Recognizing human activities using deep learning methods has significance in many fields such as sports, motion tracking, surveillance, healthcare and robotics. Inertial sensors comprising of accelerometers and gyroscopes are commonly used for sensor based HAR. In this study, a Bidirectional Long Short-Term Memory (BLSTM) approach is explored for human activity recognition and classification for closely related activities on a body worn inertial sensor data that is provided by the UTD-MHAD dataset. The BLSTM model of this study could achieve an overall accuracy of 98.05% for 15 different activities and 90.87% for 27 different activities performed by 8 persons with 4 trials per activity per person. A comparison of this BLSTM model is made with the Unidirectional LSTM model. It is observed that there is a significant improvement in the accuracy for recognition of all 27 activities in the case of BLSTM than LSTM.

Multi-Task Learning is today an interesting and promising field which many mention as a must for achieving the next level advancement within machine learning. However, in reality, Multi-Task Learning is much more rarely used in real-world implementations than its more popular cousin Transfer Learning. The questionis why that is and if Multi-Task Learning outperforms its Single-Task counterparts. In this thesis different Multi-Task Learning architectures were utilized in order to build a model that can handle labeling real technical issues within two categories. The model faces a challenging imbalanced data set with many labels to choose from and short texts to base its predictions on. Can task-sharing be the answer to these problems? This thesis investigated three Multi-Task Learning architectures and compared their performance to a Single-Task model. An authentic data set and two labeling tasks was used in training the models with the method of supervised learning. The four model architectures; Single-Task, Multi-Task, Cross-Stitched and the Shared-Private, first went through a hyper parameter tuning process using one of the two layer options LSTM and GRU. They were then boosted by auxiliary tasks and finally evaluated against each other.

In this thesis, two different types of bus passengers are identified. These two types, namely current passengers and passengers-to-be have different needs in terms of arrival time predictions. A set of machine learning models based on recurrent neural networks and long short-term memory units were developed to meet these needs. Furthermore, bus data from the public transport in Östergötland county, Sweden, were collected and used for training new machine learning models. These new models are compared with the current prediction system that is used today to provide passengers with arrival time information. The models proposed in this thesis uses a sequence of time steps as input and the observed arrival time as output. Each input time step contains information about the current state such as the time of arrival, the departure time from thevery first stop and the current position in Cartesian coordinates. The targeted value for each input is the arrival time at the next time step. To predict the rest of the trip, the prediction for the next step is simply used as input in the next time step. The result shows that the proposed models can improve the mean absolute error per stop between 7.2% to 40.9% compared to the system used today on all eight routes tested. Furthermore, the choice of loss function introduces models thatcan meet the identified passengers need by trading average prediction accuracy for a certainty that predictions do not overestimate or underestimate the target time in approximately 95% of the cases.

<p>Due to strong interactions among various phases and among the phases and fluid motions, multiphase flows (MPFs) are so complex that lots of efforts have to be paid to predict its sequential patterns of phases and motions. The present paper applies the physical constraints inherent in MPFs and enforces them to a physics-informed neural network (PINN) model either explicitly or implicitly, depending on the type of constraints. To predict the unobserved order parameters (OPs) (which locate the phases) in the future steps, the conditional neural processes (CNPs) with long short-term memory (LSTM, combined as CNPLSTM) are applied to quickly infer the dynamics of the phases after encoding only a few observations. After that, the multiphase consistent and conservative boundedness mapping (MCBOM) algorithm is implemented the correction the predicted OPs from CNP-LSTM so that the mass conservation, the summation of the volume fractions of the phases being unity, the consistency of reduction, and the boundedness of the OPs are strictly satisfied. Next, the density of the fluid mixture is computed from the corrected OPs. The observed velocity and density of the fluid mixture then encode in a physics-informed conditional neural processes and long short-term memory (PICNP-LSTM) where the constraint of momentum conservation is included in the loss function. Finally, the unobserved velocity in future steps is predicted from PICNP-LSTM. The proposed physics-informed neural processes (PINPs) model (CNP-LSTM-MCBOM-PICNP-LSTM) for MPFs avoids unphysical behaviors of the OPs, accelerates the convergence, and requires fewer data. The proposed model successfully predicts several canonical MPF problems, i.e., the horizontal shear layer (HSL) and dam break (DB) problems, and its performances are validated.</p>

<div>Textual emotion classification is a task in affective AI that branches from sentiment analysis and focuses on identifying emotions expressed in a given text excerpt. </div><div>It has a wide variety of applications that improve human-computer interactions, particularly to empower computers to understand subjective human language better. </div><div>Significant research has been done on this task, but very little of that research leverages one of the most emotion-bearing symbols we have used in modern communication: Emojis.</div><div>In this thesis, we propose several transformer-based models for emotion classification that processes emojis as input tokens and leverages pretrained models and uses them</div><div>, a model that processes Emojis as textual inputs and leverages DeepMoji to generate affective feature vectors used as reference when aggregating different modalities of text encoding. </div><div>To evaluate ReferEmo, we experimented on the SemEval 2018 and GoEmotions datasets, two benchmark datasets for emotion classification, and achieved competitive performance compared to state-of-the-art models tested on these datasets. Notably, our model performs better on the underrepresented classes of each dataset.</div>

Predicting stock market trends is a complex task due to the inherent volatility and unpredictability of financial markets. Nevertheless, accurate forecasts are of critical importance to investors, financial analysts, and stakeholders, as they directly inform decision-making processes and risk management strategies associated with financial investments. Inaccurate forecasts can lead to notable financial consequences, emphasizing the crucial and demanding task of developing models that provide accurate and trustworthy predictions. This article addresses this challenging problem by utilizing a long-short term memory (LSTM) model to predict stock market developments. The study undertakes a thorough analysis of the LSTM model's performance across multiple datasets, critically examining the impact of different timespans and epochs on the accuracy of its predictions. Additionally, a comparison is made with a support vector regression (SVR) model using the same datasets and timespans, which allows for a comprehensive evaluation of the relative strengths of the two techniques. The findings offer insights into the capabilities and limitations of both models, thus paving the way for future research in stock market prediction methodologies. Crucially, the study reveals that larger datasets and an increased number of epochs can significantly enhance the LSTM model's performance. Conversely, the SVR model exhibits significant challenges with overfitting. Overall, this research contributes to ongoing efforts to improve financial prediction models and provides potential solutions for individuals and organizations seeking to make accurate and reliable forecasts of stock market trends.

Financial market forecasting is a challenging and complex task due to the sensitivity of the market to various factors such as political, economic, and social factors. However, recent advances in machine learning and computation technology have led to an increased interest in using deep learning for forecasting financial data. One the one hand, the famous efficient market hypothesis states that the market is so efficient that no one can consistently benefit from it, and the random walk theory suggests that asset prices are unpredictable based on historical data. On the other hand, previous research has shown that financial time series can be forecasted to some extent using artificial neural networks (ANNs). Despite being a relatively new addition to financial research with less study than the traditional models such as moving averages and linear regression models, ANNs have been shown to outperform the traditional models to some extent. Hence, considering the efficient market hypothesis and the random walk theory, there is a knowledge gap on whether neural networks can be used for financial time series prediction. This paper explores the use of ANNs, specifically recurrent neural networks, to predict financial time series data using a long short-term memory (LSTM) network model. The study will employ an experimental research strategy to construct and test an LSTM model to predict financial time series data, with the aim of examining its performance and evaluating it relative to other models and methods. For evaluating its performance, evaluation metrics are computed and the model is compared with a constructed simple moving average (SMA) model as well as other models in existing studies. The paper also explores the application and processing of transformed financial data, where it was found that achieving stationarity by data transformation was not necessary for the LSTM model to perform better. The study also found that the LSTM model outperformed the SMA model when hyperparameters were set to capture long-term dependencies. However, in the short-term, the SMA model outperformed the LSTM model.

Credit scoring is critical for banks to evaluate new loan applications and monitor existing customers. Machine learning has been extensively researched for this case; however, the adoption of machine learning methods is minimal in financial risk management. The primary reason is that algorithms are viewed as ‘black box models’ and cannot satisfy regulatory requirements. While deep learning methods such as LSTM have been evaluated for behavioural credit scoring based on performance, research has not holistically evaluated these models on performance and explainability. To answer the research question, How can traditional machine learning and deep learning methods conform with regulatory guidelines for explainable artificial intelligence (XAI), and are they preferable to benchmark methods? this thesis used a public customer credit card dataset to compare the performance and explainability of machine learning and deep learning models against the benchmark statistical model linear regression. Model performance was evaluated using ROC-AUC, accuracy, Brier scores, F1 scores and the G-mean. The McNemar test evaluated whether, through pairwise comparison, the model performances were statistically different. The models were then evaluated on whether local and global explanations could be ascertained using feature/permutation importance and SHAP. The results found that neither the machine learning model, XGBoost, nor the deep learning model, LSTM, produced a statistically superior performance from the benchmark model. While there were performance improvements, only the machine learning model using post-hoc methods could produce local and global explanations. Given the strict regulatory environment, it is understandable that banks are hesitant to implement machine learning or deep learning models that lack the adequate levels of explainability regulators require.

In this thesis, anomalies are defined as data points whose value differs significantly from the normal pattern of the data set. Anomalousobservations on time series measured on satellites has a growing need of being detected directly on board the space-orbit systems to for example prevent malfunction and have efficient data management. Unibap's service Spacecloud Framework (SCFW) is developed to allow the deployment of machine learning applications directly on the satellite systems. Neural Networks (NNs) is therefore a candidate for the possibility to predict anomalies on satellite time series. The work described in this reportaims to implement and create a benchmark for Convolutional Autoencoder NN (CNN) and a Long Short-term Memory Autoencoder NN (LSTM). These implementations are used to determine which NN can be applied in Unibap's SCFW and detect anomalies with accuracy.  The NNs are trained and tested using a public data-sets which containreal and artificial time-series with labelled anomalies. The anomaliesare detected by reconstructing the time series and creating a threshold between the output and the input. The algorithms classify a data pointas an anomaly if it lies above the threshold. The networks are evaluated based on accuracy, execution time and size, to assess whether they are suited for implementation in SCFW. The results from the NNs indicatethat CNN is best suited for further application. On this basis, anattempt to implement CNN in SCFW is performed, but failed due to time and documentation limitations. Therefore, further research is needed to identify whether CNN can be implemented in SCFW and successfully detect anomalies.

During the past years an increased focus on the development of autonomous solutions has resulted in driverless vehicles being used in numerous industries. Volvo Construction Equipment is currently developing the TA15, an autonomous hauler part of a larger transport solution. The transition to autonomous haulers have further increased the need for improved system condition monitoring in the strive for increased operational time. A method aiming to identify and isolate faults in the hydraulic steering system on the TA15 was therefore investigated in this thesis. Using fault tree analysis, five faults considered to be of importance regarding steering performance were selected. Two different methods for detecting the faults were compared to each other, data-driven and model based. Out of the two, data-driven was selected as the method of choice due to high modularity and relative simplicity regarding implementation. The data-driven approach consisted of Feed-Forward and Long Short Term Memory networks where the suitable inputs were decided to be a combination of pressure and position signals. Utilizing a simulation model of the steering system validated against the TA15, the selected faults were induced in the simulated system with various severity. Training the networks to classify and estimate fault severity in the simulated model resulted in satisfactory results using both networks. It was however concluded that in contrary to the Feed-Forward network, the LSTM network could achieve good performance using less amount of sensors. Although the diagnostic method showed promising result on a simulation model, test on the real TA15 needs to be performed in order to properly evaluate the method. The advantage of using a data-driven approach was specially noticeable when comparisons were made to the model based approach. The data-driven approach relies on labeling data rather than complete system knowledge. Meaning that the method developed therefore could be applied on practically any hydraulic system in construction equipment by changing the training data.