• Title/Summary/Keyword: 밸런싱

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A Study to Improve the Accuracy of Segmentation and Classification of Mosaic Images over the Korean Peninsula (한반도 모자이크 영상의 분할 및 분류 정확도 향상을 위한 연구)

  • Moon, Jiyoon;Lee, Kwang Jae
    • Korean Journal of Remote Sensing
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    • v.37 no.6_3
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    • pp.1943-1949
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    • 2021
  • In recent years, as the demand of high-resolution satellite images increases due to the miniaturization and constellation of satellites, various efforts to support users to utilize satellite images more conveniently are performed. Accordingly, the Korea Aerospace Research Institute produces and provides mosaic images on the Korean Peninsula every year to improve the convenience of users in the public sector and activate the use of satellite images. In order to increase the utilization of mosaic images on the Korean Peninsula, a study on satellite image segmentation and classification using mosaic images was attempted. However, since mosaic images provide only R, G, and B bands and processes such as image sharpening and color balancing are applied, there is a limitation that the spectral information of original images is distorted, so various indices were extracted and classified using R, G, and B bands to compensate for this. As a result of the study, the accuracy of image classification results using only mosaic images was about 72%, while the accuracy of image classification results using indices extracted from R, G, and B bands together was about 79%. Through this, it was confirmed that when performing image classification using mosaic images on the Korean Peninsula, the image classification results can be improved if the indices extracted from R, G, and B bands are used together. These research results are expected to be applied not only to mosaic images but also to images in which spectral information is limited or only R, G, and B bands are provided.

Design of Integrated Process-Based Model for Large Assembly Blocks Considering Resource Constraints in Shipbuilding (자원제약을 고려한 조선 대조립 공정의 통합 프로세스 기반 모델 설계)

  • Jeong, Eunsun;Jeong, Dongsu;Seo, Yoonho
    • Journal of the Korea Society for Simulation
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    • v.28 no.2
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    • pp.107-117
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    • 2019
  • Because shipbuilding is single-product production with limited resources, production management technology is essential to manage the resources effectively and maximize the productivity of ship-process. Therefore, many shipbuilding companies are conducting research on ship production plan and process considering various constraints in the field by applying modeling and simulation. However, it is difficult to provide accurate production plan on sudden schedule and process changes, and to understand the interconnectivity between the processes that produce blocks in existing research. In addition, there are many differences between the production planning and field planning because detailed processes and quantity of blocks can not be considered. In this research, we propose the integrated process-based modeling method considering process-operation sequences, BOM(Bill of materials) and resource constraints of all the scheduled blocks in the indoor system. Through the integrated process-based model, it is easy for the user to grasp the assembly relationship, workspace and preliminary relationship of assembly process between the blocks in indoor system. Also, it is possible to obtain the overall production plan that maximizes resource efficiency without the separate simulation and resource modeling procedures because resource balancing that considers the amount of resource quantity shared in the indoor system is carried out.

IoT data processing techniques based on machine learning optimized for AIoT environments (AIoT 환경에 최적화된 머신러닝 기반의 IoT 데이터 처리 기법)

  • Jeong, Yoon-Su;Kim, Yong-Tae
    • Journal of Industrial Convergence
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    • v.20 no.3
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    • pp.33-40
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    • 2022
  • Recently, IoT-linked services have been used in various environments, and IoT and artificial intelligence technologies are being fused. However, since technologies that process IoT data stably are not fully supported, research is needed for this. In this paper, we propose a processing technique that can optimize IoT data after generating embedded vectors based on machine learning for IoT data. In the proposed technique, for processing efficiency, embedded vectorization is performed based on QR such as index of IoT data, collection location (binary values of X and Y axis coordinates), group index, type, and type. In addition, data generated by various IoT devices are integrated and managed so that load balancing can be performed in the IoT data collection process to asymmetrically link IoT data. The proposed technique processes IoT data to be orthogonalized based on hash so that IoT data can be asymmetrically grouped. In addition, interference between IoT data may be minimized because it is periodically generated and grouped according to IoT data types and characteristics. Future research plans to compare and evaluate proposed techniques in various environments that provide IoT services.

A Study to Improve the Classification Accuracy of Mosaic Image over Korean Peninsula: Using PCA and RGB Indices (한반도 모자이크 영상의 분류 정확도 향상 기법 연구: PCA 기법과 RGB 지수를 활용하여)

  • Moon, Jiyoon;Lee, Kwangjae
    • Korean Journal of Remote Sensing
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    • v.38 no.6_4
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    • pp.1945-1953
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    • 2022
  • Korea Aerospace Research Institute produces mosaic images of the Korean Peninsula every year to promote the use of satellite images and provides them to users in the public sector. However, since the pan-sharpening and color balancing methodologies are applied during the mosaic image processing, the original spectral information is distorted. In addition, there is a limit to analyze using mosaic images as mosaic images provide only Red, Green and Blue bands excluding Near Infrared (NIR) band. Therefore, in order to compensate for these limitations, this study applied the Principal Component Analysis (PCA) technique and indices extracted from R, G, B bands together for image classification and compared the classification results. As a result of the analysis, the accuracy of the mosaic image classification result was about 67.51%, while the accuracy of the image classification result using both PCA and RGB indices was about 75.86%, confirming that the accuracy of the image classification result can be improved. As a result of comparing the PCA and the RGB indices, the accuracy of the image classification result was about 64.10% and 74.05% respectively. Through this, it was confirmed that the classification accuracy using the RGB indices was higher among the two techniques, and implications were derived that it was important to use high quality reference or supplementary data. In the future, additional indices and techniques are needed to improve the classification and analysis results of mosaic images, and related research is expected to increase the utilization of images that provide only R, G, B or limited spectral information.

A SOC Coefficient Factor Calibration Method to improve accuracy Of The Lithium Battery Equivalence Model (리튬 배터리 등가모델의 정확도 개선을 위한 SOC 계수 보정법)

  • Lee, Dae-Gun;Jung, Won-Jae;Jang, Jong-Eun;Park, Jun-Seok
    • Journal of the Institute of Electronics and Information Engineers
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    • v.54 no.4
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    • pp.99-107
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    • 2017
  • This paper proposes a battery model coefficient correction method for improving the accuracy of existing lithium battery equivalent models. BMS(battery management system) has been researched and developed to minimize shortening of battery life by keeping SOC(state of charge) and state of charge of lithium battery used in various industrial fields such as EV. However, the cell balancing operation based on the battery cell voltage can not follow the SOC change due to the internal resistance and the capacitor. Various battery equivalent models have been studied for estimation of battery SOC according to the internal resistance of the battery and capacitors. However, it is difficult to apply the same to all the batteries, and it tis difficult to estimate the battery state in the transient state. The existing battery electrical equivalent model study simulates charging and discharging dynamic characteristics of one kind of battery with error rate of 5~10% and it is not suitable to apply to actual battery having different electric characteristics. Therefore, this paper proposes a battery model coefficient correction algorithm that is suitable for real battery operating environments with different models and capacities, and can simulate dynamic characteristics with an error rate of less than 5%. To verify proposed battery model coefficient calibration method, a lithium battery of 3.7V rated voltage, 280 mAh, 1600 mAh capacity used, and a two stage RC tank model was used as an electrical equivalent model of a lithium battery. The battery charge/discharge test and model verification were performed using four C-rate of 0.25C, 0.5C, 0.75C, and 1C. The proposed battery model coefficient correction algorithm was applied to two battery models, The error rate of the discharge characteristics and the transient state characteristics is 2.13% at the maximum.

A Comparative Study on the Possibility of Land Cover Classification of the Mosaic Images on the Korean Peninsula (한반도 모자이크 영상의 토지피복분류 활용 가능성 탐색을 위한 비교 연구)

  • Moon, Jiyoon;Lee, Kwang Jae
    • Korean Journal of Remote Sensing
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    • v.35 no.6_4
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    • pp.1319-1326
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    • 2019
  • The KARI(Korea Aerospace Research Institute) operates the government satellite information application consultation to cope with ever-increasing demand for satellite images in the public sector, and carries out various support projects including the generation and provision of mosaic images on the Korean Peninsula every year to enhance user convenience and promote the use of satellite images. In particular, the government has wanted to increase the utilization of mosaic images on the Korean Peninsula and seek to classify and update mosaic images so that users can use them in their businesses easily. However, it is necessary to test and verify whether the classification results of the mosaic images can be utilized in the field since the original spectral information is distorted during pan-sharpening and color balancing, and there is a limitation that only R, G, and B bands are provided. Therefore, in this study, the reliability of the classification result of the mosaic image was compared to the result of KOMPSAT-3 image. The study found that the accuracy of the classification result of KOMPSAT-3 image was between 81~86% (overall accuracy is about 85%), while the accuracy of the classification result of mosaic image was between 69~72% (overall accuracy is about 72%). This phenomenon is interpreted not only because of the distortion of the original spectral information through pan-sharpening and mosaic processes, but also because NDVI and NDWI information were extracted from KOMPSAT-3 image rather than from the mosaic image, as only three color bands(R, G, B) were provided. Although it is deemed inadequate to distribute classification results extracted from mosaic images at present, it is believed that it will be necessary to explore ways to minimize the distortion of spectral information when making mosaic images and to develop classification techniques suitable for mosaic images as well as the provision of NIR band information. In addition, it is expected that the utilization of images with limited spectral information could be increased in the future if related research continues, such as the comparative analysis of classification results by geomorphological characteristics and the development of machine learning methods for image classification by objects of interest.

A Study on Risk Parity Asset Allocation Model with XGBoos (XGBoost를 활용한 리스크패리티 자산배분 모형에 관한 연구)

  • Kim, Younghoon;Choi, HeungSik;Kim, SunWoong
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.135-149
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    • 2020
  • Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

A Study on Commodity Asset Investment Model Based on Machine Learning Technique (기계학습을 활용한 상품자산 투자모델에 관한 연구)

  • Song, Jin Ho;Choi, Heung Sik;Kim, Sun Woong
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.127-146
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    • 2017
  • Services using artificial intelligence have begun to emerge in daily life. Artificial intelligence is applied to products in consumer electronics and communications such as artificial intelligence refrigerators and speakers. In the financial sector, using Kensho's artificial intelligence technology, the process of the stock trading system in Goldman Sachs was improved. For example, two stock traders could handle the work of 600 stock traders and the analytical work for 15 people for 4weeks could be processed in 5 minutes. Especially, big data analysis through machine learning among artificial intelligence fields is actively applied throughout the financial industry. The stock market analysis and investment modeling through machine learning theory are also actively studied. The limits of linearity problem existing in financial time series studies are overcome by using machine learning theory such as artificial intelligence prediction model. The study of quantitative financial data based on the past stock market-related numerical data is widely performed using artificial intelligence to forecast future movements of stock price or indices. Various other studies have been conducted to predict the future direction of the market or the stock price of companies by learning based on a large amount of text data such as various news and comments related to the stock market. Investing on commodity asset, one of alternative assets, is usually used for enhancing the stability and safety of traditional stock and bond asset portfolio. There are relatively few researches on the investment model about commodity asset than mainstream assets like equity and bond. Recently machine learning techniques are widely applied on financial world, especially on stock and bond investment model and it makes better trading model on this field and makes the change on the whole financial area. In this study we made investment model using Support Vector Machine among the machine learning models. There are some researches on commodity asset focusing on the price prediction of the specific commodity but it is hard to find the researches about investment model of commodity as asset allocation using machine learning model. We propose a method of forecasting four major commodity indices, portfolio made of commodity futures, and individual commodity futures, using SVM model. The four major commodity indices are Goldman Sachs Commodity Index(GSCI), Dow Jones UBS Commodity Index(DJUI), Thomson Reuters/Core Commodity CRB Index(TRCI), and Rogers International Commodity Index(RI). We selected each two individual futures among three sectors as energy, agriculture, and metals that are actively traded on CME market and have enough liquidity. They are Crude Oil, Natural Gas, Corn, Wheat, Gold and Silver Futures. We made the equally weighted portfolio with six commodity futures for comparing with other commodity indices. We set the 19 macroeconomic indicators including stock market indices, exports & imports trade data, labor market data, and composite leading indicators as the input data of the model because commodity asset is very closely related with the macroeconomic activities. They are 14 US economic indicators, two Chinese economic indicators and two Korean economic indicators. Data period is from January 1990 to May 2017. We set the former 195 monthly data as training data and the latter 125 monthly data as test data. In this study, we verified that the performance of the equally weighted commodity futures portfolio rebalanced by the SVM model is better than that of other commodity indices. The prediction accuracy of the model for the commodity indices does not exceed 50% regardless of the SVM kernel function. On the other hand, the prediction accuracy of equally weighted commodity futures portfolio is 53%. The prediction accuracy of the individual commodity futures model is better than that of commodity indices model especially in agriculture and metal sectors. The individual commodity futures portfolio excluding the energy sector has outperformed the three sectors covered by individual commodity futures portfolio. In order to verify the validity of the model, it is judged that the analysis results should be similar despite variations in data period. So we also examined the odd numbered year data as training data and the even numbered year data as test data and we confirmed that the analysis results are similar. As a result, when we allocate commodity assets to traditional portfolio composed of stock, bond, and cash, we can get more effective investment performance not by investing commodity indices but by investing commodity futures. Especially we can get better performance by rebalanced commodity futures portfolio designed by SVM model.

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.