2017 International Conference on Frontiers of Information Technology
Regression analysis for ATM cash flow prediction
Akber Rajwani, Tahir Syed, Behraj Khan, Sadaf Behlim
National University of Computer and Emerging Sciences, Karachi, Pakistan,
e-mail: {tahir.syed}@nu.edu.pk
A BSTRACT
One of the most challenging task for a bank is to maintain
cash in their ATMs (Automated Teller Machines) so that they
can easily serve their customers. To solve this problem, they
create a daily estimate for each of their ATM, which can result
into “Out of Cash” or “Over Stock” situations. This requires
a solution which can resonably predict how much cash inflow
would be needed for the next day by examining and learning
from past transactional data. We present results for regression
techniqes, including using the LSTM model for time-series
for the first time to the best of our knowledge, to solve the
“Cash Estimation” problem. This would allow banks to adopt
to the changing needs of cash according to specific occasions,
holidays, etc. The dataset that we would be using is transaction
record for past 2.5 years for ATMs situated in a busy district of
Karachi, Pakistan. This research will help banks in effectively
reducing extra cost error which they bear for maintenance of
their cash as well as increasing customer satisfaction.
Keywords—ATM Cash Flow, Regression, Long Short Term
Memory
I. I NTRODUCTION
Maintaining cash in ATMs (Automated Teller Machines)
is a significant operating condition for commercial banks, in
order to fulfill customer demand and avoid penalties by central
banks. As per recent reports, the number of cardholders are
growing day by day and with this increasing figures, cash with-
drawal transaction has been amplified to a greater extend. [1].
Therefore, it becomes really challenging for banks to maintain
a sufficient amount of cash in their ATMs. Nevertheless, most
of the banks try to fix the particular by setting a constant
threshold amount in their ATMs or do lump sum estimations
for the same cause. This phenomena of handling cash may
result in out of stock or over stock situation. In both the cases,
there is a great decline in terms of profit. According to the
one of the survey that took place in 2013, it was observed that
21 percent people use other banks, ATMs due to out of cash
situations [1].
Managing cash in ATMs is very crucial for banks in terms
of profit and their customer satisfaction, and that is why banks
has started giving special attention to this issue. Due to this
increasing count of cash withdrawal transaction, bank cannot
afford to fix the replenish amount for their each ATM. This
replenish amount may vary ATM to ATM, depending on the
various factors such as, location (where the ATM is planted),
peak factor (what are peak hour of transactions), day of week,
day of month, and many more. For example: An ATM located
in Mall has more transaction load on weekends as compare
to ATM located in any residential area. Hence there is a
0-7695-6347-3/17/$31.00 ©2017 IEEE
DOI 10.1109/FIT.2017.00045
need of effective cash management solution which enables
bank to forecast need of cash replenishment in ATMs. The
algorithms/technique must also be flexible enough and ability
to allow the bank to re-forecast future demand and perform
what–if analyses to optimize the bank ATM network for cash
distribution [9].
The key role of ATM cash forecasting model is to collect
the former data and process it, so that it can predict the future
demand. Many authors have contributed towards this cause.
Their work is discussed in the section of literature review.
In this paper we will apply some of technique on indigenous
dataset and suggest a novel approach for predicting ATM cash.
Although there have been many works done to forecast ATM
cashflows, as enumerated in the section on literature, but no
research has been done for Pakistan. We believe that location
of data is one of the important feature and it has great effects
on result. Hence the purpose of our research is to propose a
novel data-driven approach for ATM cash flow prediction on
an indigenous dataset. Therefore, the objectives of this work
are:
• To collect the dataset, preprocess it and perform ex-
ploratory data analysis.
• To apply machine learning techniques for the selection
of contributive and discriminative features..
• To propose a data-driven approach for ATM cash outflow
prediction on an indigenous dataset..
II. L ITERATURE R EVIEW
Numerous authors had done work to alleviate ATM cash
problem. Ahmadreza Ghodratia et al. too present research on
ATM cash management. They used genetic algorithm approach
to determine refill amount of each ATM [7]. The data in this
research is collected via survey, consisted of transaction date
for year 2011-2012 of an Iranian bank Ayandeh (Ayandeh
Bank of Iran). In this research authors on the basis of their
exploration concluded that some of bank ATM need to be
upload in 3 days while some of ATM should be upload with
cash on daily basis.
Saad M. Darwish also worked to improve the estimating cor-
rectness of ATM cash demand. In 2013 the approach which he
used is the extension of ANN that is an Interval Type-2 Fuzzy
Neural Network (IT2FNN). He used the simulated data of 25
ATM for his experiments [9]. The structure set of date he used
consist of: everyday, weekly and monthly seasonality localized
sudden changes (gazette/public holidays and festival effects)
were used to imitate the customers’ money withdrawal from
ATMs that are categorized by different transaction volumes.
The experiment showed that average forecast accuracy (per
week) of the proposed technique is about 97.72% while the
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minimum forecast exactness is 94.15%.
Abirami et al. 2014, used data mining approaches to deal
with ATM cash prediction. The key objectives of their work
is to provide easy identification of ATM norm and to monitor
the ATM usage (peak) time, so that ATM must be available
when it is needed most. The data consist of 30 day transactions
of a day for testing purpose and later it was extended to 30
ATMs transaction carried in a month. The results in their work
were predicted from the former data (past data) and track the
appropriate solution which is needed. It happens that the types
of transaction which carried out frequently are characterized
and on the basis of that characterization, services will be
provided to the customers which is better than the normal. Also
peak hours were identified which demonstrate that at what day
of a month a customer will use particular ATM most, so that
more comfort can be provided in peak hours [3].
Simutis et al. [5] demonstrate an approach that based on ar-
tificial neural network (ANN) to forecast a daily cash need for
every ATM in the bank network and they invented a procedure
for cash upload of ATMs. They discussed existing solution for
ATM cash flow prediction and observe bank network which
comprises of 1225 ATMs. In their technique; they discussed
the most important factors for ATMs maintenance such as cost
of cash, cost of uploading and cost of daily services. Their
work showed that in case of higher interest rate and minimum
cost of money uploading in ATMs, their procedure reduces the
ATMs maintenance costs up to 15-20%. However, they pointed
out that further experimental studies that are necessary for the
practical execution.
Erol Genevois et al. highlighted the problem of ATM
location and cash management in automated teller machines
in 2015. In their research they discussed two problem which
bank are facing one is finding suitable location for ATM
and other is cash management strategy. The author in this
paper suggested new ways to plant new ATM according to its
location. In addition, they also discussed in detailed regarding
various technique opted by other researcher for optimal cash
management [6].
Brentnall et al. [17] construct a methods for forecasting the
daily amounts of withdrawals from automated teller machines
(ATMs). The data which they have used consisted of informa-
tion of two year of 190 ATMs of one of the bank of United
Kingdom. They applied different existing models such as linear
models, autoregressive models, structural time series models
and Markov-switching models and compared these models.
Furthermore, they experimented different model for each ATM,
also they used a logarithmic scoring rule in order to conclude
the most suitable seasonal and distributional expectations for
each ATM. In their work they mentioned that by using different
technique for each ATM, they had a chance to examine the pros
and cons of the each technique. In their study, performance
indicator was used examine each method/model on existing
data.
In their additional research, [18] they used random-effects
model to predict how much a customer is used to transaction
amount in his every visit. They used Multinomial distribution
for the distribution of amounts and to model the distribution
of random effect model he used the Dirichlet distribution and
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empirical distribution. They used sample of 5.000 UK bank
accounts to perform several test and to analyze the efficiency
of their models. They concluded that the empirical distribution
of random effects works well with 5000 accounts but also they
said that there are millions of accounts in bank.
Our objective of this research is to find the best solution
for forecasting amount of cash need to be deploy on ATM for
withdrawal transactions. Following is our opted methodology:
III.DATASET
In this section we have discussed exploratory data analysis
(EDA), in such way that how we have extract features from
data? how we have created new feature set?, how we have plot
the data to analyze pattern. We collected the ATM transaction
data of two and a half years. The data consist of 120,246 rows.
This data consisted of transaction information which has been
carried out on ATM. This transaction includes: withdrawal,
fund transfer, title fetch, bill payment, pin change, balance
inquiry and many more. We have also managed to arrange the
data of ATM replenishment of 2.5 years. This data consisted of
how much amount is inserted into ATM and how much the data
was present before inserting new cash. The transaction data
which we have received from bank consisted of 60 columns.
Each column contains the transaction information, such as
date, amount, time, terminal ID (ATM ID), ATM location,
currency code, customer ID, card number, tracks information,
transaction type, channel type, transaction ID and etc. each of
these column indicates unique information like currency code
specifying in which currency transaction had been performed.
Amount specifying how much amount had been transacted,
tracks information is the information which is behind the
mag stripe and it cannot be seen via human eye, channel
type showing the source channel from which transaction is
initiated. Transaction log id is the unique reference number for
each transaction, and transaction type table indicates type of
transaction, Table I showing the transaction codes, transaction
description along with the transaction count which had been
carried out in 2.5 years.
TABLE I: Transaction Code Description
Transaction Code Transaction Description Count
01 Withdrawal 86128
30 Balance Inquiry 18274
43 Open Ended 1410
44 Inter Bank Funds Transfers 2626
50 PIN Change 1
53 Transaction Code Mini Statement Transaction Description 3197 Count
54 PIN Change 25
56 Cheque Book Request 3
57 PIN Validation ATM 1553
63 Title Fetch 5467
71 Bill Relationship Inquiry 615
72 Bill Inquiry 558
73 Bill Payment 389
Our problem statement was to forecast cash withdrawal,
therefore we have eliminated all the transaction data except
for withdrawals. After elimination, our data set had become
around 86,129 rows. In this data we have two kind of
withdrawal transaction one is approved (Response Code =
000) which say the guarantee money has been dispensed
in those transaction and second is not approved (Response
Code! = 000) which says transaction had been rejected due over dependent variable. In our case our output variable is
to some reasons. Table II shows the response code and its Transaction amount (we are predicting amount needed on next
description along with the count of approved and not approved day) and rest of parameters are input variables.
transactions.
TABLE II: Respond code and description of transaction
Response Code Response Description Count
000 Approved 74951
001 Limit Exceeded 1731
002 Account Not Found 254
003 Account Inactive 62
004 Low Balance 2879
007 Card not found 6
009 Error in input data 10
010 Duplicate Transaction 4
014 Warm Card 326
015 Stolen/Lost Card 14
016 Bad Card Status 23
017 Customer Cancellation 163
020 Invalid response 31
024 Bad PIN 542 Fig. 1: Relationship between transaction amount and date
025 Expired Date 24
028 Account not linked 199
029 Internal Error 3
In the figure 1 we have shown the relationship between
039 No Credit account 1 transaction amount and date. The green spots showing the
041 Expired date mismatch 5 dates in 2013, while the blue and red dates indicates the dates
045 Unable to process 272 in 2014 and 2015 respectively. In the above plot, it can be
049 Internal message Error 2 7
050 Host status unknown 100 noticed that most of transactions per day is in between 50k to
051 Host not processing 569 100k, which clearly shows the pattern in it. The next plot that is
053 No saving account 31 figure 2 shows the relationship between transaction amount and
054 Safe transmit mode 33
055 Host link down 894 transaction count. The Pearson coefficient value is 0.94 clearly
056 Sent to issuer 263 indicates that both of these variable are highly co-related to
058 Timed out 1018 each other. The maximum transaction count was encounter in
060 PIN retries exhausted 127
061 HSM not responding 24
our data is 200 and the maximum transaction amount is 250k.
079 Honor with ID 17 The graph is linear which mean as the number transaction
080 Message format found 3 count increases the amount of withdrawal will also increase as
083 No Comms Key 1
091 Issuer reversal 263
shown in figure 2.
094 TXN is not allowed 3
096 Transaction rejected 10
097 Cash has expired 21
104 Account Blocked 148
216 Routing not found 2
968 ATM reversed 15
975 Faulty Dispense 9
976 Cash Retracted 29

In the data of replenishment there is the information of

denomination each cassette holds. Along with the notes count.
This data also contains the information regarding how much
notes had been inserted on that particular ATM. There were
459 rows altogether.
IV. E XPERIMENTATION
In this section, we have started with mapping the transaction
pattern of 2.5 year as shown in figure 1. In the figure we
can notice that most of transactions that occur every day is
in between 50k to 100k indicating the transactional pattern.
The correlation between transaction amount and transaction
count is 0.98 which indicated most transaction is of small
amounts. We used regression for solving ATM cash man-
agement problem. Normally, a regression analysis is carried
for two purposes: first is to predict the value/behavior of
the dependent variable for an individuals for which we have
some information of the explanatory variables, and second
is to estimate the influence of some explanatory variable
Fig. 2: Corelation between transaction amount and transaction
count
A high correlation between transaction-amount and
transaction-count indicates that most transactions were of
a small amount of money, and no single large transaction
accounted for a large chunk of the money.
All the experiment which are carried out split into ratio of
70/30 which means 30 percent is the training the model where
as 70 percent is for testing the model. We have used Scikit-
learn library to conduct our experiments. The below are a set
of functions projected for regression in which the output value
is expected to be a linear combination of the input variables.

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In mathematical term, if E. Time Series regression
Time series modeling is the method for forecasting and
y(w, x) (1)
prediction. It takes the decision by working on time that is
is the output value then we can say. (minutes, years, days, hours) and find out hidden insight in
data. It works well when the data is correlated. It is basically
y(w, x) = w0 + w1 x1 + ....wp xp (2) a set of data points gathered at constant time interval. There
are two things which makes time series special and different
Above formulae designate the vectors w = w1 , ..., wp as
from linear regression. First it is time dependent, unlink
coef_ and w0 as intercept_.
linear regression which says that observations are independent,
Linear Regression fits a linear model with coefficients w =
second, it identify the sessional trends in the data for example
w1 , ..., wp to minimize the residual sum of squares between
transactions occur most before gazette holiday etc. In order
the observed responses in the dataset, and the responses
to run time series model we have assumed that time series
predicted by the linear approximation. Mathematically it solves
(TS) is stationary and its statistical properties such as variance,
a problem of the form:
mean remain same over period. It is important to because
there is very high probability that series will follow same
minw ||Xw − y||2 (3)
pattern in future also. To check the stationary we have did
A. Linear Regression Model two thing first is plot Rolling Statistics. This plot contains the
With Linear Regression Model along with default settings
moving averages and moving variance and analyze if it varies
we have got following result mean squared error: 0.05 variance
from time. Another test for checking stationary is to check
score: 0.79. It can be noticed that error has been decreased
with Dickey-Fuller Test which consist of a ’Test Statistic’ and
drastically. The error shows that we are 0.05 percent away
’Critical Values’ at difference level (confidence). If the ‘Critical
from accuracy. The strong value of variance is 1 but in our
Value’ is greater than ‘Test Statistic’ then we can say that the
case it is 0.79 which is acceptable.
series is stationary as shown in figure 3.
B. Ridge Linear Regression Model
Ridge Regression technique, is used when the data suffers
from multi-co-linearity. In multi-co-linearity, even the least
squares estimates (OLS) are unbiased, their variances are
large which deviates the observed value far from the actual
value. By adding a degree of bias to the regression estimates,
ridge regression reduces the standard errors. Ridge regression
solves the multi-co-linearity problem by shrinking parameter
λ. (lambda). These are some important points about Ridge.
The assumptions of this regression is same as least squared
regression except normality is not to be assumed. It shrinks the
value of coefficients but does not reaches 0, which proposes
no feature selection. This method regularizes and uses l2
regularization. After running ridge we got following results:
mean squared error: 0.03 and variance score: 0.89. It can be Fig. 3: Analyzing Stationary of time series with Rolling
noticed that MSE and variance is improved. Statistics
C. Experiment with Lasso Model Following are the results of Dickey-Fuller Test:
The Least Absolute Shrinkage and Selection Operator is a Test Statistic -4.880407
regression method that involves constraining the absolute size p-value 0.000038
of the regression coefficients. By constraining the sum of the Lags Used 21.000000
absolute values of the estimates, we end up in a condition Number of Observations Used 889.000000
where some of the parameter estimates may be exactly 0. The Critical Value 5 % -2.864797
larger the penalty applied, the further estimates are shrunk Critical Value 1 % -3.437727
towards 0. This is convenient for some automatic variable Critical Value 10 % -2.568504
selection, or when dealing with highly correlated predictors,
where standard regression will usually have ‘too large’ coef- From the figure 3 we concluded that the difference in
ficients. After running lasso we got following results: mean standard deviation is very small, mean is clearly increasing
squared error: 0.03 and variance score: 0.90. It can be noticed and decreasing with time and thus we can say that it’s not
that MSE and variance is improved. a stationary series. Also, the test statistic is way less than the
D. Experiment with Bayesian Ridge Regression critical values. Note that the signed values should be compared
Bayesian linear regression is a method of linear regression and not the absolute values. Hence from the above test we
in which the statistical analysis is assumed to be within the concluded that we have to make time series stationary. To
context of Bayesian inference. After running BRR we got the make time series stationary we need to model the trend and
following results: mean squared error: 0.03 and variance score: seasonality in the distribution and remove those trends from
0.90. the series to get a stationary distribution. One of the method

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to stationary series to calculate moving average and find it’s
stationary. In this method, we take average of ‘k’ prior values
depending on the frequency of time series. Here we can take
the average over the past one month, i.e. last thirty values.
After running Dickey-Fuller Test, we found the following plot
and distribution as shown in figure 4.
Fig. 4: Distribution of model after stationarization
Following are the results of Dickey-Fuller Test:
Test Statistic -1.073524e+01
p-value 2.910471e-19
Lags Used 2.100000e+01
Number of Observations Used 8.880000e+02
Critical Value (5%) -2.864800e+00
Critical Value (1%) -3.437735e+00
Critical Value (10%) -2.568506e+00
Figure 4 shows a much better series. The rolling values
seems to be varying slightly but we can say that there is no
trend in the series. In addition, the test statistic is smaller than
the 5% critical values so we could conclude that the confidence
of our stationary series is 95%. Now we have made the time
series stationary we can directly run our experiments of time
series forecasting and the approach we will use is the ARIMA
(Auto-Regressive Integrated Moving Averages) approach. This
approach is same as linear equation, the only difference is that
the predictor depend on three parameter that is p, d and q of
an ARMA model.
Fig. 5: Analyzing Stationary of time series after calculating
Moving Averages
Figure 5 indicate that our predication is not accurate, we
have created the series on two variables that is amount and
date which is time series object. The blue line in the graph
show the original series whereas red line in the plot showing
the prediction. The RSS (Residual Squared Sum) indicates the
error of 351 which is not acceptable. After normalization of
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RSS we have got normalize root squared sum 0.30. We have
run ARMA model for weeks also but the results were not
satisfactory either.
F. Recurrent Neural Network - Long Short-Term Memory
(LSTM) Model
The long short term memory network is the RRN which
trained itself with the help of back propagation. LSTM contain
the memory block instead of neurons which are connected via
layers. To setup our experiment for neural network we have
used transaction amount feature, because we are predicting
transaction amount. That is, given the amount of transaction (in
units of thousands) on a day, what is the amount of transaction
next day? We have created 3 variable one contain transaction
amount of day (X), second contain the contain transaction
amount of next day (Y), and third contain the transaction
amount of next to next day (Z). Figure 6 contain the plot of
test with LSTM.
Fig. 6: Experiment with Neural Network LSTM
Figure 6 shows the data which is plotted, showing the
original dataset represents in blue, the predictions for the
training dataset in green, and the predictions on the unseen test
dataset in red. On our experiment, we have divided training and
testing dataset with the ratio of 67:33 and ran 20 epochs. With
this setup of variable, we got MSE of .027 on Training dataset
while MSE of .028 on testing dataset. The RMSE indicates
that we are .027 away from our actual result.
G. Recurrent Neural Network - LSTM for Regression with
Time Series
We have used time series regression for solving our problem.
Like in the above window example, we can take prior time
steps in our time series as inputs to predict the output at the
next time step. With changing the shape of data, we have run
our experiment on previous variable, and got the MSE of .028
on Training dataset while MSE of .029 on testing dataset. The
MSE indicates that we are .028 away from our actual result.
Figure 7 shows the test with LSTM with time series
Fig. 7: Plot of LSTM for Regression with Time Series
Figure 7 shows the data which is plotted, showing the
original dataset represents in blue, the predictions for the
training dataset in green, and the predictions on the unseen
test dataset in red. On our experiment, we have divided training
and testing dataset with the ratio of 67:33 and ran 20 epochs.
H. Discussion ACKNOWLEDGEMENTS
All the information of features is discussed in section 3, also We are thankful to Yameen M. Malik, Zaid M. Memon
we have added missing value in the data set. After running and Farrukh H. Syed for the discussions and a review of the
experiment we have found following MSE and variance for manuscript.
each experiment. R EFERENCES
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of Differences terms (d). The RSS (Residual Squared Sum)
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3 shows stationary of time series which we got after running
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V. C ONCLUSIONS
In this paper we have attempted to solve the ATM-out-of-cash
problem. The data set which we have used in this research
contains the ATM withdrawal transactional data of one of the
largerst banks of Pakistan. The proposed study of this paper has
implemented various algorithms for optimization such as linear
regression, Ridge Linear Regression, LASSO Model Ridge CV
Model, LASSO LAR, Bayesian Ridge Regression, Random
Forest Regression, time series prediction, RRN, RRN with time
series and ARIMA. In the final analysis, we found that linear
regression still provides the optimal solution. We report 98%
accuracy with that approach on this original data set.

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