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  • Open Access

    REVIEW

    Deep Learning for Financial Time Series Prediction: A State-of-the-Art Review of Standalone and Hybrid Models

    Weisi Chen1,*, Walayat Hussain2,*, Francesco Cauteruccio3, Xu Zhang1

    CMES-Computer Modeling in Engineering & Sciences, Vol.139, No.1, pp. 187-224, 2024, DOI:10.32604/cmes.2023.031388

    Abstract Financial time series prediction, whether for classification or regression, has been a heated research topic over the last decade. While traditional machine learning algorithms have experienced mediocre results, deep learning has largely contributed to the elevation of the prediction performance. Currently, the most up-to-date review of advanced machine learning techniques for financial time series prediction is still lacking, making it challenging for finance domain experts and relevant practitioners to determine which model potentially performs better, what techniques and components are involved, and how the model can be designed and implemented. This review article provides an overview of techniques, components and… More > Graphic Abstract

    Deep Learning for Financial Time Series Prediction: A State-of-the-Art Review of Standalone and Hybrid Models

  • Open Access

    ARTICLE

    An Improved Whale Optimization Algorithm for Global Optimization and Realized Volatility Prediction

    Xiang Wang1, Liangsa Wang2,*, Han Li1, Yibin Guo1

    CMC-Computers, Materials & Continua, Vol.77, No.3, pp. 2935-2969, 2023, DOI:10.32604/cmc.2023.044948

    Abstract The original whale optimization algorithm (WOA) has a low initial population quality and tends to converge to local optimal solutions. To address these challenges, this paper introduces an improved whale optimization algorithm called OLCHWOA, incorporating a chaos mechanism and an opposition-based learning strategy. This algorithm introduces chaotic initialization and opposition-based initialization operators during the population initialization phase, thereby enhancing the quality of the initial whale population. Additionally, including an elite opposition-based learning operator significantly improves the algorithm’s global search capabilities during iterations. The work and contributions of this paper are primarily reflected in two aspects. Firstly, an improved whale algorithm… More >

  • Open Access

    ARTICLE

    Joint On-Demand Pruning and Online Distillation in Automatic Speech Recognition Language Model Optimization

    Soonshin Seo1,2, Ji-Hwan Kim2,*

    CMC-Computers, Materials & Continua, Vol.77, No.3, pp. 2833-2856, 2023, DOI:10.32604/cmc.2023.042816

    Abstract Automatic speech recognition (ASR) systems have emerged as indispensable tools across a wide spectrum of applications, ranging from transcription services to voice-activated assistants. To enhance the performance of these systems, it is important to deploy efficient models capable of adapting to diverse deployment conditions. In recent years, on-demand pruning methods have obtained significant attention within the ASR domain due to their adaptability in various deployment scenarios. However, these methods often confront substantial trade-offs, particularly in terms of unstable accuracy when reducing the model size. To address challenges, this study introduces two crucial empirical findings. Firstly, it proposes the incorporation of… More >

  • Open Access

    ARTICLE

    A TRIBUTE IN MEMORY OF DR. EDWARD THOMAS MAHEFKEY

    B. Barthelemy1,2, J. Beam1, W. Borger1,3, M. Braydich1,4, L. Chow5,*, B. Donovan6, A. Faghri7, A. Garscadden1, D. Jacobson8, E. Kennel1,9, J. Leland1,10,*, Q. Leland6, R. Ponnappan1,11, M. Ramalingam12, T. Reitz6, R. Rivir1, B. Tsao10, V. Van Griethuysen6, K. Yerkes6

    Frontiers in Heat and Mass Transfer, Vol.5, pp. 1-3, 2014, DOI:10.5098/hmt.5.9

    Abstract This article has no abstract. More >

  • Open Access

    ARTICLE

    A Memory-Guided Anomaly Detection Model with Contrastive Learning for Multivariate Time Series

    Wei Zhang1, Ping He2,*, Ting Li2, Fan Yang1, Ying Liu3

    CMC-Computers, Materials & Continua, Vol.77, No.2, pp. 1893-1910, 2023, DOI:10.32604/cmc.2023.044253

    Abstract Some reconstruction-based anomaly detection models in multivariate time series have brought impressive performance advancements but suffer from weak generalization ability and a lack of anomaly identification. These limitations can result in the misjudgment of models, leading to a degradation in overall detection performance. This paper proposes a novel transformer-like anomaly detection model adopting a contrastive learning module and a memory block (CLME) to overcome the above limitations. The contrastive learning module tailored for time series data can learn the contextual relationships to generate temporal fine-grained representations. The memory block can record normal patterns of these representations through the utilization of… More >

  • Open Access

    ARTICLE

    Programmable Logic Controller Block Monitoring System for Memory Attack Defense in Industrial Control Systems

    Mingyu Lee1, Jiho Shin2, Jung Taek Seo3,*

    CMC-Computers, Materials & Continua, Vol.77, No.2, pp. 2427-2442, 2023, DOI:10.32604/cmc.2023.041774

    Abstract Cyberattacks targeting industrial control systems (ICS) are becoming more sophisticated and advanced than in the past. A programmable logic controller (PLC), a core component of ICS, controls and monitors sensors and actuators in the field. However, PLC has memory attack threats such as program injection and manipulation, which has long been a major target for attackers, and it is important to detect these attacks for ICS security. To detect PLC memory attacks, a security system is required to acquire and monitor PLC memory directly. In addition, the performance impact of the security system on the PLC makes it difficult to… More >

  • Open Access

    ARTICLE

    Short-Term Wind Power Prediction Based on ICEEMDAN-SE-LSTM Neural Network Model with Classifying Seasonal

    Shumin Sun1, Peng Yu1, Jiawei Xing1, Yan Cheng1, Song Yang1, Qian Ai2,*

    Energy Engineering, Vol.120, No.12, pp. 2761-2782, 2023, DOI:10.32604/ee.2023.042635

    Abstract Wind power prediction is very important for the economic dispatching of power systems containing wind power. In this work, a novel short-term wind power prediction method based on improved complete ensemble empirical mode decomposition with adaptive noise (ICEEMDAN) and (long short-term memory) LSTM neural network is proposed and studied. First, the original data is prepossessed including removing outliers and filling in the gaps. Then, the random forest algorithm is used to sort the importance of each meteorological factor and determine the input climate characteristics of the forecast model. In addition, this study conducts seasonal classification of the annual data where… More >

  • Open Access

    ARTICLE

    Soil NOx Emission Prediction via Recurrent Neural Networks

    Zhaoan Wang1, Shaoping Xiao1,*, Cheryl Reuben2, Qiyu Wang2, Jun Wang2

    CMC-Computers, Materials & Continua, Vol.77, No.1, pp. 285-297, 2023, DOI:10.32604/cmc.2023.044366

    Abstract This paper presents designing sequence-to-sequence recurrent neural network (RNN) architectures for a novel study to predict soil NOx emissions, driven by the imperative of understanding and mitigating environmental impact. The study utilizes data collected by the Environmental Protection Agency (EPA) to develop two distinct RNN predictive models: one built upon the long-short term memory (LSTM) and the other utilizing the gated recurrent unit (GRU). These models are fed with a combination of historical and anticipated air temperature, air moisture, and NOx emissions as inputs to forecast future NOx emissions. Both LSTM and GRU models can capture the intricate pulse patterns… More >

  • Open Access

    ARTICLE

    A Scalable Interconnection Scheme in Many-Core Systems

    Allam Abumwais*, Mujahed Eleyat

    CMC-Computers, Materials & Continua, Vol.77, No.1, pp. 615-632, 2023, DOI:10.32604/cmc.2023.038810

    Abstract Recent architectures of multi-core systems may have a relatively large number of cores that typically ranges from tens to hundreds; therefore called many-core systems. Such systems require an efficient interconnection network that tries to address two major problems. First, the overhead of power and area cost and its effect on scalability. Second, high access latency is caused by multiple cores’ simultaneous accesses of the same shared module. This paper presents an interconnection scheme called N-conjugate Shuffle Clusters (NCSC) based on multi-core multi-cluster architecture to reduce the overhead of the just mentioned problems. NCSC eliminated the need for router devices and… More >

  • Open Access

    ARTICLE

    Micro-Expression Recognition Based on Spatio-Temporal Feature Extraction of Key Regions

    Wenqiu Zhu1,2, Yongsheng Li1,2, Qiang Liu1,2,*, Zhigao Zeng1,2

    CMC-Computers, Materials & Continua, Vol.77, No.1, pp. 1373-1392, 2023, DOI:10.32604/cmc.2023.037216

    Abstract Aiming at the problems of short duration, low intensity, and difficult detection of micro-expressions (MEs), the global and local features of ME video frames are extracted by combining spatial feature extraction and temporal feature extraction. Based on traditional convolution neural network (CNN) and long short-term memory (LSTM), a recognition method combining global identification attention network (GIA), block identification attention network (BIA) and bi-directional long short-term memory (Bi-LSTM) is proposed. In the BIA, the ME video frame will be cropped, and the training will be carried out by cropping into 24 identification blocks (IBs), 10 IBs and uncropped IBs. To alleviate… More >

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