Forecasting stock prices plays an important role in setting a trading strategy or determining the appropriate timing for buying or selling a stock. We propose a model, called the feature fusion long short-term memory-convolutional neural network (LSTM-CNN) model, that combines features learned from different representations of the same data, namely, stock time series and stock chart images, to predict stock prices. The proposed model is composed of LSTM and a CNN, which are utilized for extracting temporal features and image features. We measure the performance of the proposed model relative to those of single models (CNN and LSTM) using SPDR S&P 500 ETF data. Our feature fusion LSTM-CNN model outperforms the single models in predicting stock prices. In addition, we discover that a candlestick chart is the most appropriate stock chart image to use to forecast stock prices. Thus, this study shows that prediction error can be efficiently reduced by using a combination of temporal and image features from the same data rather than using these features separately.
1 October 2017 in Computers in Biology and Medicine
Among all diseases affecting rice production, rice blast disease has the greatest impact. Thus, monitoring and precise prediction of the occurrence of this disease are important; early prediction of the disease would be especially helpful for prevention. Here, we propose an artificial-intelligence-based model for rice blast disease prediction. Historical data on rice blast occurrence in representative areas of rice production in South Korea and historical climatic data are used to develop a region-specific model for three different regions: Cheolwon, Icheon and Milyang. A rice blast incidence is then predicted a year in advance using long-term memory networks (LSTMs). The predictive performance of the proposed LSTM model is evaluated by varying the input variables (i.e., rice blast disease scores, air temperature, relative humidity and sunshine hours). The most widely cultivated rice varieties are also selected and the prediction results for those varieties are analyzed. Application of the LSTM model to the accumulated rice-blast disease score data confirms successful prediction of rice blast incidence. In all regions, the predictions are most accurate when all four input variables are combined. Rice blast fungus prediction using the proposed LSTM model is variety-based; therefore, this model will be more helpful for rice breeders and rice blast researchers than conventional rice blast prediction models.