Learning to Estimate Search Progress Using Sequence of States

Modern decision-making in fixed income asset management benefits from intelligent systems, which involve the use of state-of-the-art machine learning models and appropriate methodologies. We conduct the first study of bond yield forecasting using long short-term memory (LSTM) networks, validating its potential and identifying its memory advantage. Specifically, we model the 10-year bond yield using univariate LSTMs with three input sequences and five forecasting horizons. We compare those with multilayer perceptrons (MLP), univariate and with the most relevant features. To demystify the notion of black box associated with LSTMs, we conduct the first internal study of the model. To this end, we calculate the LSTM signals through time, at selected locations in the memory cell, using sequence-to-sequence architectures, uni and multivariate. We then proceed to explain the states’ signals using exogenous information, for what we develop the LSTM-LagLasso methodology. The results show that the univariate LSTM model with additional memory is capable of achieving similar results as the multivariate MLP using macroeconomic and market information. Furthermore, shorter forecasting horizons require smaller input sequences and vice-versa. The most remarkable property found consistently in the LSTM signals, is the activation/deactivation of units through time, and the specialisation of units by yield range or feature. Those signals are complex but can be explained by exogenous variables. Additionally, some of the relevant features identified via LSTM-LagLasso are not commonly used in forecasting models. In conclusion, our work validates the potential of LSTMs and methodologies for bonds, providing additional tools for financial practitioners.

Most Graph Neural Networks (GNNs) follow the message-passing scheme. Residual connection is an effective strategy to tackle GNNs' over-smoothing issue and performance reduction issue on non-homophilic networks. Unfortunately, the coarse-grained residual connection still suffers from class-imbalanced over-smoothing issue, due to the fixed and linear combination of topology and attribute in node representation learning. To make the combination flexible to capture complicated relationship, this paper reveals that the residual connection needs to be node-dependent, layer-dependent, and related to both topology and attribute. To alleviate the difficulty in specifying complicated relationship, this paper presents a novel perspective on GNNs, i.e., the representations of one node in different layers can be seen as a sequence of states. From this perspective, existing residual connections are not flexible enough for sequence modeling. Therefore, a novel node-dependent residual connection, i.e., Long Short-Term Graph Memory Network (LSTGM) is proposed to employ Long Short-Term Memory (LSTM), to model the sequence of node representation. To make the graph topology fully employed, LSTGM innovatively enhances the updated memory and three gates with graph topology. A speedup version is also proposed for effective training. Experimental evaluations on real-world datasets demonstrate their effectiveness in preventing over-smoothing issue and handling networks with heterophily.

Hydrate plugging and pipeline leak can impair the normal operation of natural gas pipeline and may lead to serious accidents. Since natural gas pipeline safety monitoring based on active acoustic excitation can detect and locate not only the two abnormal events but also normal components such as valves and pipeline elbows, recognition and classification of these events are of great importance to provide maintenance guidance for the pipeline operators and avoid false alarm. In this article, long short-term memory (LSTM) network is introduced and applied to classify detection signals of hydrate plugging, pipeline leak, and elbow. Adaptive moment estimation (Adam) algorithm is introduced and utilized to accelerate the long short-term memory network convergence in training. Experimental results demonstrate that the network with three layers and 64 units per cell performs the best. The cross-entropy loss in training is 0.0005, and classification accuracies are all 100% in training, validation, and testing which verify the validity of the long short-term memory network. Therefore, the method based on the long short-term memory network and adaptive moment estimation algorithm can work efficiently on pipeline events classification and has great guiding significance for safety assurance of natural gas transmission.

The developed research includes an Long Short-Term Memory (LSTM) network with IoT sensor data for the management of rice crop irrigation. Optimizing the amount of water required for rice crops is very critical, based on real-time predictions of the actual environmental and soil parameters including moisture, temperature, humidity, and rainfall as well as all other possible related factors. IoT sensors installed in agricultural fields gathered data, which was transmitted to a controller and then uploaded to the cloud for further processing. The training dataset contained 5,600 records. In this research, 70% was used for training and the rest 30% for testing. Three LSTM models were used for analyzing sensor data and predicting the need for irrigation and controlling the irrigation pump accordingly. These were Vanilla LSTM, Stacked LSTM, and Bidirectional LSTM. It was evaluated the performance of the models developed using precision, recall, F1 score, accuracy, and other performance measures such as Mean Absolute Error (MAE), Root Mean Squared Error (RMSE), and R<sup xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">2</sup> Score. Bidirectional LSTM was determined to have the best performance, with MAE at 0.15, RMSE at 0.24, and an R2 score of 0.93, exhibiting high accuracy and predictive power. The Stacked LSTM and Vanilla LSTM also gave fair results, in terms of having R2 values of 0.89 and 0.84, respectively. The number of training and memory used for the computation were also given, with Vanilla LSTM taking least, followed by Stacked LSTM and Bidirectional LSTM. These results suggest that the LSTM networks can potentially be capable of improving the irrigation management such that more water is conserved and, subsequently, more suitable for agricultural productivity.

This paper aims to predict the occurrence of pests and diseases for cotton based on long short term memory (LSTM) network. First, the problem of occurrence of pests and diseases was formulated as time series prediction. Then LSTM was adopted to solve the problem. LSTM is a special kind of recurrent neutral network (RNN), which introduces gate mechanism to prevent the vanished or exploding gradient problem. It has been shown good performance in solving time series problem and can handle the long-term dependency problem, as mentioned in many literatures. The experimental results showed that LSTM performed good on the prediction of occurrence of pests and diseases in cotton fields, and yielded an Area Under the Curve (AUC) of 0.97. The paper further verified that the weather factors indeed have strong impact on the occurrence of pests and diseases, and the LSTM network has great advantage on solving the long-term dependency problem.

In order for the detection ability of floating small targets in sea clutter to be improved, on the basis of the complete ensemble empirical mode decomposition (CEEMD) algorithm, the high-frequency parts and low-frequency parts are determined by the energy proportion of the intrinsic mode function (IMF); the high-frequency part is denoised by wavelet packet transform (WPT), whereas the denoised high-frequency IMFs and low-frequency IMFs reconstruct the pure sea clutter signal together. According to the chaotic characteristics of sea clutter, we proposed an adaptive training timesteps strategy. The training timesteps of network were determined by the width of embedded window, and the chaotic long short-term memory network detection was designed. The sea clutter signals after denoising were predicted by chaotic long short-term memory (LSTM) network, and small target signals were detected from the prediction errors. The experimental results showed that the CEEMD-WPT algorithm was consistent with the target distribution characteristics of sea clutter, and the denoising performance was improved by 33.6% on average. The proposed chaotic long- and short-term memory network, which determines the training step length according to the width of embedded window, is a new detection method that can accurately detect small targets submerged in the background of sea clutter.

A combined missing data filling approach based on the spectral analysis and the Long Short-Term Memory (LSTM) network is put forward in this paper to solve the data missing problem in wind speed. Firstly, the periodicity of wind speed data is determined by the periodogram and spectral density estimation results. Then two periodicity-related prediction filling strategies named the forward periodic prediction filling and the inverse periodic prediction filling are designed and realized through LSTM networks along with a non-periodicity-related sequence prediction filling strategy called the sequence prediction filling. Finally, the results of the three prediction filling models are combined according to the best weight vector obtained by the parameter optimization algorithm. Error comparison results demonstrate that the proposed approach performs well in wind speed missing data filling.

As a kind of continuous time series, plantar pressure data contains rich contact of time information which has not been fully utilized in existing gait recognition methods. In this paper, we proposed a new gait recognition method based on plantar pressure data with a Long Short-Term Memory (LSTM) network. By normalization and dimensionality reduction, the raw pressure data was converted to feature tensor. Then we feed the LSTM network with the feature tensors and implement classification recognition. We collected data from 93 subjects of different age groups, and each subjects was collected 10 sets of pressure data. The experiment results turn out that our LSTM network can get high classification accuracy and performs better than CNN model and many traditional methods.

In recent years, with the advance of Artificial Intelligence, automatic music composition has been demonstrated. However, there are many music genres and music instruments. For a same piece of music, different music instruments would produce different effects. Invented some 2500 years ago, Guzheng is one of the oldest music instruments in China and the world. It has distinct timbres and patterns that cannot be duplicated by other music instruments. Therefore, it is interesting to see whether AI can compose Guzheng music or alike. In this paper we present a method that can automatically compose and play Guzheng music. First, we collect a number of existing Guzheng music pieces and convert them into Music Instrument Digital Interface format. Second, we use these data to train a Long Short-Term Memory (LSTM) network and use the trained network to generate new Guzheng music pieces. Next, we use the Reinforcement Learning to optimize the LSTM network by adding special Guzheng playing techniques. Comparing to the existing AI methods, such as LSTM and Generative Adversary Network, our new method is more effective in capturing the characteristics of Guzheng music. According to the evaluations from skilled Guzheng players and general audiences, our Guzheng music is very close to the real Guzheng music. The presented method can also be used to automatically compose the music of other Chinese music instruments.

Seismic response prediction of RC bridge piers through stacked long short-term memory network

Correcting mean areal precipitation forecasts to improve urban flooding predictions by using long short-term memory network

Offshore wind turbines (OWTs) have complex operating conditions and are prone to accidents. Timely and accurate vibration prediction can reduce the probability of failure of OWTs. To address this issue, this study proposed a vibration prediction model based on long short-term memory (LSTM) network. The proposed prediction model was applied to an OWT in an offshore wind farm in China, and three evaluation indicators, i.e. mean absolute error (MAE), mean absolute percentage error (MAPE), and root mean square error (RMSE), were used to verify the vibration prediction performance of LSTM. The results demonstrated that the prediction accuracy of LSTM was better than that of back propagation (BP) neural network, and LSTM had optimum engineering practicability. The prediction accuracy of LSTM and BP neural networks decreased with an increase in prediction durations. However, the prediction accuracy of LSTM was higher. This study improves the online safety monitoring of OWTs.

Multi-fidelity surrogate modeling using long short-term memory networks

Ship detection is one of the important ocean applications of radar images. However, researches for ship detection in low-resolution images are relatively scarce. To improve the ship detection performance in low-resolution conditions, the paper adopts the range-Doppler (RD) images and takes advantage of the multi-frame information with the long short-term memory (LSTM) network. In this paper, the interpolation method and the LSTM method are proposed, which have the advantages of speed and precision respectively and show strong anti-interference ability.

A fault diagnosis method for small pressurized water reactors based on long short-term memory networks