• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.177-192
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• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• 제어로봇시스템학회:학술대회논문집
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• 2003.10a
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• pp.1022-1027
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• 2003

The Motion controllers provide the sophisticated performance and enhanced capabilities we can see in the movements of robotic systems. Several types of motion controllers are available, some based on the kind of overall control system in use. PLC (Programmable Logic Controller)-based motion controllers still predominate. The many peoples use MCU (Micro Controller Unit)-based board level motion controllers and will continue to in the near-term future. These motion controllers control a variety motor system like robotic systems. Generally, They consist of large and complex circuits. PLC-based motion controller consists of high performance PLC, development tool, and application specific software. It can be cause to generate several problems that are large size and space, much cabling, and additional high coasts. MCU-based motion controller consists of memories like ROM and RAM, I/O interface ports, and decoder in order to operate MCU. Additionally, it needs DPRAM to communicate with host PC, counter to get position information of motor by using encoder signal, additional circuits to control servo, and application specific software to generate a various velocity profiles. It can be causes to generate several problems that are overall system complexity, large size and space, much cabling, large power consumption and additional high costs. Also, it needs much times to calculate velocity profile because of generating by software method and don't generate various velocity profiles like arbitrary velocity profile. Therefore, It is hard to generate expected various velocity profiles. And further, to embed real-time OS (Operating System) is considered for more reliable motion control. In this paper, the structure of chip-based precision motion controller is proposed to solve above-mentioned problems of control systems. This proposed motion controller is designed with a FPGA (Field Programmable Gate Arrays) by using the VHDL (Very high speed integrated circuit Hardware Description Language) and Handel-C that is program language for deign hardware. This motion controller consists of Velocity Profile Generator (VPG) part to generate expected various velocity profiles, PCI Interface part to communicate with host PC, Feedback Counter part to get position information by using encoder signal, Clock Generator to generate expected various clock signal, Controller part to control position of motor with generated velocity profile and position information, and Data Converter part to convert and transmit compatible data to D/A converter.

• The Journal of the Acoustical Society of Korea
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• v.39 no.2
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• pp.120-130
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• 2020

This paper solves the problem in underdetermined convolutive mixture by improving the disadvantages of the multichannel nonnegative matrix factorization technique widely used in blind source separation. In conventional researches based on Spatial Covariance Matrix (SCM), each element composed of values such as power gain of single channel and correlation tends to degrade the quality of the separated sources due to high variance. In this paper, level and frequency normalization is performed to effectively cluster the estimated sources. Therefore, we propose a novel SCM and an effective distance function for cluster pairs. In this paper, the proposed SCM is used for the initialization of the spatial model and used for hierarchical agglomerative clustering in the bottom-up approach. The proposed algorithm was experimented using the 'Signal Separation Evaluation Campaign 2008 development dataset'. As a result, the improvement in most of the performance indicators was confirmed by utilizing the 'Blind Source Separation Eval toolbox', an objective source separation quality verification tool, and especially the performance superiority of the typical SDR of 1 dB to 3.5 dB was verified.

• Journal of the Korean Institute of Intelligent Systems
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• v.24 no.2
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• pp.123-128
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• 2014

This paper presents the study about MGV(Magnetic guidance vehicle) with up-and-down rotating type differential drive unit. Previous MGV needs the landmarks to get the driving information and additional sensor to recognize the landmarks except for localization sensor. Previous MGV requires at least 2 drive units when common fixed differential drive unit is used because it occurs the problems with driving control and localization error from imbalance of the MGV's weight. To solve such problems, we propose the MGV using up-and-down rotating type differential drive unit. Proposed MGV recognizes the driving information from the pattern which is consisted of both pole of magnet without landmarks and additional sensors, and it control the backward movement using up-and-down rotating type differential drive unit instead of common drive units. Proposed MGV considers KF(Kalman filter) to improve the localization accuracy. To verify the performance of proposed method, we designed MGV for the experiment. As the results, we can confirm the performance of propoesed method to recognize the pattern and to control the backward movement. With respect to localization, proposed method has the less RMSE about 5.6904 mm than previous method.

• Journal of the Korean Institute of Intelligent Systems
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• v.26 no.1
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• pp.44-49
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• 2016

This paper proposed the method to improve performance of a pixel, which has low accuracy, by applying image segmentation methods based on color and multi-threshold of brightness. Stereo matching is the process to find the corresponding point on the right image with the point on the left image. For this process, distance(depth) information in stereo images is calculated. However, in the case of a region which has textureless, stereo matching has low accuracy and bad pixels occur on the disparity map. In the proposed method, the relationship between adjacent pixels is considered for compensating bad pixels. Generally, the object has similar color and brightness. Therefore, by considering the relationship between regions based on segmented regions by means of color and multi-threshold of brightness respectively, the region which is considered as parts of same object is re-segmented. According to relationship information of segmented sets of pixels, bad pixels in the disparity map are compensated efficiently. By applying the proposed method, the results show a decrease of nearly 28% in the number of bad pixels of the image applied the method which is established.

• Journal of the Korean Solar Energy Society
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• v.30 no.6
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• pp.73-80
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• 2010

This study was conducted to estimate the relative performance of modules with changed characteristics due to long term exposure to the outdoor environment, with a specially made test device for simultaneous measurement of real time power output from the photovoltaic array, taking into account the inclined panel, direct irradiation, power being generated, temperature as well as the optimal analysis timing. In terminology description, M is an abbreviation of module and Group A, Group B are 10 modules series connection (1~10 of M), (11~20 of M) for each of them respectively. The overall mean voltage difference of M-18 with the lowest power output and M-14 with the highest output is-2.13V and it was identifiable that voltage difference was more concentrated to Group B. In addition, in case of M-2 and M-7, M-8, when compared with M-14, the overall mean voltage difference was -0.92V, -1.56 and -0.91V respectively showing the more concentration to Group A. When the temperature of module went up by $1^{\circ}C$, the mean voltage was reduced by 0.35V. For current, Group A was lower than Group B by-0.022A and the ratio of each group was 49.68% and 50.32% respectively, presumably the module with deteriorated properties were more concentrated to Group A relatively. From the comparison of relations with the comprehensive accumulation, M-2, M-7, M-8, M-16 and M-18 were those with deterioration of performance to the worst, thereby requiring precision examination. In comparative efficiency, M-14 was the most excellent one as 12.19% while M-18 as 10.53% was identified that its efficiency was comparatively rapidly reduced.

• KIPS Transactions on Software and Data Engineering
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• v.7 no.4
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• pp.129-134
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• 2018

Recently, the artificial neural network (ANN) model is a promising technique in the prediction, numerical control, robot control and pattern recognition. We predicted the outside temperature of greenhouse using ANN and utilized the model in greenhouse control. The performance of ANN model was evaluated and compared with multiple regression model(MRM) and support vector machine (SVM) model. The 10-fold cross validation was used as the evaluation method. In order to improve the prediction performance, the data reduction was performed by correlation analysis and new factor were extracted from measured data to improve the reliability of training data. The backpropagation algorithm was used for constructing ANN, multiple regression model was constructed by M5 method. And SVM model was constructed by epsilon-SVM method. As the result showed that the RMSE (Root Mean Squared Error) value of ANN, MRM and SVM were 0.9256, 1.8503 and 7.5521 respectively. In addition, by applying the prediction model to greenhouse heating load calculation, it can increase the income by reducing the energy cost in the greenhouse. The heating load of the experimented greenhouse was 3326.4kcal/h and the fuel consumption was estimated to be 453.8L as the total heating time is $10000^{\circ}C/h$. Therefore, data mining technology of ANN can be applied to various agricultural fields such as precise greenhouse control, cultivation techniques, and harvest prediction, thereby contributing to the development of smart agriculture.

• Composites Research
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• v.35 no.6
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• pp.378-393
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• 2022

As an emerging power generation technology, triboelectric nanogenerators (TENGs) have received increasing attention due to their boundless promise in energy harvesting and self-powered sensing applications. The recent rise of soft robotics has sparked widespread enthusiasm for developing flexible and soft sensors and actuators. TENGs have been regarded as promising power sources for driving actuators and self-powered sensors, providing a unique approach for the development of soft robots with soft sensors and actuators. In this review, TENG-based soft robots with different morphologies and different functions are introduced. Among them, the design of biomimetic soft robots that imitate the structure, surface morphology, material properties, and sensing/generating mechanisms of nature has greatly benefited in improving the performance of TENGs. In addition, various bionic soft robots have been well improved compared to previous driving methods due to the simple structure, self-powering characteristics, and tunable output of TENGs. Furthermore, we provide a comprehensive review of various studies within specific areas of TENG-enabled soft robotics applications. We first explore various recently developed TENG-based soft robots and a comparative analysis of various device structures, surface morphologies, and nature-inspired materials, and the resulting improvements in TENG performance. Various ubiquitous sensing principles and generation mechanisms used in nature and their analogous artificial TENG designs are demonstrated. Finally, biomimetic applications of TENG enabled in tactile displays as well as in wearable devices, artificial electronic skin and other devices are discussed. System designs, challenges and prospects of TENGs-based sensing and actuation devices in the practical application of soft robotics are analyzed.

• Journal of Bio-Environment Control
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• v.31 no.4
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• pp.270-278
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• 2022

This study was conducted using deep learning technology to classify for 'Mihwang' peach maturity with RGB images and fruit quality attributes during fruit development and maturation periods. The 730 images of peach were used in the training data set and validation data set at a ratio of 8:2. The remains of 170 images were used to test the deep learning models. In this study, among the fruit quality attributes, firmness, Hue value, and a^* value were adapted to the index with maturity classification, such as immature, mature, and over mature fruit. This study used the CNN (Convolutional Neural Networks) models for image classification; VGG16 and InceptionV3 of GoogLeNet. The performance results show 87.1% and 83.6% with Hue left value in VGG16 and InceptionV3, respectively. In contrast, the performance results show 72.2% and 76.9% with firmness in VGG16 and InceptionV3, respectively. The loss rate shows 54.3% and 62.1% with firmness in VGG16 and InceptionV3, respectively. It considers increasing for adapting a field utilization with firmness index in peach.

• The Journal of the Korea institute of electronic communication sciences
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• v.17 no.2
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• pp.343-350
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• 2022

It is worth verifying the effectiveness of data integration between data with different features. This study investigated whether the data integration affects the accuracy of deep neural network (DNN), and which integration method shows the best improvement. This study used two different public datasets. One public dataset was taken in an actual farm in India. And another was taken in a laboratory environment in Korea. Leaf images were selected from two different public datasets to have five classes which includes normal and four different types of plant diseases. DNN used pre-trained VGG16 as a feature extractor and multi-layer perceptron as a classifier. Data were integrated into three different ways to be used for the training process. DNN was trained in a supervised manner via the integrated data. The trained DNN was evaluated by using a test dataset taken in an actual farm. DNN shows the best accuracy for the test dataset when DNN was first trained by images taken in the laboratory environment and then trained by images taken in the actual farm. The results show that data integration between plant images taken in a different environment helps improve the performance of deep neural networks. And the results also confirmed that independent use of plant images taken in different environments during the training process is more effective in improving the performance of DNN.