• 한국항해항만학회지
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• 제47권6호
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• pp.358-366
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• 2023

본 연구는 해양수산부의 '지능형 해상교통정보시스템' 서비스 중 '사고취약선박 모니터링 서비스'의 선박 충돌 경보를 개선하기 위한 것으로, 현재의 선박 충돌 경보는 대형 선박 위주의 데이터와 그 운항자에 기반한 설문조사 레이블을 가지고 지도 학습(SL)한 모델을 사용하고 있다. 이로 인해, 소형선박 데이터 및 운항자의 의견이 현재 충돌 지도학습 모델에 반영되지 않아, 소형선박 운항자가 느끼는 체감보다 먼 거리에서 경보가 제공되기 때문에 그 효과가 미비하다. 또한, 지도학습(SL) 방법은 레이블링 된 다수의 데이터가 필요하지만, 레이블링 과정에서 많은 자원과 시간이 필요하다. 본 논문은 이러한 한계를 극복하기 위해 준지도학습(SSL)의 알고리즘인 Label Propagation과 TabNet을 사용하여 레이블이 결정되지 않은 데이터를 활용하여 소형선박을 위한 충돌 경보의 분류 모델을 연구하였다. 충돌 경보의 분류 모델을 활용하여 소형선박 운항자를 대상으로 실해역 시험을 수행한 결과 운항자의 만족도가 증가하는 결과를 확인하였다.

• 경영과학
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• 제28권1호
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• pp.53-60
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• 2011

Time series analysis methods have been traditionally used in stock price prediction. However, most of the existing methods represent some methodological limitations in reflecting influence from external factors that affect the fluctuation of stock prices, such as oil prices, exchange rates, money interest rates, and the stock price indexes of other countries. To overcome the limitations, we propose a network based method incorporating the relations between the individual company stock prices and the external factors by using a graph-based semi-supervised learning algorithm. For verifying the significance of the proposed method, it was applied to the prediction problems of company stock prices listed in the KOSPI from January 2007 to August 2008.

• 대한산업공학회지
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• 제37권1호
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• pp.64-73
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• 2011

Oil price prediction is an important issue for the regulators of the government and the related industries. When employing the time series techniques for prediction, however, it becomes difficult and challenging since the behavior of the series of oil prices is dominated by quantitatively unexplained irregular external factors, e.g., supply- or demand-side shocks, political conflicts specific to events in the Middle East, and direct or indirect influences from other global economical indices, etc. Identifying and quantifying the relationship between oil price and those external factors may provide more relevant prediction than attempting to unclose the underlying structure of the series itself. Technically, this implies the prediction is to be based on the vectoral data on the degrees of the relationship rather than the series data. This paper proposes a novel method for time series prediction of using Semi-Supervised Learning that was originally designed only for the vector types of data. First, several time series of oil prices and other economical indices are transformed into the multiple dimensional vectors by the various types of technical indicators and the diverse combination of the indicator-specific hyper-parameters. Then, to avoid the curse of dimensionality and redundancy among the dimensions, the wellknown feature extraction techniques, PCA and NLPCA, are employed. With the extracted features, a timepointspecific similarity matrix of oil prices and other economical indices is built and finally, Semi-Supervised Learning generates one-timepoint-ahead prediction. The series of crude oil prices of West Texas Intermediate (WTI) was used to verify the proposed method, and the experiments showed promising results : 0.86 of the average AUC.