• Journal of the Korean Data and Information Science Society
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• 제16권4호
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• pp.815-821
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• 2005

Among the various artificial neural networks the backpropagation network (BPN) has become a standard one. One of the components in a neural network is an activating function or a transfer function of which a representative function is a sigmoid. We have discovered that by updating the slope parameter of a sigmoid function simultaneous with the weights could improve performance of a BPN.

• 한국데이터정보과학회:학술대회논문집
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• 한국데이터정보과학회 2003년도 추계학술대회
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• pp.57-72
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• 2003

This article provides integrated neural network models for the interest rate forecasting using change-point detection. The model is composed of three phases. The first phase is to detect successive structural changes in interest rate dataset. The second phase is to forecast change-point group with data mining classifiers. The final phase is to forecast the interest rate with BPN. Based on this structure, we propose three integrated neural network models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported neural network model, (2) case based reasoning (CBR)-supported neural network model and (3) backpropagation neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the predictability of integrated neural network models to represent the structural change.

• 산업기술연구
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• 제16권
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• pp.197-205
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• 1996

In this paper, we propose a new neural architecture. We synthesize the architecture from a combination of structures known as MRCCN (Multi-resolution Radial-basis Competitive and Cooperative Network) and BPN (Backpropagation Network). The proposed neural network is able to improve the learning speed of MRCCN and the mapping capability of BPN. The ability and effectiveness of identifying a ninlinear dynamic system using the proposed architecture will be demonstrated by computer simulation.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2000년도 춘계정기학술대회 e-Business를 위한 지능형 정보기술 / 한국지능정보시스템학회
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• pp.235-241
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• 2000

This article suggests integrated neural network models for the interest rate forecasting using change point detection. The basic concept of proposed model is to obtain intervals divided by change point, to identify them as change-point groups, and to involve them in interest rate forecasting. the proposed models consist of three stages. The first stage is to detect successive change points in interest rate dataset. The second stage is to forecast change-point group with data mining classifiers. The final stage is to forecast the desired output with BPN. Based on this structure, we propose three integrated neural network models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported neural network model, (2) case based reasoning (CBR)-supported neural network model and (3) backpropagation neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. This article is then to examine the predictability of integrated neural network models for interest rate forecasting using change-point detection.

• Journal of the Korean Data and Information Science Society
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• 제14권3호
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• pp.641-651
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• 2003

This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.

• 대한기계학회논문집A
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• 제26권12호
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• pp.2556-2564
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• 2002

The design of airfoil had practiced by repeat tests in its first stage, though an airfoil has as been designed based on simulations according to techniques of computational fluid dynamics. Here, using of traditional optimization is unsuitable because a state of flux is hypersensitive to the shape of airfoil. Therefore the paper optimized the shape of airfoil in transonic region using a genetic algorithm (GA). Response surfaces are based on back propagation neural network (BPN) and regression model. Training data of BPN and regression model were obtained by computational fluid dynamic analysis using CFD-ACE, and each analysis has been designed by design of experiments.

• 대한전기학회:학술대회논문집
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• 대한전기학회 2004년도 하계학술대회 논문집 A
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• pp.202-204
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• 2004

This paper presents a neural network technology for the detection and classification of the various types of power quality disturbances. Power quality phenomena are short-time problems and of many varieties. Particularly, the transients happen during very short durations to the nano- and microsecond. Thus, a method for detecting ·md classifying transient signals at the same time and in an automatic combines the properties of the wavelet transform and the advantages of neural networks. We test two neural network and compare the results of Backpropagation Neural (BPN) network with Radial basis function network (RBFN). RBFN is more useful to detect and classify than BPN. The configuration of the hardware of PQ-DAS and some case studies are described.

• 한국지능정보시스템학회:학술대회논문집
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• 한국지능정보시스템학회 2000년도 추계정기학술대회:지능형기술과 CRM
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• pp.427-436
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• 2000

The prediction of stock price index is a very difficult problem because of the complexity of the stock market data it data. It has been studied by a number of researchers since they strong1y affect other economic and financial parameters. The movement of stock price index has a series of change points due to the strategies of institutional investors. This study presents a two-stage forecasting model of stock price index using change-point detection and artificial neural networks. The basic concept of this proposed model is to obtain Intervals divided by change points, to identify them as change-point groups, and to use them in stock price index forecasting. First, the proposed model tries to detect successive change points in stock price index. Then, the model forecasts the change-point group with the backpropagation neural network (BPN). Fina1ly, the model forecasts the output with BPN. This study then examines the predictability of the integrated neural network model for stock price index forecasting using change-point detection.

• Asia pacific journal of information systems
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• 제11권4호
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• pp.99-111
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• 2001

The prediction of stock price index is a very difficult problem because of the complexity of stock market data. It has been studied by a number of researchers since they strongly affect other economic and financial parameters. The movement of stock price index has a series of change points due to the strategies of institutional investors. This study presents a two-stage forecasting model of stock price index using change-point detection and artificial neural networks. The basic concept of this proposed model is to obtain intervals divided by change points, to identify them as change-point groups, and to use them in stock price index forecasting. First, the proposed model tries to detect successive change points in stock price index. Then, the model forecasts the change-point group with the backpropagation neural network(BPN). Finally, the model forecasts the output with BPN. This study then examines the predictability of the integrated neural network model for stock price index forecasting using change-point detection.

• International Journal of Computer Science & Network Security
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• 제24권3호
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• pp.101-106
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• 2024

This article aims to compare the accuracy of the Backpropagation Neural Network (BPNN) and Learning Vector Quantization (LVQ) approaches in recognizing Sundanese characters. Based on experiments, the level of accuracy that has been obtained by the BPNN technique is 95.23% and the LVQ technique is 66.66%. Meanwhile, the learning time that has been required by the BPNN technique is 2 minutes 45 seconds and then the LVQ method is 17 minutes 22 seconds. The results indicated that the BPNN technique was better than the LVQ technique in recognizing Sundanese characters in accuracy and learning time.