An Enhanced Algorithm of RNN Using Trend in Time-Series

The concept of trend in data and a novel neural network method for the forecasting of upcoming time-series data are proposed in this paper. The proposed method extracts two data sets—the trend and the remainder—resulting in two separate learning sets for training. This method wor...

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Main Authors: Dokkyun Yi, Sunyoung Bu, Inmi Kim
Format: Article
Language:English
Published: MDPI AG 2019-07-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/11/7/912
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author Dokkyun Yi
Sunyoung Bu
Inmi Kim
author_facet Dokkyun Yi
Sunyoung Bu
Inmi Kim
author_sort Dokkyun Yi
collection DOAJ
description The concept of trend in data and a novel neural network method for the forecasting of upcoming time-series data are proposed in this paper. The proposed method extracts two data sets—the trend and the remainder—resulting in two separate learning sets for training. This method works sufficiently, even when only using a simple recurrent neural network (RNN). The proposed scheme is demonstrated to achieve better performance in selected real-life examples, compared to other averaging-based statistical forecast methods and other recurrent methods, such as long short-term memory (LSTM).
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spelling doaj.art-19c7666791ca444e9b3c516fb02deb892022-12-22T04:00:30ZengMDPI AGSymmetry2073-89942019-07-0111791210.3390/sym11070912sym11070912An Enhanced Algorithm of RNN Using Trend in Time-SeriesDokkyun Yi0Sunyoung Bu1Inmi Kim2DU College, Daegu University, Kyungsan 38453, KoreaDepartment of Liberal Arts, Hongik University, Sejong 04066, KoreaDU College, Daegu University, Kyungsan 38453, KoreaThe concept of trend in data and a novel neural network method for the forecasting of upcoming time-series data are proposed in this paper. The proposed method extracts two data sets—the trend and the remainder—resulting in two separate learning sets for training. This method works sufficiently, even when only using a simple recurrent neural network (RNN). The proposed scheme is demonstrated to achieve better performance in selected real-life examples, compared to other averaging-based statistical forecast methods and other recurrent methods, such as long short-term memory (LSTM).https://www.mdpi.com/2073-8994/11/7/912time seriestrendmachine learningRNNLSTM
spellingShingle Dokkyun Yi
Sunyoung Bu
Inmi Kim
An Enhanced Algorithm of RNN Using Trend in Time-Series
Symmetry
time series
trend
machine learning
RNN
LSTM
title An Enhanced Algorithm of RNN Using Trend in Time-Series
title_full An Enhanced Algorithm of RNN Using Trend in Time-Series
title_fullStr An Enhanced Algorithm of RNN Using Trend in Time-Series
title_full_unstemmed An Enhanced Algorithm of RNN Using Trend in Time-Series
title_short An Enhanced Algorithm of RNN Using Trend in Time-Series
title_sort enhanced algorithm of rnn using trend in time series
topic time series
trend
machine learning
RNN
LSTM
url https://www.mdpi.com/2073-8994/11/7/912
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