• Asia-Pacific Journal of Business
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• v.13 no.2
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• pp.23-37
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• 2022

Purpose - The purpose of this paper is to analyze the dynamic factors of the daily FX implied volatility based on the fractional integration methods focusing on long memory feature and structural changes. Design/methodology/approach - This paper uses the daily FX implied volatility data of the EUR-USD and the JPY-USD exchange rates. For the fractional integration analysis, this paper first applies the basic ARFIMA-FIGARCH model and the Local Whittle method to explore the long memory feature in the implied volatility series. Then, this paper employs the Adaptive-ARFIMA-Adaptive-FIGARCH model with a flexible Fourier form to allow for the structural changes with the long memory feature in the implied volatility series. Findings - This paper finds statistical evidence of the long memory feature in the first two moments of the implied volatility series. And, this paper shows that the structural changes appear to be an important factor and that neglecting the structural changes may lead to an upward bias in the long memory feature of the implied volatility series. Research implications or Originality - The implied volatility has widely been believed to be the market's best forecast regarding the future volatility in FX markets, and modeling the evolution of the implied volatility is quite important as it has clear implications for the behavior of the exchange rates in FX markets. The Adaptive-ARFIMA-Adaptive-FIGARCH model could be an excellent description for the FX implied volatility series

• Communications for Statistical Applications and Methods
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• v.9 no.3
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• pp.577-594
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• 2002

For the estimation and test of long memory feature in volatilities of stock indices and individual companies semiparametric approach, Geweke and Porter-Hudak (1983), is employed. Empirical study supports the strong evidence of volatility persistence in Korean stock market. Most of indices and individual companies have the feature of long term dependence of volatility. Hence the short memory models are unable to explain the volatilities in Korean stock market.

• International Journal of Internet, Broadcasting and Communication
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• v.12 no.3
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• pp.220-225
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• 2020

This paper investigates the non-intrusive speech intelligibility estimation method in noise environments when the bottleneck feature of autoencoder is used as an input to a neural network. The bottleneck feature-based method has the problem of severe performance degradation when the noise environment is changed. In order to overcome this problem, we propose a novel non-intrusive speech intelligibility estimation method that adds the noise environment information along with bottleneck feature to the input of long short-term memory (LSTM) neural network whose output is a short-time objective intelligence (STOI) score that is a standard tool for measuring intrusive speech intelligibility with reference speech signals. From the experiments in various noise environments, the proposed method showed improved performance when the noise environment is same. In particular, the performance was significant improved compared to that of the conventional methods in different environments. Therefore, we can conclude that the method proposed in this paper can be successfully used for estimating non-intrusive speech intelligibility in various noise environments.

• Journal of Institute of Control, Robotics and Systems
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• v.13 no.5
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• pp.393-398
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• 2007

In this paper, we propose the development of Artificial Hippocampus Algorithm(AHA) which remodels a principle of brain of hippocampus. Hippocampus takes charge auto-associative memory and controlling functions of long-term or short-term memory strengthening. We organize auto-associative memory based 4 steps system (EC, DG CA3, and CA1) and improve speed of teaming by addition of modulator to long-term memory teaming. In hippocampus system, according to the 3 steps order, information applies statistical deviation on Dentate Gyrus region and is labeled to responsive pattern by adjustment of a good impression. In CA3 region, pattern is reorganized by auto-associative memory. In CA1 region, convergence of connection weight which is used long-term memory is learned fast a by neural network which is applied modulator. To measure performance of Artificial Hippocampus Algorithm, PCA(Principal Component Analysis) and LDA(Linear Discriminants Analysis) are applied to face images which are classified by pose, expression and picture quality. Next, we calculate feature vectors and learn by AHA. Finally, we confirm cognitive rate. The results of experiments, we can compare a proposed method of other methods, and we can confirm that the proposed method is superior to the existing method.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.15 no.8
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• pp.2993-3010
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• 2021

The job shop scheduling problem (JSSP) plays a critical role in smart manufacturing, an effective JSSP scheduler could save time cost and increase productivity. Conventional methods are very time-consumption and cannot deal with complicated JSSP instances as it uses one optimal algorithm to solve JSSP. This paper proposes an effective scheduler based on deep learning technology named self-supervised long-short term memory (SS-LSTM) to handle complex JSSP accurately. First, using the optimal method to generate sufficient training samples in small-scale JSSP. SS-LSTM is then applied to extract rich feature representations from generated training samples and decide the next action. In the proposed SS-LSTM, two channels are employed to reflect the full production statues. Specifically, the detailed-level channel records 18 detailed product information while the system-level channel reflects the type of whole system states identified by the k-means algorithm. Moreover, adopting a self-supervised mechanism with LSTM autoencoder to keep high feature extraction capacity simultaneously ensuring the reliable feature representative ability. The authors implemented, trained, and compared the proposed method with the other leading learning-based methods on some complicated JSSP instances. The experimental results have confirmed the effectiveness and priority of the proposed method for solving complex JSSP instances in terms of make-span.

• The Journal of Korean Institute of Information Technology
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• v.16 no.12
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• pp.75-83
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• 2018

Recently, autonomous vehicles have been actively studied. Pedestrian detection and recognition technology is important in autonomous vehicles. Pedestrian detection using CNN(Convolutional Neural Netwrok), which is mainly used recently, generally shows good performance, but there is a performance degradation depending on the environment of the image. In this paper, we propose a pedestrian detection system applying long-term memory structure of hippocampal neural network based on CNN network with LGP-FL (Local Gradient Pattern-Feature Layer) added. First, change the input image to a size of $227{\times}227$. Then, the feature is extracted through a total of 5 layers of convolution layer. In the process, LGP-FL adds the LGP feature pattern and stores the high-frequency pattern in the long-term memory. In the detection process, it is possible to detect the pedestrian more accurately by detecting using the LGP feature pattern information robust to brightness and color change. A comparison of the existing methods and the proposed method confirmed the increase of detection rate of about 1~4%.

• Journal of IKEEE
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• v.23 no.1
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• pp.134-142
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• 2019

As the development of internet of energy (IoE) technologies and spread of various electronic devices have diversified patterns of energy consumption, the reliability of demand prediction has decreased, causing problems in optimization of power generation and stabilization of power supply. In this study, we propose a deep learning method, 1-Dimention-Convolution and Bidirectional Long Short-Term Memory (1D-ConvBLSTM), that combines a convolution neural network (CNN) and a Bidirectional Long Short-Term Memory(BLSTM) for highly reliable demand forecasting by effectively extracting the energy consumption pattern. In experimental results, the demand is predicted with the proposed deep learning method for various number of learning iterations and feature maps, and it is verified that the test data is predicted with a small number of iterations.

• Korean Journal of Remote Sensing
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• v.37 no.4
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• pp.719-731
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• 2021

This study proposes a two-stage hybrid classification model for crop classification using multi-temporal remote sensing images; the model combines feature embedding by using an autoencoder (AE) with a convolutional neural network (CNN) classifier to fully utilize features including informative temporal and spatial signatures. Long short-term memory (LSTM)-based AE (LAE) is fine-tuned using class label information to extract latent features that contain less noise and useful temporal signatures. The CNN classifier is then applied to effectively account for the spatial characteristics of the extracted latent features. A crop classification experiment with multi-temporal unmanned aerial vehicle images is conducted to illustrate the potential application of the proposed hybrid model. The classification performance of the proposed model is compared with various combinations of conventional deep learning models (CNN, LSTM, and convolutional LSTM) and different inputs (original multi-temporal images and features from stacked AE). From the crop classification experiment, the best classification accuracy was achieved by the proposed model that utilized the latent features by fine-tuned LAE as input for the CNN classifier. The latent features that contain useful temporal signatures and are less noisy could increase the class separability between crops with similar spectral signatures, thereby leading to superior classification accuracy. The experimental results demonstrate the importance of effective feature extraction and the potential of the proposed classification model for crop classification using multi-temporal remote sensing images.

• Journal of the Korean Society of Industry Convergence
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• v.24 no.6_1
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• pp.693-698
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• 2021

As technology advances, there is increasing need for research in different fields where this technology is applied. On of the most researched topic in computer vision is Human activity recognition (HAR), which has widely been implemented in various fields which include healthcare, video surveillance and education. We therefore present in this paper a human activity recognition system based on scale and rotation while employing the Kinect depth sensors to obtain the human skeleton joints. In contrast to previous approaches that use joint angles, in this paper we propose that each limb has an angle with the X, Y, Z axes which we employ as feature vectors. The use of the joint angles makes our system scale invariant. We further calculate the body relative direction in the egocentric coordinates in order to provide the rotation invariance. For the system parameters, we employ 8 limbs with their corresponding angles each having the X, Y, Z axes from the coordinate system as feature vectors. The extracted features are finally trained and tested with the Long short term memory (LSTM) Network which gives us an average accuracy of 98.3%.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.6
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• pp.2612-2633
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• 2020

Due to the explosive growth of multimedia speech data, how to protect the privacy of speech data and how to efficiently retrieve speech data have become a hot spot for researchers in recent years. In this paper, we proposed an encrypted speech retrieval scheme based on long short-term memory (LSTM) neural network and deep hashing. This scheme not only achieves efficient retrieval of massive speech in cloud environment, but also effectively avoids the risk of sensitive information leakage. Firstly, a novel speech encryption algorithm based on 4D quadratic autonomous hyperchaotic system is proposed to realize the privacy and security of speech data in the cloud. Secondly, the integrated LSTM network model and deep hashing algorithm are used to extract high-level features of speech data. It is used to solve the high dimensional and temporality problems of speech data, and increase the retrieval efficiency and retrieval accuracy of the proposed scheme. Finally, the normalized Hamming distance algorithm is used to achieve matching. Compared with the existing algorithms, the proposed scheme has good discrimination and robustness and it has high recall, precision and retrieval efficiency under various content preserving operations. Meanwhile, the proposed speech encryption algorithm has high key space and can effectively resist exhaustive attacks.