List of Articles Long Short-Term Memory

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  1 - Hierarchical Weighted Framework for Emotional Distress Detection using Personalized Affective Cues
  Nagesh Jadhav
  10.52547/jist.16499.10.38.89
  Emotional distress detection has become a hot topic of research in recent years due to concerns related to mental health and complex nature distress identification. One of the challenging tasks is to use non-invasive technology to understand and detect emotional distres More

  Emotional distress detection has become a hot topic of research in recent years due to concerns related to mental health and complex nature distress identification. One of the challenging tasks is to use non-invasive technology to understand and detect emotional distress in humans. Personalized affective cues provide a non-invasive approach considering visual, vocal, and verbal cues to recognize the affective state. In this paper, we are proposing a multimodal hierarchical weighted framework to recognize emotional distress. We are utilizing negative emotions to detect the unapparent behavior of the person. To capture facial cues, we have employed hybrid models consisting of a transfer learned residual network and CNN models. Extracted facial cue features are processed and fused at decision using a weighted approach. For audio cues, we employed two different models exploiting the LSTM and CNN capabilities fusing the results at the decision level. For textual cues, we used a BERT transformer to learn extracted features. We have proposed a novel decision level adaptive hierarchical weighted algorithm to fuse the results of the different modalities. The proposed algorithm has been used to detect the emotional distress of a person. Hence, we have proposed a novel algorithm for the detection of emotional distress based on visual, verbal, and vocal cues. Experiments on multiple datasets like FER2013, JAFFE, CK+, RAVDESS, TESS, ISEAR, Emotion Stimulus dataset, and Daily-Dialog dataset demonstrates the effectiveness and usability of the proposed architecture. Experiments on the enterface'05 dataset for distress detection has demonstrated significant results. Manuscript profile
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  2 - An Analysis of Covid-19 Pandemic Outbreak on Economy using Neural Network and Random Forest
  Md. Nahid  Hasan Tanvir  Ahmed Md.  Ashik Md. Jahid  Hasan Tahaziba  Azmin Jia Uddin
  10.52547/jist.34246.11.42.163
  The pandemic disease outbreaks are causing a significant financial crisis affecting the worldwide economy. Machine learning techniques are urgently required to detect, predict and analyze the economy for early economic planning and growth. Consequently, in this paper, w More

  The pandemic disease outbreaks are causing a significant financial crisis affecting the worldwide economy. Machine learning techniques are urgently required to detect, predict and analyze the economy for early economic planning and growth. Consequently, in this paper, we use machine learning classifiers and regressors to construct an early warning model to tackle economic recession due to the cause of covid-19 pandemic outbreak. A publicly available database created by the National Bureau of Economic Research (NBER) is used to validate the model, which contains information about national revenue, employment rate, and workers' earnings of the USA over 239 days (1 January 2020 to 12 May 2020). Different techniques such as missing value imputation, k-fold cross validation have been used to pre-process the dataset. Machine learning classifiers- Multi-layer Perceptron- Neural Network (MLP-NN) and Random Forest (RF) have been used to predict recession. Additionally, machine learning regressors-Long Short-Term Memory (LSTM) and Random Forest (RF) have been used to detect how much recession a country is facing as a result of positive test cases of covid-19 pandemic. Experimental results demonstrate that the MLP-NN and RF classifiers have exhibited average 88.33% and 85% of recession (where 95%, 81%, 89% and 85%, 81%, 89% for revenue, employment rate and workers earnings, respectively) and average 90.67% and 93.67% of prediction accuracy for LSTM and RF regressors (where 92%, 90%, 90%, and 95%, 93%, 93% respectively). Manuscript profile
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  3 - Emotion Recognition Based on EEG Signals Using Deep Learning Based on Bi-Directional Long Short-Term Memory and Attention Mechanism
  Seyyed Abed Hosseini M. Houshmand
  This research deals with the recognition of emotions from EEG signals using deep learning based on bi-directional long short-term memory (LSTM) and attention mechanism. In this study, two SEED and DEAP databases are utilized for the emotion recognition. The SEED databas More

  This research deals with the recognition of emotions from EEG signals using deep learning based on bi-directional long short-term memory (LSTM) and attention mechanism. In this study, two SEED and DEAP databases are utilized for the emotion recognition. The SEED database includes EEG signals in 62 channels from 15 participants in three categories of positive, neutral, and negative emotions. The DEAP dataset includes EEG signals in 32 channels from 32 participants in two categories of valence and arousal. LSTM has shown its efficiency in extracting temporal information from long physiological signals. The innovations of this research include the use of a new loss function and Bayesian optimizer to find the initial learning rate. The accuracy of the proposed method for the classification of emotions in the SEED database is 96.72%. The accuracy of the proposed method for classifying emotions into two categories of valence and arousal is 94.9% and 97.1%, respectively. Finally, comparing the obtained results with recent research studies. Manuscript profile
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  4 - A Novel Multi-Step Ahead Demand Forecasting Model Based on Deep Learning Techniques and Time Series Augmentation
  Hossein Abbasimehr Reza Paki
  In a business environment where there is fierce competition between companies, accurate demand forecasting is vital. If we collect customer demand data at discrete points in time, we obtain a demand time series. As a result, the demand forecasting problem can be formula More

  In a business environment where there is fierce competition between companies, accurate demand forecasting is vital. If we collect customer demand data at discrete points in time, we obtain a demand time series. As a result, the demand forecasting problem can be formulated as a time series forecasting task. In the context of time series forecasting, deep learning methods have demonstrated good accuracy in predicting complex time series. However, the excellent performance of these methods is dependent on the amount of data available. For this purpose, in this study, we propose to use time series augmentation techniques to improve the performance of deep learning methods. In this study, three new methods have been used to test the effectiveness of the proposed approach, which are: 1) Long short-term memory, 2) Convolutional network 3) Multihead self-attention mechanism. This study also uses a multi-step forecasting approach that makes it possible to predict several future points in a forecasting operation. The proposed method is applied to the actual demand data of a furniture company. The experimental results show that the proposed approach improves the forecasting accuracy of the methods used in most different prediction scenarios Manuscript profile