2020

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    PublicationOpen Access
    Comparative Analysis of Deep Learning Models for Multi-Step Prediction of Financial Time Series
    (researchgate.net, 2020-10-21) Aryal, S; Nadarajah, D; Rupasinghe, P.L; Jayawardena, C; Kasthurirathna, D
    Financial time series prediction has been a key topic of interest among researchers considering the complexity of the domain and also due to its significant impact on a wide range of applications. In contrast to one-step ahead prediction, multi-step forecasting is more desirable in the industry but the task is more challenging. In recent days, advancement in deep learning has shown impressive accomplishments across various tasks including sequence learning and time series forecasting. Although most previous studies are focused on applications of deep learning models for single-step ahead prediction, multi-step financial time series forecasting has not been explored exhaustively. This paper aims at extensively evaluating the performance of various state-of-the-art deep learning models for multiple multi-steps ahead prediction horizons on real-world stock and forex markets dataset. Specifically, we focus on Long-Short Term Memory (LSTM) network and its variations, Encoder-Decoder based sequence to sequence models, Temporal Convolution Network (TCN), hybrid Exponential SmoothingRecurrent Neural Networks (ES-RNN) and Neural Basis Expansion Analysis for interpretable Time Series forecasting (N-BEATS). Experimental results show that the latest deep learning models such as NBEATS, ES-LSTM and TCN produced better results for all stock market related datasets by obtaining around 50% less Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE) scores for each prediction horizon as compared to other models. However, the conventional LSTM-based models still prove to be dominant in the forex domain by comparatively achieving around 2% less error values.
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    PublicationEmbargo
    Comparative analysis of the application of Deep Learning techniques for Forex Rate prediction
    (2019 1st International Conference on Advancements in Computing (ICAC), SLIIT, 2019-12-05) Aryal, S.; Nadarajah, D.; Kasthurirathna, D.; Rupasinghe, L.; Jayawardena, C.
    Forecasting the financial time series is an extensive field of study. Even though the econometric models, traditional machine learning models, artificial neural networks and deep learning models have been used to predict the financial time series, deep learning models have been recently employed to do predictions of financial time series. In this paper, three different deep learning models called Long Short-Term Memory (LSTM), Convolutional Neural Network (CNN) and Temporal Convolution Network (TCN) have been used to predict the United States Dollar (USD) to Sri Lankan Rupees (LKR) exchange rate and compared the accuracy of the models. The results indicate the superiority of CNN model over other models. We conclude that CNN based models perform best in financial time series prediction.
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    PublicationEmbargo
    Intelligent Disease Detection System for Greenhouse with a Robotic Monitoring System
    (2020 2nd International Conference on Advancements in Computing (ICAC), SLIIT, 2020-12-10) Fernando, S.; Nethmi, R.; Silva, A.; Perera, A.; De Silva, R.; Abeygunawardhana, P.K.W.
    Greenhouse farming plays a significant role in the agricultural industry because of its controlled climatic features. Recent examinations have stated that the mean creation of the yields under greenhouses is lessening due to disease events in the plants. These foods have become an imposing undertaking because these plants are being assaulted by different bacterial diseases, micro-organisms, and pests. The chemicals are applied to the plants intermittently without thinking about the necessity of each plant. Several problems have occurred in the greenhouse environment due to these causes. Therefore, there is a huge necessity for a system to detect diseases at an early stage. This research focused on designing a system to detect disease, which causes yellowish in greenhouse plants. Plant yellowing can be considered a significant problem of plants that grow under greenhouse-controlled environments. Through this research is focused on the most important and one of the most attentiongrabbing crop tomato. There are specific diseases that cause yellowish the tomato plant, and they have been identified. The techniques utilized for early recognition of infection are image processing, machine learning, and deep learning.
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    PublicationEmbargo
    Deepfake Audio Detection: A Deep Learning Based Solution for Group Conversations
    (2020 2nd International Conference on Advancements in Computing (ICAC), SLIIT, 2020-12-10) Wijethunga, R.L.M.A.P.C.; Matheesha, D.M.K.; Al Noman, A.; De Silva, K.H.V.T.A.; Tissera, M.; Rupasinghe, L.
    The recent advancements in deep learning and other related technologies have led to improvements in various areas such as computer vision, bio-informatics, and speech recognition etc. This research mainly focuses on a problem with synthetic speech and speaker diarization. The developments in audio have resulted in deep learning models capable of replicating naturalsounding voice also known as text-to-speech (TTS) systems. This technology could be manipulated for malicious purposes such as deepfakes, impersonation, or spoofing attacks. We propose a system that has the capability of distinguishing between real and synthetic speech in group conversations.We built Deep Neural Network models and integrated them into a single solution using different datasets, including but not limited to Urban- Sound8K (5.6GB), Conversational (12.2GB), AMI-Corpus (5GB), and FakeOrReal (4GB). Our proposed approach consists of four main components. The speech-denoising component cleans and preprocesses the audio using Multilayer-Perceptron and Convolutional Neural Network architectures, with 93% and 94% accuracies accordingly. The speaker diarization was implemented using two different approaches, Natural Language Processing for text conversion with 93% accuracy and Recurrent Neural Network model for speaker labeling with 80% accuracy and 0.52 Diarization-Error-Rate. The final component distinguishes between real and fake audio using a CNN architecture with 94% accuracy. With these findings, this research will contribute immensely to the domain of speech analysis.