• Journal of the Korean Institute of Intelligent Systems
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• v.26 no.6
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• pp.464-470
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• 2016

In this paper, we propose an improved face detection algorithm and determination method for drowsiness status of driver from the opening and closing frequency of the detected eye. For this purpose, face, eyes, nose, and mouth are detected based on conventional Viola-Jones face detection algorithm and spatial correlation of face. Here the spatial correlation of face is performed by DFP(Detect Face Part) based on seven characteristics. The experimental results on Caltect face image database revealed that the detection rates of noise particularly showed the improved performance of 13.78% in comparison to that of the previous Viola-Jones algorithm. Furthermore, we analyze the driver's drowsiness determination cumulative value of the eye closed state as a function of time based on SVM (Support Vector Machine) and PERCLOS(Percentage Closure of Eyes). The experimental results confirmed the usefulness of the proposed method by obtaining a driver's drowsiness determination rate of 93.28%.

• Journal of Astronomy and Space Sciences
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• v.32 no.2
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• pp.151-159
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• 2015

The fundamental conception in physics of the propagation of the electromagnetic wave polarization in matter is newly understood as the cardinal keyword in free-space quantum communication technology and cosmology in astrophysics. Interactive visualization of the propagation mechanism of polarized electromagnetism in a medium with its helicity has accordingly received attention from scientists exploiting the protocol of quantum key distribution (QKD) to guarantee unconditional security in cryptography communication. We have provided a dynamic polarization platform for presenting the polarization modes of a transverse electromagnetic wave, converting the state of polarization through the arrangement of optical elements, using Jones vectors calculations in Methematica. The platform graphically simulates the mechanism of production and propagation of the polarized waves in a medium while satisfying Maxwell's equations.

• Journal of the Optical Society of Korea
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• v.8 no.3
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• pp.122-126
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• 2004

The method to obtain four speckle patterns with relative phase shift of ${\pi}/2$ by passive devices such as two waveplates and a linear polarizer, awl to calculate the phase at each point of the speckle pattern in shearography with a Wollaston prism is presented, and the feasibility of the proposed method is theoretically demonstrated by Jones vector.

• Journal of Korea Port Economic Association
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• v.27 no.1
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• pp.263-280
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• 2011

The global financial crisis, triggered by the subprime mortgage crisis in 2007, has put the world economy into the recession with financial market turmoil. I tested whether variables were cointegrated or whether there was an equilibrium relationship. Also, Generalized impulse-response function (GIRF) and accumulation impulse-response function (AIRF) may be used to understand and characterize the time series dynamics inherent in economical systems comprised of variables that may be highly interdependent. Moreover, the IRFs enables us to simulate the response in freight to a shock in the USD/JPY exchange rate, Dow Jones industrial average index, Dow Jones volatility, Chinese Import volatility. The result on the cointegration test show that the hypothesis of no cointergrating vector could be rejected at the 5 percent level. Also, the empirical analysis of cointegrating vector reveals that the increases of USD/JPY exchange rate have negative relations with freight. The result on the impulse-response analysis indicate that freight respond negatively to volatility, and then decay very quickly. Consequently, the results highlight the potential usefulness of the multivariate time series techniques accounting to behavior of Freight.

• Journal of Advanced Navigation Technology
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• v.12 no.6
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• pp.691-698
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• 2008

We present a novel method for face detection and recognition methods applicable to video retrieval. The person matching efficiency largely depends on how robustly faces are detected in the video frames. Face regions are detected in video frames using viola-jones features boosted with the Adaboost algorithm After face detection, PCA (Principal Component Analysis) follows illumination compensation to extract features that are classified by SVM (Support Vector Machine) for person identification. Experimental result shows that the matching efficiency of the ensembled architecture is quit satisfactory.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.33 no.1C
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• pp.94-101
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• 2008

In this paper, we introduce a real-time state-of-polarization(SOP) finding system. The system divides the optical wave into linear horizontal- and vertical-SOP components and measures two different beat-signals, which are produced by superposition with reference optical source, in time domain. From these measured beat signals we can get SOP information of the signal instantly. Since the proposed scheme is a feed-forward measurement system, comparing with conventional systems which require an optical feedback loop, the measurement time becomes reduced tremendously. We also introduced a novel calibration method for compensating birefringence-related errors which may occur during the measurement. We prove the operation and performance of the proposed system through computer simulation and actual experiments.

• Journal of Intelligence and Information Systems
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• v.23 no.4
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• pp.127-146
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• 2017

Services using artificial intelligence have begun to emerge in daily life. Artificial intelligence is applied to products in consumer electronics and communications such as artificial intelligence refrigerators and speakers. In the financial sector, using Kensho's artificial intelligence technology, the process of the stock trading system in Goldman Sachs was improved. For example, two stock traders could handle the work of 600 stock traders and the analytical work for 15 people for 4weeks could be processed in 5 minutes. Especially, big data analysis through machine learning among artificial intelligence fields is actively applied throughout the financial industry. The stock market analysis and investment modeling through machine learning theory are also actively studied. The limits of linearity problem existing in financial time series studies are overcome by using machine learning theory such as artificial intelligence prediction model. The study of quantitative financial data based on the past stock market-related numerical data is widely performed using artificial intelligence to forecast future movements of stock price or indices. Various other studies have been conducted to predict the future direction of the market or the stock price of companies by learning based on a large amount of text data such as various news and comments related to the stock market. Investing on commodity asset, one of alternative assets, is usually used for enhancing the stability and safety of traditional stock and bond asset portfolio. There are relatively few researches on the investment model about commodity asset than mainstream assets like equity and bond. Recently machine learning techniques are widely applied on financial world, especially on stock and bond investment model and it makes better trading model on this field and makes the change on the whole financial area. In this study we made investment model using Support Vector Machine among the machine learning models. There are some researches on commodity asset focusing on the price prediction of the specific commodity but it is hard to find the researches about investment model of commodity as asset allocation using machine learning model. We propose a method of forecasting four major commodity indices, portfolio made of commodity futures, and individual commodity futures, using SVM model. The four major commodity indices are Goldman Sachs Commodity Index(GSCI), Dow Jones UBS Commodity Index(DJUI), Thomson Reuters/Core Commodity CRB Index(TRCI), and Rogers International Commodity Index(RI). We selected each two individual futures among three sectors as energy, agriculture, and metals that are actively traded on CME market and have enough liquidity. They are Crude Oil, Natural Gas, Corn, Wheat, Gold and Silver Futures. We made the equally weighted portfolio with six commodity futures for comparing with other commodity indices. We set the 19 macroeconomic indicators including stock market indices, exports & imports trade data, labor market data, and composite leading indicators as the input data of the model because commodity asset is very closely related with the macroeconomic activities. They are 14 US economic indicators, two Chinese economic indicators and two Korean economic indicators. Data period is from January 1990 to May 2017. We set the former 195 monthly data as training data and the latter 125 monthly data as test data. In this study, we verified that the performance of the equally weighted commodity futures portfolio rebalanced by the SVM model is better than that of other commodity indices. The prediction accuracy of the model for the commodity indices does not exceed 50% regardless of the SVM kernel function. On the other hand, the prediction accuracy of equally weighted commodity futures portfolio is 53%. The prediction accuracy of the individual commodity futures model is better than that of commodity indices model especially in agriculture and metal sectors. The individual commodity futures portfolio excluding the energy sector has outperformed the three sectors covered by individual commodity futures portfolio. In order to verify the validity of the model, it is judged that the analysis results should be similar despite variations in data period. So we also examined the odd numbered year data as training data and the even numbered year data as test data and we confirmed that the analysis results are similar. As a result, when we allocate commodity assets to traditional portfolio composed of stock, bond, and cash, we can get more effective investment performance not by investing commodity indices but by investing commodity futures. Especially we can get better performance by rebalanced commodity futures portfolio designed by SVM model.