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A Study on Determining the Prediction Models for Predicting Stock Price Movement (주가 운동양태 예측을 위한 예측 모델결정에 관한 연구)

  • Jeon Jin-Ho;Cho Young-Hee;Lee Gye-Sung
    • The Journal of the Korea Contents Association
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    • v.6 no.6
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    • pp.26-32
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    • 2006
  • Predictions on stock prices have been a hot issue in stock market as people get more interested in stock investments. Assuming that the stock price is moving by a trend in a specific pattern, we believe that a model can be derived from past data to describe the change of the price. The best model can help predict the future stock price. In this paper, our model derivation is based on automata over temporal data to which the model is explicable. We use Bayesian Information Criterion(BIC) to determine the best number of states of the model. We confirm the validity of Bayesian Information Criterion and apply it to building models over stock price indices. The model derived for predicting daily stock price are compared with real price. The comparisons show the predictions have been found to be successful over the data sets we chose.

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A Comparison of the Density Functional Theory Based Methodologies for the Triplet Excited State of 𝛑-Conjugated Molecules: Time-Dependent DFT (TD-DFT), TD-DFT within Tamm-Dancoff Approximation (TDA-DFT), and Spin-Unrestricted DFT (UDFT) (𝛑-공액계 분자의 삼중항 여기 상태에 대한 Density Functional Theory (DFT)에 기반한 계산 방법들의 비교: 시간-의존 DFT (TD-DFT), Tamm-Dancoff 근사법을 적용한 DFT (TDA-DFT), 스핀-비제한 DFT (UDFT))

  • Ahn, Chang Hwan;Kim, Dongwook
    • Journal of the Korean Chemical Society
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    • v.63 no.2
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    • pp.73-77
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    • 2019
  • We compared methodologies based on the density functional theory (DFT), e.g., time-dependent DFT (TD-DFT), TD-DFT within Tamm-Dancoff approximation (TDA-DFT), and spin-unrestricted DFT (UDFT), that are usually employed to optimize the geometries of ${\pi}$-conjugated molecules in their lowest lying triplet excited ($T_1$) state. As a model system for ${\pi}$-conjugated molecules, we employed 1,2,3,4,5-pentacyano-6-phenyl-benzene. In conjunction with 6-31G(d) basis sets, we made use of gap-tuned range-separated ${\omega}B97X$ functional which is often employed recently in the calculations of molecular excited states. Near the equilibrium geometries, we found that the important difference between the geometries derived at UDFT level and those at TD-DFT or TDA-DFT methods: more stable ground-state energies but higher triplet excitation energies for UDFT derived geometries. In the studies, we discuss such differences in more detail.

Novel Hilbert spectrum-based seismic intensity parameters interrelated with structural damage

  • Tyrtaiou, Magdalini;Elenas, Anaxagoras
    • Earthquakes and Structures
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    • v.16 no.2
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    • pp.197-208
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    • 2019
  • The objective of this study is to propose new seismic intensity parameters based on the Hilbert spectrum and to associate them with the seismic damage potential. In recent years the assessment of even more seismic features derived from the seismic acceleration time-histories was associated with the structural damage. For a better insight into the complex seismic acceleration time-history, Hilbert-Huang Transform (HHT) analysis is utilized for its processing, and the Hilbert spectrum is obtained. New proposed seismic intensity parameters based on the Hilbert spectrum are derived. The aim is to achieve a significant estimation of the seismic damage potential on structures from the proposed new intensity parameters confirmed by statistical methods. Park-Ang overall structural damage index is used to describe the postseismic damage status of structures. Thus, a set of recorded seismic accelerograms from all over the word is applied on a reinforced concrete frame structure, and the Park-Ang indices through nonlinear dynamic analysis are provided and considered subsequently as reference numerical values. Conventional seismic parameters, with well-known seismic structural damage interrelation, are evaluated for the same set of excitations. Statistical procedures, namely correlation study and multilinear regression analysis, are applied on the set of the conventional parameters and the set of proposed new parameters separately, to confirm their interrelation with the seismic structural damage. The regression models are used for the evaluation of the structural damage indices for every set of parameters, respectively. The predicted numerical values of the structural damage indices evaluated from the two sets of seismic intensity parameters are inter-compared with the reference values. The numerical results confirm the ability of the proposed Hilbert spectrum based new seismic intensity parameters to approximate the postseismic structural damage with a smaller Standard Error of Estimation than this accomplished of the conventional ones.

Design of Planetary Gear Drive Unit for Drive Conversion of Transfer case (Transfer case의 구동변환을 위한 유성기어장치 구동부 설계)

  • Youm, Kwang-Wook
    • Journal of the Korean Institute of Gas
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    • v.26 no.2
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    • pp.21-26
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    • 2022
  • Since the four-wheel drive transmits the driving force to all four wheels, the traction with the road surface increases, thereby increasing the driving force. However, it has the disadvantage of lowering fuel efficiency. Therefore, four-wheel drive is commonly used as a method of converting to optional four-wheel drive when necessary while driving in two-wheel drive. This selective four-wheel drive converts the driving force by mechanically changing the electric signal sent by the driver in the transfer case. In this study, in order to mechanically change the electrical signal, a reducer is applied to the motor to increase the torque to perform the function. Therefore, in this study, a reduction mechanism applicable to the motor inside the transfer case applied to convert the drive is derived, and the reduction ratio applying the planetary gear type is optimized accordingly. And based on the derived reduction ratio, two sets of planetary gears using a ring gear in common were applied to develop a planetary gear tooth type in which the input shaft and output shaft are decelerated in the same phase. Optimization design was carried out.

Deep Learning-Based Lumen and Vessel Segmentation of Intravascular Ultrasound Images in Coronary Artery Disease

  • Gyu-Jun Jeong;Gaeun Lee;June-Goo Lee;Soo-Jin Kang
    • Korean Circulation Journal
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    • v.54 no.1
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    • pp.30-39
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    • 2024
  • Background and Objectives: Intravascular ultrasound (IVUS) evaluation of coronary artery morphology is based on the lumen and vessel segmentation. This study aimed to develop an automatic segmentation algorithm and validate the performances for measuring quantitative IVUS parameters. Methods: A total of 1,063 patients were randomly assigned, with a ratio of 4:1 to the training and test sets. The independent data set of 111 IVUS pullbacks was obtained to assess the vessel-level performance. The lumen and external elastic membrane (EEM) boundaries were labeled manually in every IVUS frame with a 0.2-mm interval. The Efficient-UNet was utilized for the automatic segmentation of IVUS images. Results: At the frame-level, Efficient-UNet showed a high dice similarity coefficient (DSC, 0.93±0.05) and Jaccard index (JI, 0.87±0.08) for lumen segmentation, and demonstrated a high DSC (0.97±0.03) and JI (0.94±0.04) for EEM segmentation. At the vessel-level, there were close correlations between model-derived vs. experts-measured IVUS parameters; minimal lumen image area (r=0.92), EEM area (r=0.88), lumen volume (r=0.99) and plaque volume (r=0.95). The agreement between model-derived vs. expert-measured minimal lumen area was similarly excellent compared to the experts' agreement. The model-based lumen and EEM segmentation for a 20-mm lesion segment required 13.2 seconds, whereas manual segmentation with a 0.2-mm interval by an expert took 187.5 minutes on average. Conclusions: The deep learning models can accurately and quickly delineate vascular geometry. The artificial intelligence-based methodology may support clinicians' decision-making by real-time application in the catheterization laboratory.

Distance Measurement Using a Single Camera with a Rotating Mirror

  • Kim Hyongsuk;Lin Chun-Shin;Song Jaehong;Chae Heesung
    • International Journal of Control, Automation, and Systems
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    • v.3 no.4
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    • pp.542-551
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    • 2005
  • A new distance measurement method with the use of a single camera and a rotating mirror is presented. A camera in front of a rotating mirror acquires a sequence of reflected images, from which distance information is extracted. The distance measurement is based on the idea that the corresponding pixel of an object point at a longer distance moves at a higher speed in a sequence of images in this type of system setting. Distance measurement based on such pixel movement is investigated. Like many other image-based techniques, this presented technique requires matching corresponding points in two images. To alleviate such difficulty, two kinds of techniques of image tracking through the sequence of images and the utilization of multiple sets of image frames are described. Precision improvement is possible and is one attractive merit. The presented approach with a rotating mirror is especially suitable for such multiple measurements. The imprecision caused by the physical limit could be improved through making several measurements and taking an average. In this paper, mathematics necessary for implementing the technique is derived and presented. Also, the error sensitivities of related parameters are analyzed. Experimental results using the real camera-mirror setup are reported.

A THERMO-ELASTO-VISCOPLASTIC MODEL FOR COMPOSITE MATERIALS AND ITS FINITE ELEMENT ANALYSIS

  • Shin, Eui-Sup
    • Journal of Theoretical and Applied Mechanics
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    • v.3 no.1
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    • pp.45-65
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    • 2002
  • A constitutive model on oorthotropic thermo-elasto-viscoplasticity for fiber-reinforced composite materials Is illustrated, and their thermomechanical responses are predicted with the fully-coupled finite element formulation. The unmixing-mixing scheme can be adopted with the multipartite matrix method as the constitutive model. Basic assumptions based upon the composite micromechanics are postulated, and the strain components of thermal expansion due to temperature change are included In the formulation. Also. more than two sets of mechanical variables, which represent the deformation states of multipartite matrix can be introduced arbitrarily. In particular, the unmixing-mixing scheme can be used with any well-known isotropic viscoplastic theory of the matrix material. The scheme unnecessitates the complex processes for developing an orthotropic viscoplastic theory. The governing equations based on fully-coupled thermomechanics are derived with constitutive arrangement by the unmixing-mixing concept. By considering some auxiliary conditions, the Initial-boundary value problem Is completely set up. As a tool of numerical analyses, the finite element method Is used with isoparametric Interpolation fer the displacement and the temperature fields. The equation of mutton and the energy conservation equation are spatially discretized, and then the time marching techniques such as the Newmark method and the Crank-Nicolson technique are applied. To solve the ultimate nonlinear simultaneous equations, a successive iteration algorithm is constructed with subincrementing technique. As a numerical study, a series of analyses are performed with the main focus on the thermomechanical coupling effect in composite materials. The progress of viscoplastic deformation, the stress-strain relation, and the temperature History are careful1y examined when composite laminates are subjected to repeated cyclic loading.

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Implementation of a Fuzzy PI+PD Controller for DC Servo Systems (직류 서보시스템 제어용 퍼지 PI+PD 제어기 로직회로 구현)

  • Hong, Soon-Ill;Hong, Jeng-Pyo;Jung, Sung-Hwan
    • Journal of Advanced Marine Engineering and Technology
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    • v.33 no.8
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    • pp.1246-1253
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    • 2009
  • This paper presents derived a calculating form of fuzzy inference, based on decomposition of $\alpha$-level sets. Based on the calculating form it is propose that fuzzy logic circuits of PI+PD controller are a body from fuzzy inference to defuzzificaion in cases where the command variable u directly is generated PWM. The effect of quantization on $\alpha$-levels is investigated. with input/out characteristics of fuzzy controller by simulation. It is concluded that 4 quantization levels are sufficient result for fuzzy control performance of DC servo system. Simulation and experimental results demonstrated that the hardware implementation of the proposed controller can successfully provide good performance on the position control of DC servo system.

Size-dependent buckling behaviour of FG annular/circular thick nanoplates with porosities resting on Kerr foundation based on new hyperbolic shear deformation theory

  • Sadoughifar, Amirmahmoud;Farhatnia, Fatemeh;Izadinia, Mohsen;Talaeetaba, Sayed Behzad
    • Structural Engineering and Mechanics
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    • v.73 no.3
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    • pp.225-238
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    • 2020
  • This work treats the axisymmetric buckling of functionally graded (FG) porous annular/circular nanoplates based on modified couple stress theory (MCST). The nanoplate is located at the elastic medium which is simulated by Kerr foundation with two spring and one shear layer. The material properties of the porous FG nanostructure are assumed to vary through the nanoplate thickness based on power-law rule. Based on two variables refined plate theory, the governing equations are derived by utilizing Hamilton's principle. Applying generalized differential quadrature method (GDQM), the buckling load of the annular/circular nanoplates is obtained for different boundary conditions. The influences of different involved parameters such as boundary conditions, Kerr medium, material length scale parameter, geometrical parameters of the nanoplate, FG power index and porosity are demonstrated on the nonlinear buckling load of the annular/circular nanoplates. The results indicate that with increasing the porosity of the nanoplate, the nonlinear buckling load is decreased. In addition, with increasing the material length scale parameter to thickness ratio, the effect of spring constant of Kerr foundation on the buckling load becomes more prominent. The present results are compared with those available in the literature to validate the accuracy and reliability. A good agreement is observed between the two sets of the results.

3D-QSAR Studies of Tetraoxanes Derivatives as Antimalarial Agents Using CoMFA and CoMSIA Approaches

  • Liang, Taigang;Ren, Luhui;Li, Qingshan
    • Bulletin of the Korean Chemical Society
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    • v.34 no.6
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    • pp.1823-1828
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    • 2013
  • Tetraoxanes (1,2,4,5-tetraoxanes) have been reported to exhibit potent antimalarial activity. In the present study, the three dimensional-quantitative structure activity relationship (3D-QSAR) studies were performed on a series of tetraoxanes derivatives using comparative molecular field analysis (CoMFA) and comparative molecular similarity indices analysis (CoMSIA) techniques. The best predictive CoMFA model with atom fit alignment resulted in cross-validated coefficient ($q^2$) value of 0.719, non-cross-validated coefficient ($r^2$) value of 0.855 with standard error of estimate (SEE) 0.335. Similarly, the best predictive CoMSIA model was derived with $q^2$ of 0.739, $r^2$ of 0.847 and SEE of 0.344. The generated models were externally validated using test sets. The final QSAR models as well as the information gathered from 3D contour maps should be useful for the design of novel tetraoxanes having improved antimalarial activity.