• 한국지구물리탐사학회:학술대회논문집
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• 2005.09a
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• pp.21-36
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• 2005

Although the main geology of Korea consists of granite and gneiss, it Is not uncommon to encounter anisotropy Phenomena in crosshole radar tomography even when the basement is crystalline rock. To solve the anisotropy Problem, we have developed and continuously upgraded an anisotropic inversion algorithm assuming a heterogeneous elliptic anisotropy to reconstruct three kinds of tomograms: tomograms of maximum and minimum velocities, and of the direction of the symmetry axis. In this paper, we discuss the developed algorithm and introduce some case histories on the application of anisotropic radar tomography in Korea. The first two case histories were conducted for the construction of infrastructure, and their main objective was to locate cavities in limestone. The last two were performed In a granite and gneiss area. The anisotropy in the granite area was caused by fine fissures aligned in the same direction, while that in the gneiss and limestone area by the alignment of the constituent minerals. Through these case histories we showed that the anisotropic characteristic itself gives us additional important information for understanding the internal status of basement rock. In particular, the anisotropy ratio defined by the normalized difference between maximum and minimum velocities as well as the direction of maximum velocity are helpful to interpret the borehole radar tomogram.

• Journal of Intelligence and Information Systems
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• v.16 no.3
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• pp.77-97
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• 2010

Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.