periods (during and before the COVID-19 period).

Practical implications

From a long-term management perspective, long-term observation of market competitors’ rankings and price changes can facilitate timely adjustment of corresponding management measures, especially attention to extremely critical factors affecting forecast demand, such as price. While from a short-term operational perspective, short-term demand forecasting can greatly improve hotel operational efficiency, such as optimizing resource allocation and dynamically adjusting prices. The proposed model not only achieves short-term demand forecasting, but also greatly improves the forecasting accuracy by considering factors related to competitors in the same region.

Originality/value

The originalities of the study are as follows. First, this study represents a pioneering attempt to incorporate demand, price and online rating of other hotels into the forecasting model. Second, integrated deep learning models based on GCN and gated recurrent unit complement existing predictive models using historical data in a methodological sense.

Details

International Journal of Contemporary Hospitality Management, vol. 35 no. 1
Type: Research Article
ISSN: 0959-6119

Keywords

Article
Publication date: 21 December 2021

Shanling Han, Shoudong Zhang, Yong Li and Long Chen

Intelligent diagnosis of equipment faults can effectively avoid the shutdown caused by equipment faults and improve the safety of the equipment. At present, the diagnosis of…

Abstract

Purpose

Intelligent diagnosis of equipment faults can effectively avoid the shutdown caused by equipment faults and improve the safety of the equipment. At present, the diagnosis of various kinds of bearing fault information, such as the occurrence, location and degree of fault, can be carried out by machine learning and deep learning and realized through the multiclassification method. However, the multiclassification method is not perfect in distinguishing similar fault categories and visual representation of fault information. To improve the above shortcomings, an end-to-end fault multilabel classification model is proposed for bearing fault diagnosis.

Design/methodology/approach

In this model, the labels of each bearing are binarized by using the binary relevance method. Then, the integrated convolutional neural network and gated recurrent unit (CNN-GRU) is employed to classify faults. Different from the general CNN networks, the CNN-GRU network adds multiple GRU layers after the convolutional layers and the pool layers.

Findings

The Paderborn University bearing dataset is utilized to demonstrate the practicability of the model. The experimental results show that the average accuracy in test set is 99.7%, and the proposed network is better than multilayer perceptron and CNN in fault diagnosis of bearing, and the multilabel classification method is superior to the multiclassification method. Consequently, the model can intuitively classify faults with higher accuracy.

Originality/value

The fault labels of each bearing are labeled according to the failure or not, the fault location, the damage mode and the damage degree, and then the binary value is obtained. The multilabel problem is transformed into a binary classification problem of each fault label by the binary relevance method, and the predicted probability value of each fault label is directly output in the output layer, which visually distinguishes different fault conditions.

Details

International Journal of Intelligent Computing and Cybernetics, vol. 15 no. 3
Type: Research Article
ISSN: 1756-378X

Keywords

Article
Publication date: 27 July 2022

Piyush Katariya, Vedika Gupta, Rohan Arora, Adarsh Kumar, Shreya Dhingra, Qin Xin and Jude Hemanth

The current natural language processing algorithms are still lacking in judgment criteria, and these approaches often require deep knowledge of political or social contexts…

Abstract

Purpose

The current natural language processing algorithms are still lacking in judgment criteria, and these approaches often require deep knowledge of political or social contexts. Seeing the damage done by the spreading of fake news in various sectors have attracted the attention of several low-level regional communities. However, such methods are widely developed for English language and low-resource languages remain unfocused. This study aims to provide analysis of Hindi fake news and develop a referral system with advanced techniques to identify fake news in Hindi.

Design/methodology/approach

The technique deployed in this model uses bidirectional long short-term memory (B-LSTM) as compared with other models like naïve bayes, logistic regression, random forest, support vector machine, decision tree classifier, kth nearest neighbor, gated recurrent unit and long short-term models.

Findings

The deep learning model such as B-LSTM yields an accuracy of 95.01%.

Originality/value

This study anticipates that this model will be a beneficial resource for building technologies to prevent the spreading of fake news and contribute to research with low resource languages.

Details

International Journal of Web Information Systems, vol. 18 no. 5/6
Type: Research Article
ISSN: 1744-0084

Keywords

Article
Publication date: 12 September 2023

Zengli Mao and Chong Wu

Because the dynamic characteristics of the stock market are nonlinear, it is unclear whether stock prices can be predicted. This paper aims to explore the predictability of the…

Abstract

Purpose

Because the dynamic characteristics of the stock market are nonlinear, it is unclear whether stock prices can be predicted. This paper aims to explore the predictability of the stock price index from a long-memory perspective. The authors propose hybrid models to predict the next-day closing price index and explore the policy effects behind stock prices. The paper aims to discuss the aforementioned ideas.

Design/methodology/approach

The authors found a long memory in the stock price index series using modified R/S and GPH tests, and propose an improved bi-directional gated recurrent units (BiGRU) hybrid network framework to predict the next-day stock price index. The proposed framework integrates (1) A de-noising module—Singular Spectrum Analysis (SSA) algorithm, (2) a predictive module—BiGRU model, and (3) an optimization module—Grid Search Cross-validation (GSCV) algorithm.

Findings

Three critical findings are long memory, fit effectiveness and model optimization. There is long memory (predictability) in the stock price index series. The proposed framework yields predictions of optimum fit. Data de-noising and parameter optimization can improve the model fit.

Practical implications

The empirical data are obtained from the financial data of listed companies in the Wind Financial Terminal. The model can accurately predict stock price index series, guide investors to make reasonable investment decisions, and provide a basis for establishing individual industry stock investment strategies.

Social implications

If the index series in the stock market exhibits long-memory characteristics, the policy implication is that fractal markets, even in the nonlinear case, allow for a corresponding distribution pattern in the value of portfolio assets. The risk of stock price volatility in various sectors has expanded due to the effects of the COVID-19 pandemic and the R-U conflict on the stock market. Predicting future trends by forecasting stock prices is critical for minimizing financial risk. The ability to mitigate the epidemic’s impact and stop losses promptly is relevant to market regulators, companies and other relevant stakeholders.

Originality/value

Although long memory exists, the stock price index series can be predicted. However, price fluctuations are unstable and chaotic, and traditional mathematical and statistical methods cannot provide precise predictions. The network framework proposed in this paper has robust horizontal connections between units, strong memory capability and stronger generalization ability than traditional network structures. The authors demonstrate significant performance improvements of SSA-BiGRU-GSCV over comparison models on Chinese stocks.

Details

Kybernetes, vol. ahead-of-print no. ahead-of-print
Type: Research Article
ISSN: 0368-492X

Keywords

Open Access
Article
Publication date: 6 April 2023

Karlo Puh and Marina Bagić Babac

Predicting the stock market's prices has always been an interesting topic since its closely related to making money. Recently, the advances in natural language processing (NLP…

4316

Abstract

Purpose

Predicting the stock market's prices has always been an interesting topic since its closely related to making money. Recently, the advances in natural language processing (NLP) have opened new perspectives for solving this task. The purpose of this paper is to show a state-of-the-art natural language approach to using language in predicting the stock market.

Design/methodology/approach

In this paper, the conventional statistical models for time-series prediction are implemented as a benchmark. Then, for methodological comparison, various state-of-the-art natural language models ranging from the baseline convolutional and recurrent neural network models to the most advanced transformer-based models are developed, implemented and tested.

Findings

Experimental results show that there is a correlation between the textual information in the news headlines and stock price prediction. The model based on the GRU (gated recurrent unit) cell with one linear layer, which takes pairs of the historical prices and the sentiment score calculated using transformer-based models, achieved the best result.

Originality/value

This study provides an insight into how to use NLP to improve stock price prediction and shows that there is a correlation between news headlines and stock price prediction.

Details

American Journal of Business, vol. 38 no. 2
Type: Research Article
ISSN: 1935-5181

Keywords

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