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A Hybrid System of Wavelet Transformations and Neural Networks Using Genetic Algorithms: Applying to Chaotic Financial Markets (유전자 알고리즘을 이용한 웨이블릿분석 및 인공신경망기법의 통합모형구축)

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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    • pp.271-280
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    • 1999
  • 인공신경망을 시계열예측에 적용하는 경우에 고려되어야 할 문제중, 특히 모형에 적합한 입력변수의 생성이 중요시되고 있는데, 이러한 분야는 인공신경망의 모형생성과정에서 입력변수에 대한 전처리기법으로써 다양하게 제시되어 왔다. 가장 최근의 입력변수 전처리기법으로써 제시되고 있는 신호처리기법은 전통적 주기분할처리방법인 푸리에변환기법(Fourier transforms)을 비롯하여 이를 확장시킨 개념인 웨이블릿변환기법(wavelet transforms) 등으로 대별될 수 있다. 이는 기본적으로 시계열이 다수의 주기(cycle)들로 구성된 상이한 시계열들의 집합이라는 가정에서 출발하고 있다. 전통적으로 이러한 시계열은 전기 또는 전자공학에서 주파수영역분할, 즉 고주파 및 저주파수를 분할하기 위한 기법에 적용되어 왔다. 그러나, 최근에는 이러한 연구가 다양한 분야에 활발하게 응용되기 시작하였으며, 그 중의 대표적인 예가 바로 경영분야의 재무시계열에 대한 분석이다. 전통적으로 재무시계열은 장, 단기의사결정을 가진 시장참여자들간의 거래특성이 시계열에 각기 달리 가격으로 반영되기 때문에 이러한 상이한 집단들의 고요한 거래움직임으로 말미암아 예를 들어, 주식시장이 프랙탈구조를 가지고 있다고 보기도 한다. 이처럼 재무시계열은 다양한 사회현상의 집합체라고 볼 수 있으며, 그만큼 예측모형을 구축하는데 어려움이 따른다. 본 연구는 이러한 시계열의 주기적 특성에 기반을 둔 신호처리분석으로서 기존의 시계열로부터 노이즈를 줄여 주면서 보다 의미있는 정보로 변환시켜줄 수 있는 웨이블릿분석 방법론을 새로운 필터링기법으로 사용하여 현재 많은 연구가 진행되고 있는 인공신경망의 모형결합을 통해 기존연구과는 다른 새로운 통합예측방법론을 제시하고자 한다. 본 연구에서는 제시하는 통합방법론은 크게 2단계 과정을 거쳐 예측모형으로 완성이 된다. 즉, 1차 모형단계에서 원시 재무시계열은 먼저 웨이브릿분석을 통해서 노이즈가 필터링 되는 동시에, 과거 재무시계열의 프랙탈 구조, 즉 비선형적인 움직임을 보다 잘 반영시켜 주는 다차원 주기요소를 가지는 시계열로 분해, 생성되며, 이렇게 주기에 따라 장단기로 분할된 시계열들은 2차 모형단계에서 신경망의 새로운 입력변수로서 사용되어 최종적인 인공 신경망모델을 구축하는 데 반영된다. 기존의 주기분할방법론은 모형개발자입장에서 여러 가지 통계기준치중에서 최적의 기준치를 합리적으로 선택해야 하는 문제가 추가적으로 발생하며, 본 연구에서는 이상의 제반 문제들을 개선시키기 위해 통합방법론으로서 기존의 인공신경망모형을 구조적으로 확장시켰다. 이 모형에서 기존의 입력층 이전단계에 새로운 층이 정의된다. 이렇게 해서 생성된 새로운 통합모형은 기존모형에서 생성되는 기본적인 학습파라미터와 더불어, 본 연구에서 새롭게 제시된 주기분할층의 파라미터들이 모형의 학습성과를 높이기 위해 함께 고려된다. 한편, 이러한 학습과정에서 추가적으로 고려해야 할 파라미터 갯수가 증가함에 따라서, 본 모델의 학습성과가 local minimum에 빠지는 문제점이 발생될 수 있다. 즉, 웨이블릿분석과 인공신경망모형을 모두 전역적으로 최적화시켜야 하는 문제가 발생한다. 본 연구에서는 이 문제를 해결하기 위해서, 최근 local minimum의 가능성을 최소화하여 전역적인 학습성과를 높여 주는 인공지능기법으로서 유전자알고리즘기법을 본 연구이 통합모델에 반영하였다. 이에 대한 실증사례 분석결과는 일일 환율예측문제를 적용하였을 경우, 기존의 방법론보다 더 나운 예측성과를 타나내었다.

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인터넷을 이용한 육상물류중개시스템 개발에 관한 연구

  • 박남규;최형림;송근곤;박영재;손형수
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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    • pp.335-345
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    • 1999
  • 오늘날 날로 증가하는 물류비는 개별 기업은 물론 국가 전체의 수출 경쟁력을 약화시키는 주요 원인으로 지적되고 있다. 그러나 그동안 우리나라에서는 물류비 절감을 위한 종합적이고 체계적인 대책이 이루어지지 못하였다. 특히 본 논문의 연구대상인 육상물류의 경우 그 비중이 전체 화물 운송의 60% 이상을 차지함에도 불구하고 심각한 교통체증 및 물류기반 시설의 미비 등으로 인하여 물류비가 계속 증가하는 양상을 보여 왔다. 따라서 본 논문에서는 우리나라 육상물류시스템이 안고 있는 문제점의 해결을 위한 방안들 중의 하나로 정보기술의 활용에 관한 내용을 다루고 있다. 즉 영세한 기업들도 누구나 손쉽게 이용할 수 있도록 인터넷을 이용한 육상물류중개시스템의 개발에 관한 내용을 소개하고 있다. 육상물류중개시스템은 복합화물주선업체인 (주) 대형물류와 함께 개발한 시스템으로 인터넷을 통하여 화주의 화물 운송의뢰를 접수받아 이를 여러 운송업체에게 제공해 주는 역할을 수행하게 된다. 특히 육상물류중개시스템은 화물의 운송과 관련하여 발생하는 다양한 정보들을 데이터베이스에 저장하여 두었다가 세관을 비롯한 터미널에 대한 각종 신고업무에 이용할 수 있으며, 이밖에도 교통정보 및 화물 위치정보 등 다양한 서비스를 제공해 줄 수 있다. 따라서 운송업체의 공차율을 줄이고 화주에게는 자신의 화물에 대한 정보를 실 시간으로 전달해 줄 수 있다는 장점이 있다. 또한 이러한 육상물류중개시스템은 현재 개발중인 통합데이터베이스를 기반으로한 항만물류원스톱서비스 시스템과 연계되어 차후에는 물류원스톱시스템으로 발전할 수 있을 것이다.용되어져 왔다. 그러나 MCRDR 이론이 적용된 전문가시스템들의 경우 MCRDR이론을 기본으로한 개발 툴로서 개발된 시스템들이 아니고 해당분야에서 MCRDR이론을 적용한 엔진을 직접 설계 구현하여 온 것이 사실이다. KEE(Knowledge Engineer for Experts) 시스템은 최근 개발된 MCRDR기반 전문가시스템 개발 툴로서 본 논문에서는 이러한 분야별 전문가시스템 개발을 지양하고 MCRDR 이론을 기반으로 한 범용성 있는 전문가시스템 개발 툴의 개발에 관한 연구를 소개한다.-based Data Mining Architecture를 제시하였다. 본 연구의 의의로는 데이터 마이닝을 통한 귀납적 지식생성에 있어 귀납적 오류의 발생을 도메인 지식을 통해 설명가능 함을 보임으로 검증하고 아울러 이러한 설명을 통해 연역적으로 새로운 가설지식을 생성시켜 이를 가설검증방식으로 검증함으로써 귀납적 접근과 연역적 접근의 통합 데이터 마이닝 접근을 제시하였다는데 있다.osed algorithm are faster and lower than the existing LMS according to increasing the step-size parameter $\mu$ in the experimentally computed. learning curve. Also we find that convergence speed of proposed algorithm is increased by (B+1) time proportional to B which

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Developing Self-awareness Through Cyber Study and Cyber Reading Activities: A Case Study with the Electronic Library 'Booktoby' (사이버 학습을 활용한 학생의 자아정체성 확인에 관한 연구: 북토비 사례를 중심으로)

  • Kang, Hyon-Sook
    • Journal of Information Technology and Architecture
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    • v.11 no.4
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    • pp.485-494
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    • 2014
  • This study has been conducted with $1^{st}$ grade elementary students where the purpose was to develop students' interest in themselves and to cultivate their self-awareness as the first step toward establishing a suitable course and career for their start-up features. Students have conducted the cyber study through "Incheon e-School" and cyber reading "Booktoby" and recorded three types of outcomes - affective self-awareness, social self-awareness and intelligence self-awareness - on each side of the Pyramid, thus constructing their own self-awareness pyramids of the system. According to the results, after such activities were undertaken during the $1^{st}$ semester, their opinion toward their self-control and study ability has improved as much as about 67% compared to that of the beginning of the last semester. Regarding the effects of cyber reading, their interest, spontaneity and understanding toward reading books have also improved as much as 54% and 50%, 33% respectively along with positive answers of as much as 75% with regard to self-awareness. When it comes to the results of the SCI-II test (used to evaluate self-awareness), the total average has improved by as much as 3 points and the three components of self-awareness - affective, social, and intelligence - have improved by as much as 4points, 1point, and 5points, respectively.

A Study on Utilization Effect and Implementation Model of Directory Service Based Information Resource Management System (디렉터리 서비스 기반 정보자원 관리시스템의 활용 효과 및 구축 모델에 대한 연구)

  • Lee, Sung-Jun;Kim, Hyuk;Lee, Kwang Soo;Kim, Minsoo
    • Journal of Information Technology and Architecture
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    • v.11 no.4
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    • pp.427-439
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    • 2014
  • Introduction of new information systems due to continuous progress of ICT has made the enterprise IT environment into a mixed pot of various IT resources. Rapidly changing business situation has emphasized the integration of organizational IT resources as one of key competitive advantages. Those distributed IT resources are now demanding to solve the problems not only on their own effective management but also on security and control issues against unauthorized infiltration and information leakages. Under the situation that the number of IT resources is constantly increasing, it is needed to study a management model and its implementation that integrally solves above all problems. In this paper, it is revealed that a directory service can be used to integrally manage distributed IT resources and a directory service based system model for distributed IT resource management is suggested. By implementing an HR solution over active directory service, it is demonstrated that our integrated management model for distributed resources is applicable to real business cases. It is expected that for small and medium sized enterprises with limited IT investments, directory service based IT resource management system can be a cost-effective solution for increasing security threats and lack of governance.

Key Bit-dependent Attack on Side-Channel Analysis-Resistant Hardware Binary Scalar Multiplication Algorithm using a Single-Trace (부채널 분석에 안전한 하드웨어 이진 스칼라 곱셈 알고리즘에 대한 단일 파형 비밀 키 비트 종속 공격)

  • Sim, Bo-Yeon;Kang, Junki;Han, Dong-Guk
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.28 no.5
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    • pp.1079-1087
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    • 2018
  • Binary scalar multiplication which is the main operation of elliptic curve cryptography is vulnerable to the side-channel analysis. Especially, it is vulnerable to the side-channel analysis which uses power consumption and electromagnetic emission patterns. Thus, various countermeasures have been studied. However, they have focused on eliminating patterns of data dependent branches, statistical characteristic according to intermediate values, or the interrelationships between data. No countermeasure have been taken into account for the secure design of the key bit check phase, although the secret scalar bits are directly loaded during that phase. Therefore, in this paper, we demonstrate that we can extract secret scalar bits with 100% success rate using a single power or a single electromagnetic trace by performing key bit-dependent attack on hardware implementation of binary scalar multiplication algorithm. Experiments are focused on the $Montgomery-L{\acute{o}}pez-Dahab$ ladder algorithm protected by scalar randomization. Our attack does not require sophisticated pre-processing and can defeat existing countermeasures using a single-trace. As a result, we propose a countermeasure and suggest that it should be applied.

A Comparative Study on the Legal System of Building a Rooftop Gardening between Korea and China (한국과 중국의 옥상녹화 제도 비교연구)

  • Zhao, Hong-Xia;Kang, Tai-Ho
    • Journal of the Korean Institute of Landscape Architecture
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    • v.39 no.4
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    • pp.11-17
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    • 2011
  • This study focused on the regulations and support system of green rooftop landscaping between Korea and China. Our research found out regulations and support system to review the supplement point to understand the present state of green rooftop landscaping in the two countries. We aimed to provide basic legal information for the development of green rooftop landscaping regulations. Also, a management plan guide and after-evaluation guide were suggested. First, roof load safety is the foremost factor for the structure of green rooftop landscaping. It includes not only considering the weight of construction materials, but also accurately calculating weight of rain, snow and the rooftop's capacity for people when the rooftop is designed. Second, the appropriate waterproof and root material should be selected basing on climatic conditions. Third, a maintenance and management plan needs to be established to regularly check the plant, facilities, soil and to maintain them. Fourth, the criteria of quality inspection are waterproof and root resistant material, and the growth and development of plants. Waterproof and root resistant materials are a very important part of rooftop greening, so they must be strictly inspected after construction. Fifth, the support system of rooftop greening should be continuously improved. The choice of the object and the amount of support should be strictly stipulated so that the construction of rooftop is promoted when volunteers do rooftop greening.

An Evaluation of Natural-Ecological Function for Planning and Management on Forest (산림녹지의 계획 및 관리를 위한 자연생태적 기능 평가)

  • Lee, Woo-Sung
    • Journal of the Korean Institute of Landscape Architecture
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    • v.39 no.5
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    • pp.1-11
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    • 2011
  • Many studies which assessed the function of forest are focused on usage of citizen, but studies which focused on natural-ecological function still lack. Hence, the purpose of this study is to select and apply the evaluation indicators on natural-ecological function of forest as a base research for sustainable planing and management. First, the 35 indicators were selected by the review of the internal and external 56 literature. The 12 indicators among those were reselected as natural-ecological indicator by the first survey and 7 indicators such as green area, connectivity etc. were determined through MCB analysis by the second survey. Also, the weights of 7 indicators for the functional evaluation were computed using AHP analysis by the third survey. As aresult of AHP analysis, the naturality was showed the highest indicator by 0.189, while the NDVI was evaluated the lowest indicator by 0.063. According to the result of evaluating the natural-ecological function on forest in Daegu which was selected as suitable study area, the natural-ecological functions around the Mt. Ap and Mt. Chengryong, top of Mt. Biseul had more than 85 scores, so those were assessed as an excellent area. On the other hand, the functions around the western area of Mt. Waryong and Mt. Macheon, the Mt. Daeni of Dalseong-Gun had less than 50 scores, which means that the area had to be controled by sustainable management. Therefore, we will be able to utilize the basic data for the preservation and management at urban and environmental planning through the results of this study.

A Time-Domain Comparator for Micro-Powered Successive Approximation ADC (마이크로 전력의 축차근사형 아날로그-디지털 변환기를 위한 시간 도메인 비교기)

  • Eo, Ji-Hun;Kim, Sang-Hun;Jang, Young-Chan
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.16 no.6
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    • pp.1250-1259
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    • 2012
  • In this paper, a time-domain comparator is proposed for a successive approximation (SA) analog-to-digital converter (ADC) with a low power and high resolution. The proposed time-domain comparator consists of a voltage-controlled delay converter with a clock feed-through compensation circuit, a time amplifier, and binary phase detector. It has a small input capacitance and compensates the clock feed-through noise. To analyze the performance of the proposed time-domain comparator, two 1V 10-bit 200-kS/s SA ADCs with a different time-domain comparator are implemented by using 0.18-${\mu}m$ 1-poly 6-metal CMOS process. The measured SNDR of the implemented SA ADC is 56.27 dB for the analog input signal of 11.1 kHz, and the clock feed-through compensation circuit and time amplifier of the proposed time-domain comparator enhance the SNDR of about 6 dB. The power consumption and area of the implemented SA ADC are 10.39 ${\mu}W$ and 0.126 mm2, respectively.

Android-Based Synchronous Mobile Distance Learning System with Session Recording and Replay Support (세션 레코딩과 리플레이를 지원하는 안드로이드 기반 동기식 모바일 원격 교육 시스템)

  • Sung, Dae-Hyun;Lee, Jang-Ho
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.15 no.6
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    • pp.1369-1380
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    • 2011
  • Most existing mobile distance learning systems are asynchronous ones that allow students to download lecture video and presentation material. However, there are a few synchronous real-time mobile distance learning systems that support slide, annotation, feedback from student, and lecture video and audio at the same time. These live mobile distance learning systems have an advantage of supporting real-time interaction between students and a lecturer thereby making students understand the lecture better. But, they also have a disadvantage in the sense that they don't allow students to experience the past lecture. This problem can be solved by recording and replaying lecture session. So far, there are few mobile distance learning systems that support session recording and replay. This paper presents a synchronous mobile distance learning system that supports video and audio, slide with annotation, and real-time feedback from students, as well as session recording and replay, which is not supported by the existing mobile distance learning systems. The evaluation of the system among students shows that 61.3% of them were satisfied while 3.2% weren't.

An Analysis on Incident Cases of Dynamic Positioning Vessels (Dynamic Positioning 선박들의 사고사례 분석)

  • Chae, Chong-Ju;Jung, Yun-Chul
    • Journal of Navigation and Port Research
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    • v.39 no.3
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    • pp.149-156
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    • 2015
  • The Dynamic Positioning System consists of 7 elements which are namely Power system, Human machine interface, DP Computer, Position Reference System(PRS), Sensors, Thruster system and DP Operator. Incidents like loss of position(LOP) on DP vessel usually occur due to errors in these 7 elements. The purpose of this study is to find out safety operation method of DP vessel through qualitative and quantitative analyze of DP LOP incidents which are submitted to IMCA every year. The 612 DP LOP incidents submitted from 2001 to 2010 were analyzed to find out the main cause of the incidents and its rate among other causes. Consequently, the highest rate of incidents involving DP elements are PRS errors. DP computer, Power system, Human error and thruster system came next. The PRS has been analyzed and a flowchart was drawn through expert brainstorming. Also, the conditional probability has been analyzed through Bayesian Networks based on this flowchart. Consequentially, the main causes of drive off incidents were DGPS, microwave radar and HPR. Also, this study identified the main causes of DGPS errors through Bayesian Networks. These causes are signal blocked, electric components failure, relative mode error, signal weak or fail.