• Journal of the Institute of Electronics Engineers of Korea SC
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• v.44 no.5
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• pp.45-54
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• 2007

Time/frequency analysis has been extensively used in biomedical signal processing. By extracting some essential features from the electro-physiological signals, these methods are able to determine the clinical pathology mechanisms of some diseases. However, this method assumes that the signal should be stationary, which limits its application in non-stationary system. In this paper, we develop a new signal processing method using Hilbert-Huang Transform to perform analysis of the nonlinear and non-stationary ventricular fibrillation(VF). Hilbert-Huang Transform combines two major analytical theories: Empirical Mode Decomposition(EMD) and the Hilbert Transform. Hilbert-Huang Transform can be used to decompose natural data into independent Intrinsic Mode Functions using the theories of EMD. Furthermore, Hilbert-Huang Transform employs Hilbert Transform to determine instantaneous frequency and amplitude, and therefore can be used to accurately describe the local behavior of signals. This paper studied for Return Of Spontaneous Circulation(ROSC) and non-ROSC prediction performance by Support Vector Machine and three parameters(EMD-IF, EMD-FFT) extracted from ventricular fibrillation ECG waveform using Hilbert-Huang transform. On the average results of sensitivity and specificity were 87.35% and 76.88% respectively. Hilbert-Huang Transform shows that it enables us to predict the ROSC of VF more precisely.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.4
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• pp.825-832
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• 2014

Previous works for detecting arrhythmia have mostly used nonlinear method such as artificial neural network, fuzzy theory, support vector machine to increase classification accuracy. Most methods require accurate detection of P-QRS-T point, higher computational cost and larger processing time. Even if some methods have the advantage in low complexity, but they generally suffer form low sensitivity. Also, it is difficult to detect PVC accurately because of the various QRS pattern by person's individual difference. Therefore it is necessary to design an efficient algorithm that classifies PVC based on QRS pattern in realtime and decreases computational cost by extracting minimal feature. In this paper, we propose PVC classification based on QRS pattern using QS interval and R wave amplitude. For this purpose, we detected R wave, RR interval, QRS pattern from noise-free ECG signal through the preprocessing method. Also, we classified PVC in realtime through QS interval and R wave amplitude. The performance of R wave detection, PVC classification is evaluated by using 9 record of MIT-BIH arrhythmia database that included over 30 PVC. The achieved scores indicate the average of 99.02% in R wave detection and the rate of 93.72% in PVC classification.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.8
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• pp.1947-1954
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• 2013

Previous works for detecting arrhythmia have mostly used nonlinear method such as artificial neural network, fuzzy theory, support vector machine to increase classification accuracy. Most methods require accurate detection of P-QRS-T point, higher computational cost and larger processing time. But it is difficult to detect the P and T wave signal because of person's individual difference. Therefore it is necessary to design efficient algorithm that classifies different arrhythmia in realtime and decreases computational cost by extrating minimal feature. In this paper, we propose arrhythmia detection based on binary coding using QRS feature varibility. For this purpose, we detected R wave, RR interval, QRS width from noise-free ECG signal through the preprocessing method. Also, we classified arrhythmia in realtime by converting threshold variability of feature to binary code. PVC, PAC, Normal, BBB, Paced beat classification is evaluated by using 39 record of MIT-BIH arrhythmia database. The achieved scores indicate the average of 97.18%, 94.14%, 99.83%, 92.77%, 97.48% in PVC, PAC, Normal, BBB, Paced beat classification.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.