• Journal of Convergence for Information Technology
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• v.11 no.11
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• pp.57-65
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• 2021

We propose a novel method to detect abnormal data of specific symptoms using deep learning in air pollution measurement system. Existing methods generally detect abnomal data by classifying data showing unusual patterns different from the existing time series data. However, these approaches have limitations in detecting specific symptoms. In this paper, we use DeepLab V3+ model mainly used for foreground segmentation of images, whose structure has been changed to handle one-dimensional data. Instead of images, the model receives time-series data from multiple sensors and can detect data showing specific symptoms. In addition, we improve model's performance by reducing the complexity of noisy form time series data by using 'piecewise aggregation approximation'. Through the experimental results, it can be confirmed that anomaly data detection can be performed successfully.

• The Korean Journal of Applied Statistics
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• v.34 no.5
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• pp.745-760
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• 2021

Prediction of a stock price has been a subject of interest for a long time in financial markets, and thus, many studies have been conducted in various directions. As the efficient market hypothesis introduced in the 1970s acquired supports, it came to be the majority opinion that it was impossible to predict stock prices. However, recent advances in predictive models have led to new attempts to predict the future prices. Here, we summarize past studies on the price prediction by evaluation measures, and predict the direction of stock prices of Samsung Electronics, LG Chem, and NAVER by applying various machine learning models. In addition to widely used technical indicator variables, accounting indicators such as Price Earning Ratio and Price Book-value Ratio and outputs of the hidden Markov Model are used as predictors. From the results of our analysis, we conclude that no models show significantly better accuracy and it is not possible to predict the direction of stock prices with models used. Considering that the models with extra predictors show relatively high test accuracy, we may expect the possibility of a meaningful improvement in prediction accuracy if proper variables that reflect the opinions and sentiments of investors would be utilized.

• Korean Journal of Remote Sensing
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• v.39 no.6_1
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• pp.1491-1495
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• 2023

This study utilized automated machine learning (AutoML) to calculate Arctic ice surface temperature (IST). AutoML-derived IST exhibited a strong correlation coefficient (R) of 0.97 and a root mean squared error (RMSE) of 2.51K. Comparative analysis with deep neural network (DNN) models revealed that AutoML IST demonstrated good accuracy, particularly when compared to Moderate Resolution Imaging Spectroradiometer (MODIS) IST and ice mass balance (IMB) buoy IST. These findings underscore the effectiveness of AutoML in enhancing IST estimation accuracy under challenging polar conditions.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.17 no.5
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• pp.173-187
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• 2018

This paper proposes a computer vision and deep learning-based technique for surveillance camera system for vehicle counting as one part of parking lot management system. We applied the You Only Look Once version 2 (YOLOv2) detector and come up with a deep convolutional neural network (CNN) based on YOLOv2 with a different architecture and two models. The effectiveness of the proposed architecture is illustrated using a publicly available Udacity's self-driving-car datasets. After training and testing, our proposed architecture with new models is able to obtain 64.30% mean average precision which is a better performance compare to the original architecture (YOLOv2) that achieved only 47.89% mean average precision on the detection of car, truck, and pedestrian.

• Journal of Navigation and Port Research
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• v.46 no.3
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• pp.280-288
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• 2022

This study examined the diagnostics of abnormalities and faults of equipment, whose rotational speed changes even during regular operation. The purpose of this study was to suggest a procedure that can properly apply machine learning to the time series data, comprising non-stationary characteristics as the rotational speed changes. Anomaly and fault diagnosis was performed using machine learning: k-Nearest Neighbor (k-NN), Support Vector Machine (SVM), and Random Forest. To compare the diagnostic accuracy, an autoencoder was used for anomaly detection and a convolution based Conv1D was additionally used for fault diagnosis. Feature vectors comprising statistical and frequency attributes were extracted, and normalization & dimensional reduction were applied to the extracted feature vectors. Changes in the diagnostic accuracy of machine learning according to feature selection, normalization, and dimensional reduction are explained. The hyperparameter optimization process and the layered structure are also described for each algorithm. Finally, results show that machine learning can accurately diagnose the failure of a variable-rotation machine under the appropriate feature treatment, although the convolution algorithms have been widely applied to the considered problem.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.18 no.4
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• pp.44-57
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• 2019

Various studies have been conducted to solve traffic congestions in many metropolitan cities through accurate traffic flow prediction. Most studies are based on the assumption that past traffic patterns repeat in the future. Models based on such an assumption fall short in case irregular traffic patterns abruptly occur. Instead, the approaches such as predicting traffic pattern through big data analytics and artificial intelligence have emerged. Specifically, deep learning algorithms such as RNN have been prevalent for tackling the problems of predicting temporal traffic flow as a time series. However, these algorithms do not perform well in terms of long-term prediction. In this paper, we take into account various external factors that may affect the traffic flows. We model the correlation between the multi-dimensional context information with temporal traffic speed pattern using deep neural networks. Our model trained with the traffic data from TOPIS system by Seoul, Korea can predict traffic speed on a specific date with the accuracy reaching nearly 90%. We expect that the accuracy can be improved further by taking into account additional factors such as accidents and constructions for the prediction.

• The Journal of the Acoustical Society of Korea
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• v.42 no.4
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• pp.357-363
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• 2023

In underwater signal processing, separating individual signals from mixed signals has long been a challenge due to low signal quality. The common method using Short-time Fourier transform for spectrogram analysis has faced criticism for its complex parameter optimization and loss of phase data. We propose a Triple-path Recurrent Neural Network, based on the Dual-path Recurrent Neural Network's success in long time series signal processing, to handle three-dimensional tensors from multi-channel sensor input signals. By dividing input signals into short chunks and creating a 3D tensor, the method accounts for relationships within and between chunks and channels, enabling local and global feature learning. The proposed technique demonstrates improved Root Mean Square Error and Scale Invariant Signal to Noise Ratio compared to the existing method.

• Korean Journal of Remote Sensing
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• v.39 no.2
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• pp.207-221
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• 2023

This study suggests deep neural network models for estimating air temperature with Level 1B (L1B) datasets of GEO-KOMPSAT-2A (GK-2A). The temperature at 1.5 m above the ground impact not only daily life but also weather warnings such as cold and heat waves. There are many studies to assume the air temperature from the land surface temperature (LST) retrieved from satellites because the air temperature has a strong relationship with the LST. However, an algorithm of the LST, Level 2 output of GK-2A, works only clear sky pixels. To overcome the cloud effects, we apply a deep neural network (DNN) model to assume the air temperature with L1B calibrated for radiometric and geometrics from raw satellite data and compare the model with a linear regression model between LST and air temperature. The root mean square errors (RMSE) of the air temperature for model outputs are used to evaluate the model. The number of 95 in-situ air temperature data was 2,496,634 and the ratio of datasets paired with LST and L1B show 42.1% and 98.4%. The training years are 2020 and 2021 and 2022 is used to validate. The DNN model is designed with an input layer taking 16 channels and four hidden fully connected layers to assume an air temperature. As a result of the model using 16 bands of L1B, the DNN with RMSE 2.22℃ showed great performance than the baseline model with RMSE 3.55℃ on clear sky conditions and the total RMSE including overcast samples was 3.33℃. It is suggested that the DNN is able to overcome cloud effects. However, it showed different characteristics in seasonal and hourly analysis and needed to append solar information as inputs to make a general DNN model because the summer and winter seasons showed a low coefficient of determinations with high standard deviations.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.83-102
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• 2021

The government recently announced various policies for developing big-data and artificial intelligence fields to provide a great opportunity to the public with respect to disclosure of high-quality data within public institutions. KSURE(Korea Trade Insurance Corporation) is a major public institution for financial policy in Korea, and thus the company is strongly committed to backing export companies with various systems. Nevertheless, there are still fewer cases of realized business model based on big-data analyses. In this situation, this paper aims to develop a new business model which can be applied to an ex-ante prediction for the likelihood of the insurance accident of credit guarantee. We utilize internal data from KSURE which supports export companies in Korea and apply machine learning models. Then, we conduct performance comparison among the predictive models including Logistic Regression, Random Forest, XGBoost, LightGBM, and DNN(Deep Neural Network). For decades, many researchers have tried to find better models which can help to predict bankruptcy since the ex-ante prediction is crucial for corporate managers, investors, creditors, and other stakeholders. The development of the prediction for financial distress or bankruptcy was originated from Smith(1930), Fitzpatrick(1932), or Merwin(1942). One of the most famous models is the Altman's Z-score model(Altman, 1968) which was based on the multiple discriminant analysis. This model is widely used in both research and practice by this time. The author suggests the score model that utilizes five key financial ratios to predict the probability of bankruptcy in the next two years. Ohlson(1980) introduces logit model to complement some limitations of previous models. Furthermore, Elmer and Borowski(1988) develop and examine a rule-based, automated system which conducts the financial analysis of savings and loans. Since the 1980s, researchers in Korea have started to examine analyses on the prediction of financial distress or bankruptcy. Kim(1987) analyzes financial ratios and develops the prediction model. Also, Han et al.(1995, 1996, 1997, 2003, 2005, 2006) construct the prediction model using various techniques including artificial neural network. Yang(1996) introduces multiple discriminant analysis and logit model. Besides, Kim and Kim(2001) utilize artificial neural network techniques for ex-ante prediction of insolvent enterprises. After that, many scholars have been trying to predict financial distress or bankruptcy more precisely based on diverse models such as Random Forest or SVM. One major distinction of our research from the previous research is that we focus on examining the predicted probability of default for each sample case, not only on investigating the classification accuracy of each model for the entire sample. Most predictive models in this paper show that the level of the accuracy of classification is about 70% based on the entire sample. To be specific, LightGBM model shows the highest accuracy of 71.1% and Logit model indicates the lowest accuracy of 69%. However, we confirm that there are open to multiple interpretations. In the context of the business, we have to put more emphasis on efforts to minimize type 2 error which causes more harmful operating losses for the guaranty company. Thus, we also compare the classification accuracy by splitting predicted probability of the default into ten equal intervals. When we examine the classification accuracy for each interval, Logit model has the highest accuracy of 100% for 0~10% of the predicted probability of the default, however, Logit model has a relatively lower accuracy of 61.5% for 90~100% of the predicted probability of the default. On the other hand, Random Forest, XGBoost, LightGBM, and DNN indicate more desirable results since they indicate a higher level of accuracy for both 0~10% and 90~100% of the predicted probability of the default but have a lower level of accuracy around 50% of the predicted probability of the default. When it comes to the distribution of samples for each predicted probability of the default, both LightGBM and XGBoost models have a relatively large number of samples for both 0~10% and 90~100% of the predicted probability of the default. Although Random Forest model has an advantage with regard to the perspective of classification accuracy with small number of cases, LightGBM or XGBoost could become a more desirable model since they classify large number of cases into the two extreme intervals of the predicted probability of the default, even allowing for their relatively low classification accuracy. Considering the importance of type 2 error and total prediction accuracy, XGBoost and DNN show superior performance. Next, Random Forest and LightGBM show good results, but logistic regression shows the worst performance. However, each predictive model has a comparative advantage in terms of various evaluation standards. For instance, Random Forest model shows almost 100% accuracy for samples which are expected to have a high level of the probability of default. Collectively, we can construct more comprehensive ensemble models which contain multiple classification machine learning models and conduct majority voting for maximizing its overall performance.

• Journal of the Institute of Convergence Signal Processing
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• v.21 no.3
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• pp.121-126
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• 2020

Sound-based machine fault diagnosis is the automatic detection of abnormal sound in the acoustic emission signals of the machines. Conventional methods of using mathematical models were difficult to diagnose machine failure due to the complexity of the industry machinery system and the existence of nonlinear factors such as noises. Therefore, we want to solve the problem of machine fault diagnosis as a deep learning-based image classification problem. In the paper, we propose a CNN-based automatic machine fault diagnosis method using Spectrogram images. The proposed method uses STFT to effectively extract feature vectors from frequencies generated by machine defects, and the feature vectors detected by STFT were converted into spectrogram images and classified by CNN by machine status. The results show that the proposed method can be effectively used not only to detect defects but also to various automatic diagnosis system based on sound.