• Title/Summary/Keyword: Real Data Analysis

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Development of a Limit Order Book Analysis Tool for Automated Stock Trading Systems

  • Gyu-Sang Cho
    • International Journal of Internet, Broadcasting and Communication
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    • v.16 no.3
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    • pp.363-369
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    • 2024
  • In this paper, we develope a LOB(Limit Order Book) analyzing tool for an automated trading system, which features real-time and offline analysis of LOB data in conjunction with execution data. The 10-tier LOB data analyzer developed in this paper, which contains ask/bid prices and the execution data, receivs transaction requests in real-time from the Kiwoom Open API+ server. In the OnReceiveTrData event, the transaction data from the server is received and processed. The real-time data, triggered by the transaction, is received and processed in the OnReceiveRealData event. These two types of data are stored in a database and replayed in the same way as if it were a real-time situation in simulation mode. The LOB data are selectively read and analyzed in a necessary time points. The tool provides various features such as bar chart analysis and pattern analysis of the total shares on the bid side and ask side, which are used to develop a tool to accurately determine the timing of stock trading.

Road Surface Data Collection and Analysis using A2B Communication in Vehicles from Bearings and Deep Learning Research

  • Young-Min KIM;Jae-Yong HWANG;Sun-Kyoung KANG
    • Korean Journal of Artificial Intelligence
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    • v.11 no.4
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    • pp.21-27
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    • 2023
  • This paper discusses a deep learning-based road surface analysis system that collects data by installing vibration sensors on the 4-axis wheel bearings of a vehicle, analyzes the data, and appropriately classifies the characteristics of the current driving road surface for use in the vehicle's control system. The data used for road surface analysis is real-time large-capacity data, with 48K samples per second, and the A2B protocol, which is used for large-capacity real-time data communication in modern vehicles, was used to collect the data. CAN and CAN-FD commonly used in vehicle communication, are unable to perform real-time road surface analysis due to bandwidth limitations. By using A2B communication, data was collected at a maximum bandwidth for real-time analysis, requiring a minimum of 24K samples/sec for evaluation. Based on the data collected for real-time analysis, performance was assessed using deep learning models such as LSTM, GRU, and RNN. The results showed similar road surface classification performance across all models. It was also observed that the quality of data used during the training process had an impact on the performance of each model.

Coordinates Matching in the Image Detection System For the Road Traffic Data Analysis

  • Kim, Jinman;Kim, Hiesik
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.35.4-35
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    • 2001
  • Image detection system for road traffic data analysis is a real time detection system using image processing techniques to get the real-time traffic information which is used for traffic control and analysis. One of the most important functions in this system is to match the coordinates of real world and that of image on video camera. When there in no way to know the exact position of camera and it´s height from the object. If some points on the road of real world are known it is possible to calculate the coordinates of real world from image.

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Data anomaly detection and Data fusion based on Incremental Principal Component Analysis in Fog Computing

  • Yu, Xue-Yong;Guo, Xin-Hui
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.10
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    • pp.3989-4006
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    • 2020
  • The intelligent agriculture monitoring is based on the perception and analysis of environmental data, which enables the monitoring of the production environment and the control of environmental regulation equipment. As the scale of the application continues to expand, a large amount of data will be generated from the perception layer and uploaded to the cloud service, which will bring challenges of insufficient bandwidth and processing capacity. A fog-based offline and real-time hybrid data analysis architecture was proposed in this paper, which combines offline and real-time analysis to enable real-time data processing on resource-constrained IoT devices. Furthermore, we propose a data process-ing algorithm based on the incremental principal component analysis, which can achieve data dimensionality reduction and update of principal components. We also introduce the concept of Squared Prediction Error (SPE) value and realize the abnormal detection of data through the combination of SPE value and data fusion algorithm. To ensure the accuracy and effectiveness of the algorithm, we design a regular-SPE hybrid model update strategy, which enables the principal component to be updated on demand when data anomalies are found. In addition, this strategy can significantly reduce resource consumption growth due to the data analysis architectures. Practical datasets-based simulations have confirmed that the proposed algorithm can perform data fusion and exception processing in real-time on resource-constrained devices; Our model update strategy can reduce the overall system resource consumption while ensuring the accuracy of the algorithm.

A Realtime Analytical System of Football Game

  • Min, Dae-kee
    • Communications for Statistical Applications and Methods
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    • v.8 no.2
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    • pp.557-564
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    • 2001
  • The objective of he study is to record the real conditions along with the soccer ball that is, each player's ball keeping time, the number football keeping, accuracy of passing to other player, direction, etc., on a real-time basis, measure them in numbers and get necessary analyzed output as much as one needs. The study consists of the following stages: (1) Record the data by drawing through Visual Interface on a real-time basis; (2) Graphic windows to display the recorded data item by item in graphic; (3) Form windows to display the individual or team scores anytime when needed; (4) Windows to display the analyzed data in visualized form. The effect of the study is threefold: (1) It inputs all the game-related data on a real-time basis, which was impossible before and shows analyzed contents during the game enabling each tea manager o use; (2) In cse of TV broadcasting or newspaper articles, it explains objectively the situations of he game to the TV viewers or readers; (3) After the game, it provides importance information on each team's playing ability and individual player's technical improvement through data analysis.

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Real-Time Characteristic Analysis of a DCS Communication Network for Nuclear Power Plants (원자력 발전소 분산 제어 시스템을 위한 네트워크의 실시간 특성 해석)

  • Lee, Sung-Woo;Yim, Han-Suck
    • The Transactions of the Korean Institute of Electrical Engineers A
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    • v.48 no.5
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    • pp.650-657
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    • 1999
  • In this paper, a real-time communication method using a PICNET-NP(Plant Instrumentation and Control Network for Nuclear Power plant) is proposed with an analysis of the control network requirements of DCS(Distributed Control System) in unclear power plants. The method satisfies deadline in case of worst data traffics by considering aperiodic and periodic real-time data and others.

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Real-Time Characteristic Analysis of a DCS Communication Network for Nuclear Power Plants (원자력 발전소 디지털 제어 시스템을 위한 네트워크의 실시간 특성 해석)

  • Lee, Sung-Woo;Kim, Seok-Gon;Song, Seong-Il
    • Proceedings of the KIEE Conference
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    • 2003.11c
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    • pp.797-801
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    • 2003
  • In this paper, a real-time communication method using a PICNET-NP (Plant Instrumentation and Control Network for Nuclear Power plant) is proposed with an analysis of the control network requirements of DCS (Distributed Control System) in nuclear power plants. The method satisfies deadline in case of worst data traffics by considering aperiodic and periodic real-time data and others.

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The Effects of Cost Stickiness on Real Earnings Management: A Data Analysis of Export Marketers

  • Oh, Yu-Gyeom;Kim, Moon-Hong
    • Asia-Pacific Journal of Business
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    • v.13 no.3
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    • pp.93-118
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    • 2022
  • Purpose - Export marketers may have incentives to attempt real earnings management to avoid low reported earnings. Therefore, we attempted to verify the relationship between cost stickiness and real earnings management in the context of export marketing. Design/methodology/approach - Data were collected from exporters that settle-accounts in December excluding financial businesses listed on the stock market from 2015 to 2019. Multiple regression analysis were employed to analyze the data. Findings - The results showed that there is a negative relationship between cost stickiness and real earnings management. In addition, the results showed that export marketers little attempt to offset the cost inefficiency caused by the increase in expense because of cost stickiness with opportunistic management activities through real earnings management. Rather, as the level of real earnings management appears lower, exporters showing cost stickiness are expected to report management performance based on actual marketing. Furthermore, exporters with a high level of managerial centrality or high managerial overconfidence little attempt to offset cost inefficiency caused by cost stickiness with real earnings management activities. Research implications or Originality - Our study is the first to investigate the quality of earnings information of exporters with cost stickiness. Based on the results, we suggested efficient marketing strategies for exporters.

An Adaptive and Real-Time System for the Analysis and Design of Underground Constructions

  • Gutierrez, Marte
    • Geotechnical Engineering
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    • v.26 no.9
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    • pp.33-47
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    • 2010
  • Underground constructions continue to provide challenges to Geotechnical Engineers yet they pose the best opportunities for development and deployment of advance technologies for analysis, design and construction. The reason for this is that, by virtue of the nature of underground constructions, more data and information on ground characteristics and response become available as the construction progresses. However, due to several barriers, these data and information are rarely, if ever, utilized to modify and improve project design and construction during the construction stage. To enable the use of evolving realtime data and information, and adaptively modify and improve design and construction, the paper presents an analysis and design system, called AMADEUS, for underground projects. AMADEUS stands for Adaptive, real-time and geologic Mapping, Analysis and Design of Underground Space. AMADEUS relies on recent advances in IT (Information Technology), particularly in digital imaging, data management, visualization and computation to significantly improve analysis, design and construction of underground projects. Using IT and remote sensors, real-time data on geology and excavation response are gathered during the construction using non-intrusive techniques which do not require expensive and time-consuming monitoring. The real-time data are then used to update geological and geomechanical models of the excavation, and to determine the optimal, construction sequences and stages, and structural support. Virtual environment (VE) systems are employed to allow virtual walk-throughs inside an excavation, observe geologic conditions, perform virtual construction operations, and investigate stability of the excavation via computer simulation to steer the next stages of construction.

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InTouch HMI Development to Real-Time Power System Analysis (실시간 전력 계통 해석을 위한 InTouch HMI 구현)

  • Ahn, Chang-Han;Lee, Sang-Deok;Park, Ji-Ho;Chang, Byung-Hoon;Lee, Hyun-Chul;Lee, Geun-Joon;Baek, Young-Sik
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.58 no.12
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    • pp.2322-2327
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    • 2009
  • Uncertainty of power system operation increases due to complexity and facilities diversification in the power system. Therefore the importance of SCADA(Supervisory Control and Data Acquisition) system which obtain and manage the actual data in real-time is very important. Accordingly in the studies of power system analysis, the efforts to include real-time power system analysis in simulation and applications are made in many ways. The real-time communication characteristics of SCADA system is considered so as to develop the power system analysis program that matches actual system conditions. The observation and management of SCADA system is realized by Intouch which is mainly used for factory automation and PSS/E(Power System Simulator for Engineers) provides real time system data. SQL DB and Python language is used for real-time communication between the softwares. It is very comfortable to use the various functions in Intouch WindowMaker.