• The Journal of Asian Finance, Economics and Business
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• 제7권9호
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• pp.63-74
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• 2020

This study investigates the behavior of foreign investors in the Stock Exchange of Thailand (SET) in the time of coronavirus disease 2019 (COVID-19) as to whether trading is abnormal, what strategy is followed, whether herd behavior is present, and whether the actions destabilize the market. Foreign investors' trading behavior is measured by net buying volume divided by market capitalization, whereas the stock market behavior is measured by logged return on the SET index portfolio. The data are daily from Tuesday, August 28, 2018, to Monday, May 18, 2020. The study extends the conditional-regression model in an event-study framework and extracts the unobserved abnormal trading behavior using the Kalman filtering technique. It then applies vector autoregressions and impulse responses to test for the investors' chosen strategy, herd behavior, and market destabilization. The results show that foreign investors' abnormal trading volume is negative and significant. An analysis of the abnormal trading volume with stock returns reveals that foreign investors are not positive-feedback investors, but rather, they self-herd. Although foreign investors' abnormal trading does not destabilize the market, it induces stock-return volatility of a similar size to normal trade. The methodology is new; the findings are useful for researchers, local authorities, and investors.

• 센서학회지
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• 제21권1호
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• pp.39-45
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• 2012

Recently the convergence of healthcare technology is used for daily life healthcare monitoring. Cardiac arrhythmia is presented by the state of the heart irregularity. Abnormal heart's electrical signal pathway or heart's tissue disorder could be the cause of cardiac arrhythmia. Fatal arrhythmia could put patient's life at risk. Therefore arrhythmia detection is very important. Previous studies on the detection of arrhythmia in various ECG analysis and classification methods had been carried out. In this paper, an ECG signal processing techniques to detect abnormal ECG based on DTW minimum accumulation distance through the template matching for normalized data and variable threshold method for ECG R-peak detection. Signal processing techniques able to determine the occurrence of normal ECG and abnormal ECG. Abnormal ECG detection algorithm using DTW minimum accumulation distance method is performed using MITBIH database for performance evaluation. Experiment result shows the average percentage accuracy of using the propose method for Rpeak detection is 99.63 % and abnormal detection is 99.60 %.

• 한국산학기술학회논문지
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• 제11권11호
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• pp.4553-4562
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• 2010

네트워크의 발달과 더불어 보안에 대한 중요성이 부각되면서 많은 침입탐지시스템이 개발되고 있다. 침입에 대한 다양한 침투기법을 미리 파악하여 패턴화시킴으로써 침입을 탐지하는 오용행위탐지와 알려진 침입뿐만 아니라 알려지지 않은 침입이나 비정상행위 탐지를 위한 비정상행위탐지 등이 그것이다. 현재 비정상행위탐지를 위한 통계적 방법 및 비정상적인 행위의 추출과 예측 가능한 패턴 생성을 위한 다양한 알고리즘 등이 연구되고 있다. 본 연구에서는 데이터 마이닝의 클러스터링 및 연관규칙을 사용하여 두 모델에 따른 탐지영역을 분석하여 대규모 네트워크에서의 침입탐지 시스템을 설계하는데 도움을 주고자 한다.

• 대한산업공학회지
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• 제40권5호
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• pp.492-500
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• 2014

Activity monitoring has been widely recognized as important and critical tools in system monitoring for detection of abnormal behavior. In this research, we propose a data-driven activity monitoring method to measure relative sales performance which is not sensitive to special event which frequently occur in marketing area. Moreover, the proposed method can automatically updates the monitoring threshold that accommodates a drastically changing business environment. The results from simulation and practical case study from sales of electronic devices demonstrate the usefulness and applicability of the proposed activity monitoring method.

• 한국소음진동공학회:학술대회논문집
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• 한국소음진동공학회 2003년도 춘계학술대회논문집
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• pp.932-937
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• 2003

When oil pressure of damper is lost or relative stiffness of spring drops in vibration system, it can be fatally dangerous situation. A fault diagnosis method for vibration system using Support Vector Machine(SVM)is suggested in the paper. SVM is used to classify input data or applied to function regression. System status can be classified by judging input data based on optimal separable hyperplane obtained using SVM which learns normal and abnormal status. It is learned from the relationship of system state variables in term of spring, mass and damper. Normal and abnormal status are learned using phase plane as in put space, then the learned SVM is used to construct algorithm to predict the system status quantitatively

• 한국산학기술학회:학술대회논문집
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• 한국산학기술학회 2003년도 Proceeding
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• pp.3-9
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• 2003

The task for chromosome analysis and diagnosis by experienced cytogenetists are being concerned as repetitive, time consuming job and expensive. For that reason, intelligent agent based on chromosome knowledge base has been established to be able to analyze chromosomes and obtain necessary advises from the knowledge base instead of human experts. That is to say, knowledge base by IF THEN production rule was implemented to a knowledge domain with normal and abnormal chromosomes, and then the inference results by knowledge base could enter the inference data into the database. Experimental data were composed of normal chromosomes of 2,736 patients 'cases and abnormal chromosomes of 259 patients' cases that have been obtained from GTG-banding metaphase peripheral blood and amniotic fluid samples. The completed intelligent agent for chromosome knowledge base provides variously morphological information by analysis of normal or abnormal chromosomes and it also has the advantage of being able to consult with user on chromosome analysis and diagnosis.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2001년도 춘계정기학술대회
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• pp.215-222
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• 2001

The task for chromosome analysis and diagnosis by experienced cytogenetists are being concerned as repetitive, time consuming job and expensive. FOr that reason, chromosome analysis system based on knowledge base for CAI had been established to be able to analyze chromosomes and obtain necessary advises from the knowledge base instead of human experts. That s to say, knowledge base by IF THEN production rule was implemented to a knowledge domain with normal and abnormal chromosomes, and then the inference results by knowledge base could enter the inference data into the database. Experimental data were composed of normal chromosome of 2,736 patients'cases and abnormal chromosomes of 259 patients'cases that have been obtained from GTG-banding metaphase peripheral blood and amniotic fluid samples. The complete system provides variously morphological information by analysis of normal or abnormal chromosomes and it also has the advantage of being able to consult with user on chromosome analysis and diagnosis.

• 한국산업융합학회 논문집
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• 제23권5호
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• pp.835-842
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• 2020

This paper considers a method of reproducing abnormal and fault operation for smart monitoring of thrust bearing used in wave power generation system. In order to develop smart monitoring technology, abnormal and failure data of actual equipment are required. However, it is impossible to artificially break down the actual equipment in operation due to safety and cost. To tackle this problem, a test bed that can secure data through reproduction of a faulty operating environment should be developed. Therefore, in this study, test bed that can reproduce each situation was developed and the operation result was analysis after identifying the situation to be reproduced through the failure factor analysis of the thrust bearing.

• 대한임베디드공학회논문지
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• 제15권3호
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• pp.119-127
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• 2020

The detection and recognition of abnormal driving becomes crucial for achieving safety in Intelligent Transportation Systems (ITS). This paper presents a feature extraction method based on spectral data to train a neural network model for driving behavior recognition. The proposed method uses a two stage signal processing approach to derive time-saving and efficient feature vectors. For the first stage, the feature vector set is obtained by calculating variances from each frequency bin containing the power spectrum data. The feature set is further reduced in the second stage where an intersection method is used to select more significant features that are finally applied for training a neural network model. A stream of live signals are fed to the trained model which recognizes the abnormal driving behaviors. The driving behaviors considered in this study are weaving, sudden braking and normal driving. The effectiveness of the proposed method is demonstrated by comparing with existing methods, which are Particle Swarm Optimization (PSO) and Convolution Neural Network (CNN). The experiments show that the proposed approach achieves satisfactory results with less computational complexity.

• 한국기후변화학회지
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• 제9권4호
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• pp.461-470
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• 2018

The frequency of extreme weather events was analyzed using meteorological data (air temperature, precipitation, and duration of sunshine) collected from 61 stations over a 36-year span (1981-2016). The 10-day meteorological data were used as a basic unit for this analysis. On average, the frequency of occurrence of abnormal weather was 9.88 per year and has increased significantly during this 36-year period. According to the type of abnormal weather, the frequencies of occurrence of abnormally high air temperature and short duration of sunshine have increased by 0.50 and 0.41 per 10 years, respectively; however, that for abnormally low air temperature has decreased by 0.31 per 10 years and the trend was statistically significant. The highest frequency of abnormal weather appeared in 2007, with a frequency of 14.31. Abnormal weather was the most frequent at Yeongdeok station with an average frequency of 11.78 per year over this 36-year span.