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Two-Stage forecasting Using Change-Point Detection and Artificial Neural Networks for Stock Price Index

  • Oh, Kyong-Joo;Kim, Kyoung-Jae;Ingoo Han
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.11a
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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.

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A Study on the Indoor Plan of the Day Care Centers in Workshop Area (직장보육시설 실내환경계획 방향에 관한 연구)

  • 김정진;장선희
    • Korean Institute of Interior Design Journal
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    • no.18
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    • pp.59-65
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    • 1999
  • As women's economic participation increases, the problems of day care appears seriously in Korea. The government made of nurture law for infants in 1991 and drove more establishment day care center, However, currently only 7.3% of 1.86 million infants, of working mother's infants under age 5, are caring. The employers supporting day are facilities which have many advantages such as enable women's economic participation stability of mental state, but the number of such facilities was recorded as 114 in 1996. therefore, the support for the facilities are demanding in terms of quantity but it is required improvements of in terms of quantity because infants are easily influenced by their environment. This study aims to provide infants of employers more efficient and better interior environment for day care and education facilities. By analyzing actual condition of plans and space utilization of selected facilities were cases and found out the problems in the selected facilities. The study of study identified are explained. 1. The object of study identified are explained. 2. Relevant theories and studies on environmental structure of infant day care. 3. The present conditions of infant day care are investigated and analysed with selected facilities as cases. 4. The concept and basic direction of design was made based on above researches.

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A study on manufacture and evaluation of CMP pad controllable contact area (접촉 면적을 제어할 수 있는 CMP 패드 제작 방법 및 성능 평가에 관한 연구)

  • Choi, Jae-Young;Kim, Hyoung-Jae;Jeong, Young-Seok;Park, Jae-Hong;Kinoshita, Masaharu;Jeong, Hae-Do
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2004.07a
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    • pp.247-251
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    • 2004
  • Chemical-Mechanical Polishing(CMP) especially is becoming one of the most important ULSI processes for the 0.25m generation and beyond. And there are many elements affecting CMP performance such as slurry, pad, process parameters and pad conditioning. Among these elements the CMP pad is considered one of the most important because of its change. But the surface of the pad has irregular pores, so there is non-uniformity of slurry flow and of contact area between wafer and the pad, and glazing occurs on the surface of the pad. So we make CMP pad with micro structure using micro molding method. This paper introduces the basic concept and fabrication technique of CMP pad with micro-structure and the characteristic of polishing. Experimental results demonstrate the removal rate, uniformity, and time vs. removal rate.

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Techniques of Editing and Reproducing Robot Operation Data for Direct Teaching (직접 교시 작업을 위한 로봇 작업 정보 편집 및 재생산 기법)

  • Kim, Han-Joon;Wang, Young-Jin;Kim, Jin-Oh;Back, Ju-Hoon
    • Journal of the Korean Society for Precision Engineering
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    • v.30 no.1
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    • pp.96-104
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    • 2013
  • Study of human-robot Interaction gets more and more attention to expand the robot application for tasks difficult by robot alone. Developed countries are preparing for a new market by introducing the concept of 'Co-Robot' model of human-robot Interaction. Our research of direct teaching is a way to instruct robot's trajectory by human's handling of its end device. This method is more intuitive than other existing methods. The benefit of this approach includes easy and fast teaching even by non-professional workers. And it can enhance utilization of robots in small and medium-sized enterprises for small quantity batch production. In this study, we developed the algorithms for creating accurate trajectory from repeated inaccurate direct teaching and GUI for the direct teaching. We also propose the basic framework for direct teaching.

A Study on the Amelioration of Volumetric Efficiency by Variable Induction System in a Diesel Engine (가변 흡기시스템에 의한 디젤기관의 체적효율 향상에 관한 연구)

  • Kang, H.Y.
    • Journal of Power System Engineering
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    • v.10 no.1
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    • pp.12-18
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    • 2006
  • A three-degree of freedom model of intake system was contrived and investigated in various ways for the purpose of the amelioration of the volumetric efficiency in a low and transient engine speed for a multi cylinder diesel engine. The basic concept beyond this model started from the theory that each degree of freedom model has volumetric efficiency peak as many as its number of the degree of freedom. The volumetric efficiency affects significantly to the engine performance; torque characteristics, fuel economy and emission level. For commercial vehicles and stationary engines, the engine is designed so as to produce their best performance near the normal engine speeds, thus the low engine speed area has a tendency of poor volumetric efficiency. The aim of this study was highlighted on the amelioration of volumetric efficiency of low engine speed area in a multi cylinder diesel engine matched with an additional Helmholtz resonator. By the use of VIS(variable induction system) volumetric efficiency at low engine speed range was significantly improved. The availability of control by combination of VIS and CIS(conventional induction system) will be proposed as a variable induction system that would be an appropriate model for amelioration of the volumetric efficiency at low engine speed.

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Reasonable Decision Making for Sustainable Water Supply Source Management (상수원의 지속가능한 관리를 위한 합리적 의사결정 방향)

  • Choi, Ji Yong
    • Journal of Korean Society on Water Environment
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    • v.23 no.4
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    • pp.504-511
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    • 2007
  • Built-out issue of copper processing appearing recently in the Paldang watershed is a critical problem to deteriorate the basic framework of national water management policy as well as to be simply a copper-related problem. Up to now, Korea government has invested hard and relevant upstream areas have been victimized readily in a variety of field to comply its goal of 'Safe Water Supply'. Because of the reason, the desirable water quality level of the Paldang watershed has been maintained regardless of its dense population. Paldang drinking water management policy is based on residents' understanding which is considered as a 'social capital'. The issue raised in the aspect of water quality management policy should be reviewed on the basis of the 'social capital' concept. One regarding semiconductor industry as a potential industry to export many products in 10 years insists that the industry not be a simple private business but be a prominent part for national competitiveness. There is no doubt about this opinion. However, a nation should support environmental right-to-life of its people prior to any other tasks. In other words, it is really risky to give up people's right due to economic benefits. Therefore, it should not happen to trade 'life', the dignity of man, with national competitiveness which is likely to be preferred in these days. In addition, coherent policy not to destroy 'social capital' promoting Paldang drinking water resource management policy should be maintained.

A Study on the T&E Method for the Aircraft focused on Weapon Accuracy (항공 무장정확도 시험평가 방법에 관한 연구)

  • Hyun, Jun-Ho;Kang, Sung-Jin
    • Journal of the military operations research society of Korea
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    • v.33 no.1
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    • pp.117-133
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    • 2007
  • The weapon accuracy is a basic measure of performance in the area of weapon system acquisition. It requires the establishment of correct concept and the T&E methods. Existing T&E method for aircraft weapon systems have not considered types of exact hitting area for various weapons. This study intends to suggest an optimal T&E methods in Korean T&E environment. In order to sampling and to test aircraft weapon accuracy, we need probability and statistic theories. There are many types of CEP(Circular Error Probable) methods. We recommend 2 types of CEP methods which are Lockheed Martin CEP method and Johnson CEP method. Also, suggest some other T&E methods. These methods can be used to accuracy test in the area of weapon system acquisition in the future.

Basic Characteristics of a Self-Compensated Hydrostatic Journal Bearing (자기 보상형 유정압 저어널 베어링의 기본 특성)

  • Park Chun Hong;Lee Young Joon;Hong Seong Wook;Lee Husang
    • Journal of the Korean Society for Precision Engineering
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    • v.22 no.5 s.170
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    • pp.159-166
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    • 2005
  • A self-compensated water-hydrostatic bearing is well known to have advantages in stiffness. In this paper, its concept is extended to a hydrostatic journal bearing for achieving higher stiffness. The finite element method is applied to analyze the load characteristics of the self-compensated hydrostatic journal bearing. The analysis results reveal that the self-compensated journal bearing has higher load capacity and higher stiffness than conventional, fixed capillary journal bearings. and that this benefit degrades in the case of high eccentricity. Thus, a spindle system with self-compensated journal bearings must be designed to ensure a sufficiently large load capacity. A rectangular type capillary is also introduced with consideration of the practical application of the self-compensated hydrostatic journal bearing. Theoretical analysis results show that the rectangular type capillary is more beneficial than conventional annular type capillaries in practical use. The experimental verification on the analysis method is made to show that the experimental results are in good agreement with theoretical results.

The Analysis on the textbook Contents about the Natural number Concepts in the Korean National Elementary Mathematics Curriculum (초등학교 교육과정에 제시된 자연수 개념의 지도 내용 분석)

  • Lee, Myeong-Hui;Whang, Woo-Hyung
    • The Mathematical Education
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    • v.49 no.4
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    • pp.437-462
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    • 2010
  • The purpose of this research is to analyze the textbook contents about the natural number concepts in the Korean National Elementary Mathematics Curriculum. Understanding a concept of natural number is crucial in school mathematics curriculum planning, since elementary students start their basic learning with natural number system. The concepts of natural number have various meaning from the perspectives of pedagogical research, and the philosophy of mathematics. The natural number concepts in the elementary math curriculum consist of four aspects; counting numbers, cardinal numbers, ordinal numbers, and measuring numbers. Two research questions are addressed; (1) How are the natural number concepts focusing on counting, cardinal, ordinal, measuring numbers are covered in the national math curriculum? ; (2) What suggestions can be made to enhance the teaching and learning about the natural number concepts? Findings reveal that (1) the national mathematics curriculum properly reflects four aspects of natural number concepts, as the curriculum covers 50% of the cardinal number system; (2) In the aspect of the counting number, we hope to add the meaning about 'one, two, three, ......, and so on' in the Korean Mathematics curriculum. In the ordinal number, we want to be rich the related meaning in a set. Further suggestions are made for future research to include them ensuing number in the curriculum.

Acoustic holography for an engine radiation noise using equivalent sources (등가음원을 이용한 엔진 방사 소음의 음향 홀로그래피에 대한 연구)

  • Jeon, In-Youl;Ih, Jeong-Guon
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2004.11a
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    • pp.1101-1106
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    • 2004
  • This study presents the reconstruction of sound field radiated from an automotive engine using equivalent sources. Basic concept of the method presented is to replace the engine noise source with elementary sources of multipoles, e.g., monopoles and dipoles. The so-called Helmholtz equation least-squares (HELS) method can reconstruct the sound radiation fields from spherical geometries in a series expansion of spherical Hankel functions and spherical harmonics. In this paper, multi-Point, multipole equivalent sources are employed to reconstruct the sound field radiated from an automotive engine with a fixed rotation speed. To ensure and improve the accuracy of reconstruction, the spatial filters of multipole coefficients and wave-vectors are adopted for suppressing the adverse effect of high-order multipoles. Optimal filter shapes are designed with regularization parameters minimizing the generalized cross validation (GCV) function between actual and reproduced model. After regeneration of field pressures using the proposed method as many as necessary, the vibro-acoustic field of an engine could be reconstructed by using the BEM-based near-field acoustic holography (NAH) technique in a cost-effective manner.

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