• Journal of the Institute of Electronics Engineers of Korea CI
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• v.39 no.4
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• pp.19-27
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• 2002

We proposed an auto-tuning method of learning rate for performance improvement of backpropagation algorithm. Proposed method is used a fuzzy logic system for automatic tuning of learning rate. Instead of choosing a fixed learning rate, the fuzzy logic system is used to dynamically adjust learning rate. The inputs of fuzzy logic system are ${\Delta}$ and $\bar{{\Delta}}$, and the output is the learning rate. In order to verify the effectiveness of the proposed method, we performed simulations on a N-parity problem, function approximation, and Arabic numerals classification. The results show that the proposed method has considerably improved the performance compared to the backpropagation, the backpropagation with momentum, and the Jacobs' delta-bar-delta.

• The Transactions of the Korean Institute of Electrical Engineers P
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• v.59 no.3
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• pp.293-297
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• 2010

Next generation concentrating photovoltaic technologies could have a large-scale impact on world electricity production once they will become economically attractive and grid parity will be reached. Multi-junction solar cells will be characterised by a high value of the cell economical performance index if the cells were able to operate at high concentration level. Concentrating the sunlight by optical devices like lenses or mirrors reduces the area of expensive solar cells or modules, and, moreover, increases their efficiency. Accurate and reliable tracking is an important issue to maintain high the CPV system output power. Further, for high concentration CPV systems, the actual tracker cost is about 20% of the total CPV system cost. In this paper high-concentration is defined as systems using concentration ratios well above 100 times the one sun intensity and trackerlss CPV system studied. Using sphericalness lens and parallel MJ cell connection method were suggested and achieved experiment on a clear day in summer. Development of these high performance multi-junction CPV module promises to accelerate growth in photovoltaic power generation.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.39-55
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• 2019

Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.

• Journal of the Korean Institute of Telematics and Electronics S
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• v.35S no.11
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• pp.88-95
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• 1998

This paper is the result of constructing information processing system such as living creatures' brain based on artificial life techniques. The living things are best information processing system in themselves. One individual is developed from a generative cell. And a species of this individual has adapted itself to the environment through evolution. In this paper, we propose a new method of designing neural networks using biological inspired developmental and evolutionary concept. Ontogeny of organism is embodied in cellular automata(CA) and phylogeny of species is realized by evolutionary algorithms(EAs). We call 'Evolving Cellular Automata Neural Systems' as ECANSI. The connection among cells is determined by the rule of cellular automata. In order to obtain the best neural networks in given environment, we evolve the arragemetn of initial cells. The cell, that is a neuron of neural networks, is modeled on chaotic neuron with firing or rest state like biological neuron. A final output of network is measured by frequency of firing state. The effectiveness of the proposed scheme is verified by applying it to Exclusive-OR and parity problem.

• The KIPS Transactions:PartA
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• v.11A no.1
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• pp.81-88
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• 2004

In this paper, we designed the outer encoder/decoder for the terrestrial DMB that is an advanced digital broadcasting standard, implemented, and verified by using ALTERA FPGA. In the encoder part, it was created the parity bytes (16 bytes) from the input packet (188by1e) of MPEG-2 TS and the encoded data was distributed output by the convolutional interleaver for Preventing burst errors. In the decoder part, It was proposed the algorithm that detects synchronous character suitable to DMB in transmitted data from the encoder. The circuit complexity in RS decoder was reduced by applying a modified Euclid's algorithm. This system has a capability to correct error of the maximum 8 bytes in a packet. After the outer encoder/decoder algorithm was verified by using C language, described in VHDL and implemented in the ALTERA FPGA chips.

• 전자공학회논문지 IE
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• v.43 no.2
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• pp.80-86
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• 2006

The wireless communication based on LDPC and adaptive spatial-subcarrier coded modulation using MQAM for orthogonal frequency division multiplexing (OFDM) wireless transmission by using instantaneous channel state information and employing multiple antennas at both the transmitter and the receiver. Adaptive coded modulation is a promising idea for bandwidth-efficient transmission on time-varying, narrowband wireless channels. On power limited Additive White Gaussian Noise (AWGN) channels, low density parity check (LDPC) codes are a class of error control codes which have demonstrated impressive error correcting qualities, under some conditions performing even better than turbo codes. The paper demonstrates OFDM with LDPC and adaptive modulation applied to Multiple-Input Multiple-Output (MIMO) system. An optimization algorithm to obtain a bit and power allocation for each subcarrier assuming instantaneous channel knowledge is used. The experimental results are shown the potential of our proposed system.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.41 no.5
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• pp.504-511
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• 2016

In this paper, MIMO system based on turbo equalization techniques which LDPC codes were outer code and space time trellis codes (STTC) were employed as an inner code are studied. LDPC decoder and STTC decoder are connected through the interleaving and de-interleaving that updates each other's information repeatedly. In conventional turbo equalization of MIMO system, BCJR decoder which decodes STTC coded bits required two-bit wise decoding processing. Therefore duo-binary turbo codes are optimal for MIMO system combined with STTC codes. However a LDPC decoder requires bit unit processing, because LDPC codes can't be applied to these system. Therefore this paper proposed turbo equalization for MIMO system based on LDPC codes combined with STTC codes. By the simulation results, we confirmed performance of proposed turbo equalization model was improved about 0.6dB than that of conventional LDPC codes.

• Journal of the Institute of Electronics Engineers of Korea CI
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• v.38 no.6
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• pp.26-37
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• 2001

In order to improve the several problems of the general backpropagation, we propose a method using a fuzzy logic system for automatic tuning of the activation function gain in the backpropagation. First, we researched that the changing of the gain of sigmoid function is equivalent to changing the learning rate, the weights, and the biases. The inputs of the fuzzy logic system were the sensitivity of error respect to the last layer and the mean sensitivity of error respect to the hidden layer, and the output was the gain of the sigmoid function. In order to verify the effectiveness of the proposed method, we performed simulations on the parity problem, function approximation, and pattern recognition. The results show that the proposed method has considerably improved the performance compared to the general backpropagation.

• Korean Chemical Engineering Research
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• v.44 no.6
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• pp.659-668
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• 2006

The optimization of supercritical water oxidation (SCWO) process for decomposing nitromethane was studied by means of a design of experiments. The optimum operating region for the SCWO process to minimize COD and T-N of treated water was obtained in a lab scale unit. The authors had compared the results from a SCWO pilot plant with those from a lab scale system to explore the problems of scale-up of SCWO process. The COD and T-N in treated waters were selected as key process output variables (KPOV) for optimization, and the reaction temperature (Temp) and the mole ratio of nitromethane to ammonium hydroxide (NAR) were selected as key process input variables (KPIV) through the preliminary tests. The central composite design as a statistical design of experiments was applied to the optimization, and the experimental results were analyzed by means of the response surface method. From the main effects analysis, it was declared that COD of treated water steeply decreased with increasing Temp but slightly decreased with an increase in NAR, and T-N decreased with increasing both Temp and NAR. At lower Temp as $420{\sim}430^{\circ}C$, the T-N steeply decreased with an increase in NAR, however its variation was negligible at higher Temp above $450^{\circ}C$. The regression equations for COD and T-N were obtained as quadratic models with coded Temp and NAR, and they were confirmed with coefficient of determination ($r^2$) and normality of standardized residuals. The optimum operating region was defined as Temp $450-460^{\circ}C$ and NAR 1.03-1.08 by the intersection area of COD < 2 mg/L and T-N < 40 mg/L with regression equations and considering corrosion prevention. To confirm the optimization results and investigate the scale-up problems of SCWO process, the nitromethane was decomposed in a pilot plant. The experimental results from a SCWO pilot plant were compared with regression equations of COD and T-N, respectively. The results of COD and T-N from a pilot plant could be predicted well with regression equations which were derived in a lab scale SCWO system, although the errors of pilot plant data were larger than lab ones. The predictabilities were confirmed by the parity plots and the normality analyses of standardized residuals.