The development of accurate prediction models continues to be highly beneficial in myriad disciplines. Deep learning models have performed well in stock price prediction and give high accuracy. However, these models a...The development of accurate prediction models continues to be highly beneficial in myriad disciplines. Deep learning models have performed well in stock price prediction and give high accuracy. However, these models are largely affected by the vanishing gradient problem escalated by some activation functions. This study proposes the use of the Vanishing Gradient Resilient Optimized Gated Recurrent Unit (OGRU) model with a scaled mean Approximation Coefficient (AC) time lag which should counter slow convergence, vanishing gradient and large error metrics. This study employed the Rectified Linear Unit (ReLU), Hyperbolic Tangent (Tanh), Sigmoid and Exponential Linear Unit (ELU) activation functions. Real-life datasets including the daily Apple and 5-minute Netflix closing stock prices were used, and they were decomposed using the Stationary Wavelet Transform (SWT). The decomposed series formed a decomposed data model which was compared to an undecomposed data model with similar hyperparameters and different default lags. The Apple daily dataset performed well with a Default_1 lag, using an undecomposed data model and the ReLU, attaining 0.01312, 0.00854 and 3.67 minutes for RMSE, MAE and runtime. The Netflix data performed best with the MeanAC_42 lag, using decomposed data model and the ELU achieving 0.00620, 0.00487 and 3.01 minutes for the same metrics.展开更多
针对齿轮故障诊断中采集到的振动信号常伴有噪声干扰且故障特征难以提取的问题,以傅里叶-贝塞尔级数展开(Fourier-Bessel series expansion,FBSE)为基础,提出了一种将FBSE和基于能量的尺度空间经验小波变换(energy scale space empirica...针对齿轮故障诊断中采集到的振动信号常伴有噪声干扰且故障特征难以提取的问题,以傅里叶-贝塞尔级数展开(Fourier-Bessel series expansion,FBSE)为基础,提出了一种将FBSE和基于能量的尺度空间经验小波变换(energy scale space empirical wavelet transform,ESEWT)相结合的齿轮振动信号降噪方法,即FBSE-ESEWT。首先,将采集到的齿轮振动信号利用FBSE技术获得其频谱,以替代传统的傅里叶谱,接着凭借能量尺度空间划分法对获取的FBSE频谱进行自适应分割和筛选,以精确定位有效频带的边界点。随后通过构建小波滤波器组得到信号分量并进行重构,以减小噪声和冗余信息干扰;然后,为捕捉到更全面的特征信息将处理后的信号进行广义S变换得到时频图,输入2D卷积神经网络进行故障诊断验证算法可行性。通过对Simulink仿真信号和实际采集信号进行实验,结果表明,相对于原始经验小波变换(EWT)、经验模态分解(EMD)等方法,FBSE-ESEWT具有更好的降噪效果,信噪比提高了13.96 dB,诊断准确率高达98.03%。展开更多
文摘The development of accurate prediction models continues to be highly beneficial in myriad disciplines. Deep learning models have performed well in stock price prediction and give high accuracy. However, these models are largely affected by the vanishing gradient problem escalated by some activation functions. This study proposes the use of the Vanishing Gradient Resilient Optimized Gated Recurrent Unit (OGRU) model with a scaled mean Approximation Coefficient (AC) time lag which should counter slow convergence, vanishing gradient and large error metrics. This study employed the Rectified Linear Unit (ReLU), Hyperbolic Tangent (Tanh), Sigmoid and Exponential Linear Unit (ELU) activation functions. Real-life datasets including the daily Apple and 5-minute Netflix closing stock prices were used, and they were decomposed using the Stationary Wavelet Transform (SWT). The decomposed series formed a decomposed data model which was compared to an undecomposed data model with similar hyperparameters and different default lags. The Apple daily dataset performed well with a Default_1 lag, using an undecomposed data model and the ReLU, attaining 0.01312, 0.00854 and 3.67 minutes for RMSE, MAE and runtime. The Netflix data performed best with the MeanAC_42 lag, using decomposed data model and the ELU achieving 0.00620, 0.00487 and 3.01 minutes for the same metrics.
文摘针对齿轮故障诊断中采集到的振动信号常伴有噪声干扰且故障特征难以提取的问题,以傅里叶-贝塞尔级数展开(Fourier-Bessel series expansion,FBSE)为基础,提出了一种将FBSE和基于能量的尺度空间经验小波变换(energy scale space empirical wavelet transform,ESEWT)相结合的齿轮振动信号降噪方法,即FBSE-ESEWT。首先,将采集到的齿轮振动信号利用FBSE技术获得其频谱,以替代传统的傅里叶谱,接着凭借能量尺度空间划分法对获取的FBSE频谱进行自适应分割和筛选,以精确定位有效频带的边界点。随后通过构建小波滤波器组得到信号分量并进行重构,以减小噪声和冗余信息干扰;然后,为捕捉到更全面的特征信息将处理后的信号进行广义S变换得到时频图,输入2D卷积神经网络进行故障诊断验证算法可行性。通过对Simulink仿真信号和实际采集信号进行实验,结果表明,相对于原始经验小波变换(EWT)、经验模态分解(EMD)等方法,FBSE-ESEWT具有更好的降噪效果,信噪比提高了13.96 dB,诊断准确率高达98.03%。
