• Title/Summary/Keyword: 계층 시계열 예측

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Classification Performance Comparison of Inductive Learning Methods : The Case of Corporate Credit Rating (귀납적 학습방법들의 분류성능 비교 : 기업신용평가의 경우)

  • 이상호;지원철
    • Journal of Intelligence and Information Systems
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    • v.4 no.2
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    • pp.1-21
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    • 1998
  • 귀납적 학습방법들의 분류성능을 비교 평가하기 위하여 대표적 분류문제의 하나인 신용평가 문제를 사용하였다. 분류기로서 사용된 귀납적 학습방법론들은 통계학의 다변량 판별분석(MDA), 기계학습 분야의 C4.5, 신경망의 다계층 퍼셉트론(MLP) 및 Cascade Correlation Network(CCN)의 4 가지이며, 학습자료로는 국내 3개 신용평가기관이 발표한 신용등급 및 공포된 재무제표를 사용하였다. 신용등급 예측의 정확도에 의한 분류성능을 평가하였는데 연도별 평가와 시계열 평가의 두 가지를 실시하였다. Cascade Correlation Network이 가장 좋은 분류성능을 보였지만 4가지 분류기들 사이에 통계적으로 유의한 차이는 발견되지 않았다. 이는 사용된 학습자료가 갖는 한계로 인한 것으로 추정되지만, 성능평가 과정에 있어 학습자료의 전처리 과정이 분류성과의 제고에 매우 유효함이 입증되었다.

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Behavior Recognition of Moving Object based on Multi-Fusion Network (다중 융합 네트워크 기반 이동 객체 행동 인식)

  • Kim, Jinah;Moon, Nammee
    • Proceedings of the Korea Information Processing Society Conference
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    • 2022.05a
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    • pp.641-642
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    • 2022
  • 단일 데이터로부터의 이동 객체에 대한 행동 인식 연구는 데이터 수집 과정에서 발생하는 노이즈의 영향을 크게 받는다. 본 논문은 영상 데이터와 센서 데이터를 이용하여 다중 융합 네트워크 기반 이동 객체 행동 인식 방법을 제안한다. 영상으로부터 객체가 감지된 영역의 추출과 센서 데이터의 이상치 제거 및 결측치 보간을 통해 전처리된 데이터들을 융합하여 시퀀스를 생성한다. 생성된 시퀀스는 CNN(Convolutional Neural Networks)과 LSTM(Long Short Term Memory)기반 다중 융합 네트워크 모델을 통해 시계열에 따른 행동 특징들을 추출하고, 깊은 FC(Fully Connected) 계층을 통해 특징들을 융합하여 행동을 예측한다. 본 연구에서 제시된 방법은 사람을 포함한 동물, 로봇 등의 다양한 객체에 적용될 수 있다.

Developing the information security risk index using network gathering data (네트워크 수집정보를 이용한 정보보호 위험도 예측지수 개발)

  • Park, Jin Woo;Yun, Seokhoon;Kim, Jinheum;Jeong, Hyeong Chul
    • The Korean Journal of Applied Statistics
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    • v.29 no.7
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    • pp.1173-1183
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    • 2016
  • In this paper, we proposed an information security risk index to diagnose users' malware infection situations (such as computer virus and adware) by gathering data from KT network systems. To develop the information security risk index, we used the analytic hierarchy process methodology and estimated the risk weights of malware code types using the judgments of experts. The control chart could be used effectively to forecast the information security risk for the proposed information security risk index data.

Flood Stage Forecasting using Class Segregation Method of Time Series Data (시계열자료의 계층분리기법을 이용한 하천유역의 홍수위 예측)

  • Kim, Sung-Weon
    • 한국방재학회:학술대회논문집
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    • 2008.02a
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    • pp.669-673
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    • 2008
  • In this study, the new methodology which combines Kohonen self-organizing map(KSOM) neural networks model and the conventional neural networks models such as feedforward neural networks model and generalized neural networks model is introduced to forecast flood stage in Nakdong river, Republic of Korea. It is possible to train without output data in KSOM neural networks model. KSOM neural networks model is used to classify the input data before it combines with the conventional neural networks model. Four types of models such as SOM-FFNNM-BP, SOM-GRNNM-GA, FFNNM-BP, and GRNNM-GA are used to train and test performances respectively. From the statistical analysis for training and testing performances, SOM-GRNNM-GA shows the best results compared with the other models such as SOM-FFNNM-BP, FFNNM-BP, and GRNNM-GA and FFNNM-BP shows vice-versa. From this study, we can suggest the new methodology to forecast flood stage and construct flood warning system in river basin.

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Deep Learning Based Group Synchronization for Networked Immersive Interactions (네트워크 환경에서의 몰입형 상호작용을 위한 딥러닝 기반 그룹 동기화 기법)

  • Lee, Joong-Jae
    • KIPS Transactions on Computer and Communication Systems
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    • v.11 no.10
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    • pp.373-380
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    • 2022
  • This paper presents a deep learning based group synchronization that supports networked immersive interactions between remote users. The goal of group synchronization is to enable all participants to synchronously interact with others for increasing user presence Most previous methods focus on NTP-based clock synchronization to enhance time accuracy. Moving average filters are used to control media playout time on the synchronization server. As an example, the exponentially weighted moving average(EWMA) would be able to track and estimate accurate playout time if the changes in input data are not significant. However it needs more time to be stable for any given change over time due to codec and system loads or fluctuations in network status. To tackle this problem, this work proposes the Deep Group Synchronization(DeepGroupSync), a group synchronization based on deep learning that models important features from the data. This model consists of two Gated Recurrent Unit(GRU) layers and one fully-connected layer, which predicts an optimal playout time by utilizing the sequential playout delays. The experiments are conducted with an existing method that uses the EWMA and the proposed method that uses the DeepGroupSync. The results show that the proposed method are more robust against unpredictable or rapid network condition changes than the existing method.

An Efficient QoS-Aware Bandwidth Re-Provisioning Scheme in a Next Generation Wireless Packet Transport Network (차세대 이동통신 패킷 수송망에서 서비스 품질을 고려한 효율적인 대역폭 재할당 기법)

  • Park, Jae-Sung
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.1A
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    • pp.30-37
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    • 2006
  • In this paper, we propose a QoS-aware efficient bandwidth re-provisioning scheme in a next generation wireless packet transport network. At the transport network layer, it classifies the traffic of the radio network layer into a real time class and a non-real time class. Using an auto-regressive time-series model and a given packet loss probability, our scheme predicts the needed bandwidth of the non-real time class at every re-provisioning interval. Our scheme increases the system capacity by releasing the unutilized bandwidth of the non-real time traffic class for the real-time traffic class while insuring a controllable upper bound on the packet loss probability of a non-real time traffic class. Through empirical evaluations using the real Internet traffic traces, our scheme is validated that it can increase the bandwidth efficiency while guaranteeing the quality of service requirements of the non-real time traffic class.

A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

Development of a complex failure prediction system using Hierarchical Attention Network (Hierarchical Attention Network를 이용한 복합 장애 발생 예측 시스템 개발)

  • Park, Youngchan;An, Sangjun;Kim, Mintae;Kim, Wooju
    • Journal of Intelligence and Information Systems
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    • v.26 no.4
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    • pp.127-148
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    • 2020
  • The data center is a physical environment facility for accommodating computer systems and related components, and is an essential foundation technology for next-generation core industries such as big data, smart factories, wearables, and smart homes. In particular, with the growth of cloud computing, the proportional expansion of the data center infrastructure is inevitable. Monitoring the health of these data center facilities is a way to maintain and manage the system and prevent failure. If a failure occurs in some elements of the facility, it may affect not only the relevant equipment but also other connected equipment, and may cause enormous damage. In particular, IT facilities are irregular due to interdependence and it is difficult to know the cause. In the previous study predicting failure in data center, failure was predicted by looking at a single server as a single state without assuming that the devices were mixed. Therefore, in this study, data center failures were classified into failures occurring inside the server (Outage A) and failures occurring outside the server (Outage B), and focused on analyzing complex failures occurring within the server. Server external failures include power, cooling, user errors, etc. Since such failures can be prevented in the early stages of data center facility construction, various solutions are being developed. On the other hand, the cause of the failure occurring in the server is difficult to determine, and adequate prevention has not yet been achieved. In particular, this is the reason why server failures do not occur singularly, cause other server failures, or receive something that causes failures from other servers. In other words, while the existing studies assumed that it was a single server that did not affect the servers and analyzed the failure, in this study, the failure occurred on the assumption that it had an effect between servers. In order to define the complex failure situation in the data center, failure history data for each equipment existing in the data center was used. There are four major failures considered in this study: Network Node Down, Server Down, Windows Activation Services Down, and Database Management System Service Down. The failures that occur for each device are sorted in chronological order, and when a failure occurs in a specific equipment, if a failure occurs in a specific equipment within 5 minutes from the time of occurrence, it is defined that the failure occurs simultaneously. After configuring the sequence for the devices that have failed at the same time, 5 devices that frequently occur simultaneously within the configured sequence were selected, and the case where the selected devices failed at the same time was confirmed through visualization. Since the server resource information collected for failure analysis is in units of time series and has flow, we used Long Short-term Memory (LSTM), a deep learning algorithm that can predict the next state through the previous state. In addition, unlike a single server, the Hierarchical Attention Network deep learning model structure was used in consideration of the fact that the level of multiple failures for each server is different. This algorithm is a method of increasing the prediction accuracy by giving weight to the server as the impact on the failure increases. The study began with defining the type of failure and selecting the analysis target. In the first experiment, the same collected data was assumed as a single server state and a multiple server state, and compared and analyzed. The second experiment improved the prediction accuracy in the case of a complex server by optimizing each server threshold. In the first experiment, which assumed each of a single server and multiple servers, in the case of a single server, it was predicted that three of the five servers did not have a failure even though the actual failure occurred. However, assuming multiple servers, all five servers were predicted to have failed. As a result of the experiment, the hypothesis that there is an effect between servers is proven. As a result of this study, it was confirmed that the prediction performance was superior when the multiple servers were assumed than when the single server was assumed. In particular, applying the Hierarchical Attention Network algorithm, assuming that the effects of each server will be different, played a role in improving the analysis effect. In addition, by applying a different threshold for each server, the prediction accuracy could be improved. This study showed that failures that are difficult to determine the cause can be predicted through historical data, and a model that can predict failures occurring in servers in data centers is presented. It is expected that the occurrence of disability can be prevented in advance using the results of this study.