Dataset Information

China's GDP forecasting using Long Short Term Memory Recurrent Neural Network and Hidden Markov Model.

ABSTRACT: This paper presents a Long Short Term Memory Recurrent Neural Network and Hidden Markov Model (LSTM-HMM) to predict China's Gross Domestic Product (GDP) fluctuation state within a rolling time window. We compare the predictive power of LSTM-HMM with other dynamic forecast systems within different time windows, which involves the Hidden Markov Model (HMM), Gaussian Mixture Model-Hidden Markov Model (GMM-HMM) and LSTM-HMM with an input of monthly Consumer Price Index (CPI) or quarterly CPI within 4-year, 6-year, 8-year and 10-year time window. These forecasting models employed in our empirical analysis share the basic HMM structure but differ in the generation of observable CPI fluctuation states. Our forecasting results suggest that (1) among all the models, LSTM-HMM generally performs better than the other models; (2) the model performance can be improved when model input transforms from quarterly to monthly; (3) among all the time windows, models within 10-year time window have better overall performance; (4) within 10-year time window, the LSTM-HMM, with either quarterly or monthly input, has the best accuracy and consistency.

SUBMITTER: Zhang J

PROVIDER: S-EPMC9205526 | biostudies-literature | 2022

REPOSITORIES: biostudies-literature

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China's GDP forecasting using Long Short Term Memory Recurrent Neural Network and Hidden Markov Model.

Zhang Junhuan J Wen Jiaqi J Yang Zhen Z

PloS one 20220617 6

This paper presents a Long Short Term Memory Recurrent Neural Network and Hidden Markov Model (LSTM-HMM) to predict China's Gross Domestic Product (GDP) fluctuation state within a rolling time window. We compare the predictive power of LSTM-HMM with other dynamic forecast systems within different time windows, which involves the Hidden Markov Model (HMM), Gaussian Mixture Model-Hidden Markov Model (GMM-HMM) and LSTM-HMM with an input of monthly Consumer Price Index (CPI) or quarterly CPI within ...[more]

PMID: 35714074

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Project description:BackgroundThe accurate temporal analysis of muscle activation is of great interest in many research areas, spanning from neurorobotic systems to the assessment of altered locomotion patterns in orthopedic and neurological patients and the monitoring of their motor rehabilitation. The performance of the existing muscle activity detectors is strongly affected by both the SNR of the surface electromyography (sEMG) signals and the set of features used to detect the activation intervals. This work aims at introducing and validating a powerful approach to detect muscle activation intervals from sEMG signals, based on long short-term memory (LSTM) recurrent neural networks.MethodsFirst, the applicability of the proposed LSTM-based muscle activity detector (LSTM-MAD) is studied through simulated sEMG signals, comparing the LSTM-MAD performance against other two widely used approaches, i.e., the standard approach based on Teager-Kaiser Energy Operator (TKEO) and the traditional approach, used in clinical gait analysis, based on a double-threshold statistical detector (Stat). Second, the effect of the Signal-to-Noise Ratio (SNR) on the performance of the LSTM-MAD is assessed considering simulated signals with nine different SNR values. Finally, the newly introduced approach is validated on real sEMG signals, acquired during both physiological and pathological gait. Electromyography recordings from a total of 20 subjects (8 healthy individuals, 6 orthopedic patients, and 6 neurological patients) were included in the analysis.ResultsThe proposed algorithm overcomes the main limitations of the other tested approaches and it works directly on sEMG signals, without the need for background-noise and SNR estimation (as in Stat). Results demonstrate that LSTM-MAD outperforms the other approaches, revealing higher values of F1-score (F1-score > 0.91) and Jaccard similarity index (Jaccard > 0.85), and lower values of onset/offset bias (average absolute bias < 6 ms), both on simulated and real sEMG signals. Moreover, the advantages of using the LSTM-MAD algorithm are particularly evident for signals featuring a low to medium SNR.ConclusionsThe presented approach LSTM-MAD revealed excellent performances against TKEO and Stat. The validation carried out both on simulated and real signals, considering normal as well as pathological motor function during locomotion, demonstrated that it can be considered a powerful tool in the accurate and effective recognition/distinction of muscle activity from background noise in sEMG signals.

Dataset Information

China's GDP forecasting using Long Short Term Memory Recurrent Neural Network and Hidden Markov Model.

Publications

China's GDP forecasting using Long Short Term Memory Recurrent Neural Network and Hidden Markov Model.

Similar Datasets

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