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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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Target genes discovery through copy number alteration analysis in human hepatocellular carcinoma

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World Journal of Gastroenterology 2013年第47期19卷 8873-8879页

作者： De-Leung Gu Yen-Hsieh Chen Jou-Ho Shih Chi-Hung Lin Yuh-Shan Jou Chian-Feng Chen Institute of Biomedical Sciences Academia Sinica Institute of Microbiology and Immunology School of Life ScienceNational Yang-Ming University Bioinformatics Program Taiwan International Graduate ProgramAcademia Sinica Genome and Systems Biology Degree Program National Taiwan University VYM Genome Research Center National Yang-Ming University

High-throughput short-read sequencing of exomes and whole cancer genomes in multiple human hepatocellular carcinoma(HCC)cohorts confirmed previously identified frequently mutated somatic genes,such as TP53,CTNNB1 and AXIN1,and identified several novel genes with moderate mutation frequencies,including ARID1A,ARID2,MLL,MLL2,MLL3,MLL4,IRF2,ATM,CDKN2A,FGF19,PIK3CA,RPS6KA3,JAK1,KEAP1,NFE2L2,C16orf62,LEPR,RAC2,and *** classification of these mutated genes suggested that alterations in pathways participating in chromatin remodeling,Wnt/β-catenin signaling,JAK/STAT signaling,and oxidative stress play critical roles in HCC ***,because there are few druggable genes used in HCC therapy,the identification of new therapeutic targets through integrated genomic approaches remains an important *** a large amount of HCC genomic data genotyped by high density single nucleotide polymorphism arrays is deposited in the public domain,copy number alteration(CNA)analyses of these arrays is a cost-effective way to reveal target genes through profiling of recurrent and overlapping amplicons,homozygous deletions and potentially unbalanced chromosomal translocations accumulated during HCC ***,integration of CNAs with other high-throughput genomic data,such as aberrantly coding transcriptomes and non-coding gene expression in human HCC tissues and rodent HCC models,provides lines of evidence that can be used to facilitate the identification of novel HCC target genes with the potential of improving the survival of HCC patients.

关键词： Copy number alteration High-density single nucleotide polymorphism arrays Driver genes Hepatocellular carcinoma

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Noise response in monomolecular closed systems

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Journal of the Chinese Chemical Society 2023年第3期70卷 747-758页

作者： Fajiculay, Erickson Hsu, Chao-Ping Institute of Chemistry Academia Sinica Taipei Taiwan Bioinformatics Program Institute of Statistical Science Taiwan International Graduate Program Academia Sinica Taipei Taiwan Institute of Bioinformatics and Structure Biology National Tsinghua University Hsinchu City Taiwan Physics Division National Center for Theoretical Sciences Taipei Taiwan Genome and Systems Biology Degree Program National Taiwan University Taipei Taiwan

One of the primary interests in understanding biological systems is the interaction between noise and cellular regulation. Noise levels can be altered by rate constant perturbations, which may result in an imbalance of important biological functions. Although the theory of noise localization can estimate noise perturbation response, it is currently limited to open systems, where the majority of biological networks belong. However, during their lifetime, some components of biological systems participate in reactions that can be categorized under a closed system. Therefore, a counterpart theory for closed systems is desirable. In this work, steady-state perturbations of monomolecular closed systems and ways to estimate the response of noise as (co)variances are explored. We extend the structural sensitivity analysis for analyzing noise response patterns by using additional clues derived from multinomial assumptions. We identified scenarios in which this combination might fail in noise prediction, which we call noise flip, arising from the nonlinear dependence of variance upon composition. Nevertheless, theoretical intuition and simulation show that noise flip diminishes with increasing system size. This work provides an efficient and scalable means to estimate noise responses with potential applications in model discrimination, network-wide response scanning, and reconstruction. © 2023 The Chemical Society Located in Taipei & Wiley-VCH GmbH.

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An integrative approach revealing the landscape of long noncoding RNAs in human brain

An integrative approach revealing the landscape of long nonc...

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2016 International Conference on Computational Science and Computational Intelligence, CSCI 2016

作者： Li, Dan Yang, William Arthur, Carolyn Yoshigoe, Kenji Liu, Jun Tong, Weida Yang, Mary MidSouth Bioinformatics Center and Joint Bioinformatics Ph.D. Program University of Arkansas at Little Rock University of Arkansas for Medical Sciences 2801 S. University Avenue Little RockAR72204 United States Harvard T. H. Chan School of Public Health Harvard University One Oxford Street CambridgeMA02138 United States United States Food and Drug Adminstration National Center for Toxicological Research 3900 NCTR Road JeffersonAR72079 United States Department of Informatics Science MidSouth Bioinformatics Center and Joint Bioinformatics Ph.D. Program University of Arkansas at Little Rock University of Arkansas for Medical Sciences 2801 S. Univ. Avenue Little RockAR72204 United States

ISBN: (纸本)9781509055104

Long noncoding RNAs (lncRNAs) function as regulators and play critical roles in diverse biological processes, however, the majority of lncRNAs are not characterized, and their roles in regulation remain to be elucidated. Present RNA-seq assembly approaches are insufficient to identify complete full-length transcripts and often reveal excessive amount of single-exon lncRNAs, many of them tend to be the fragments of transcripts. Here we developed an integrated approach that combined the results from reference-guided and de novo assembly to systematically identify lncRNAs. Experiments on simulated data and real RNA-seq data showed that our method effectively yielded a more comprehensive set of lncRNAs. We applied the method on 299 human brain RNA-seq samples with a total of 4.5 billion raw reads. The results yield a comprehensive lncRNAs mapping in human brain, allowing discovery of novel lncRNAs and further function annotation. © 2016 IEEE.

关键词： RNA

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Convergent Usage of Amino Acids in Human Cancers as A Reversed Process of Tissue Development

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Genomics, Proteomics & bioinformatics 2022年第1期20卷 147-162页

作者： Yikai Luo Han Liang Graduate Program in Quantitative and Computational Biosciences Baylor College of MedicineHoustonTX 77030USA Department of Bioinformatics and Computational Biology The University of Texas MD Anderson Cancer CenterHoustonTX 77030USA Department of Systems Biology The University of Texas MD Anderson Cancer CenterHoustonTX 77030USA

Genome-and transcriptome-wide amino acid usage preference across different species is a well-studied phenomenon in molecular evolution,but its characteristics and implication in cancer evolution and therapy remain largely ***,we analyzed large-scale transcriptome/proteome profiles,such as The Cancer Genome Atlas(TCGA),the Genotype-Tissue Expression(GTEx),and the Clinical Proteomic Tumor Analysis Consortium(CPTAC),and found that compared to normal tissues,different cancer types showed a convergent pattern toward using biosynthetically low-cost amino *** a pattern can be accurately captured by a single index based on the average biosynthetic energy cost of amino acids,termed energy cost per amino acid(ECPA).With this index,we further compared the trends of amino acid usage and the contributing genes in cancer and tissue development,and revealed their reversed ***,focusing on the liver,a tissue with a dramatic increase in ECPA during development,we found that ECPA represents a powerful biomarker that could distinguish liver tumors from normal liver samples consistently across 11 independent patient cohorts and outperforms any index based on single *** study reveals an important principle underlying cancer evolution and suggests the global amino acid usage as a system-level biomarker for cancer diagnosis.

关键词： Amino acid usage Tissue development Biosynthetic energy Diagnostic biomarker

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Deep learning for oil palm fruit ripeness classification with densenet 6

Deep learning for oil palm fruit ripeness classification wit...

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6th International Conference on Information Management and Technology, ICIMTech 2021

作者： Herman, Herman Cenggoro, Tjeng Wawan Susanto, Albert Pardamean, Bens Bina Nusantara University BINUS Graduate Program - Master of Computer Science Computer Science Department Jakarta11480 Indonesia Bina Nusantara University School of Computer Science Bioinformatics and Data Science Research Center Computer Science Department Jakarta11480 Indonesia Bina Nusantara University BINUS Graduate Program - Master of Computer Science Program Bioinformatics and Data Science Research Center Computer Science Department Jakarta11480 Indonesia

ISBN: (纸本)9781665449373

Oil palm fruit farming is one of the most leading agriculture industries in the South East Asia region. Unfortunately, most of the harvesting method is still done through manual labor. Multiple research has been conducted to help farmers automatically detect the ripeness level of the oil palm fruit. We conducted an experiment of detecting the ripeness level of oil palm fruit by using one of the state-of-the-art computer vision approaches, which was deep learning with a Convolutional Neural Network (CNN). The dataset used consists of 7 levels of ripeness with 400 images of oil palm fruits. The models used in this test scenario were both AlexNet and DenseNet. The result of this study showed that DenseNet has been proven to outperform AlexNet by 8.5% in terms of accuracy and 8% in F1 score. © 2021 IEEE.

关键词： Computer vision

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Interplay between morphology and competition in two-dimensional colony expansion

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Physical Review E 2023年第3期108卷 L032301-L032301页

作者： Daniel W. Swartz Hyunseok Lee Mehran Kardar Kirill S. Korolev Department of Physics Graduate Program in Bioinformatics and Biological Design Center Boston University Boston Massachusetts 02215 USA

In growing populations, the fate of mutations depends on their competitive ability against the ancestor and their ability to colonize new territory. Here we present a theory that integrates both aspects of mutant fitness by coupling the classic description of one-dimensional competition (Fisher equation) to the minimal model of front shape (Kardar-Parisi-Zhang equation). We solve these equations and find three regimes, which are controlled solely by the expansion rates, solely by the competitive abilities, or by both. Collectively, our results provide a simple framework to study spatial competition.

关键词： Ecological population dynamics Front propagation Surface growth Coarse graining

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Variational quantum neural network with optimized ansatz for predicting malignant ventricular arrhythmias 9th

Variational quantum neural network with optimized ansatz for...

引用

9th International Conference on Computer Science and Computational Intelligence, ICCSCI 2024

作者： Dominic, Nicholas Pardamean, Bens Bioinformatics and Data Science Research Center Bina Nusantara University Jakarta11480 Indonesia Computer Science Department BINUS Graduate Program Computer Science Program Bina Nusantara University Jakarta11480 Indonesia

Preventive strategies should be the utmost priority when dealing with diverse patients suffering from malignant ventricular arrhythmia (MVA) that can lead to sudden cardiac death (SCD). Electrocardiogram (ECG) data is commonly used as a predictor for MVA predictive models. In this study, all ECG signals from MIT-BIH databases were fragmented into five-minute durations with a frequency sampling of 128 Hz. To solve the absence of hybrid optimizations in Machine Learning (ML) models, a novel Variational Quantum Neural Network (VQNN) was invented. Empowered by deep learning capabilities and optimized quantum circuits design, VQNN achieved remarkable performances designated by an accuracy of up to 95.1%, a perfect 100% recall, and a 95.2% score of the area under the Receiver Operating Characteristic curve (AUC ROC) with Conjugate Gradient as an optimizer and EfficientSU2 as a quantum ansatz. Despite the susceptibility to quantum noise, this research settles a new trajectory of utilizing quantum variational algorithms to predict and expand its applicability for MVA cases. © 2024 The Authors.

关键词： Quantum computers

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Sequence to Sequence Deep Learning Architecture for Forecasting Temperature and Humidity inside Closed Space 10

Sequence to Sequence Deep Learning Architecture for Forecast...

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10th International Conference on Cyber and IT Service Management, CITSM 2022

作者： Setiawan, Karli Eka Elwirehardja, Gregorius Natanael Pardamean, Bens Bina Nusantara University Binus Graduate Program Computer Science Program Computer Science Department Jakarta11480 Indonesia Bina Nusantara University Bioinformatics and Data Science Research Center Jakarta11480 Indonesia

ISBN: (数字)9781665460743

ISBN: (纸本)9781665460743

Solar Dryer Dome (SDD), an agricultural facility for drying and preserving agricultural products, needs a smart ability to predict the future indoor climate accurately, including indoor temperature and indoor humidity, in order to optimize electricity usage. To overcome these challenges, deep learning has been a widely adopted method. This research aims to forecast the future indoor climate using time series data by implementing a sequence-to-sequence (seq2seq) architecture, which is mostly used in Natural Language Processing (NLP) tasks. The two proposed seq2seq models, Long Short-Term Memory (LSTM) seq2seq and Gated Recurrent Unit (GRU) seq2seq, have proven to be superior to the adapted LSTM and GRU. The results show that the seq2seq GRU model outperforms the adapted GRU baseline model by an average difference of 0.03013 in MAE and the seq2seq LSTM model outperforms the adapted LSTM baseline model by an average difference of 0.00941 in MAE. To the best of our knowledge, this is the first implementation of seq2seq models for indoor climate forecasting on the Room Climate dataset. © 2022 IEEE.

关键词： Long short-term memory

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Systematic Literature Review on Metaheuristic Algorithms in SNP Analysis for Diseases 6

Systematic Literature Review on Metaheuristic Algorithms in ...

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6th International Conference on Cybernetics and Intelligent System, ICORIS 2024

作者： Sulistyawan, Jason Sebastian Nugroho, Kuncahyo Setyo Pardamean, Bens Computer Science Department BINUS Graduate Program Bina Nusantara University Jakarta11480 Indonesia Bioinformatics and Data Science Research Center Bina Nusantara University Jakarta11480 Indonesia

ISBN: (纸本)9798331539603

Single-nucleotide polymorphism (SNP) analysis has become a pivotal strategy for drug discovery within bioinformatics, especially for incurable diseases like cancer. With the increasing number of researchers starting to embrace metaheuristic methods, a review was done by gathering papers from the Google Scholar database from 2018 to 2023, which resulted in 20 papers after title, abstract, and content filtering. The findings show that the Genetic Algorithm and the Harmony Search Algorithm have become popular approaches in SNP analysis, particularly in studies on breast cancer, age-related macular degeneration, and colorectal cancer. However, the review shows that while researchers have proven most methods effective in finding disease-related SNPs, a more measurable study in SNP analysis is needed, due to the lack of elaboration on measurement metrics in the found studies. © 2024 IEEE.

关键词： metaheuristic algorithms single nucleotide polymorphisms

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