• Title/Summary/Keyword: Existing conventional method

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A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

A Study of the Abalone Outlook Model Using by Partial Equilibrium Model Approach Based on DEEM System (부분균형모형을 이용한 전복 수급전망모형 구축에 관한 연구)

  • Han, Suk-Ho;Jang, Hee-Soo;Heo, Su-Jin;Lee, Nam-Su
    • The Journal of Fisheries Business Administration
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    • v.51 no.2
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    • pp.51-69
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    • 2020
  • The purpose of this study is to construct an outlook model that is consistent with the "Fisheries Outlook" monthly published by the Fisheries Outlook Center of the Korea Maritime Institute(KMI). In particular, it was designed as a partial equilibrium model limited to abalone items, but a model was constructed with a dynamic ecological equation model(DEEM) system taking into account biological breeding and shipping time. The results of this study are significant in that they can be used as basic data for model development of various items in the future. In this study, due to the limitation of monthly data, the market equilibrium price was calculated by using the recursive model construction method to be calculated directly as an inverse demand. A model was built in the form of a structural equation model that can explain economic causality rather than a conventional time series analysis model. The research results and implications are as follows. As a result of the estimation of the amount of young seashells planting, it was estimated that the coefficient of the amount of young seashells planting from the previous year was estimated to be 0.82 so that there was no significant difference in the amount of young seashells planting this year and last year. It is also meant to be nurtured for a long time after aquaculture license and limited aquaculture area(edge style) and implantation. The economic factor, the coefficient of price from last year was estimated at 0.47. In the case of breeding quantity, it was estimated that the longer the breeding period, the larger the coefficient of breeding quantity in the previous period. It was analyzed that the impact of shipments on the breeding volume increased. In the case of shipments, the coefficient of production price was estimated unelastically. As the period of rearing increased, the estimation coefficient decreased. Such result indicates that the expected price, which is an economic factor variable and that had less influence on the intention to shipments. In addition, the elasticity of the breeding quantity was estimated more unelastically as the breeding period increased. This is also correlated with the relative coefficient size of the expected price. The abalone supply and demand forecast model developed in this study is significant in that it reduces the prediction error than the existing model using the ecological equation modeling system and the economic causal model. However, there are limitations in establishing a system of simultaneous equations that can be linked to production and consumption between industries and items. This is left as a future research project.

In vitro Synthesis of Ribonucleic Acids by T7 RNA Polymerase That was Fast Purified with a Modified Procedure (변형된 방법으로 신속히 정제된 T7 RNA 중합효소를 이용한 리보핵산의 시험관 내 합성)

  • Kim Ki-Sun;Choi Woo-Hyung;Gong Soo-Jung;Jeon Sung-Jong;Kim Jae Hyun;Oh Sangtaek;Kim Dong-Eun
    • Journal of Life Science
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    • v.15 no.5 s.72
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    • pp.755-762
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    • 2005
  • Biochemical amounts of RNA molecules can be synthesized in vitro, which is functionally equivalent or similar to those transcripts normally existing at extremely low levels in vivo. In this study we described a method for efficient preparation of pure T7 RNA polymerase from Escherichia coli strain BL21/pAR1219. The procedure, which used ammonium sulfate fractionation and preparative column chromatography on sephadex SP, was shown to be simple, rapid, and cost effective in comparison with other methods reported previously, Using the purified T7 RNA polymerase we were able to synthesize very long RNA transcript of 1.54 kb length, which is not feasible by conventional chemical synthesis. RNA molecule that was also synthesized by the purified T7 RNA polymerase, such as hammerhead ribozyme, retained its biochemical activity by cleaving the target RNA successfully in vitro. Thus, the procedure shown in this study can be useful to synthesize any length of RNA molecules in vitro in a simple and cost effective way for a variety of purposes.

A Study on 3D Indoor mapping for as-built BIM creation by using Graph-based SLAM (준공 BIM 구축을 위한 Graph-based SLAM 기반의 실내공간 3차원 지도화 연구)

  • Jung, Jaehoon;Yoon, Sanghyun;Cyrill, Stachniss;Heo, Joon
    • Korean Journal of Construction Engineering and Management
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    • v.17 no.3
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    • pp.32-42
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    • 2016
  • In Korea, the absence of BIM use in existing civil structures and buildings is driving a demand for as-built BIM. As-built BIMs are often created using laser scanners that provide dense 3D point cloud data. Conventional static laser scanning approaches often suffer from limitations in their operability due to the difficulties in moving the equipment, the selection of scanning location, and the requirement of placing targets or extracting tie points for registration of each scanned point cloud. This paper aims at reducing the manual effort using a kinematic 3D laser scanning system based on graph-based simultaneous localization and mapping (SLAM) for continuous indoor mapping. The robotic platform carries three 2D laser scanners: the front scanner is mounted horizontally to compute the robot's trajectory and to build the SLAM graph; the other two scanners are mounted vertically to scan the profiles of surrounding environments. To reduce the accumulated error in the trajectory of the platform through loop closures, the graph-based SLAM system incorporates AdaBoost loop closure approach, which is particularly suitable for the developed multi-scanner system providing more features than the single-scanner system for training. We implemented the proposed method and evaluated it in two indoor test sites. Our experimental results show that the false positive rate was reduced by 13.6% and 7.9% for the two dataset. Finally, the 2D and 3D mapping results of the two test sites confirmed the effectiveness of the proposed graph-based SLAM.

A Study on Digital Reinforcements for Efficient Automotive Design - With Emphasis on VR based CAID System - (자동차 디자인 효율화를 위한 디지털 강화요소 연구 - VR 기반 CAID 시스템을 중심으로 -)

  • Cho, Kyung-Sil;Lee, Myung-Ki
    • Archives of design research
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    • v.19 no.5 s.67
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    • pp.55-64
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    • 2006
  • As digital systems were introduced to automotive design in the mid 1980s, the design process has adopted many digital programs to save time compared to the conventional hand drafting. Digital technology was introduced not only to satisfy the reeds of the global environment, as the number of automobiles exported to many different parts of the world has increased, but also to save time and effort in developing several models of quality automobiles. Therefore, every automotive manufacturer in the world has expanded its virtual reality(VR) studio to establish visualization systems that visualize automobiles in the actual size and a co-operation system that enables simultaneous feedback from all of its design studios around the world. Unlike the existing design reviewing methos, the new improved feedback system is assessed as a reasonable method to evaluates and understand how the automobiles are actually manufactured in simulation. It is especially helpful when advanced products and concept cars require fast results. Other strengths of the new system include shorter development period, cost efficiency, no more manual labor, various designs within a short period of time, and realistic visualization of concepts. Large-scale products, including automobiles, need to be projected in the actual size and high clarity through the Power-wall System and are examined in a virtual space called a Cave. Therefore, it took much time to establish digital infrastructure. An infrastructure would constantly require system improvement and performance enhancement, but it is certain that now is the right time for the take-off to utilizing the strengths of digital design and improve the weaknesses. In this respect, this study provided an understanding of the importance of digital design based on digital reinforcements and examined an effective utilization of digital technology for an efficient development of automobiles in the future.

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A New Similarity Measure for Categorical Attribute-Based Clustering (범주형 속성 기반 군집화를 위한 새로운 유사 측도)

  • Kim, Min;Jeon, Joo-Hyuk;Woo, Kyung-Gu;Kim, Myoung-Ho
    • Journal of KIISE:Databases
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    • v.37 no.2
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    • pp.71-81
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    • 2010
  • The problem of finding clusters is widely used in numerous applications, such as pattern recognition, image analysis, market analysis. The important factors that decide cluster quality are the similarity measure and the number of attributes. Similarity measures should be defined with respect to the data types. Existing similarity measures are well applicable to numerical attribute values. However, those measures do not work well when the data is described by categorical attributes, that is, when no inherent similarity measure between values. In high dimensional spaces, conventional clustering algorithms tend to break down because of sparsity of data points. To overcome this difficulty, a subspace clustering approach has been proposed. It is based on the observation that different clusters may exist in different subspaces. In this paper, we propose a new similarity measure for clustering of high dimensional categorical data. The measure is defined based on the fact that a good clustering is one where each cluster should have certain information that can distinguish it with other clusters. We also try to capture on the attribute dependencies. This study is meaningful because there has been no method to use both of them. Experimental results on real datasets show clusters obtained by our proposed similarity measure are good enough with respect to clustering accuracy.

Construction of Tree Management Information Using Point Cloud Data (포인트클라우드 데이터를 이용한 수목관리정보 구축 방안)

  • Lee, Keun-Wang;Park, Joon-Kyu
    • Journal of Digital Convergence
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    • v.18 no.11
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    • pp.427-432
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    • 2020
  • In order to establish an effective forest management plan, it is necessary to investigate tree management information such as tree height and DBH(Diameter at breast height). However, research on convergence and application of data acquisition technology to improve the efficiency of existing forest survey methods is insufficient. Therefore, in this study, tree management information was constructed and analyzed using point cloud data acquired through a 3D scanner. Data on the study site was acquired using fixed and mobile 3D scanners, and the efficiency of the mobile 3D scanner was presented through comparison of working hours. In addition, tree management information for object management was constructed by classifying vegetation by object using point cloud data, and by constructing information on chest height diameter and height. As a result of the accuracy evaluation compared with the conventional measurement method, the difference in tree height was 0.02-0.09m and DBH was 0.01-0.04m. If information on the location of vegetation and crowns of each object is constructed through additional research in the future, the efficiency of the work related to forest management information construction can be greatly increased.

Application of linear array microtremor survey for rock mass classification in urban tunnel design (도심지 터널 암반분류를 위한 선형배열 상시진동 탄성파탐사 적용)

  • Cha Young Ho;Kang Jong Suk;Jo Churl Hyun;Lee Kun
    • 한국지구물리탐사학회:학술대회논문집
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    • 2005.05a
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    • pp.157-164
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    • 2005
  • Urban conditions such as underground facilities and ambient noises due to cultural activity restrict the application of conventional geophysical techniques in general. We used the refraction microtremor (REMI) technique as an alternative way to get the geotechnical information, in particular shear-wave (S-wave) velocity information, at a site along an existing rail road. The REMI method uses ambient noises recorded using standard refraction equipment to derived shear-wave velocity information at a site. It does a wavefield transformation on the recorded wavefield to produce Rayleigh wave dispersion curve, which are then picked and modeled to get the shear-wave velocity structure. At this site the vibrations from the running trains provided strong noise sources that allowed REMI to be very effective. REMI was performed along the planned new underground rail tunnel. In addition, Suspension PS logging (SPS) were carried out at selected boreholes along the profile in order to draw out the quantitative relation between the shear wave velocity from the PS logging and the rock mass rating (RMR) determined from the inspection of the cores recovered from the same boreholes, These correlations were then used to relate the shear-wave velocity derived from REMI to RMR along the entire profile. The correlation between shear wave velocity and RMR was very good and so it was possible to estimate the RMR of the total zone of interest for the design of underground tunnel,

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A Study on the Feedforward Control Algorithm for Dynamic Positioning System Using Ship Motion Prediction (선체운동 예측을 이용한 Dynamic Positioning System의 피드포워드 제어 알고리즘에 관한 연구)

  • Song, Soon-Seok;Kim, Sang-Hyun;Kim, Hee-Su;Jeon, Ma-Ro
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.22 no.1
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    • pp.129-137
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    • 2016
  • In the present study we verified performance of feed-forward control algorithm using short term prediction of ship motion information by taking advantage of developed numerical simulation model of FPSO motion. Up until now, various studies have been conducted about thrust control and allocation for dynamic positioning systems maintaining positions of ships or marine structures in diverse sea environmental conditions. In the existing studies, however, the dynamic positioning systems consist of only feedback control gains using a motion of vessel derived from environmental loads such as current, wind and wave. This study addresses dynamic positioning systems which have feedforward control gain derived from forecasted value of a motion of vessel occurred by current, wind and wave force. In this study, the future motion of vessel is forecasted via Brown's Exponential Smoothing after calculating the vessel motion via a selected mathematical model, and the control force for maintaining the position and heading angle of a vessel is decided by the feedback controller and the feedforward controller using PID theory and forecasted vessel motion respectively. For the allocation of thrusts, the Lagrange Multiplier Method is exploited. By constructing a simulation code for a dynamic positioning system of FPSO, the performance of feedforward control system which has feedback controller and feedforward controller was assessed. According to the result of this study, in case of using feedforward control system, it shows smaller maximum thrust power than using conventional feedback control system.

Evaluation of Installation Length of CWR Considering Rail Tenser's Capacity And Track Maintenance (레일긴장기의 성능을 고려한 효율적인 장대레일 설정방법)

  • Park, Ok-Jeong;Kim, Eung-Rok
    • Proceedings of the KSR Conference
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    • 2010.06a
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    • pp.72-79
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    • 2010
  • The significant of continuous welded rail (CWR) management is growing because KORAIL has the plan to convert the whole of conventional railway lines into CWRs through continuous activities since constructed the CWR track with 1.8km in Gyeongbu line in 1966. The CWR recently is needed a efficient management method because it is difficult to manage the CWR by the poor of technic and equipment, limited maintain labor force and shorted the maintain work time of CWR caused by industrialization, greenhouse effect and global warming In this point, The 70ton Tenser's which is using in the rail site has been analysised with no extra tenser's capacity in case of the under low temperature and exceed the length of 1km as a result of reviewing the CWR-related rules and standards, a series of records of safety accidents, operation obstacles, and the situation of broken rails published by KORAIL, existing rail temperature measurements, and CWR researches. Therefore avoid the excessive plan of the first set-up section, choice the proper time in the normal temperature that is possible to weld the rail, turning the difference of rail temperature and Installation temperature down is desirable.

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