• Title/Summary/Keyword: Nearest neighbor index

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Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

Semantic Similarity Search using the Signature Tree (시그니처 트리를 사용한 의미적 유사성 검색 기법)

  • Kim, Ki-Sung;Im, Dong-Hyuk;Kim, Cheol-Han;Kim, Hyoung-Joo
    • Journal of KIISE:Databases
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    • v.34 no.6
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    • pp.546-553
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    • 2007
  • As ontologies are used widely, interest for semantic similarity search is also increasing. In this paper, we suggest a query evaluation scheme for k-nearest neighbor query, which retrieves k most similar objects to the query object. We use the best match method to calculate the semantic similarity between objects and use the signature tree to index annotation information of objects in database. The signature tree is usually used for the set similarity search. When we use the signature tree in similarity search, we are required to predict the upper-bound of similarity for a node; the highest similarity value which can be found when we traverse into the node. So we suggest a prediction function for the best match similarity function and prove the correctness of the prediction. And we modify the original signature tree structure for same signatures not to be stored redundantly. This improved structure of signature tree not only reduces the size of signature tree but also increases the efficiency of query evaluation. We use the Gene Ontology(GO) for our experiments, which provides large ontologies and large amount of annotation data. Using GO, we show that proposed method improves query efficiency and present several experimental results varying the page size and using several node-splitting methods.

An Analysis of Policy Effects of Export Infrastructure Strengthening Program on Export of Food Distribution Companies (수출인프라강화사업이 식품유통기업 수출에 미치는 정책효과 분석)

  • Huang, Seong-Hyuk;Ji, Seong-Tae
    • Journal of Distribution Science
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    • v.16 no.1
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    • pp.87-99
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    • 2018
  • Purpose - The Export Infrastructure Strengthening Program(EISP) is a project to expand exports of agri-food products through providing customized export information to food distribution companies and supporting overseas information activities. A total of 39.6 billion won was provided by 2016. So, the purpose of this study is to analyze whether EISP is effective for expanding exports of agri-food products. Research design, data, and methodology - A simple average difference between the export performance of the policy beneficiaries and the non-policy beneficiaries can be biased if the export capacity or inherent characteristics of the enterprise are not taken into consideration. In order to solve the problem of such a bias, the propensity score matching(PSM) method has been employed in this study. PSM is a method of converting the characteristics of an export company into an index through logit analysis and then reducing the matching to one dimension to improve the accuracy of the performance measurement. Results - The balancing test was conducted to determine how the characteristics of the policy beneficiary group and the matched policy non-beneficiary group corresponded to each other. As a result of the test, we could not reject the null hypothesis that there was no difference between the two groups, so that after the matching, the two groups were similar and the explanatory variables were well controlled. Using the nearest neighbor matching with propensity score estimating through logit analysis, we estimated average treatment effect on the treated(ATT). The food companies participating the EISP had the effect of increasing the exports of $ 5.88 million. As a result, the number of export contracts increased by 11.77, the number of exporting countries by 7.52, the number of export items by 47.51, and the number of buyers' consultation by 3.50. And overseas marketing expenses increased by 35.92 million won. Except for the number of export contracts, other export performance results showed statistically significant results. Conclusions - As the EISP has a positive effect on the expansion of agro-food exports, efforts should be made to find out the limitations or problems of the policy in the future and to make a greater contribution to the increase of exports.

Prefetch R-tree: A Disk and Cache Optimized Multidimensional Index Structure (Prefetch R-tree: 디스크와 CPU 캐시에 최적화된 다차원 색인 구조)

  • Park Myung-Sun
    • The KIPS Transactions:PartD
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    • v.13D no.4 s.107
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    • pp.463-476
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    • 2006
  • R-trees have been traditionally optimized for the I/O performance with the disk page as the tree node. Recently, researchers have proposed cache-conscious variations of R-trees optimized for the CPU cache performance in main memory environments, where the node size is several cache lines wide and more entries are packed in a node by compressing MBR keys. However, because there is a big difference between the node sizes of two types of R-trees, disk-optimized R-trees show poor cache performance while cache-optimized R-trees exhibit poor disk performance. In this paper, we propose a cache and disk optimized R-tree, called the PR-tree (Prefetching R-tree). For the cache performance, the node size of the PR-tree is wider than a cache line, and the prefetch instruction is used to reduce the number of cache misses. For the I/O performance, the nodes of the PR-tree are fitted into one disk page. We represent the detailed analysis of cache misses for range queries, and enumerate all the reasonable in-page leaf and nonleaf node sizes, and heights of in-page trees to figure out tree parameters for best cache and I/O performance. The PR-tree that we propose achieves better cache performance than the disk-optimized R-tree: a factor of 3.5-15.1 improvement for one-by-one insertions, 6.5-15.1 improvement for deletions, 1.3-1.9 improvement for range queries, and 2.7-9.7 improvement for k-nearest neighbor queries. All experimental results do not show notable declines of the I/O performance.

k-Interest Places Search Algorithm for Location Search Map Service (위치 검색 지도 서비스를 위한 k관심지역 검색 기법)

  • Cho, Sunghwan;Lee, Gyoungju;Yu, Kiyun
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.31 no.4
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    • pp.259-267
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    • 2013
  • GIS-based web map service is all the more accessible to the public. Among others, location query services are most frequently utilized, which are currently restricted to only one keyword search. Although there increases the demand for the service for querying multiple keywords corresponding to sequential activities(banking, having lunch, watching movie, and other activities) in various locations POI, such service is yet to be provided. The objective of the paper is to develop the k-IPS algorithm for quickly and accurately querying multiple POIs that internet users input and locating the search outcomes on a web map. The algorithm is developed by utilizing hierarchical tree structure of $R^*$-tree indexing technique to produce overlapped geometric regions. By using recursive $R^*$-tree index based spatial join process, the performance of the current spatial join operation was improved. The performance of the algorithm is tested by applying 2, 3, and 4 multiple POIs for spatial query selected from 159 keyword set. About 90% of the test outcomes are produced within 0.1 second. The algorithm proposed in this paper is expected to be utilized for providing a variety of location-based query services, of which demand increases to conveniently support for citizens' daily activities.

Comparison of Inflammatory Markers Changes in Patients Who Used Postoperative Prophylactic Antibiotics within 24 Hours after Spine Surgery and 5 Days after Spine Surgery

  • Youn, Gun;Choi, Man Kyu;Kim, Sung Bum
    • Journal of Korean Neurosurgical Society
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    • v.65 no.6
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    • pp.834-840
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    • 2022
  • Objective : C-reactive protein (CRP) level, erythrocyte sedimentation rate (ESR), and white blood cell (WBC) count are inflammatory markers used to evaluate postoperative infections. Although these markers are non-specific, understanding their normal kinetics after surgery may be helpful in the early detection of postoperative infections. To compliment the recent trend of reducing the duration of antibiotic use, this retrospective study investigated the inflammatory markers of patients who had received antibiotics within 24 hours after surgery according to the Health Insurance Review & Assessment Service guidelines and compared them with those of patients who had received antibiotics for 5 days, which was proven to be non-infectious. Methods : We enrolled 74 patients, divided into two groups. Patients underwent posterior lumbar interbody fusion (PLIF) at a single institution between 2019 and 2020. Group A included 37 patients who received antibiotics within 24 hours after the PLIF procedure, and group B comprised 37 patients who had used antibiotics for 5 days. A 1 : 1 nearest-neighbor propensity-matched analysis was used. The clinical variables included age, sex, medical history, body mass index, estimated blood loss, and operation time. Laboratory data included CRP, ESR, and WBC, which were measured preoperatively and on postoperative days (POD) 1, 3, 5, and 7. Results : CRP dynamics tended to decrease after peaking on POD 3, with a similar trend in both groups. The average CRP level in group B was slightly higher than that in group A; however, the difference was not statistically significant. Multiple linear regression analysis revealed operation time, number of fused levels, and estimated blood loss as significant predictors of a greater CRP peak value (r2=0.473, p<0.001) in patients. No trend (a tendency to decrease from the peak value) could be determined for ESR and WBC count on POD 7. Conclusion : Although slight differences were observed in numerical values and kinetics, sequential changes in inflammatory markers according to the duration of antibiotic administration showed similar patterns. Knowledge of CRP kinetics allows the assessment of the degree of difference between the clinical and expected values.

Bibliometric Analysis on Health Information-Related Research in Korea (국내 건강정보관련 연구에 대한 계량서지학적 분석)

  • Jin Won Kim;Hanseul Lee
    • Journal of the Korean Society for information Management
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    • v.41 no.1
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    • pp.411-438
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    • 2024
  • This study aims to identify and comprehensively view health information-related research trends using a bibliometric analysis. To this end, 1,193 papers from 2002 to 2023 related to "health information" were collected through the Korea Citation Index (KCI) database and analyzed in diverse aspects: research trends by period, academic fields, intellectual structure, and keyword changes. Results indicated that the number of papers related to health information continued to increase and has been decreasing since 2021. The main academic fields of health information-related research included "biomedical engineering," "preventive medicine/occupational environmental medicine," "law," "nursing," "library and information science," and "interdisciplinary research." Moreover, a co-word analysis was performed to understand the intellectual structure of research related to health information. As a result of applying the parallel nearest neighbor clustering (PNNC) algorithm to identify the structure and cluster of the derived network, four clusters and 17 subgroups belonging to them could be identified, centering on two conglomerates: "medical engineering perspective on health information" and "social science perspective on health information." An inflection point analysis was attempted to track the timing of change in the academic field and keywords, and common changes were observed between 2010 and 2011. Finally, a strategy diagram was derived through the average publication year and word frequency, and high-frequency keywords were presented by dividing them into "promising," "growth," and "mature." Unlike previous studies that mainly focused on content analysis, this study is meaningful in that it viewed the research area related to health information from an integrated perspective using various bibliometric methods.

Development of an Approach for Analysing Vegetation Community Mosaic Using Landscape Metrics (경관지수를 활용한 식생군락 모자이크화 분석법)

  • Lee, Peter Sang-Hoon;Jeong, Jong-Chul
    • Journal of Cadastre & Land InformatiX
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    • v.47 no.1
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    • pp.161-178
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    • 2017
  • Whereas the demand for development of forested areas covering more than 60% of Korean territory, permission on the forest development has been still given from the perspective of effective land utilization rather than conservation. As the assessment of large forested areas usually focuses more on forest structure, it has its limitation of observing and analyzing the interior change in forest in this way. This study was aimed at computing landscape metrics using a presence vegetation map and FRAGTSTATS 4.2 and analyzing vegetation mosaics. Colonies in native vegetation were classified into a series of major groups and sub-groups based on the native species within the colonies. The colonies were investigated by analyzing a suite of landscape metrics - Core Area, Percentage of Landscape, Number of Patches, Patch Density, Largest Patch Index, Total Edge, Edge Density, Landscape Shape Index, Mean Patch Area, Euclidean Nearest Neighbor. In the Chungnam province major groups and sub-groups of colonies classified based on the proportion of pine and oak species, and pine species was the principal one in terms of distribution area. As for the competition between pines and oaks, while the coverage of pine-centered colonies were three times larger than those of oak-centered ones, pine colonies showed the greater number of patches and therefore higher fragmentation than oaks at the major group level. For the sub-groups, the largest coverage colonies were not only indicated by Pinus densiflora-Quesrcus mongolica colonies among P. densiflora-centered colonies, Q. accutissima colonies among Q. accutissima-centered ones, Q. accutissima-P. densiflora colonies among Q. accutissima-centered ones, Q. mongolica colonies among Q. mongolica-centered ones, P. thumbergii colonies among P. thumbergii-centered ones, and Q. serrata-Q. acutissima colonies among Q. serrata-centered ones, but also revealed more severely mosaicked than other smaller colonies. The overall mosaicking degree estimated by landscape metrics was considered useful for monitoring and investigating vegetation. However, in order to develop management strategy based on analyzing the reason for the mosaicking process and anticipating a trend in vegetation succession, it is essential to further study about ecological characteristics of each colony in the vegetation.

A Comparison between Simulation Results of DSSAT CROPGRO-SOYBEAN at US Cornbelt using Different Gridded Weather Forecast Data (격자기상예보자료 종류에 따른 미국 콘벨트 지역 DSSAT CROPGRO-SOYBEAN 모형 구동 결과 비교)

  • Yoo, Byoung Hyun;Kim, Kwang Soo;Hur, Jina;Song, Chan-Yeong;Ahn, Joong-Bae
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.24 no.3
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    • pp.164-178
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    • 2022
  • Uncertainties in weather forecasts would affect the reliability of yield prediction using crop models. The objective of this study was to compare uncertainty in crop yield prediction caused by the use of the weather forecast data. Daily weather data were produced at 10 km spatial resolution using W eather Research and Forecasting (W RF) model. The nearest neighbor method was used to downscale these data at the resolution of 5 km (W RF5K). Parameter-elevation Regressions on Independent Slopes Model (PRISM) was also applied to the WRF data to produce the weather data at the same resolution. W RF5K and PRISM data were used as inputs to the CROPGRO-SOYBEAN model to predict crop yield. The uncertainties of the gridded data were analyzed using cumulative growing degree days (CGDD) and cumulative solar radiation (CSRAD) during the soybean growing seasons for the crop of interest. The degree of agreement (DOA) statistics including structural similarity index were determined for the crop model outputs. Our results indicated that the DOA statistics for CGDD were correlated with that for the maturity dates predicted using WRF5K and PRISM data. Yield forecasts had small values of the DOA statistics when large spatial disagreement occured between maturity dates predicted using WRF5K and PRISM. These results suggest that the spatial uncertainties in temperature data would affect the reliability of the phenology and, as a result, yield predictions at a greater degree than those in solar radiation data. This merits further studies to assess the uncertainties of crop yield forecasts using a wide range of crop calendars.

Prediction of a hit drama with a pattern analysis on early viewing ratings (초기 시청시간 패턴 분석을 통한 대흥행 드라마 예측)

  • Nam, Kihwan;Seong, Nohyoon
    • Journal of Intelligence and Information Systems
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    • v.24 no.4
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    • pp.33-49
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    • 2018
  • The impact of TV Drama success on TV Rating and the channel promotion effectiveness is very high. The cultural and business impact has been also demonstrated through the Korean Wave. Therefore, the early prediction of the blockbuster success of TV Drama is very important from the strategic perspective of the media industry. Previous studies have tried to predict the audience ratings and success of drama based on various methods. However, most of the studies have made simple predictions using intuitive methods such as the main actor and time zone. These studies have limitations in predicting. In this study, we propose a model for predicting the popularity of drama by analyzing the customer's viewing pattern based on various theories. This is not only a theoretical contribution but also has a contribution from the practical point of view that can be used in actual broadcasting companies. In this study, we collected data of 280 TV mini-series dramas, broadcasted over the terrestrial channels for 10 years from 2003 to 2012. From the data, we selected the most highly ranked and the least highly ranked 45 TV drama and analyzed the viewing patterns of them by 11-step. The various assumptions and conditions for modeling are based on existing studies, or by the opinions of actual broadcasters and by data mining techniques. Then, we developed a prediction model by measuring the viewing-time distance (difference) using Euclidean and Correlation method, which is termed in our study similarity (the sum of distance). Through the similarity measure, we predicted the success of dramas from the viewer's initial viewing-time pattern distribution using 1~5 episodes. In order to confirm that the model is shaken according to the measurement method, various distance measurement methods were applied and the model was checked for its dryness. And when the model was established, we could make a more predictive model using a grid search. Furthermore, we classified the viewers who had watched TV drama more than 70% of the total airtime as the "passionate viewer" when a new drama is broadcasted. Then we compared the drama's passionate viewer percentage the most highly ranked and the least highly ranked dramas. So that we can determine the possibility of blockbuster TV mini-series. We find that the initial viewing-time pattern is the key factor for the prediction of blockbuster dramas. From our model, block-buster dramas were correctly classified with the 75.47% accuracy with the initial viewing-time pattern analysis. This paper shows high prediction rate while suggesting audience rating method different from existing ones. Currently, broadcasters rely heavily on some famous actors called so-called star systems, so they are in more severe competition than ever due to rising production costs of broadcasting programs, long-term recession, aggressive investment in comprehensive programming channels and large corporations. Everyone is in a financially difficult situation. The basic revenue model of these broadcasters is advertising, and the execution of advertising is based on audience rating as a basic index. In the drama, there is uncertainty in the drama market that it is difficult to forecast the demand due to the nature of the commodity, while the drama market has a high financial contribution in the success of various contents of the broadcasting company. Therefore, to minimize the risk of failure. Thus, by analyzing the distribution of the first-time viewing time, it can be a practical help to establish a response strategy (organization/ marketing/story change, etc.) of the related company. Also, in this paper, we found that the behavior of the audience is crucial to the success of the program. In this paper, we define TV viewing as a measure of how enthusiastically watching TV is watched. We can predict the success of the program successfully by calculating the loyalty of the customer with the hot blood. This way of calculating loyalty can also be used to calculate loyalty to various platforms. It can also be used for marketing programs such as highlights, script previews, making movies, characters, games, and other marketing projects.