• Title/Summary/Keyword: Pattern Analysts

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T-Cache: a Fast Cache Manager for Pipeline Time-Series Data (T-Cache: 시계열 배관 데이타를 위한 고성능 캐시 관리자)

  • Shin, Je-Yong;Lee, Jin-Soo;Kim, Won-Sik;Kim, Seon-Hyo;Yoon, Min-A;Han, Wook-Shin;Jung, Soon-Ki;Park, Se-Young
    • Journal of KIISE:Computing Practices and Letters
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    • v.13 no.5
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    • pp.293-299
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    • 2007
  • Intelligent pipeline inspection gauges (PIGs) are inspection vehicles that move along within a (gas or oil) pipeline and acquire signals (also called sensor data) from their surrounding rings of sensors. By analyzing the signals captured in intelligent PIGs, we can detect pipeline defects, such as holes and curvatures and other potential causes of gas explosions. There are two major data access patterns apparent when an analyzer accesses the pipeline signal data. The first is a sequential pattern where an analyst reads the sensor data one time only in a sequential fashion. The second is the repetitive pattern where an analyzer repeatedly reads the signal data within a fixed range; this is the dominant pattern in analyzing the signal data. The existing PIG software reads signal data directly from the server at every user#s request, requiring network transfer and disk access cost. It works well only for the sequential pattern, but not for the more dominant repetitive pattern. This problem becomes very serious in a client/server environment where several analysts analyze the signal data concurrently. To tackle this problem, we devise a fast in-memory cache manager, called T-Cache, by considering pipeline sensor data as multiple time-series data and by efficiently caching the time-series data at T-Cache. To the best of the authors# knowledge, this is the first research on caching pipeline signals on the client-side. We propose a new concept of the signal cache line as a caching unit, which is a set of time-series signal data for a fixed distance. We also provide the various data structures including smart cursors and algorithms used in T-Cache. Experimental results show that T-Cache performs much better for the repetitive pattern in terms of disk I/Os and the elapsed time. Even with the sequential pattern, T-Cache shows almost the same performance as a system that does not use any caching, indicating the caching overhead in T-Cache is negligible.

Actual Conditions of Burglaries and Analysis on Residential Invasion Burglaries in Daegu Area (강도 범죄의 실태 및 대구 지역 침입 강도 범죄 분석)

  • Lee, Sang-Ho;Kwak, Jyung-Sik
    • Journal of forensic and investigative science
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    • v.2 no.2
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    • pp.5-20
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    • 2007
  • During the period from 2001 to 2005, 29,892 burglaries took place in Korea with the approximate average annual number - 5,978 cases. This study was conducted to analyze the reported burglaries and the result was summarized as follows. There were 8,605 residential invasion burglaries (28.8%) as the most frequent characteristic pattern. The exit was used as the most frequent invasion route for 4,031 invasion burglaries (64.3%), and an unlocked exit door or window was used as the most frequent invasion method for 2,462 invasion burglaries (28.6%). The hours just after midnight (between 00:00 and 04:00) were the most frequent time for invasion burglary to occur. Also, 5,652 burglaries occurred on Wednesday which was twice higher than on Sunday (2,988 burglaries). It was shown that the number of persons injured during burglaries were 260 deaths and 10,610 injuries. The places of the highest occurrence were the street with 10,183 burglaries (34%) and then residential place with 7,527 burglaries (approximately 25%). One-man burglary was the highest complicity: 15,012 offenders (56.1%). The knife was used as the most frequent instrument for 6,498 burglaries (24,3%) what is rare, while no criminal tool or instrument was used for 15,631 burglaries (58.4). During the period from 2001 to 2006, 1,506 burglaries occurred in Daegu and the average annual number was 251 burglaries. Among those,515 residential invasion burglaries (34.2%) took place and the average annual number was approximately 86 cases. The hours just after midnight (between 00:00 and 04:00) were the most frequent time for invasion burglary to occur (194 cases, 37.7%), the place of the highest invasion occurrence was the residential place (259 cases, 50.3%), and the exit was used as the most frequent invasion route (87 cases, 37.7%). An unlocked exit door or window was the most frequent invasion method (65 cases, 25.1%). In addition, pretending to be a delivery man, visitor or following the victim methods were used for 26 burglaries (10%). It is apparent that personal preventive measures against crimes, as well as governmental and social measures, play an important role in preventing burglaries. In particular, based on the analyzed result that an unlocked window or exit door was most frequently used for reported burglaries, it seems that there is a lack of understanding of crime prevention while little effort has been made to prevent crimes. Although everyone knows that locking a door is one of the basic measures to prevent crimes, many people tend to pay little attention to lock a door properly so burglary takes place. This study, therefore, is intended to encourage people to pay more careful attention to crime prevention, in order to help reduce the probability of burglary. With the recent improvement in social understanding of scientific crime investigation, a wide variety of police professions, including crime analysts, crime victim police counselors and coroners, have been prepared to develop the scientific crime investigation and crime analysis. In addition, it is hoped that further this study will contribute to encourage studies on crime prevention to be carried out in the future.

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A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.