Transaction index abnormality monitoring method based on deep learning model LSTM

A technology of deep learning and indicators, which is applied in the fields of instruments, finance, and data processing applications. It can solve problems such as inaccurate capture of abnormalities, incomplete coverage of abnormal index values, and prone to errors in the judgment of irregular time series indicators, etc., to achieve pre-judgment The effect of improving accuracy, improving efficiency, and saving the workload of manual analysis

Active Publication Date: 2018-06-22
SICHUAN XW BANK CO LTD
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Problems solved by technology

[0013] The purpose of the present invention is to solve the problem that the existing detection method abnormality capture is prone to errors in judging irregular timing indicators, and abnormality capture is heavily dependent on historical abnormality information records, and manual participation is required when there is no abnormality record, which easily leads to insuff

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  • Transaction index abnormality monitoring method based on deep learning model LSTM
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  • Transaction index abnormality monitoring method based on deep learning model LSTM

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[0034] In order to make the object, technical solution and advantages of the present invention clearer, the present invention will be further described in detail below in conjunction with the accompanying drawings and embodiments. It should be understood that the specific embodiments described here are only used to explain the present invention, not to limit the present invention.

[0035] A method for monitoring abnormal transaction indicators based on deep learning model LSTM, the method steps are:

[0036] Step 1. Collect and process the historical data of trading indicators, specifically:

[0037] Store the data of a certain index in the text or database according to the same time interval, such as: 1 minute or 5 minutes, and each data storage record is: value, time;

[0038] Collect and store the historical data of transaction indicators, clean them, and remove abnormal values, such as NA, null, or values ​​that do not conform to business logic, such as: negative values;...

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Abstract

The invention discloses a transaction index abnormality monitoring method based on a deep learning model LSTM. The method comprises the steps that 1 transaction index historical data are collected and processed; 2 the LSTM model with transaction index time series pre-determining is trained for the historical data processed in the step 1; 3 through the LSTM model of the step 2, the normal index interval floating value is calculated; and 4 the current index value is predicted through the LSTM model of the step 2, and abnormality capturing is carried out on the actual index value according to the normal index interval floating value of the step 3. According to the invention, the time series index is predicted through the deep learning model LSTM; the predicted current index value is accurate; the pre-determining accuracy of irregular time series indexes is greatly improved; subsequent abnormality capture is accurate; the output result predicted by the LSTM model is combined, and a residual fitting formula and a logistic regression model algorithm are used to calculate the normal interval floating value; abnormality capture is accurate; and the efficiency is improved.

Description

technical field [0001] The invention relates to the field of monitoring methods for abnormal transaction indicators, in particular to the field of monitoring methods for abnormal transaction indicators based on a deep learning model LSTM. Background technique [0002] In today's social enterprises, the degree of informatization is getting higher and higher, and the application of big data is becoming more and more extensive. More and more information of enterprises can be reflected through data, which is often called indicators; among them, transaction indicators are of great concern to financial enterprises. Whether it is a system failure or an external event, if it has an impact on the business, it is best to show it on the transaction indicators first; abnormal monitoring of the transaction indicators can detect and respond to problems in real time, improve business stability, and avoid unnecessary Loss. [0003] The existing technology generally completes the monitorin...

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Application Information

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IPC IPC(8): G06Q10/06G06Q40/06
CPCG06Q10/06393G06Q40/06
Inventor 李开宇王月超
Owner SICHUAN XW BANK CO LTD
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