LSTM Based New Probability Features Using Machine Learning to Improve Network Attack Detection

This study utilizes Long Short-Term Memory (LSTM) networks to predict stock prices in the Nepal Stock Exchange (NEPSE), aiming to support investment decision-making. LSTM’s capability to model= temporal dependencies enables it to outperform traditional models in forecasting accuracy. The research uses historical data from insurance companies listed in NEPSE between 2020 and 2024. Evaluation metrics including MAE, MSE, and RMSE demonstrate the effectiveness of the LSTM model. The results are valuable for investors seeking to minimize risk and optimize returns through data-driven strategies. This research employs a Long Short-Term Memory (LSTM) model to predict stock prices in Nepal Stock Exchange (NEPSE). It aims to evaluate accuracy and effectiveness of LSTM in stock price forecasting. LSTM networks, known for their ability to capture complex temporal dependencies, are applied to analyze historical stock price trends. The findings suggest that LSTM models can significantly improve prediction accuracy and offer valuable insights for investors and financial analysts. This paper outlines the methodologies used, presents detailed results, and discusses the implications for investment decision-making.

With the rapid increase in bridge spans, the mitigation of risk to flutter (aeroelastic instability) is of critical importance in the design of long-span bridges, especially considering the more frequent intense hurricanes under climate change. Although the strong nonlinearities of the aeroelastic (self-excited) forces in wind–bridge interactions can be well captured through either numerical simulations or experimental tests, both are expensive and time consuming. Hence, it is important to develop an efficient reduced-order model for the simulations of nonlinear aeroelastic forces on the bridge decks. This study proposes a reduced-order model based on the long short-term memory (LSTM) network to simulate the nonlinear aeroelastic forces on bridge decks with various leading edges, and thus rapidly predict the corresponding post-flutter behaviors of long-span bridges. To generate the training datasets, computational fluid dynamics (CFD) was employed to simulate the nonlinear aeroelasticities of bridge decks with a wide range of leading-edge configurations and wind speeds. Trained on the high-fidelity CFD datasets, the LSTM network takes the motion of a bridge deck, leading-edge angles and wind speeds as inputs and outputs the nonlinear aeroelastic forces on the bridge decks. A hybrid loss function utilizing the prediction errors of both aeroelastic forces simulated by the LSTM network and the bridge deck responses calculated by the Newmark-β algorithm was introduced into the training process to improve the network performance. The prediction results of the trained LSTM model were compared with the CFD simulations, which demonstrated that the nonlinear aeroelastic forces of the bridge deck with various leading edges can be accurately and efficiently acquired by the proposed LSTM model.

Utilization of the Long Short-Term Memory network for predicting streamflow in ungauged basins in Korea

To address the issues of slow convergence speed, poor dynamic adaptability, and path redundancy in the Double Deep Q Network (DDQN) within complex obstacle environments, this paper proposes an enhanced algorithm within the deep reinforcement learning framework. This algorithm, termed LPDDQN, integrates Prioritized Experience Replay (PER) and the Long Short Term Memory (LSTM) network to improve upon the DDQN algorithm. First, Prioritized Experience Replay (PER) is utilized to prioritize experience data and optimize storage and sampling operations through the SumTree structure, rather than the conventional experience queue. Second, the LSTM network is introduced to enhance the dynamic adaptability of the DDQN algorithm. Owing to the introduction of the LSTM model, the experience samples must be sliced and populated. The performance of the proposed LPDDQN algorithm is compared with five other path planning algorithms in both static and dynamic environments. Simulation analysis shows that in a static environment, LPDDQN demonstrates significant improvements over traditional DDQN in terms of convergence, number of moving steps, success rate, and number of turns, with respective improvements of 24.07%, 17.49%, 37.73%, and 61.54%. In dynamic and complex environments, the success rates of all algorithms, except TLD3 and the LPDDQN, decreased significantly. Further analysis reveals that the LPDDQN outperforms the TLD3 by 18.87%, 2.41%, and 39.02% in terms of moving steps, success rate, and number of turns, respectively.

A novel coronavirus (COVID-19) epidemic was declared an international public health crisis by the World Health Organization (WHO) in the month of March 2020. COVID-19 has spread rapidly in many countries, including India. A Deep Learning (DL) algorithm plays a vital role in the epidemic analysis and forecasting of infectious disease. In addition to that, DL approaches help expose epidemic patterns. The Long Short-Term Memory (LSTM) network and Moving Average (MA) techniques are used to predict daily confirmed, active and deceased cases in India. In this chapter, we propose an efficient LSTM algorithm to investigate the transmission growth of the COVID-19outbreak in India and predict future occurrences of transmission by using the Moving Average analysing tool and LSTM Network model. The proposed LSTM model uses COVID-19demographic data to predict future characteristics of pandemic cases, such as confirmed cases, active cases and mortality. By considering the actual reported cases in the state of India, numerical simulations are executed with developed LSTM model; the proposed model precisely predicted the future trend of COVID-19spread in India.

An accurate electrical Short-term Load Forecasting (STLF) is an eminent factor in the power generation, electrical load dispatching and energy planning for the power supply companies, specifically in developing countries. This paper proposes a novel temporal feature selection-based Long Short-term Memory (LSTM) model developed by the combination of standard Artificial Neural Network (ANN) layer and LSTM for electrical short term load forecasting. The LSTM model has excellent capability of predicting the stochastic nature of an hour ahead electrical loads. The standard ANN layer consisting 11 neurons is used as an input to LSTM cells. Such a combination of ANN layer with LSTM was never proposed before. The proposed model accommodates variations in weather as well as temporal inputs like humidity, holidays, and date-time features in the hourly load data of the power supply company situated in Johor, Malaysia. This paper gives the insights of hyper parameter tuning to capture the more generalized electrical load patterns in the dataset without compromising the time complexity of the proposed model. The proposed approach was compared with five existing approaches, namely: ANN, LSTM model 1, LSTM model 2, LSTM model 3 and Convolutional Neural Network-LSTM (CNN-LSTM) using hourly load dataset of Johor. The experimental results demonstrate that the proposed approach outperformed the existing approaches in terms of root mean square error, mean absolute percentage error and Diebold-Mariano statistical inference test within 95% confidence interval.

Time series analysis plays an important role in many fields. Autoregressive Integrated Moving Average (ARIMA) and Long Short-Term Memory (LSTM) methods are the most common tools to forecast sequential and time series data. However, both of them have obvious defects. The ARIMA model cannot capture non-linear information in sequences. Although the LSTM network is good at learning dynamic variations, it is prone to overfitting and requires a mass of long-term data. In this study, a hybrid technology blending the ARIMA and the LSTM algorithms was utilized to forecast the number of cases of influenza in China. This hybrid method leveraged the advantages of the ARIMA model and the LSTM network. Firstly, the ARIMA model was used to analyze the linear relationship within the time series. Then, the residuals of the ARIMA were taken as the input values to train the LSTM networks. A new hybrid ARIMA-LSTM model obtained, combining a SARIMA (0,1,0) (1,0,0)52 model and a LSTM model with 50 epochs and 32 batch size. This model successfully addressed the previously mentioned issues and enhanced the precision of the predictions. It managed to reduce 4.6% of RMSE, 8.9% of MSE, and 13.9% of MAE. In addition, this new algorithm was found that it didn’t have a high requirement like the individual LSTM model. Since there were not very many observations in the dataset, the performance of the individual LSTM model was not good. However, the integrated model improved this problem and obtained a more precise prediction. Even though the hybrid model had a better performance on prediction, it still has the risk of overfitting the data. The future work will be to improve the hybrid model to decrease this risk by adding more variables and modifying the structure of the LSTM model. Meanwhile, applying this method to another field further proves its feasibility and provides more effective prediction models.

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.

<p dir="ltr">Recurrent Neural Networks (RNNs) are a major class of Artificial Neural Networks (ANNs). Suitable network architecture is vital for RNNs to achieve high performance. However, designing the architecture of deep RNNs (DRNNs) is a complicated and time-consuming process. Each layer of a DRNN contains numerous hyper-parameters. It is challenging to optimize the hyper-parameters of all layers jointly to achieve the best possible learning performance. Trial-and-error methods for designing DRNNs have been proven to be laborious and highly costly in practice. Therefore, an efficient automatic architecture search technique is needed to design DRNNs.</p><p dir="ltr">Genetic Algorithm (GA) is a popular evolutionary computation based approach. Existing research works already explored the use of GAs in designing ANNs. But, most of the existing approaches focus on the design of fixed-depth ANNs. However, it is not easy to fix the depth of DRNNs in advance, since different problems need DRNNs of different depths. Hence, the potential of GA has to be further explored to evolve the architecture of DRNNs of varying depths.</p><p dir="ltr">The primary goal of this thesis is to develop advanced GA approaches for designing Long Short Term Memory (LSTM) based DRNN architectures of varying depths effectively and efficiently.</p><p dir="ltr">Firstly, this thesis proposes a GA-based algorithm called Two-Stage Surrogate-Assisted GA (TS-SA-GA) with a progressive incremental strategy to design the architecture of LSTM networks of varying depths. The progressive approach can effectively extend well-designed shallow networks to high performing deep networks. Moreover, the new GA-based algorithm adopts newly designed knowledge-driven crossover and mutation operators to identify and repair LSTM network designs affected by inappropriate use of activation functions, thereby significantly reducing the chances for GA to evolve hard-to-train LSTM network architectures. Furthermore, this thesis proposes a two-stage surrogate method to predict the trainability and fitness of LSTM networks. This improves the efficiency and effectiveness of the GA-based algorithm to evolve LSTM networks.</p><p dir="ltr">Secondly, this thesis proposes a new algorithm called Evolutionary Design of LSTM Ensembles (ED-LSTM-Ensemble) based on multi-objective optimization techniques to evolve LSTM networks and ensembles simultaneously to directly utilize the ensemble performance to drive the evolution of base LSTM networks. Additionally, this thesis proposes a connection weight inheritance strategy to evolve LSTM networks and ensembles efficiently and effectively.</p><p dir="ltr">Thirdly, this thesis proposes a new algorithm called Skip Connections through Evolutionary and Differential Architecture search (SCEDA) to design LSTM networks together with appropriate skip connections automatically. Designing LSTM networks together with skip connections is highly challenging. This thesis hybridize gradient-based DAS and evolutionary architecture search to optimize the architecture of LSTM networks with suitable skip connections in a single evolutionary process to improve the efficiency and effectiveness of the search process.</p><p dir="ltr">Finally, this thesis conducts an in-depth empirical analysis of the impact of activation functions on the trainability of LSTM networks based on the concept of Edge Of Chaos. The analysis reveals the strong interrelation between the activation functions across multiple layers of an LSTM network and the trainability of the network. The analysis also highlights the importance of controlling activation functions to avoid generating untrainable LSTM networks. On the basis of the analysis, this thesis proposes a machine learning model to guide the use of activation functions in LSTM networks.</p>

Due to unconscious consumption of natural water resources and climate change, a water crisis is expected in the upcoming years. At this point, it is necessary to know the water levels in the dams and develop strategies for water-saving applications in the coming periods. This study aimed to propose the artificial neural network models for forecasting the water in the dams that provide usable water for the future. For this reason, long short-term memory (LSTM) networks that are a type of recurrent neural networks are employed to make future forecasts. The daily dam occupancy rate data between 2005 and 2021 for İstanbul is used to train the LSTM network. Then, the developed models are used to forecast over the next 30 days. The data are used in ARIMA to model the daily dam occupancy time series, for a fair comparison. The forecast values gained by the proposed LSTM network are compared with the traditional methods using RMSE and MAPE for all the forecast horizons. The results show that the LSTM-based forecast model always has a better accuracy rate than the ARIMA.
 
 Keywords: ANNs, dam, forecasting, occupancy, LSTM, RNNs;

In order to enhance the accuracy of thermal response estimation, this study proposes the utilization of a deep learning-driven method, specifically the Long Short-Term Memory (LSTM) network, for predicting temperature-induced strains and deflections in the Queensferry Crossing, UK. Initially, an examination of the temperature fields of the bridge is conducted based on monitored temperature data. Subsequently, the LSTM network is introduced as a tool to estimate thermal response utilizing temperature field information. The study proceeds to discuss the results of temperature-induced response estimation, including strains and deflections, obtained through the LSTM network, with a comparative analysis against a linear regression model. It is observed that the temperature discrepancies among steel components within the bridge are lesser in comparison to those of concrete components. The LSTM network exhibits higher estimation accuracy than the linear model, manifesting in an improvement of mean square error from 4.45 to 0.89 for strain estimation. In addition, the LSTM network can partially address time-lag effects. However, the estimation performance of the LSTM network is influenced by the structural response type and the resolution of employed sensors. Specifically, the correlation coefficient (R) associated with strain estimation is measured at 0.980 using the LSTM network, whereas R for deflection estimation stands at 0.825. Generally, local structural responses, such as strains, outperform global responses like deflections. Furthermore, sensors with higher resolutions yield enhanced estimation accuracy.

To explore the potential relationship between the leading vehicle and the following vehicle during car-following, we proposed a novel car-following model combining a convolutional neural network (CNN) with a long short-term memory (LSTM) network. Firstly, 400 car-following periods were extracted from the natural driving database and the OpenACC car-following experiment database. Then, we developed a CNN-LSTM car-following model, and the CNN is employed to analyze the potential relationship between the vehicle’s dynamic parameters and to extract the features of car-following behavior to generate the feature vector. The LSTM network is adopted to save the feature vector and predict the speed of the following vehicle. Finally, the CNN-LSTM model is trained and tested with the extracted car-following trajectories data and compared with the classical car-following models (LSTM model, intelligent driver model). The results show that the accuracy and the ability to learn the heterogeneity of the proposed model are better than the other two. Furthermore, the CNN-LSTM model can accurately reproduce the hysteresis phenomenon of congested traffic flow and apply to heterogeneous traffic flow mixed with adaptive cruise control vehicles on the freeway, which indicates that it has strong generalization ability.

Adaptive Cruise Control (ACC) is an important part of automotive autonomy. To have a robust Adaptive Cruise Control system, a well-defined sensor fusion system is required. This paper focuses on feature-level sensor fusion system where three fusion techniques are explored: independent Kalman filtering, interacting multiple model (IMM) filtering, and a novel hybrid technique using a combination of both an IMM Filter and deep neural network (DNN). Kalman Filtering is a popular approach for automotive sensor fusion, but heavily relies on the given kinematic models to make state estimations. We explore the IMM filter to capture multi-model motion as well as a DNN approach to build a data-driven model of the system. Our IMM filter is built with several Kalman Filters featuring different kinematic models. The proposed DNN used is a Long Short-Term Memory (LSTM) network trained on radar and camera data to forecast a vehicle's state. To overcome the weaknesses in both IMM filtering and LSTM networks, we propose a hybrid technique of consisting of both the IMM filter and the LSTM network. The proposed hybrid system uses a single filter for each sensor. The filtered sensor data is synchronized and used as the input for a trained LSTM network. Our LSTM network was trained on over 100 simulated highway driving scenarios that might occur in an ACC application. Simulations and code were developed using MATLAB and the Autonomous Driving Toolbox. Our hybrid IMM-LSTM system outperformed the independent Kalman Filtering approach in longitudinal and lateral tracking accuracy (RMSE) by 23 percent and had promising results compared to the IMM filter where the tracking error was decreased by nearly 50 percent in certain driving scenarios.

Flash floods occur frequently and distribute widely in mountainous areas because of complex geographic and geomorphic conditions and various climate types. Effective flash flood forecasting with useful lead times remains a challenge due to its high burstiness and short response time. Recently, machine learning has led to substantial changes across many areas of study. In hydrology, the advent of novel machine learning methods has started to encourage novel applications or substantially improve old ones. This study aims to establish a discharge forecasting model based on Long Short-Term Memory (LSTM) networks for flash flood forecasting in mountainous catchments. The proposed LSTM flood forecasting (LSTM-FF) model is composed of T multivariate single-step LSTM networks and takes spatial and temporal dynamics information of observed and forecast rainfall and early discharge as inputs. The case study in Anhe revealed that the proposed models can effectively predict flash floods, especially the qualified rates (the ratio of the number of qualified events to the total number of flood events) of large flood events are above 94.7% at 1–5 h lead time and range from 84.2% to 89.5% at 6–10 h lead-time. For the large flood simulation, the small flood events can help the LSTM-FF model to explore a better rainfall-runoff relationship. The impact analysis of weights in the LSTM network structures shows that the discharge input plays a more obvious role in the 1-h LSTM network and the effect decreases with the lead-time. Meanwhile, in the adjacent lead-time, the LSTM networks explored a similar relationship between input and output. The study provides a new approach for flash flood forecasting and the highly accurate forecast contributes to prepare for and mitigate disasters.

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.