Sökning: "Recurrent Neuralt Network"
Visar resultat 21 - 25 av 27 uppsatser innehållade orden Recurrent Neuralt Network.
21. Jämförelse av artificiella neurala nätverksalgoritmerför klassificering av omdömen
M1-uppsats, KTH/Hälsoinformatik och logistikSammanfattning : Vid stor mängd data i form av kundomdömen kan det vara ett relativt tidskrävande arbeteatt bedöma varje omdömes sentiment manuellt, om det är positivt eller negativt laddat. Denna avhandling har utförts för att automatiskt kunna klassificera kundomdömen efter positiva eller negativa omdömen vilket hanterades med hjälp av maskininlärning. LÄS MER
22. An evaluation of deep neural network approaches for traffic speed prediction
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : The transportation industry has a significant effect on the sustainability and development of a society. Learning traffic patterns, and predicting the traffic parameters such as flow or speed for a specific spatiotemporal point is beneficial for transportation systems. LÄS MER
23. Scalable System-Wide Traffic Flow Predictions Using Graph Partitioning and Recurrent Neural Networks
Master-uppsats, KTH/Skolan för elektroteknik och datavetenskap (EECS)Sammanfattning : Traffic flow predictions are an important part of an Intelligent Transportation System as the ability to forecast accurately the traffic conditions in a transportation system allows for proactive rather than reactive traffic control. Providing accurate real-time traffic predictions is a challenging problem because of the nonlinear and stochastic features of traffic flow. LÄS MER
24. Sequence-to-sequence learning of financial time series in algorithmic trading
Kandidat-uppsats, Högskolan i Borås/Akademin för bibliotek, information, pedagogik och ITSammanfattning : Predicting the behavior of financial markets is largely an unsolved problem. The problem hasbeen approached with many different methods ranging from binary logic, statisticalcalculations and genetic algorithms. LÄS MER
25. Prediction of securities' behavior using a multi-level artificial neural network with extra inputs between layers
Kandidat-uppsats, KTH/Skolan för datavetenskap och kommunikation (CSC)Sammanfattning : This paper discusses the possibilities of predicting changes in stock pricing at a high frequency applying a multi-level neural network without the use of recurrent neurons or any other time series analysis, as suggested in a paper byChen et al. [2017]. The paper tries to adapt the model presented in a paper by Chen et al. LÄS MER