Title
An Enhanced LSTM for Trend Following of Time Series.
Abstract
Mining and analysis of time series data (TSD) have drawn a great concern, especially in the TSD clustering, classification, and forecast. In the industrialfield, e.g., the work condition monitoring and the environmental safety, it is crucial to follow the trend of the corresponding TSD for a safety forecast, and few studies have been devoted to such a trend following. Motivated by this, we propose a trend following the strategy of TSD by using a long short-term memory (LSTM) network for safety forecast, in which the training method aggregates the particle swarm optimization (PSO) algorithm with gradient descent (GD) to obtain more competitive model parameters. Three kinds of trend representations of TSD arefirst defined based on the corresponding research in stock option. Then, the LSTM optimized with the PSO-GD is developed to perform the trend following. From the viewpoint of safety forecast, the trends varied in different time length are further predicted and analyzed. The superiority of the proposed algorithm is experimentally demonstrated by applying it to the electromagnetic radiation intensity TSD sampled from an actual coal mine and PM2.5 in UCI repository.
Year
DOI
Venue
2019
10.1109/ACCESS.2019.2896621
IEEE ACCESS
Keywords
Field
DocType
LSTM,PSO,safety farecast,series data,trend following
Particle swarm optimization,Time series,Data mining,Gradient descent,Computer science,Coal mining,Trend following,Condition monitoring,Cluster analysis,Distributed computing
Journal
Volume
ISSN
Citations 
7
2169-3536
1
PageRank 
References 
Authors
0.36
0
5
Name
Order
Citations
PageRank
Yao Hu14317.26
Xiao-Yan Sun2100085.94
Xin Nie310.36
Yuzhu Li45510.35
Lian Liu510.70