• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1997.10a
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• pp.327-330
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• 1997

패턴인식중에서 가장 기본적인 문제인 판별문제를 대상으로 러프집합을 이용한 판별분석을 행하는 신경망의 학습알고리즘을 제안한다. 어떤군에 속할 것인가의 경계영역을 명확히 하는 것을 목적으로 한다. 2군 판별의 문제를 각 데이터가 각 군에 속한 정도를 표현하는 소속함수(membership function)을 이용하며, 경계영역에 대한 문제는 소속함수를 구간치 함수로 확장하여 가능성과 필연성을 동시에 표현할 수 있는 학습 알고리즘을 제안한다.

• Journal of the Korean Institute of Intelligent Systems
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• v.8 no.2
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• pp.96-105
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• 1998

소프트웨어 재사용 분야에 있어서 우선적으로 연구되어야할 부분은 소프트웨어 부품의 품질 보증에 관한 연구이다. 그러나 기존의 연구들은 사용자 요구의 복잡, 다양화와 소프트웨어 복잡도증가등과 같은 변화하는 환경에 능동적으로 대처하지 못한다. 따라서, 본 논문에서는 재사용되고 있는 부품들, 정량적인 척도을과 분류 기준들을 이용하여 변화하는 환경에 능동적으로 대처할 수 있는 적응성이 있는 재사용성 결정 알고리즘 생성 모델을 제안한다. 이 모델은 적응성 있는 재사용 결정 알고리즘을 찾기 위해서 데이터의 숨겨진 패턴들을 발견하는 효율적인 알고리즘을 제고？는 러프 집합 이론을 이용한다.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.135-150
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• 2013

This study proposes a novel option strategy by using characteristic of volatility reversion and rough set algorithm in options market. Until now, various research has been conducted on stock and future markets, but minimal research has been done in options market. Particularly, research on the option trading strategy using high frequency data is limited. This study consists of two purposes. The first is to enjoy a profit using volatility reversion model when volatility gap is occurred. The second is to pursue a more stable profit by filtering inaccurate entry point through rough set algorithm. Since options market is affected by various elements like underlying assets, volatility and interest rate, the point of this study is to hedge elements except volatility and enjoy the profit following the volatility gap.

• Journal of the Korean Data and Information Science Society
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• v.25 no.2
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• pp.281-292
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• 2014

As the importance of algorithm trading is getting stronger, researches for artificial intelligence (AI) based trading strategy is also being more important. However, there are not enough studies about using more than two AI methodologies in one trading system. The main aim of this study is development of algorithm trading strategy based on the rough set theory that is one of rule-based AI methodologies. Especially, this study used genetic algorithm for optimizing profit of rough set based strategy rule. The most important contribution of this study is proposing efficient convergence of two different AI methodology in algorithm trading system. Target of purposed trading system is KOPSI200 futures market. In empirical study, we prove that purposed trading system earns significant profit from 2009 to 2012. Moreover, our system is evaluated higher shape ratio than buy-and-hold strategy.

• Journal of Industrial Technology
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• v.31 no.B
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• pp.37-43
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• 2011

In pattern analysis, dimensionality reduction and reasonable identification rule generation are very important parts. This paper performed effectively the dimensionality reduction by grouping the sensors of which the measured patterns are similar each other, where genetic algorithms were used for combination optimization. To identify the gas type, this paper constructed the hierarchically identifiable rule base with two frames by using rough set theory. The first frame is to accept measurement characteristics of each sensor and the other one is to reflect the identification patterns of each group. Thus, the proposed methods was able to accomplish effectively dimensionality reduction as well as accurate gas identification. In simulation, this paper demonstrated the effectiveness of the proposed methods by identifying five types of gases.

• Journal of the Korea Society of Computer and Information
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• v.16 no.7
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• pp.117-125
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• 2011

In this paper, it was segmented the face color distribution using YCbCr color model, which is one of the feature-based methods, and preprocessing stage was to be insensitive to the sensitivity for light which is one of the disadvantages for the feature-based methods by the quantization. In addition, it has raised the accuracy of image synthesis with characteristics which is selected the object of the most same image as the shape of pattern using rough set. In this paper, the detection rates of the proposed face detection algorithm was confirmed to be better about 2~3% than the conventional algorithms regardless of the size and direction on the various faces by simulation.

• The KIPS Transactions:PartD
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• v.8D no.3
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• pp.203-210
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• 2001

These days data is being collected and accumulated in a wide variety of fields. Stored data itself is to be an information system which helps us to make decisions. An information system includes many kinds of necessary and unnecessary attribute. So many algorithms have been developed for finding useful patterns from the data and reasoning approximately new objects. We are interested in the simple and understandable rules that can represent useful patterns. In this paper we propose an algorithm which can reduce the information in the system to a minimum, based on a probabilistic rough set theory. The proposed algorithm uses a value that tolerates accuracy of classification. The tolerant value helps minimizing the necessary attribute which is needed to reason a new object by reducing conditional attributes. It has the advantage that it reduces the time of generalizing rules. We experiment a proposed algorithm with the IRIS data and Wisconsin Breast Cancer data. The experiment results show that this algorithm retrieves a small reduct, and minimizes the size of the rule under the tolerant classification rate.

• Journal of the Korean Institute of Intelligent Systems
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• v.9 no.6
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• pp.583-590
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• 1999

We propose the reusability decision model of the object-oriented components, which can decide the potentiality of reusability of the object-oriented components actively. Fisrt, we select attributes for the reusability decision of the object-oriented components. Then, we acquire information from the reused components based on the quality measures and criteria proposed by many researches. Lastly, we generate algorithm for the reusability decision of the object-oriented components from the acquired information employing rough set.

• Journal of Digital Convergence
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• v.12 no.12
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• pp.293-301
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• 2014

In this paper, we propose a new measure based on the confidence of Bayesian posterior probability so as to reduce unimportant information in the clustering process. Because the performance of clustering is up to selecting the important degree of attributes within the databases, the concept of information entropy is added to posterior probability for attributes discernibility. Hence, The same value of attributes in the confidence of the proposed measure is considerably much less due to the natural logarithm. Therefore posterior probability-based clustering algorithm selects the minimum of attribute reducts and improves the efficiency of clustering. Analysis of the validation of the proposed algorithms compared with others shows their discernibility as well as ability of clustering to handle uncertainty with ACME categorical data.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.14 no.6
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• pp.47-54
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• 2014

Based on the indiscernible relation of rough set, the inevitability of superposition and inconsistency of data makes the reduction of attributes very important in information system. Rough set has difficulty in the difference of attribute reduction between consistent and inconsistent information system. In this paper, we propose the new uncertainty measure and attribute reduction algorithm by Bayesian posterior probability for correlation analysis between condition and decision attributes. We compare the proposed method and the conditional information entropy to address the uncertainty of inconsistent information system. As the result, our method has more accuracy than conditional information entropy in dealing with uncertainty via mutual information of condition and decision attributes of information system.