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Selecting Datasets for Evaluating an Enhanced Deep Learning Framework

arXiv 2109.10442 ↗First posted 21 Sep 2021cs.LGcited by 0

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Abstract (arXiv)

A framework was developed to address limitations associated with existing techniques for analysing sequences. This work deals with the steps followed to select suitable datasets characterised by discrete irregular sequential patterns. To identify, select, explore and evaluate which datasets from various sources extracted from more than 400 research articles, an interquartile range method for outlier calculation and a qualitative Billauer's algorithm was adapted to provide periodical peak detection in such datasets. The developed framework was then tested using the most appropriate datasets. The research concluded that the financial market-daily currency exchange domain is the most suitable kind of data set for the evaluation of the designed deep learning framework, as it provides high levels of discrete irregular patterns.

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References · 8

  1. 2017Towards A Rigorous Science of Interpretable Machine Learningcited by 1,400
  2. 2019Deep Equilibrium Modelscited by 603
  3. 2018Accurate Uncertainties for Deep Learning Using Calibrated Regressioncited by 417
  4. 2018A Memory-Network Based Solution for Multivariate Time-Series Forecastingcited by 21
  5. 2018Multimodal deep learning for short-term stock volatility predictioncited by 7
  6. 2019Improved Forecasting of Cryptocurrency Price using Social Signalscited by 3
  7. 2019Comparison of Deep learning models on time series forecasting : a case study of Dissolved Oxygen Predictioncited by 2
  8. 2020Complex Sequential Data Analysis: A Systematic Literature Review of Existing Algorithmscited by 1

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