• Proceedings of the Korean Information Science Society Conference
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• 2005.11b
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• pp.796-798
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• 2005

본 연구에서는 엔트로피 이론을 사용하여 ICA(Independent Component Analysis) 점수함수를 생성하는 새로운 밀도추정자(Density Estimator)를 제안한다. 원 신호에 대한 밀도함수의 추정은 적당한 점수함수를 생성하기 위해 필요하고, 미분 가능한 밀도함수인 커널을 이용한 밀도추정법(Kernel Density Estimation)을 이용하여 점수함수를 생성하였다. 보다 빠른 점수함수의 생성을 위해서 식의 형태를 convolution 형태로 표현하였으며, ICA 학습을 위해서 결합엔트로피를 최대화(Joint Entropy Maximization)하는 방향으로 커널의 폭을 학습하였다. 이를 위해서 기울기 강하법(Gradient descent method)를 사용하였으며, 이러한 제약 사항은 새로운 밀도 추정자를 설계하기 위한 기본적인 개념을 나타낸다. 실험결과, 커널의 폭을 담당하는 smoothing parameters들이 일정한 값으로 학습함을 알 수 있었다.

• Journal of Korea Multimedia Society
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• v.11 no.9
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• pp.1302-1309
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• 2008

Traditional clustering methods, like k-means or fuzzy clustering, are prototype-based methods which are applicable only to convex clusters. On the other hand, spectral clustering tries to find clusters only using local similarity information. Its ability to handle concave clusters has gained the popularity recent years together with support vector machine (SVM) which is a kernel-based classification method. However, as is in SVM, the kernel width plays an important role and has a great impact on the result. Several methods are proposed to decide it automatically, it is still determined based on heuristics. In this paper, we proposed an adaptive method deciding the kernel width based on distance histogram. The proposed method is motivated by the fact that the affinity matrix should be formed into a block diagonal matrix to generate the best result. We use the tradition Euclidean distance together with the random walk distance, which make it possible to form a more apparent block diagonal affinity matrix. Experimental results show that the proposed method generates more clear block structured affinity matrix than the existing one does.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.8 no.4
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• pp.75-88
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• 2008

This paper presents a spatial-level nonparametric multi-focus image fusion technique based on kernel estimates of input image blocks' underlying class-conditional probability density functions. Image fusion is approached as a classification task whose posterior class probabilities, P($wi{\mid}Bikl$), are calculated with likelihood density functions that are estimated from the training patterns. For each of the C input images Ii, the proposed method defines i classes wi and forms the fused image Z(k,l) from a decision map represented by a set of $P{\times}Q$ blocks Bikl whose features maximize the discriminant function based on the Bayesian decision principle. Performance of the proposed technique is evaluated in terms of RMSE and Mutual Information (MI) as the output quality measures. The width of the kernel functions, ${\sigma}$, were made to vary, and different kernels and block sizes were applied in performance evaluation. The proposed scheme is tested with C=2 and C=3 input images and results exhibited good performance.

• Proceedings of the Korean Information Science Society Conference
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• 2000.04a
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• pp.122-124
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• 2000

최근 PC의 고성능화롤 PC 기반의 서버 사용이 증대되고 있다. 특히 Windows NT 는 인터넷 서비스를 제공하는 PC 기반 서버로 폭 넓게 사용되고 있다. 이러한 서버에서의 데이터 파괴는 막대한 손실을 가져 올 것이다. 데이터의 안정성과 고 가용성을 위한 방법으로 disk mirroring 기법이 여러 분야에서 사용되고 있다. 기존의 연구들은 UNIX 플랫폼에 편중되어 있고, 현실적으로 사용이 증대되고 있는 Windows 에 대한 연구는 상대적으로 빈약한 상태이다. 본 논문에서는 Windows NT device driver level에서 다수의 node에 대한 disk mirroring 기능 구현을 설계한다. Windows NT는 계층화된 driver layer로 구성되어 있으며, 구현된 mirroring module을 드라이버 계층상에 추가함으로써 기존의 기능을 변경하지 않고 새로운 기능을 추가할 수 있다.

• Journal of the Korean Society for information Management
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• v.2 no.2
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• pp.3-37
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• 1985

This research deals with the problems encountered in designing systems for more efficient and effective information retrieval used in the proliferation of literature. This research was designed to develop and test 1) the partitioning a large bibliographic data base into quality oriented subsets (quality filtering), and 2) a system for effective and efficient information retrieval within subsets of data base (relevance). In order to accomplish this partitioning, the 'kernel' technique of graph theory was applied. In addition, a method of quality filtering utilizing the 'epidemic' theory and the 'obsolescence' of scientific literature was developed.

• Journal of the Korean Society for information Management
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• v.3 no.1
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• pp.3-16
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• 1986

This research deals with the problems encountered in designing systems for more efficient and effective information retrieval used in the proliferation of literature. This research was designed to develop and test 1) the partitioning a large bibliographic data base into quality oriented subsets (quality filtering), and 2) a system for effective and efficient Information retrieval within subsets of data base (relevance). In order to accomplish this partitioning, the 'kernel' technique of graph theory was applied. In addition, a method of quality filtering utilizing the 'epidemic' theory and the 'obsolescence' of scientific literature was developed.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.11 no.12
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• pp.5036-5041
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• 2010

This paper introduces the complex-version of an Euclidean distance minimization algorithm based on a set of delta functions. The algorithm is analyzed to be able to compensate inherently the channel phase distortion caused by inferior complex channels. Also this algorithm has a relatively small size of Gaussian kernel compared to the conventional method of using a randomly generated symbol set. This characteristic implies that the information potential between desired symbol and output is higher so that the algorithm forces output more strongly to gather close to the desired symbol. Based on 16 QAM system and phase distorted complex-channel models, mean squared error (MSE) performance and concentration performance of output symbol points are evaluated. Simulation results show that the algorithm compensates channel phase distortion effectively in constellation performance and about 5 dB enhancement in steady state MSE performance.

• The KIPS Transactions:PartC
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• v.12C no.6 s.102
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• pp.865-874
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• 2005

The information stored in the computer system needs to be protected from unauthorized access, malicious destruction or alteration and accidental inconsistency. In this paper, we propose an intrusion detection system based on sensor concept for defecting and preventing malicious attacks We use software sensor objects which consist of sensor file for each important directory and sensor data for each secret file. Every sensor object is a sort of trap against the attack and it's touch tan be considered as an intrusion. The proposed system is a new challenge of setting up traps against most interception threats that try to copy or read illicitly programs or data. We have implemented the proposed system on the Linux operating system using loadable kernel module technique. The proposed system combines host~based detection approach and network-based one to achieve reasonably complete coverage, which makes it possible to detect unknown interception threats.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.46 no.3
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• pp.96-104
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• 2009

In this paper, we propose a no-reference objective Quality assessment metrics of image. The blockiness and blurring of edge areas which are sensitive to the human visual system are modeled as step functions. Blocking and blur metrics are obtained by estimating local visibility of blockiness and edge width, For the blocking metric, horizontal and vertical blocking lines are first determined by accumulating weighted differences of adjacent pixels and then the local visibility of blockiness at the intersection of blocking lines is obtained from the total difference of amplitudes of the 2-D step function which is modelled as a blocking region. The blurred input image is first re-blurred by a Gaussian blur kernel and an edge mask image is generated. In edge blocks, the local edge width is calculated from four directional projections (horizontal, vertical and two diagonal directions) using local extrema positions. In addition, the kurtosis and SSIM are used to compute the blur metric. The final no-reference objective metric is computed after those values are combined using an appropriate function. Experimental results show that the proposed objective metrics are highly correlated to the subjective data.

• 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.