Deep learning for Bitcoin price direction prediction: models and trading strategies empirically compared

This study aimed to improve apple slices’ color and drying kinetics by optimizing the hot-air drying process, utilizing machine and deep learning models. Different steam blanching times (30, 60, 90, and 120 s), drying temperatures (50, 55, 60, 65, and 70 °C), and humidity control methods (full humidity removal or temperature–humidity control) were examined. These factors significantly affected the quality of apple slices. 60 s blanching, 60 °C temperature, and full dehumidification represented the optimal drying conditions for apple slices’ dehydration, achieving better drying kinetics and the best color quality. However, the fastest drying process (40 min) was obtained at a 60 °C drying temperature combined with complete dehumidification after 90 s blanching. Furthermore, machine and deep learning models, including backpropagation (BP), convolutional neural network–long short-term memory (CNN-LSTM), temporal convolutional network (TCN), and long short-term memory (LSTM) networks, effectively predicted the moisture content and color variation in apple slices. Among these, LSTM networks demonstrated exceptional predictive performance with an R2 value exceeding 0.98, indicating superior accuracy. This study provides a scientific foundation for optimizing the drying process of apple slices and illustrates the potential application of deep learning in the agricultural processing and engineering fields.

Monaural Speech Enhancement Using a Multi-Branch Temporal Convolutional Network

Research on smartphone-based human activity recognition (HAR) is prevalent in the field of healthcare, especially for elderly activity monitoring. Researchers usually propose to use of accelerometers, gyroscopes or magnetometers that are equipped in smartphones as an individual sensing modality for human activity recognition. However, any of these alone is limited in capturing comprehensive movement information for accurate human activity analysis. Thus, we propose a smartphone-based HAR approach by leveraging the inertial signals captured by these three sensors to classify human activities. These heterogeneous sensors deliver information on various aspects of nature, motion and orientation, offering a richer set of features for more accurate representations of the activities. Hence, a deep learning approach that amalgamates long short-term memory (LSTM) in temporal convolutional network (TCN) is proposed. We use independent temporal convolutional networks, coined as temporal convolutional streams, to independently analyse the temporal data of each sensing modality. We name this architecture multi-stream TC-LSTM. The performance of multi-stream TC-LSTM is assessed on the self-collected elderly activity database. Empirical results exhibit that multi-stream TC-LSTM outperforms the existing machine learning and deep learning models, with an F1 score of 98.3 %

Abstract. The present work proposes a prediction model of significant wave height (SWH) and average wave period (APD) based on variational mode decomposition (VMD), temporal convolutional networks (TCNs), and long short-term memory (LSTM) networks. The wave sequence features were obtained using VMD technology based on the wave data from the National Data Buoy Center. Then the SWH and APD prediction models were established using TCNs, LSTM, and Bayesian hyperparameter optimization. The VMD–TCN–LSTM model was compared with the VMD–LSTM (without TCN cells) and LSTM (without VMD and TCN cells) models. The VMD–TCN–LSTM model has significant superiority and shows robustness and generality in different buoy prediction experiments. In the 3 h wave forecasts, VMD primarily improved the model performance, while the TCN had less of an influence. In the 12, 24, and 48 h wave forecasts, both VMD and TCNs improved the model performance. The contribution of the TCN to the improvement of the prediction result determination coefficient gradually increased as the forecasting length increased. In the 48 h SWH forecasts, the VMD and TCN improved the determination coefficient by 132.5 % and 36.8 %, respectively. In the 48 h APD forecasts, the VMD and TCN improved the determination coefficient by 119.7 % and 40.9 %, respectively.

Multivariate time-series forecasting is one of the crucial and persistent challenges in time-series forecasting tasks. As a kind of data with multivariate correlation and volatility, multivariate time series impose highly nonlinear time characteristics on the forecasting model. In this paper, a new multivariate time-series forecasting model, multivariate temporal convolutional attention network (MTCAN), based on a self-attentive mechanism is proposed. MTCAN is based on the Convolution Neural Network (CNN) model, using 1D dilated convolution as the basic unit to construct asymmetric blocks, and then, the feature extraction is performed by the self-attention mechanism to finally obtain the prediction results. The input and output lengths of this network can be determined flexibly. The validation of the method is carried out with three different multivariate time-series datasets. The reliability and accuracy of the prediction results are compared with Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), Convolutional Long Short-Term Memory (ConvLSTM), and Temporal Convolutional Network (TCN). The prediction results show that the model proposed in this paper has significantly improved prediction accuracy and generalization.

In this paper, we develop a method based on a deep learning method in financial market prediction, which includes BRICS economies as the test cases. Financial markets are rife with volatility that is affected by a "bed of complexity," coddled by local and distal factors. To leverage these vast datasets both deep learning models such as Convolutional Neural Networks (CNNs), Long Short Term Memory (LSTM) networks as well as hybrid architectures are used in this study. The paper evaluates the predictive accuracy of the models, and by so doing, identifies their strengths in predicting temporal dependencies and intricate market patterns. In particular, deep learning techniques are applied to case studies of individual countries in the BRICS to highlight the application of deep learning to disparate country specific problems, such as liquidity crises and market shocks. These findings show that classical statistical methods are outperformed by deep learning systems in a precise and reliable financial forecasting. This research highlights the ability of AI driven systems to change financial decision making processes, improving investor confidence and improving economic stability in BRICS nations. This study also readers the value of deep learning in financial market analysis, especially in economies in the developing countries. Application of techniques and architectures e.g. Convolutional Neural Networks (CNNs) that excel at identifying spatial patterns, and Long Short-Term Memory (LSTM) networks renowned for their prowess on sequential and time series data, for real world market prediction are explained. In addition, the research discusses hybrid architectures which extend knowledge, fusing strengths of both architectures to improve prediction accuracy and how deep learning develops to solve particular financial challenges. Through reading these notes readers get exposed to data preprocessing techniques such as normalization and feature selection which are important for boosting deep learning performance. The paper also includes an introduction to the evaluation of models using MSE and R-squared values for validating them in terms of reliable outputs. This research combines deep learning theory and practical case study to offer a useful educational resource for students, researchers, and practitioners who want to apply AI in financial forecasting in complex and dynamic global markets.

Predicting Bitcoin price is a universal research area as it attains significance in predicting the market way of its rate so that, investors could procure profits. Concurrently, with the evolution of Machine Learning (ML), researchers attempted to use ML based algorithms for forecasting the Bitcoin price. However, these researches have resulted in inefficient prediction due to error rate. For alleviating such pitfalls, this study intends to forecast the Bitcoin price by comparing its deviations pre and post Covid using suitable ML algorithms. To achieve this, the study proposes Auto Regressive Integrated Moving Average (ARIMA) with Optimized Genetic Algorithm (OGA). In this case, ARIMA model is considered as it possess the innate ability in capturing standard temporal reliances which is distinct to time-series data. Further, hyperparameters are selected by GA based on the fitness function. Based on this, hyperparameter tuning is performed which assist to improvise the model performance. For determining if there exists any deviations in Bitcoin price (pre and post Covid), Augmented Dickey Fuller (ADF) test is considered. Further, comparative analysis is regarded in accordance with performance metrics to validate the performance of the proposed system which proves its effectiveness in predicting Bitcoin price.

In this paper, we investigate how a deep learning machine learning model can be applied to improve Bitcoin price forecasting and trading by incorporating unstructured information from financial news. The two-stage model we propose that includes financial news significantly outperforms machine learning models without financial news. In the first stage, we leverage long short-term memory (LSTM) networks to extract structured information from financial news. In the second stage, we apply machine learning models with structured input from financial news to the prediction of Bitcoin prices. In addition to the superior performance relative to machine learning models without input from financial news, we find that the out-of-time rate of return attained with the proposed forecasting system is substantially higher than for a buy-and-hold strategy. Our study highlights how combining deep learning and financial news offers investors and traders support for the monetization of unstructured data in finance.

Forecasting photovoltaic (PV) power generation, as in many other time series scenarios, is a challenging task. Most current solutions for time series forecasting are grounded on Machine Learning (ML) algorithms, which usually outperform statistical-based methods. However, solutions based on ML and, more recently, Deep Learning (DL) have been found vulnerable to adversarial attacks throughout their execution. With this in mind, in this work we explore four time series analysis techniques, namely Naive, a baseline technique for time series, Auto-regressive Integrated Moving Average (ARIMA), from the statistical field, and Long Short-term Memory (LSTM) and Temporal Convolutional Network (TCN), from the DL family. These techniques are used to forecast the power generation of a PV power plant 15 minutes and 24 hours ahead, having as input only power generation historical data. Two main aspects were analyzed: i) how training size influenced the performance of the forecasting models and ii) how univariate time series data could be modified by an adversarial attack to decrease models’ performance through cross-technique transferability. For i), the mentioned methods were used and evaluated with monthly updates. For ii), Fast Gradient Sign Method (FGSM), along with a logistic regression substitute model and past data, were used to perform attacks against DL models at test time. LSTM and TCN decreased the error as the training sample size increased and outperformed Naive and ARIMA models. Adversarial samples were able to reduce the performance of LSTM and TCN, particularly for short-term forecasts.

Remaining Useful Life (RUL) prediction is a critical technology in prognostics and health management. Rotating machinery plays an indispensable role in industrial processes, and accurate RUL prediction for such equipment is essential to ensure production continuity, optimize maintenance strategies and reduce operational costs. In recent years, deep learning has emerged as a powerful tool for the analysis of multi-source monitoring data derived from rotating machinery, owing to its exceptional proficiency in feature extraction and non-linear modelling. This approach can effectively excavate the deeper-level information within the data, thereby improving prediction accuracy. Consequently, deep learning demonstrates significant application value and broad development prospects in RUL prediction for rotating machinery. This paper provides a comprehensive review of the application of deep learning techniques in RUL prediction for rotating machinery. Firstly, it introduces a unified framework for RUL prediction based on deep learning methodologies. The article then elaborates on the theoretical foundations of several key learning methods, including autoencoders, convolutional neural networks, long short-term memory, gated recurrent units, as well as emerging models such as transformers, temporal convolutional networks and graph neural networks. Subsequently, the paper summarizes the applications of these deep learning methods in RUL prediction for rotating machinery, evaluating the specific problems each method addresses based on their distinct characteristics. Finally, it discusses the significant challenges that deep learning faces within this domain and outlines potential directions for future research.

Commodity markets, such as crude oil and precious metals, play a strategic role in the economic development of nations, with crude oil prices influencing geopolitical relations and the global economy. Moreover, gold and silver are argued to hedge the stock and cryptocurrency markets during market downsides. Therefore, accurate forecasting of crude oil and precious metals prices is critical. Nevertheless, due to the nonlinear nature, substantial fluctuations, and irregular cycles of crude oil and precious metals, predicting their prices is a challenging task. Our study contributes to the commodity market price forecasting literature by implementing and comparing advanced deep-learning models. We address this gap by including silver alongside gold in our analysis, offering a more comprehensive understanding of the precious metal markets. This research expands existing knowledge and provides valuable insights into predicting commodity prices. In this study, we implemented 16 deep- and machine-learning models to forecast the daily price of the West Texas Intermediate (WTI), Brent, gold, and silver markets. The employed deep-learning models are long short-term memory (LSTM), BiLSTM, gated recurrent unit (GRU), bidirectional gated recurrent units (BiGRU), T2V-BiLSTM, T2V-BiGRU, convolutional neural networks (CNN), CNN-BiLSTM, CNN-BiGRU, temporal convolutional network (TCN), TCN-BiLSTM, and TCN-BiGRU. We compared the forecasting performance of deep-learning models with the baseline random forest, LightGBM, support vector regression, and k-nearest neighborhood models using mean absolute error (MAE), mean absolute percentage error, and root mean squared error as evaluation criteria. By considering different sliding window lengths, we examine the forecasting performance of our models. Our results reveal that the TCN model outperforms the others for WTI, Brent, and silver, achieving the lowest MAE values of 1.444, 1.295, and 0.346, respectively. The BiGRU model performs best for gold, with an MAE of 15.188 using a 30-day input sequence. Furthermore, LightGBM exhibits comparable performance to TCN and is the best-performing machine-learning model overall. These findings are critical for investors, policymakers, mining companies, and governmental agencies to effectively anticipate market trends, mitigate risk, manage uncertainty, and make timely decisions and strategies regarding crude oil, gold, and silver markets.

Multisource biosignals are being increasingly used in human–machine interaction applications. In particular, a critical problem in exoskeleton-assisted rehabilitation for patients with hemiplegia is the generation of rhythmic and symmetrical locomotion. To support lower limb rehabilitation, we propose a model for predicting contralateral joint angles using multisource biosignals. First, a vibroarthrography (VAG) sensor is attached to the affected leg, and surface electromyography sensors are attached to the sound leg. The corresponding signals are used to estimate the hip, knee, and ankle joint angles of the affected leg. Second, an algorithm based on a temporal convolution network (TCN) is introduced to predict the contralateral lower-limb joint angles during human locomotion. The TCN is compared with a long short-term memory (LSTM) network and a convolutional neural network. Experiments were conducted by 10 healthy participants. The results of the proposed model were compared with measurements from encoders in three joints mounted on an exoskeleton to verify the applicability of the proposed model. In addition, by using the outputs of a motion capture system as the ground truth, the experimental results validated the model prediction performance. The prediction root mean square error (RMSE) of the TCN was 52%–70% lower than that of the LSTM network and CNN at different paces. The prediction RMSE using VAG was 20%–24% lower than that without using VAG. Note to Practitioners—We propose a model for predicting the contralateral lower-limb joint angles of an exoskeleton. The model uses measurements from multiple biosignal sensors to support exoskeleton-assisted hemiplegia rehabilitation. A sensing system based on acoustic signals and bioelectric signals is developed to improve the joint angle prediction in the affected leg of patients with hemiplegia. A temporal convolution network is implemented to estimate joint angles, and training considering the root mean square error and Pearson correlation coefficient as evaluation indicators is performed. Unlike similar methods that include no sensory feedback from the affected leg, the proposed method incorporates VAG signals from the affected leg and sEMG signals from the sound leg to handle different degrees of hemiplegia and support the generation of rhythmic and symmetrical locomotion for gait rehabilitation using an exoskeleton.

Tool wear is an inevitable and critical problem in manufacturing systems. Accurate prediction of tool wear under varying operation conditions is a hot and challenging problem. In this paper, temporal convolutional network (TCN) is employed to predict tool wear using raw sensor signals. Dilated causal convolution and residual connections are used in TCN to form a more flexible structure with stable training gradients for sequential modeling. In addition, auxiliary learning is used in this paper to enhance model performance under varying operation conditions. An auxiliary task of recognizing operating conditions is designed to support the tool wear prediction task. Experiment on a real milling wear dataset illustrates the superiority of TCN for tool wear prediction compared with traditional convolutional neural network (CNN) and long short-term memory (LSTM) network. Experimental results also demonstrate the effectiveness of the proposed auxiliary learning.

The General Movements Assessment (GMA) is a non-invasive procedure to diagnose developmental defects that may lead to Cerebral Palsy (CP) and other physical disabilities in infants under the age of three months. This project aims to categorize movements of patients using deep neural networks (DNN) which in the long run can be used in automating GMA. The primary objective here is to determine the optimal neural network (NN) model for classifying videos. For this purpose, three network models were developed to assess their ability to manage the videos, namely, Long short-term memory (LSTM), Convolutional LSTM (ConvLSTM), and Temporal Convolutional Network (TCN). The implementation results suggested that using a TCN structure may be well-suited for use with videos. Convolutional neural networks (CNNs) are the most often used image classification architecture, and these systems often serve as the basis for all three versions. The results of the three models in video classifying indicate that classifying videos with TCN can be an effective and robust process, and the ConvLSTM model can also be very effective with further development.

The prediction of wind energy generation is important to enhance the performance and dependability of renewable energy systems due to the rising demand for wind-generated electricity and advancements in wind energy technology competitiveness. This study leverages advanced machine learning (ML) and some other statistical and deep learning based time series forecasting models to enhance the accuracy of wind energy predictions. This comprehensive analysis includes nine ML models—Linear Regression, Random Forests (RF), Gradient Boosting Machines (GBM), Support Vector Machines (SVM), K-Nearest Neighbors (KNN), AdaBoost, XGBoost, Support Vector Regression (SVR), and Neural Networks—as well as Four time-series forecasting models—ARIMA, Temporal Convolutional Networks (TCNs), Long Short-Term Memory (LSTM) networks and GRU. Each ML model underwent rigorous cross-validation to ensure optimal performance. The assessment criteria utilized here comprised the Mean Squared Error (MSE), Root Mean Squared Error (RMSE), Mean Absolute Error (MAE), and the R² Score. It was found that among the nine ML models, Random Forests, GBM and KNN consistently provided superior accuracy and robustness, making them the top choices for wind energy prediction whereas the performance of linear regression, SVM and SVR were very poor for the considered dataset. From the experiment, Random Forest, GBM, and KNN showed the best performance with low MSE values of 0.77, 1.95, and 1.51 respectively, while other models had MSEs above 7.5, with AdaBoost reaching 30. Their RMSEs (0.88, 1.40, 1.23) and MAEs (0.093, 0.73, 0.10) also indicate strong predictive accuracy compared to the rest.In this paper, time series forecasting, TCNs, LSTM and GRU networks showed strong capabilities in capturing temporal dependencies and trends within the wind energy data. Visualization techniques were employed to compare model performances comprehensively, providing clear insights into their predictive power. Therefore, this present study offers a robust framework for researchers and practitioners aiming to leverage machine learning and time series forecasting in the realm of renewable energy prediction.