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Improved LSTM hyperparameters alongside sentiment walk-forward validation for time series prediction

Journal of Open Innovation: Technology, Market, and Complexity 2025年第1期11卷

作者： Wahyuddin, Eko Putra Caraka, Rezzy Eko Kurniawan, Robert Caesarendra, Wahyu Gio, Prana Ugiana Pardamean, Bens Department of Statistical Computing Politeknik Statistika STIS Jakarta 13330 Indonesia Statistics Indonesia (BPS) Jl. Dr Sutomo 6-8 Jakarta Indonesia School of Economics and Business Telkom University Bandung 40257 Indonesia Research Center for Data and Information Sciences Research Organization for Electronics and Informatics National Research and Innovation Agency (BRIN) Bandung 40135 Indonesia Faculty of Integrated Technologies Universiti Brunei Darussalam Gadong BE1410 Brunei Darussalam Department of Mathematics Universitas Sumatera Utara Medan 20155 Indonesia Bioinformatics and Data Science Research Centre Bina Nusantara University DKI Jakarta 11480 Indonesia Computer Science Department BINUS Graduate Program Master of Computer Science Program Bina Nusantara University DKI Jakarta 11480 Indonesia

This study aims to address the common issue of biased estimation errors in time series modeling by analyzing the error in locating ideal hyperparameters and defining appropriate validation methods. Specifically, it focuses on predicting the stock price of Bank Rakyat Indonesia using a combination of historical stock prices, technical indicators, exchange rates, and news sentiment data, while determining the optimal variables for deep learning models. Employing a deep learning-based Long-Short Term Memory (LSTM) model, the study optimizes hyperparameters alongside walk-forward validation for time series prediction. It explores different combinations of variables and adapts the sliding window approach to the context of the data. The results highlight the importance of optimizing hyperparameters and utilizing walk-forward validation for accurate time series prediction. The model incorporating historical stock prices and sentiment scores outperforms others, achieving an RMSE of 96.61 and MAE of 86.97. Incorporating sentiment scores reduces RMSE by 39.55 % compared to models using only historical stock prices, while adding technical indicators does not yield improvement. This study contributes to the field by addressing the issue of biased estimation errors in time series modeling, offering insights into the optimization of hyperparameters and validation methods for accurate predictions. It also underscores the significance of incorporating sentiment analysis alongside historical stock prices for improved forecasting accuracy. © 2024 The Authors

关键词： LSTM Sentiment analysis Stock price prediction Time series modeling Validation methods

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Designing Wireless Sensor Network Routing on Agriculture Area Using the LEACH Protocol 3

Designing Wireless Sensor Network Routing on Agriculture Are...

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3rd International Seminar on Research of Information Technology and Intelligent Systems, ISRITI 2020

作者： Gitakarma, Made Santo Priyambodo, Tri Kuntoro Suyanto, Yohanes Sumiharto, Raden Wijayanto, Danur Universitas Gadjah Mada Post Graduate Program in Computer Science Yogyakarta Indonesia Universitas Gadjah Mada Department of Computer Science and Electronics Yogyakarta Indonesia Universitas Gadjah Mada Master Program of Computer Science Yogyakarta Indonesia

ISBN: (纸本)9781728184067

Microelectronic technology that supports the establishment of wireless sensor networks (WSN) has brought hope to the ease of Internet of Things (IoT) technology that can generate smart environments. A WSN consists of a collection of sensor nodes that are small, intelligent, and inadequate in storage, energy, and processing power. One of the well-known routing techniques in WSN is LEACH. There have been many LEACH studies and their development with random node distribution. Here we designed several scenarios in WSN routing with the position of the sensor nodes specified in the mapping area. MATLAB simulation results show network lifetime can be extended by reducing data packet size. In five experiments, the number of 40 nodes was the optimal number to extend network lifetime. Each scenario has advantages and disadvantages that can be referenced in developing the LEACH protocol. © 2020 IEEE.

关键词： Internet of things

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Identifying irregularity electricity usage of customer behaviors using logistic regression and linear discriminant analysis 3

Identifying irregularity electricity usage of customer behav...

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3rd International Conference on science in Information Technology, ICSITech 2017

作者： Lawi, Armin Wungo, Supriyadi La Manjang, Salama Department of Computer Science Post-graduate Program of Electrical Engineering Dept. Electrical Engineering Universitas Hasanuddin Makassar Indonesia

ISBN: (纸本)9781509058662

This study aims to implement a machine learning technique in identifying the irregularities of customer behavior on the use of prepaid electricity pulses. The methods used are Linear Discriminant Analysis and Logistic Regression. The performance of the classification system will be evaluated using the 10-fold cross-validation technique. Validation results are measured using accuracy, precision and recall values. In this research shows that the use of machine learning technique has a good performance in classification of electrical consumption behavior. Experimental results with the different amount of data testing indicate that Logistic Regression method has high accuracy, precision, and recall value when compared with Linear Discriminant Analysis that is 100%. This is due to Logistic Regression method can predict irregularities accurately because the addition of the amount of data does not affect the performance of the method. © 2017 IEEE.

关键词： Regression analysis

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Measurement of peripheral nerve magnetostimulation thresholds of a head solenoid coil between 200 Hz and 88.1 kHz

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IEEE Journal of Translational Engineering in Health and Medicine 2025年

作者： Barksdale, Alex C. Ferris, Natalie G. Mattingly, Eli Sliwiak, Monika Guerin, Bastien Wald, Lawrence L. Davids, Mathias Klein, Valerie MIT Department of Electrical Engineering and Computer Science CambridgeMA United States Martinos Center for Biomedical Imaging CharlestownMA United States Harvard University Harvard Graduate Program in Biophysics CambridgeMA United States Harvard-MIT Division of Health Sciences and Technology BostonMA United States Harvard Medical School BostonMA United States

Objective: Magnetic fields switching at kilohertz frequencies induce electric fields in the body, which can cause peripheral nerve stimulation (PNS). Although magnetostimulation has been extensively studied below 10 kHz, the behavior of PNS at higher frequencies remains poorly understood. This study aims to investigate PNS thresholds at frequencies up to 88.1 kHz and to explore deviations from the widely accepted hyperbolic strength-duration curve (SDC). Methods and procedures: PNS thresholds were measured in the head of 8 human volunteers using a solenoidal coil at 16 distinct frequencies, ranging from 200 Hz to 88.1 kHz. A hyperbolic SDC was used as a reference to compare the frequency-dependent behavior of PNS thresholds. Results: Contrary to the predictions of the hyperbolic SDC, PNS thresholds did not decrease monotonically with frequency. Instead, thresholds reached a minimum near 25 kHz, after which they increased by an average of 39% from 25 kHz to 88.1 kHz across subjects. This pattern indicates a significant deviation from previously observed behavior at lower frequencies. Conclusion: Our results suggest that PNS thresholds exhibit a non-monotonic frequency dependence at higher frequencies, diverging from the traditional hyperbolic SDC. These findings offer critical data for refining neurodynamic models and provide insights for setting PNS safety limits in applications like MRI gradient coils and magnetic particle imaging (MPI). Further investigation is needed to understand the biological mechanisms driving these deviations beyond 25 kHz. Clinical impact: These findings call for further basic research into biological mechanisms underlying high frequency PNS threshold trends, and supports refinement of safety guidelines for MRI and MPI systems for clinical implementation. © 2013 IEEE.

关键词： Neuroimaging

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Measure the Level of Success in Using Google Drive with the Kuder Richardson (KR) Reliability Method

Measure the Level of Success in Using Google Drive with the ...

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2019 International Congress on Applied Information Technology, AIT 2019

作者： Nugroho, Andi Warnars, Harco Leslie Hendric Spits Heriyadi, Yaya Tanutama, Lukas Mercu Buana University and Binus Graduate Program - Doctor of Computer Science Computer Science Department Jakarta Indonesia Binus Graduate Program - Doctor of Computer Science Computer Science Department Jakarta11480 Indonesia

ISBN: (纸本)9781728158624

The Google Sheets is a cloud technology part of Google Drive. Google Drive is a cloud operating system owned by Google's search engine. National Elementary School (SDN) to make a report book or Basic Education Databook (Dapodik) still use Microsoft Excel, which has the effect of delaying the delivery of report results to parents. This happens because to fill in the DAPODIK score must be filled by teachers who teach subjects in class. This study aims to provide knowledge to teachers in collaborating to fill DAPODIK and measure how reliable the delivery of material received by each teacher. Using the method of reliability Kuder Richardson KR-20 and KR-21 produces a value before the training on reliability values KR-20 = 0.6328, and KR-21 = 0.6000, after the training, the reliability values KR-20 = 0.5788 and KR-21 = 0.6231. From these results, it is known that the value after training for KR-21 has increased and according to the conventional correlation coefficient. In future research can be re-developed by making application system recommendations in determining teachers in schools to become instructors in accordance with the capabilities possessed based on the reliability testing results of the KR-20 and KR-21. © 2019 IEEE.

关键词： Search engines

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Real-time optimization using gradient adaptive selection and classification from infrared sensors measurement for esterification oleic acid with glycerol

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International Journal of Intelligent Computing and Cybernetics 2017年第2期10卷 130-144页

作者： Iwan Aang Soenandi Taufik Djatna Ani Suryani Irzaman Post Graduate Program of Agro-industrial Technology Bogor Agricultural UniversityBogorIndonesia and Faculty of Engineering and Computer ScienceKrida Wacana Christian UniversityJakartaIndonesia Post Graduate Program of Agro-industrial Technology Bogor Agricultural UniversityBogorIndonesia Department of Physics Faculty of Mathematics and Natural SciencesBogor Agricultural UniversityBogorIndonesia

Purpose-The production of glycerol derivatives by the esterification process is subject to many constraints related to the yield of the production target and the lack of process *** accurate monitoring and controlling of the process can improve production yield and *** purpose of this paper is to propose a real-time optimization(RTO)using gradient adaptive selection and classification from infrared sensor measurement to cover various disturbances and uncertainties in the ***/methodology/approach-The integration of the esterification process optimization using self-optimization(SO)was developed with classification process was combined with necessary condition optimum(NCO)as gradient adaptive selection,supported with laboratory scaled medium wavelength infrared(mid-IR)sensors,and measured the proposed optimization system indicator in the batch *** Process Modeling and Notation(BPMN 2.0)was built to describe the tasks of SO workflow in collaboration with NCO as an abstraction for the conceptual ***,Stateflow modeling was deployed to simulate the three states of gradient-based adaptive control combined with support vector machine(SVM)classification and Arduino microcontroller for ***-This new method shows that the real-time optimization responsiveness of control increased product yield up to 13 percent,lower error measurement with percentage error 1.11 percent,reduced the process duration up to 22 minutes,with an effective range of stirrer rotation set between 300 and 400 rpm and final temperature between 200 and 210℃ which was more efficient,as it consumed less *** limitations/implications-In this research the authors just have an experiment for the esterification process using glycerol,but as a development concept of RTO,it would be possible to apply for another chemical reaction or *** implications-This research introduces new development of an RTO approach to optimal con

关键词： Gradient technique Infrared sensor Real-time optimization Simulation and modelling Support vector machine

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Measurement of Web-Based Merchant Application Portal (MAP) Using Function Point Analysis and Constructive Cost Model II 4

Measurement of Web-Based Merchant Application Portal (MAP) U...

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4th Asia Pacific Conference on Research in Industrial and Systems Engineering: Building Business Resilience to Face the Challenge in Pandemic Era, APCORISE 2021

作者： Santoso, Irvan Warnars, Harco Leslie Hendric Spits Gaol, Ford Lumban Abdurachman, Edi Soewito, Benfano Cyber Security Program Computer Science Department School of Computer Science Computer Science Program Binus Graduate Program Doctor of Computer Science Bina Nusantara University Jakarta11480 Indonesia Computer Science Program Binus Graduate Program Doctor of Computer Science Bina Nusantara University Jakarta11480 Indonesia Computer Science Department Binus Graduate Program Master of Computer Science Bina Nusantara University Jakarta11480 Indonesia

ISBN: (纸本)9781450390385

The development of technology and the internet is one of the critical factors that must be considered by companies especially those engaged in e-commerce. The web-based application is one of the tools used by e-commerce in making it easier for users to conduct transactions and data processing. The application that developed must be calculated carefully so the effectiveness and efficiency can be appropriately maintained. In this research, the calculation of the size of the software, effort, time, staff, and the total cost needed to work on an application was calculated using the Function Point Analysis (FPA) and Constructive Cost Model II (CoCoMo II) methods. The application that has been analyzed and estimated is Merchant Application Portal (MAP) which is an application designed by one of the companies in Indonesia. The estimation results obtained, scilicet the size of software amounted to 10,02972 KLOC, effort amounted to 48.521 Person Month, time development of 13 months, staff needed as many as four staff, and the estimated cost amounted to IDR 13,828,852.79 or $ 971.54. In addition, this calculation can be used by other companies to find out the resources needed in making a software to be more effective and efficient. © 2021 ACM.

关键词： Portals

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Computational design of serine hydrolases

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science (New York, N.Y.) 2025年第6744期388卷 eadu2454页

作者： Lauko, Anna Pellock, Samuel J. Sumida, Kiera H. Anishchenko, Ivan Juergens, David Ahern, Woody Jeung, Jihun Shida, Alexander F. Hunt, Andrew Kalvet, Indrek Norn, Christoffer Humphreys, Ian R. Jamieson, Cooper Krishna, Rohith Kipnis, Yakov Kang, Alex Brackenbrough, Evans Bera, Asim K. Sankaran, Banumathi Houk, K.N. Baker, David Department of Biochemistry University of Washington Seattle WA United States Institute for Protein Design University of Washington Seattle WA United States Graduate Program in Biological Physics Structure and Design University of Washington Seattle WA United States Department of Chemistry University of Washington Seattle WA United States Graduate Program in Molecular Engineering University of Washington Seattle WA United States Paul G. Allen School of Computer Science and Engineering University of Washington Seattle WA United States Medical Scientist Training Program University of Washington Seattle WA United States Howard Hughes Medical Institute University of Washington Seattle WA United States Department of Chemistry and Biochemistry University of California Los Angeles CA United States

The design of enzymes with complex active sites that mediate multistep reactions remains an outstanding challenge. With serine hydrolases as a model system, we combined the generative capabilities of RFdiffusion with an ensemble generation method for assessing active site preorganization at each step in the reaction to design enzymes starting from minimal active site descriptions. Experimental characterization revealed catalytic efficiencies (kcat/Km) up to 2.2 × 105 M-1 s-1 and crystal structures that closely match the design models (Cα root mean square deviations <1 angstrom). Selection for structural compatibility across the reaction coordinate enabled identification of new catalysts remove with five different folds distinct from those of natural serine hydrolases. Our de novo approach provides insight into the geometric basis of catalysis and a roadmap for designing enzymes that catalyze multistep transformations.

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A Bayesian-based approach for extracting the pion charge radius from electron-electron scattering data

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Chinese Physics C 2021年第8期45卷 12-27页

作者： Alam A Hidayat Bens Pardamean Bioinformatics and Data Science Research Center Bina Nusantara UniversityJakarta 11480Indonesia Computer Science Department BINUS Graduate Program-Master of Computer ScienceBina Nusantara UniversityJakarta 11480Indonesia

In this study,we utilize a potentially versatile Bayesian parameter approach to compute the value of the pion charge radius and quantify its uncertainty from several experimental e^(+)e^(-) datasets for the pion vector form *** employ dispersion relations to model the pion vector form factor to extract the *** model selection is used to determine the order of polynomial appearing in the form factor formulation that can be supported by the data,adapting the computation of Bayes evidence and Bayesian effective complexity based on Occam's *** findings indicate that five out of six used datasets favor the nine-parameter model for radius extraction,and accordingly,we average the radii from the *** some inconsistencies with the most updated radius values,our approach may serve as a more intuitive method of addressing parameter estimations in dispersion theory.

关键词： Bayesian complexity dispersion hadron pion

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Example based machine translation using fuzzy logic from English to Hindi

Example based machine translation using fuzzy logic from Eng...

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2015 International Conference on Artificial Intelligence, ICAI 2015 - WORLDCOMP 2015

作者： Rana, Manish Atique, Mohammad Post Graduate Department of Computer Science and Engineering Sant Gadge Baba Amravati University Amravati India Post Graduate Department of Computer Science Sant Gadge Baba Amravati University Amravati India

ISBN: (纸本)1601324073

Example based machine translation is one of the approaches in machine translation. The concept uses the corpus of two languages and then translates the input text to desired target text by proper matching. The different languages have different language structure of the subject-object-verb (SOV) alignment. The matching is then arranged to give proper meaning in target text language and to form proper structure. This paper, describes the Example Based Machine Translation using Natural Language Processing demo. The proposed EBMT framework can be used for automatic translation of text by reusing the examples of previous translations through the use of Fuzzy which is proposed work. This framework comprises of three phases, matching, alignment and recombination. Same type of machine translation is possible through use of soft computing tool (Fuzzy Logic). © 2019 ICAI 2015 - WORLDCOMP 2015. All rights reserved.

关键词： Learning algorithms

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