• Title/Summary/Keyword: 실험모형

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Development for Fishing Gear and Method of the Non-Float Midwater Pair Trawl Net (III) - Opening Efficiency of the Model Net attaching the Kite - (무부자 쌍끌이 중층망 어구어법의 개발 (III) - 카이트를 부착한 모형어구의 전개성능 -)

  • 유제범;이주희;이춘우;권병국;김정문
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.39 no.3
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    • pp.197-210
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    • 2003
  • The non-float midwater pair trawl was effective in the mouth opening and control of the working depth in midwater and bottom. In contrast, we confirmed that it was difficult to keep the net at surface above 30 m of the depth by means of the full scale experiment in the field and the model test in the circulation water channel. To solve this problem, the kites were attached to the head rope of the non-float midwater pair trawl. In this study, four kinds of the model experiments were carried out with the purpose of applying the kite to the korean midwater pair trawl. The results obtained can be summarized as follows: 1. The working depth of the non-float midwater pair trawl with the kite was shallower than that of the proto type and non-float type. The working depth of the kite type was approximately 20m with 2 kites and about 5m with 4 kites under 4.0 knot. The working depth was almost constant but the depth of the head rope sank approximately 15m and 10m according to the increase in the front weight and the wing-end weight, respectively. The changing aspect of the working depth was constant, but the depth of the head rope sank approximately 22m according to the increase in the lower warp length (dL). 2. The hydrodynamic resistance of the kite type was almost increased in a linear form in accordance with the flow speed increase from 2.0 to 5.0 knot. The increasing grate of the hydrodynamic resistance tended to increase in accordance with the increase in flow speed. The hydrodynamic resistance of the kite type was larger approximately 5~10 ton larger than that of the non-float type and the proto type. The hydrodynamic resistance of the kite type increased approximately 3ton with the changing of the front weight from 1.40 to 3.50 ton and approximately 4 ton with the changing of the wing-end weight from 0 to 1.11 ton and approximately 5.5 ton with the changing lower warp length (dL) from 0 to 40 m, respectively. 3. The net height of the kite type was increased approximately 10 m with the change in the kite area from $2,270mm^2$ to 4,540 $\textrm{mm}^2$. The net height of the kite type was aproximately 50 m and 30 m larger than that of the proto type and the non-float type, respectively. The changed aspect of the net width was approximately 5m with the variation of the flow speed from 2.0 to 5.0 knot. 4. The filtering volume of the kite type was larger than that of the proto type and the non-float type by 28%, 34% at 2.0 knot of the flow speed and 42%, 41% at 3.0 knot, and 62%, 45% at 4.0 knot, and 74%, 54% at 5.0knot, respectively. The optimal towing speed was approximately 3.0 knot for the proto type and was over 4.0 knot for the non-float type, and the optimal towing speed reached 5.0 knot for the kite type. 5. The opening efficiency of the kite type was approximately 50% and 25% larger than that of the proto type and the non-float type, respectively.

Development for Fishing Gear and Method of the Non-Float Midwater Pair Trawl Net (II) - Opening Efficiency of the Model Net according to Front Weight and Wing-end Weight - (무부자 쌍끌이 중층망 어구어법의 개발 (II) - 추와 날개끝 추의 무게에 따른 모형어구의 전개성능 -)

  • 유제범;이주희;이춘우;권병국;김정문
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.39 no.3
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    • pp.189-196
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    • 2003
  • In this study, the vertical opening of the non-float midwater pair trawl net was maintained by controlling the length of upper warp. This was because the head rope was able to be kept linearly and the working depth was not nearly as changed with the variation of flow speed as former experiments in this series of studies have demonstrated. We confirmed that the opening efficiency of the non-float midwater pair trawl net was able to be developed according to the increase in front weight and wing-end weight. In this study, we described the opening efficiency of the non-float midwater pair trawl net according to the variation of front weight and wing-end weight obtained by model experiment in circulation water channel. We compared the opening efficiency of the proto type with that of the non-float type. The results obtained can be summarized as follows:1. The hydrodynamic resistance was almost increased linearly in proportion to the flow speed and was increased in accordance with the increase in front weight and wing-end weight. The increasing rate of hydrodynamic resistance was displayed as an increasing tendency in accordance with the increase in flow speed. 2. The net height of the non-float type was almost decreased linearly in accordance with the increase in flow speed. As the reduced rate of the net height of the non-float type was smaller than that of the net height of the proto type against increase of flow speed, the net height of the non-float type was bigger than that of the proto type over 4.0 knot. The net width of the non-float type was about 10 m bigger than that of the proto type and the change rate of net width varied by no more than 2 m according to the variation of the front weight and wing-end weight. 3. The mouth area of the non-float type was maximized at 1.75 ton of the front weight and 1.11 ton of the wing-end weight, and was smaller than that of the proto type at 2.0∼3.0 knot, but was bigger than that of the proto type at 4.0∼5.0 knot. 4. The filtering volume was maximized at 3.0 knot in the proto type and at 4.0 knot in the non-float type. The optimal front weight was 1.40 ton.

Clinical Convergence Angle of Prepared Tooth for full Veneer Crowns (전부 피개관의 치아 형성 시 축면 경사각에 대한 조사)

  • Kim, Sung-Jin;Pae, Ah-Ran;Woo, Yi-Hyung;Kim, Hyeong-Seob
    • Journal of Dental Rehabilitation and Applied Science
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    • v.26 no.1
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    • pp.21-32
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    • 2010
  • The convergence angle of a prepared tooth is a very important factor in the retention and resistance of a crown restoration. But various intraoral environments and clinician's techniques make it difficult to obtain the ideal inclination. Therefore, in this study, clinical convergence angle of a prepared tooth was investigated. The data was collected from the patient models of prosthodontic residents and the patient models of general practitioners. The images of mesiodistal and buccolingual surfaces were taken with a digital camera to evaluate the convergence angle on 'ImageJ' program. The images were classified according to the criteria (1. Clinician group, 2. Position in the dental arch, 3. The purpose of abutment preparation)and then analyzed. The mean convergence angle of a prepared tooth for Korean clinicians was $15.02^{\circ}$ (${\pm}10.13^{\circ}$). 1. It was significant in the convergence angle between the general practitioner group and the prosthodontic resident group(p<0.05). 2. It was significant between the mesiodistal and buccolingual surface in the the prosthodontic resident group(p<0.05). 3. For the general practitioner group, it was significant when anteriors and premolars were compared with molars(p<0.05). For the prosthodontic resident group, it was significant when anteriors and premolars were compared with molars (p<0.05). 4. When divided into upper and lower arches, for the general practitioner group, it showed significant difference in the buccolingual aspect(p<0.05). Also in the prosthodontic resident group, it showed significant difference in the buccolingual aspect(p<0.05). 5. Dividing left and right sides of the arches, there was no significant difference in the general practitioner group and the prosthodontic resident group(p>0.05). 6. In the general practitioner group, it was significant in the mesiodistal axial convergence angle of single crown abutment and 3 unit bridge abutment(p<0.05). In the prosthodontic resident group, it was significant in the mesiodistal and overall axial convergence angle of single crown abutment and 3 unit bridge abutment(p<0.05). Clinical convergence angle of prepared tooth in Korea was included in agreement with other studies investigating convergence angle that ranged from 10 to 22 degrees, achieved in clinical practice.

Intelligent VOC Analyzing System Using Opinion Mining (오피니언 마이닝을 이용한 지능형 VOC 분석시스템)

  • Kim, Yoosin;Jeong, Seung Ryul
    • Journal of Intelligence and Information Systems
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    • v.19 no.3
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    • pp.113-125
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    • 2013
  • Every company wants to know customer's requirement and makes an effort to meet them. Cause that, communication between customer and company became core competition of business and that important is increasing continuously. There are several strategies to find customer's needs, but VOC (Voice of customer) is one of most powerful communication tools and VOC gathering by several channels as telephone, post, e-mail, website and so on is so meaningful. So, almost company is gathering VOC and operating VOC system. VOC is important not only to business organization but also public organization such as government, education institute, and medical center that should drive up public service quality and customer satisfaction. Accordingly, they make a VOC gathering and analyzing System and then use for making a new product and service, and upgrade. In recent years, innovations in internet and ICT have made diverse channels such as SNS, mobile, website and call-center to collect VOC data. Although a lot of VOC data is collected through diverse channel, the proper utilization is still difficult. It is because the VOC data is made of very emotional contents by voice or text of informal style and the volume of the VOC data are so big. These unstructured big data make a difficult to store and analyze for use by human. So that, the organization need to automatic collecting, storing, classifying and analyzing system for unstructured big VOC data. This study propose an intelligent VOC analyzing system based on opinion mining to classify the unstructured VOC data automatically and determine the polarity as well as the type of VOC. And then, the basis of the VOC opinion analyzing system, called domain-oriented sentiment dictionary is created and corresponding stages are presented in detail. The experiment is conducted with 4,300 VOC data collected from a medical website to measure the effectiveness of the proposed system and utilized them to develop the sensitive data dictionary by determining the special sentiment vocabulary and their polarity value in a medical domain. Through the experiment, it comes out that positive terms such as "칭찬, 친절함, 감사, 무사히, 잘해, 감동, 미소" have high positive opinion value, and negative terms such as "퉁명, 뭡니까, 말하더군요, 무시하는" have strong negative opinion. These terms are in general use and the experiment result seems to be a high probability of opinion polarity. Furthermore, the accuracy of proposed VOC classification model has been compared and the highest classification accuracy of 77.8% is conformed at threshold with -0.50 of opinion classification of VOC. Through the proposed intelligent VOC analyzing system, the real time opinion classification and response priority of VOC can be predicted. Ultimately the positive effectiveness is expected to catch the customer complains at early stage and deal with it quickly with the lower number of staff to operate the VOC system. It can be made available human resource and time of customer service part. Above all, this study is new try to automatic analyzing the unstructured VOC data using opinion mining, and shows that the system could be used as variable to classify the positive or negative polarity of VOC opinion. It is expected to suggest practical framework of the VOC analysis to diverse use and the model can be used as real VOC analyzing system if it is implemented as system. Despite experiment results and expectation, this study has several limits. First of all, the sample data is only collected from a hospital web-site. It means that the sentimental dictionary made by sample data can be lean too much towards on that hospital and web-site. Therefore, next research has to take several channels such as call-center and SNS, and other domain like government, financial company, and education institute.

A Study on the Improvement of Recommendation Accuracy by Using Category Association Rule Mining (카테고리 연관 규칙 마이닝을 활용한 추천 정확도 향상 기법)

  • Lee, Dongwon
    • Journal of Intelligence and Information Systems
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    • v.26 no.2
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    • pp.27-42
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    • 2020
  • Traditional companies with offline stores were unable to secure large display space due to the problems of cost. This limitation inevitably allowed limited kinds of products to be displayed on the shelves, which resulted in consumers being deprived of the opportunity to experience various items. Taking advantage of the virtual space called the Internet, online shopping goes beyond the limits of limitations in physical space of offline shopping and is now able to display numerous products on web pages that can satisfy consumers with a variety of needs. Paradoxically, however, this can also cause consumers to experience the difficulty of comparing and evaluating too many alternatives in their purchase decision-making process. As an effort to address this side effect, various kinds of consumer's purchase decision support systems have been studied, such as keyword-based item search service and recommender systems. These systems can reduce search time for items, prevent consumer from leaving while browsing, and contribute to the seller's increased sales. Among those systems, recommender systems based on association rule mining techniques can effectively detect interrelated products from transaction data such as orders. The association between products obtained by statistical analysis provides clues to predicting how interested consumers will be in another product. However, since its algorithm is based on the number of transactions, products not sold enough so far in the early days of launch may not be included in the list of recommendations even though they are highly likely to be sold. Such missing items may not have sufficient opportunities to be exposed to consumers to record sufficient sales, and then fall into a vicious cycle of a vicious cycle of declining sales and omission in the recommendation list. This situation is an inevitable outcome in situations in which recommendations are made based on past transaction histories, rather than on determining potential future sales possibilities. This study started with the idea that reflecting the means by which this potential possibility can be identified indirectly would help to select highly recommended products. In the light of the fact that the attributes of a product affect the consumer's purchasing decisions, this study was conducted to reflect them in the recommender systems. In other words, consumers who visit a product page have shown interest in the attributes of the product and would be also interested in other products with the same attributes. On such assumption, based on these attributes, the recommender system can select recommended products that can show a higher acceptance rate. Given that a category is one of the main attributes of a product, it can be a good indicator of not only direct associations between two items but also potential associations that have yet to be revealed. Based on this idea, the study devised a recommender system that reflects not only associations between products but also categories. Through regression analysis, two kinds of associations were combined to form a model that could predict the hit rate of recommendation. To evaluate the performance of the proposed model, another regression model was also developed based only on associations between products. Comparative experiments were designed to be similar to the environment in which products are actually recommended in online shopping malls. First, the association rules for all possible combinations of antecedent and consequent items were generated from the order data. Then, hit rates for each of the associated rules were predicted from the support and confidence that are calculated by each of the models. The comparative experiments using order data collected from an online shopping mall show that the recommendation accuracy can be improved by further reflecting not only the association between products but also categories in the recommendation of related products. The proposed model showed a 2 to 3 percent improvement in hit rates compared to the existing model. From a practical point of view, it is expected to have a positive effect on improving consumers' purchasing satisfaction and increasing sellers' sales.

Development of smart education-based teaching and learning plans and a smart textbook for 'healthy diet and meal plans' unit in 「Technology·Home Economics」 (중학교 「기술·가정」의 '건강한 식생활과 식사 구성' 단원에 적용한 스마트 교수·학습 과정안과 교재 개발)

  • Choi, Song Eun;Chae, Jung-Hyun
    • Journal of Korean Home Economics Education Association
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    • v.26 no.4
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    • pp.85-114
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    • 2014
  • The main purpose of this study was to develop teaching and learning plans and a smart textbook for food and nutrition education in Home Economics focusing on 'healthy diet and meal plans' unit in "Technology home Economics" textbooks for 7th graders to evaluate the effectiveness of the instruction conducted with the smart textbook. The content of the study to achieve the purpose is as follows: First, design a smart education-based teaching and learning curriculum for food and nutrition education in Home Economics, focusing on 'healthy diet and meal plans' unit. Second, develop a smart textbook for food and nutrition education based on the teaching and learning curriculum, using a smart content authoring tool. Third, evaluate the effectiveness of the instruction after applying the curriculum in real classroom situations. The results of this study were as follows: First, teaching and learning plans and materials were developed for two units, 'issues regarding teenagers' diet' and 'implementation of a healthy and balanced diet', under 'teenagers' life'. The first unit, 'issues regarding teenagers' diet', dealt with topics such as teenagers' dietary behaviors, nutrition, and health. Learning objectives for this unit were to help students identify and evaluate their own dietary behaviors. The second unit, 'implementation of a healthy and balanced diet', encouraged students to diagnose problems with their diet and plan nutrient rich meals. The objectives for this unit were to help students implement a healthy and balanced diet by providing them with nutrition and dietary guidelines for Koreans, sample meal plans, and guidelines for developing healthy eating habits for teenagers. In order to develop a teaching and learning plans to achieve these objectives, teaching and learning materials including inquiry tasks, materials for group activities, multimedia, applications and various pop-up learning materials were developed. Second, a smart textbook using DocZoom, which was a smart content authoring tool was developed. The textbook dealt with issues regarding teenagers' diet and implementation of a healthy and balanced diet. Multimedia material used in the textbook come from the Ministry of Food and Drug Safety's food and nutrition education web sites and other sources. To develop student-oriented material, relevant video clips were added to the smart textbook to motivate students and enhance their interest in the course. Third, the outcome of this study indicated that the instruction using teaching and learning plans and learning materials with the smart textbook was effective for enhancing students' interest in Home Economics classes (t-value=-3.99, p<.001), creating enthusiasm for learning(t-value = -2.61, p<.05), encouraging self-directed and independent learning(t-value = -4.77, p<.001), and improving students' interest in food and nutrition courses(t-value = -3.83, p<.001). The students' evaluation of the instruction were as follows: the instruction using teaching and learning plans and learning materials with smart textbooks, instead of paper textbooks, helped them save time looking for learning materials; students evaluated that it was easier for them to see and understand video clips and charts. In addition, most students answered that instruction with smart textbooks were more fun and convenient, and they agreed that the courses enhanced their learning experience.

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A Study on Improvement for Fishing Gear and Method of Pound Net - I - Net Shapes of the Commerical Net in the Flow - (정치망 어구어법의 개발에 관한 연구-I - 현용어구의 흐름에 대한 형상 변화 -)

  • Yun, Il-Bu;Lee, Ju-Hee;Kwon, Byeong-Guk;Cho, Young-Bok;Yoo, Jae-Bum;Kim, Seong-Hun;Kim, Boo-Young
    • Journal of the Korean Society of Fisheries and Ocean Technology
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    • v.40 no.4
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    • pp.268-281
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    • 2004
  • A study was carried out in order to estimate the deformation of the pound net according to the current by the model test in the circulating water channel. The tension of the frame rope and the variation of net shape were measured to investigate the deforming of the model pound net in the flow. The results are obtained as follows; 1. The experimental equation between tensions (R) of the frame rope and velocity (ν)was found to be R=$19.58v^{1.98}$($r^2$=0.98) in case of the upperward flow with fish court net and R=$26.90v^{1.72}$($r^2$=0.95)at the upperward flow with bag net according to the velocity from 0.0m/s to 0.6m/s, respectively. 2. As the variation of flow speed inside of the model net was gradually decreased according as which is passed through netting panels, in case of the upperward flow with fish court net, the flow speed was about 70% of initial flow speed at 0.1m/s, 60% at 0.2m/s, 50% at 0.3m/s and 40% 0.4~0.6m/s at the measurement point(h) inside of the first bag net, respectively. In case of the upperward flow with bag net, as the flow speed was steeply decreased according as which if passed through the second bag net, it was 30~60% of the initial flow speed and was 20~30% inside of the first bag net and was about 10~20% inside of the inclined passage net. 3. In case of the upperward flow with fish court net, the variation of deformed angle of fish court net was from 0$^{\circ}$ to 70$^{\circ}$and that of inclined passage net was from 0$^{\circ}$ to 63$^{\circ}$and that of the second bag net was from 0$^{\circ}$ to 47$^{\circ}$ . 4. In case of the upperward flow with fish court net, the variation of deformed angle of the second bag net was changed from 0$^{\circ}$ to 70$^{\circ}$and that of the inclined passage net was from 0$^{\circ}$ to 55$^{\circ}$ and that of the fish court net was from 0$^{\circ}$ to 50$^{\circ}$. The depth ratio of the first bag net was changed from 0% to 35% and that of the second bag net was from 0% to 20% and that of the inclined passage net was from 0% to 35%. In the flow speed 0.5m/s, the inclined passage net was raised up to the entry of the bag net and then prevented it more over 90%. 5. To be increased the opening volume of pound net, it needs to attach the added weight outside of the fish court net, inclined passage net and bag net. At the same time, it needs to adjust the tension of the twine for maintenance of the shape.

Correlation Between the Parameters of Radiosensitivity in Human Cancer Cell Lines (인체 암세포주에서 방사선감수성의 지표간의 상호관계)

  • Park, Woo-Yoon;Kim, Won-Dong;Min, Kyung-Soo
    • Radiation Oncology Journal
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    • v.16 no.2
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    • pp.99-106
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    • 1998
  • Purpose : We conducted clonogenic assay using human cancer cell lines (MKN-45, PC-14, Y-79, HeLa) to investigate a correlation between the parameters of radiosensitivity. Materials and Methods : Human cancer cell lines were irradiated with single doses of 1, 2, 3, 5, 7 and 10Gy for the study of radiosensitivity and subrethal damage repair capacity was assessed with two fractions of 5Gy separated with a time interval of 0, 1, 2, 3, 4, 6 and 24 hours. Surviving fraction was assessed with clonogenic assay using $Sperman-H\"{a}rbor$ method and mathematical analysis of survival curves was done with linear-quadratic (LQ) , multitarget-single hit(MS) model and mean inactivation dose$(\v{D})$. Results : Surviving fractions at 2Gy(SF2) were variable among the cell lines, ranged from 0.174 to 0.85 The SF2 of Y-79 was lowest and that of PC-14 was highest(p<0.05, t-test). LQ model analysis showed that the values of $\alpha$ for Y-79, MKN-45, HeLa and PC-14 were 0.603, 0.356, 0.275 and 0.102 respectively, and those of $\beta$ were 0.005, 0.016, 0.025 and 0.027 respectively. Fitting to MS model showed that the values of Do for Y-79. MKN-45, HeLa and PC-14 were 1.59. 1.84. 1.88 and 2.52 respectively, and those of n were 0.97, 1.46, 1.52 and 1 69 respectively. The $\v{D}s$ calculated by Gauss-Laguerre method were 1.62, 2.37, 2,01 and 3.95 respectively So the SF2 was significantly correlated with $\alpha$, Do and $\v{D}$. Their Pearson correlation coefficiencics were -0.953 and 0,993. 0.999 respectively(p<0.05). Sublethal damage repair was saturated around 4 hours and recovery ratios (RR) at plateau phase ranged from 2 to 3.79. But RR was not correlated with SF2, ${\alpha}$, ${\beta}$, Do, $\v{D}$. Conclusion : The intrinsic radiosensitivity was very different among the tested human cell lines. Y-79 was the most sensitive and PC-l4 was the least sensitive. SF2 was well correlated with ${\alpha}$, Do, and $\v{D}$. RR was high for MKN-45 and HeLa but had nothing to do with radiosensitivity parameters. These basic parameters can be used as baseline data for various in vitro radiobiological experiments.

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Dose verification for Gated Volumetric Modulated Arc Therapy according to Respiratory period (호흡연동 용적변조 회전방사선치료에서 호흡주기에 따른 선량전달 정확성 검증)

  • Jeon, Soo Dong;Bae, Sun Myung;Yoon, In Ha;Kang, Tae Young;Baek, Geum Mun
    • The Journal of Korean Society for Radiation Therapy
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    • v.26 no.1
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    • pp.137-147
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    • 2014
  • Purpose : The purpose of this study is to verify the accuracy of dose delivery according to the patient's breathing cycle in Gated Volumetric Modulated Arc Therapy Materials and Methods : TrueBeam STxTM(Varian Medical System, Palo Alto, CA) was used in this experiment. The Computed tomography(CT) images that were acquired with RANDO Phantom(Alderson Research Laboratories Inc. Stamford. CT, USA), using Computerized treatment planning system(Eclipse 10.0, Varian, USA), were used to create VMAT plans using 10MV FFF with 1500 cGy/fx (case 1, 2, 3) and 220 cGy/fx(case 4, 5, 6) of doserate of 1200 MU/min. The regular respiratory period of 1.5, 2.5, 3.5 and 4.5 sec and the patients respiratory period of 2.2 and 3.5 sec were reproduced with the $QUASAR^{TM}$ Respiratory Motion Phantom(Modus Medical Devices Inc), and it was set up to deliver radiation at the phase mode between the ranges of 30 to 70%. The results were measured at respective respiratory conditions by a 2-Dimensional ion chamber array detector(I'mRT Matrixx, IBA Dosimetry, Germany) and a MultiCube Phantom(IBA Dosimetry, Germany), and the Gamma pass rate(3 mm, 3%) were compared by the IMRT analysis program(OmniPro I'mRT system software Version 1.7b, IBA Dosimetry, Germany) Results : The gamma pass rates of Case 1, 2, 3, 4, 5 and 6 were the results of 100.0, 97.6, 98.1, 96.3, 93.0, 94.8% at a regular respiratory period of 1.5 sec and 98.8, 99.5, 97.5, 99.5, 98.3, 99.6% at 2.5 sec, 99.6, 96.6, 97.5, 99.2, 97.8, 99.1% at 3.5 sec and 99.4, 96.3, 97.2, 99.0, 98.0, 99.3% at 4.5 sec, respectively. When a patient's respiration was reproduced, 97.7, 95.4, 96.2, 98.9, 96.2, 98.4% at average respiratory period of 2.2 sec, and 97.3, 97.5, 96.8, 100.0, 99.3, 99.8% at 3.5 sec, respectively. Conclusion : The experiment showed clinically reliable results of a Gamma pass rate of 95% or more when 2.5 sec or more of a regular breathing period and the patient's breathing were reproduced. While it showed the results of 93.0% and 94.8% at a regular breathing period of 1.5 sec of Case 5 and 6, it could be confirmed that the accurate dose delivery could be possible on the most respiratory conditions because based on the results of 100 patients's respiratory period analysis as no one sustained a respiration of 1.5 sec. But, pretreatment dose verification should be precede because we can't exclude the possibility of error occurrence due to extremely short respiratory period, also a training at the simulation and careful monitoring are necessary for a patient to maintain stable breathing. Consequently, more reliable and accurate treatments can be administered.

Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • 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.