• Title/Summary/Keyword: ITs Performance Index

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Cpk Index Estimation under Tw (the weakest t-norm)-based Fuzzy Arithmetic Operations

  • Hong, Dug-Hun
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.8 no.3
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    • pp.170-174
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    • 2008
  • The measurement of performance of a process considering both the location and the dispersion of information about the process is referred to as the process capacity indices (PCIs) of interest, $C_{pk}$. This information is presented by the mean and standard deviation of the producing process. Linguistic variables are used to express the evaluation of the quality of a product. Consequently, $C_{pk}$ is defined with fuzzy numbers. Lee [Eur. J. Oper. Res. 129(2001) 683-688] constructed the definition of the $C_{pk}$ index estimation presented by fuzzy numbers and approximated its membership function using the "min" - norm based Zadeh's extension principle of fuzzy sets. However, Lee's result was shown to be invalid by Hong [Eur. J. Oper. Res. 158(2004) 529-532]. It is well known that $T_w$ (the weakest t-norm)-based addition and multiplication preserve the shape of L-R fuzzy numbers. In this paper, we allow that the fuzzy numbers are of L-R type. The object of the present study is to propose a new method to calculate the $C_{pk}$ index under $T_w-based$ fuzzy arithmetic operations.

Mid-Term Performance of Clinical LINAC in Volumetric Modulated Arc Therapy

  • Rahman, Mohammad Mahfujur;Kim, Chan Hyeong;Kim, Seonghoon
    • Journal of Radiation Protection and Research
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    • v.44 no.1
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    • pp.43-52
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    • 2019
  • Background: The mid-term performance of clinical linear accelerator (LINAC) during volumetric modulated arc therapy (VMAT) treatment period is not performed in clinical practice and usually replaced with one-time plan quality assurance (QA). In this research we aim to monitor daily reproducibility of VMAT delivery from tracking individual leaf movement error and dosimetric error to evaluate the mid-term quality of the machine used. Materials and Methods: First, multileaf collimator (MLC) information was imported into MATLAB program to determine which of the MLC leaves in the leaf bank had the maximum RMS position error (maxRMS). We estimated where the maximum positional errors (maxPE) of the chosen leaf occur along its path length and tracked its daily variations over the entire treatment period. Secondly, picture information of dosimetric error from portal dosimetry was imported into MATLAB where representative high gamma index region (HGR) was determined as HGR with length of > 1 cm and their centers were daily tracked. Results and Discussion: The maxPEs in the brain and tongue cases were distributed broader than in other cases, but all data were found located within ${\pm}0.5mm$. From first day to last day all of five cases show the similar visual pattern of HGRs and Centers of the longest HGRs remained within ${\pm}1mm$ of that in first day. These findings prove excellent mid-term performance of the LINAC used in VMAT treatments over a full course of treatment. Conclusion: Tracking the daily location changes of leaf movement and dosimetric error can be a good indicator of predicting the daily quality like stability and reproducibility of beam delivering in VMAT treatment.

Analysis of Trading Performance on Intelligent Trading System for Directional Trading (방향성매매를 위한 지능형 매매시스템의 투자성과분석)

  • Choi, Heung-Sik;Kim, Sun-Woong;Park, Sung-Cheol
    • Journal of Intelligence and Information Systems
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    • v.17 no.3
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    • pp.187-201
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    • 2011
  • KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

Improving SARIMA model for reliable meteorological drought forecasting

  • Jehanzaib, Muhammad;Shah, Sabab Ali;Son, Ho Jun;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.141-141
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    • 2022
  • Drought is a global phenomenon that affects almost all landscapes and causes major damages. Due to non-linear nature of contributing factors, drought occurrence and its severity is characterized as stochastic in nature. Early warning of impending drought can aid in the development of drought mitigation strategies and measures. Thus, drought forecasting is crucial in the planning and management of water resource systems. The primary objective of this study is to make improvement is existing drought forecasting techniques. Therefore, we proposed an improved version of Seasonal Autoregressive Integrated Moving Average (SARIMA) model (MD-SARIMA) for reliable drought forecasting with three years lead time. In this study, we selected four watersheds of Han River basin in South Korea to validate the performance of MD-SARIMA model. The meteorological data from 8 rain gauge stations were collected for the period 1973-2016 and converted into watershed scale using Thiessen's polygon method. The Standardized Precipitation Index (SPI) was employed to represent the meteorological drought at seasonal (3-month) time scale. The performance of MD-SARIMA model was compared with existing models such as Seasonal Naive Bayes (SNB) model, Exponential Smoothing (ES) model, Trigonometric seasonality, Box-Cox transformation, ARMA errors, Trend and Seasonal components (TBATS) model, and SARIMA model. The results showed that all the models were able to forecast drought, but the performance of MD-SARIMA was robust then other statistical models with Wilmott Index (WI) = 0.86, Mean Absolute Error (MAE) = 0.66, and Root mean square error (RMSE) = 0.80 for 36 months lead time forecast. The outcomes of this study indicated that the MD-SARIMA model can be utilized for drought forecasting.

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Prediction of the Movement Directions of Index and Stock Prices Using Extreme Gradient Boosting (익스트림 그라디언트 부스팅을 이용한 지수/주가 이동 방향 예측)

  • Kim, HyoungDo
    • The Journal of the Korea Contents Association
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    • v.18 no.9
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    • pp.623-632
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    • 2018
  • Both investors and researchers are attentive to the prediction of stock price movement directions since the accurate prediction plays an important role in strategic decision making on stock trading. According to previous studies, taken together, one can see that different factors are considered depending on stock markets and prediction periods. This paper aims to analyze what data mining techniques show better performance with some representative index and stock price datasets in the Korea stock market. In particular, extreme gradient boosting technique, proving itself to be the fore-runner through recent open competitions, is applied to the prediction problem. Its performance has been analyzed in comparison with other data mining techniques reported good in the prediction of stock price movement directions such as random forests, support vector machines, and artificial neural networks. Through experiments with the index/price datasets of 12 years, it is identified that the gradient boosting technique is the best in predicting the movement directions after 1 to 4 days with a few partial equivalence to the other techniques.

A Cache Consistency Control for B-Tree Indices in a Database Sharing System (데이타베이스 공유 시스템에서 B-트리 인덱스를 위한 캐쉬 일관성 제어)

  • On, Gyeong-O;Jo, Haeng-Rae
    • The KIPS Transactions:PartD
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    • v.8D no.5
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    • pp.593-604
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    • 2001
  • A database sharing system (DSS) refers to a system for high performance transaction processing. In the DSS, the processing nodes are coupled via a high speed network and share a common database at the disk level. Each node has a local memory and a separate copy of operating system. To reduce the number of disk accesses, the node caches data pages and index pages in its memory buffer. In general, B-tree index pages are accessed more often and thus cached at more processing nodes, than their corresponding data pages. There are also complicated operations in the B-tree such as Fetch, Fetch Next, Insertion and Deletion. Therefore, an efficient cache consistency scheme supporting high level concurrency is required. In this paper, we propose cache consistency schemes using identifiers of index pages and page_LSN of leaf page. The propose schemes can improve the system throughput by reducing the required message traffic between nodes and index re-traversal.

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The Path Inverted Index Technique for XML Document Retrieval (XML 문서 검색을 위한 경로 역 색인 기법)

  • Moon, Kyung-Won;Hwang, Byung-Yeon
    • The KIPS Transactions:PartD
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    • v.17D no.2
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    • pp.103-110
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    • 2010
  • Recently, many XML document management systems using the advantage of RDBMS have been actively developed for the storage, processing and retrieval of XML documents. However, fractional pattern-matching query such as the LIKE operations cannot take the advantage of the index of RDBMS because these operations have deteriorated retrieval performance through its inefficient comparison processing. The hierarchical XML storage technique which stores XML documents in RDBMS efficiently, and the path inverted index technique are proposed in this paper. It regards the element of an XML document as a keyword, and focuses on organizing a posting file with path identifiers and sequences to reduce the retrieval time of path based query. Through simulations, our methods have shown about 60% better performance than the conventional method using RDBMS in searching.

Influence of Deposition Method on Refractive Index of SiO2 and TiO2 Thin Films for Anti-reflective Multilayers

  • Song, Myung-Keun;Yang, Woo-Seok;Kwon, Soon-Woo;Song, Yo-Seung;Cho, Nam-Ihn;Lee, Deuk-Yong
    • Journal of the Korean Ceramic Society
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    • v.45 no.9
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    • pp.524-530
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    • 2008
  • Anti-Reflective (AR) thin film coatings of $SiO_2$ (n= 1.48) and $TiO_2$ (n=2.17) were deposited by ion-beam assisted deposition (IBAD) with End-Hall ion source and conventional electron beam (e-beam) evaporation to investigate the effect of deposition method on the refractive indicies (n) of the fIlms. Green-light generation using a GaAs laser diode was achieved via excitation of the second harmonic. The latter resulted from the transmission of the fundamental guided-mode wave of 1064 nm through periodically poled $LiNbO_3$. Large differences in the refractive indicies of each of the layers in the multilayer coating may improve AR performance. IBAD of $SiO_2$ reduced its refractive index from 1.45 to 1.34 at 1064 nm. Conversely, e-beam evaporation of $TiO_2$ increased its refractive index from 1.80 to 2.11. In addition, no fluctuations in absorption at the wavelength of 1064 nm were found. The results suggest that films prepared by different deposition methods can increase the effectiveness of multilayer AR coatings.

A Study on Traffic Big Data Mapping Using the Grid Index Method (그리드 인덱스 기법을 이용한 교통 빅데이터 맵핑 방안 연구)

  • Chong, Kyu Soo;Sung, Hong Ki
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.19 no.6
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    • pp.107-117
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    • 2020
  • With the recent development of autonomous vehicles, various sensors installed in vehicles have become common, and big data generated from those sensors is increasingly being used in the transportation field. In this study, we proposed a grid index method to efficiently process real-time vehicle sensing big data and public data such as road weather. The applicability and effect of the proposed grid space division method and grid ID generation method were analyzed. We created virtual data based on DTG data and mapped to the road link based on coordinates. As a result of analyzing the data processing speed in grid index method, the data processing performance improved by more than 2,400 times compared to the existing link unit processing method. In addition, in order to analyze the efficiency of the proposed technology, the virtually generated data was mapped and visualized.

Proposals for GCI Indicators to Improve a National Cybersecurity Level (국가 사이버보안 수준 향상을 위한 GCI의 지표개선 방안)

  • Kim, Dae kyung;Lee, Ju hyeon;Kim, Ye young;Hyeon, Da eun;Oh, Heung-Ryong;Chin, Byoung moon;Youm, Heung Youl
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.32 no.2
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    • pp.289-307
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    • 2022
  • The Global Cybersecurity Index (GCI) developed by the International Telecommunication Union (ITU) is used to diagnose a country's cybersecurity development level and to strengthen its cybersecurity capabilities. This paper analyzes GCI and tries to suggest a way to strengthen its effectiveness. In addition, we analyze the GCI version 1~GCI version 4 evaluation index in advance, and examine the development plan through SWOT analysis. Through this, basic principles for GCI improvement and utilization will be established, and new indicators related to the GCI version 5 questionnaire will be discovered and suggested. This paper is expected to be used as basic data for GCI performance analysis and improvement plan. In addition, it is intended to contribute to enhance the effectiveness of GCI and the nation's cybersecurity capabilities by proposing more advanced proactive and reactive indicators to be applied to the future GCI evaluations. This paper is an improvement and development for the research result of [1].