scholarly journals Prediction of Geological Parameters during Tunneling by Time Series Analysis on In Situ Data

2021 ◽  
Vol 2021 ◽  
pp. 1-15
Author(s):  
Shanglin Liu ◽  
Kaihong Yang ◽  
Jie Cai ◽  
Siyang Zhou ◽  
Qian Zhang
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Short Term Memory ◽  
Time Window ◽  
Tunnel Boring Machine ◽  
Heavy Load ◽  
In Situ Data ◽  
Geological Conditions ◽  
Geological Information

A tunnel boring machine (TBM) is a type of heavy load equipment that is widely used in underground tunnel construction. The geological conditions in the tunneling process are decisive factors that directly affect the control of construction equipment. Because TBM tunneling always takes place underground, the acquisition of geological information has become a key issue in this field. This study focused on the internal relationships between the sequential nature of tunnel in situ data and the continuous interaction between equipment and geology and introduced the long short-term memory (LSTM) time series neural network method for processing in situ data. A method for predicting the geological parameters in advance based on TBM real-time state monitoring data is proposed. The proposed method was applied to a tunnel project in China, and the R2 of the prediction results for five geological parameters are all higher than 0.98. The performance of the LSTM was compared with that of an artificial neural network (ANN). The prediction accuracy of the LSTM was significantly higher compared with that of the ANN, and the generalization and robustness of LSTM are also better than those of ANN, which indicates that the proposed LSTM method could extract the sequence properties of the in situ data. The rule of equipment-geology interaction was reflected by increasing the memory structure of the model through the introduction of the “gate” concept, and the accurate prediction of geological parameters during tunneling was realized. Additionally, the influence of time window and distance of prediction on the model is discussed. The proposed method provides a new approach toward obtaining geological information during TBM construction and also provides a certain reference for the effective analysis of the in situ data with sequence properties.

scholarly journals Geological Type Recognition by Machine Learning on In-Situ Data of EPB Tunnel Boring Machines

2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
Qian Zhang ◽  
Kaihong Yang ◽  
Lihui Wang ◽  
Siyang Zhou
Keyword(s):  
Machine Learning ◽  
Large Scale ◽  
Recognition Performance ◽  
Selection Strategy ◽  
Pressure Balance ◽  
Tunnel Boring ◽  
In Situ Data ◽  
Geological Conditions ◽  
Geological Information

At present, many large-scale engineering equipment can obtain massive in-situ data at runtime. In-depth data mining is conducive to the real-time understanding of equipment operation status or recognition of service environment. This paper proposes a geological type recognition system by the analysis of in-situ data recorded during TBM tunneling to address geological information acquisition during TBM construction. Owing to high dimensionality and nonlinear coupling between parameters of TBM in-situ data, the dimensionality reduction feature engineering and machine learning methods are introduced into TBM in-situ data analysis. The chi-square test is used to screen for sensitive features due to the disobedience to common distributions of TBM parameters. Considering complex relationships, ANN, SVM, KNN, and CART algorithms are used to construct a geology recognition classifier. A case study of a subway tunnel project constructed using an earth pressure balance tunnel boring machine (EPB-TBM) in China is used to verify the effectiveness of the proposed geological recognition method. The result shows that the recognition accuracy gradually increases to a stable level with the increase of input features, and the accuracy of all algorithms is higher than 97%. Seven features are considered as the best selection strategy among SVM, KNN, and ANN, while feature selection is an inherent part of the CART method which shows a good recognition performance. This work provides an intelligent path for obtaining geological information for underground excavation TBM projects and a possibility for solving the problem of engineering recognition of more complex geological conditions.

Prediction of InSAR deformation time-series using a long short-term memory neural network

2021 ◽  
Vol 42 (18) ◽  
pp. 6921-6944
Author(s):  
Yi Chen ◽  
Yi He ◽  
Lifeng Zhang ◽  
Youdong Chen ◽  
Hongyu Pu ◽  
...  
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

scholarly journals Research on maintenance spare parts requirement prediction based on LSTM recurrent neural network

Open Physics ◽  
2021 ◽  
Vol 19 (1) ◽  
pp. 618-627
Author(s):  
Weixing Song ◽  
Jingjing Wu ◽  
Jianshe Kang ◽  
Jun Zhang
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Recurrent Neural Network ◽  
Time Series Data ◽  
Short Term Memory ◽  
Spare Parts ◽  
Performance Comparison ◽  
Series Data ◽  
Generalized Regression Neural Network ◽  
Particle Swarm Algorithm

Abstract The aim of this study was to improve the low accuracy of equipment spare parts requirement predicting, which affects the quality and efficiency of maintenance support, based on the summary and analysis of the existing spare parts requirement predicting research. This article introduces the current latest popular long short-term memory (LSTM) algorithm which has the best effect on time series data processing to equipment spare parts requirement predicting, according to the time series characteristics of spare parts consumption data. A method for predicting the requirement for maintenance spare parts based on the LSTM recurrent neural network is proposed, and the network structure is designed in detail, the realization of network training and network prediction is given. The advantages of particle swarm algorithm are introduced to optimize the network parameters, and actual data of three types of equipment spare parts consumption are used for experiments. The performance comparison of predictive models such as BP neural network, generalized regression neural network, wavelet neural network, and squeeze-and-excitation network prove that the new method is effective and provides an effective method for scientifically predicting the requirement for maintenance spare parts and improving the quality of equipment maintenance.

Pre-treating GNSS time series using a recurrent neural network to improve the automated detection of jump discontinuities

2021 ◽  
Author(s):  
Luca Tavasci ◽  
Pasquale Cascarano ◽  
Stefano Gandolfi
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Time Series Analysis ◽  
Ad Hoc ◽  
Short Term Memory ◽  
Learning Approaches ◽  
Jump Detection ◽  
Series Analysis ◽  
Jump Discontinuities ◽  
Gnss Time Series

<p>Ground motion monitoring is one of the main goals in the geoscientist community and at the time it is mainly performed by analyzing time series of data. Our capability of describing the most significant features characterizing the time evolution of a point-position is affected by the presence of undetected discontinuities in the time series. One of the most critical aspects in the automated time series analysis, which is quite necessary since the amount of data is increasing more and more, is still the detection of discontinuities and in particular the definition of their epoch. A number of algorithms have already been developed and proposed to the community in the last years, following different statistical approaches and different hypotheses on the coordinates behavior. In this work, we have chosen to analyze GNSS time series and to use an already published algorithm (STARS) for jump detection as a benchmark to test our approach, consisting of pre-treating the time series to be analyzed using a neural network. In particular, we chose a Long Short Term Memory (LSTM) neural network belonging to the class of the Recurrent Neural Networks (RNNs), ad hoc modified for the GNSS time series analysis. We focused both on the training algorithm and the testing one. The latter has been the object of a parametric test to find out the number of predicted data that mostly emphasize our capability of detecting jump discontinuities. Results will be presented considering several GNSS time series of daily positions. Finally, a discussion on the possible integration of machine learning approaches and classical deterministic approaches will be done.</p>

Forecasting the momentum using customised loss function for financial series

2021 ◽  
Vol 14 (4) ◽  
pp. 702-713
Author(s):  
N. Prabakaran ◽  
Rajasekaran Palaniappan ◽  
R. Kannadasan ◽  
Satya Vinay Dudi ◽  
V. Sasidhar
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Loss Function ◽  
Short Term Memory ◽  
Learning Algorithm ◽  
Financial Time Series ◽  
Storage Unit ◽  
Content Type ◽  
Financial Time ◽  
Unit Structure

PurposeWe propose a Machine Learning (ML) approach that will be trained from the available financial data and is able to gain the trends over the data and then uses the acquired knowledge for a more accurate forecasting of financial series. This work will provide a more precise results when weighed up to aged financial series forecasting algorithms. The LSTM Classic will be used to forecast the momentum of the Financial Series Index and also applied to its commodities. The network will be trained and evaluated for accuracy with various sizes of data sets, i.e. weekly historical data of MCX, GOLD, COPPER and the results will be calculated.Design/methodology/approachDesirable LSTM model for script price forecasting from the perspective of minimizing MSE. The approach which we have followed is shown below. (1) Acquire the Dataset. (2) Define your training and testing columns in the dataset. (3) Transform the input value using scalar. (4) Define the custom loss function. (5) Build and Compile the model. (6) Visualise the improvements in results.FindingsFinancial series is one of the very aged techniques where a commerce person would commerce financial scripts, make business and earn some wealth from these companies that vend a part of their business on trading manifesto. Forecasting financial script prices is complex tasks that consider extensive human–computer interaction. Due to the correlated nature of financial series prices, conventional batch processing methods like an artificial neural network, convolutional neural network, cannot be utilised efficiently for financial market analysis. We propose an online learning algorithm that utilises an upgraded of recurrent neural networks called long short-term memory Classic (LSTM). The LSTM Classic is quite different from normal LSTM as it has customised loss function in it. This LSTM Classic avoids long-term dependence on its metrics issues because of its unique internal storage unit structure, and it helps forecast financial time series. Financial Series Index is the combination of various commodities (time series). This makes Financial Index more reliable than the financial time series as it does not show a drastic change in its value even some of its commodities are affected. This work will provide a more precise results when weighed up to aged financial series forecasting algorithms.Originality/valueWe had built the customised loss function model by using LSTM scheme and have experimented on MCX index and as well as on its commodities and improvements in results are calculated for every epoch that we run for the whole rows present in the dataset. For every epoch we can visualise the improvements in loss. One more improvement that can be done to our model that the relationship between price difference and directional loss is specific to other financial scripts. Deep evaluations can be done to identify the best combination of these for a particular stock to obtain better results.

scholarly journals Long Short Term Memory Recurrent Network for Standard and Poor’s 500 Index Modelling

2018 ◽  
Vol 7 (4.15) ◽  
pp. 25 ◽  
Author(s):  
Said Jadid Abdulkadir ◽  
Hitham Alhussian ◽  
Muhammad Nazmi ◽  
Asim A Elsheikh
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Recurrent Neural Network ◽  
Time Series Data ◽  
Short Term Memory ◽  
Series Data ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Forecasting time-series data are imperative especially when planning is required through modelling using uncertain knowledge of future events. Recurrent neural network models have been applied in the industry and outperform standard artificial neural networks in forecasting, but fail in long term time-series forecasting due to the vanishing gradient problem. This study offers a robust solution that can be implemented for long-term forecasting using a special architecture of recurrent neural network known as Long Short Term Memory (LSTM) model to overcome the vanishing gradient problem. LSTM is specially designed to avoid the long-term dependency problem as their default behavior. Empirical analysis is performed using quantitative forecasting metrics and comparative model performance on the forecasted outputs. An evaluation analysis is performed to validate that the LSTM model provides better forecasted outputs on Standard & Poor’s 500 Index (S&P 500) in terms of error metrics as compared to other forecasting models.  

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