• Journal of Korean Society of Industrial and Systems Engineering
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• v.46 no.4
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• pp.152-159
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• 2023

This study endeavors to enrich investment prospects in cryptocurrency by establishing a rationale for investment decisions. The primary objective involves evaluating the predictability of four prominent cryptocurrencies - Bitcoin, Ethereum, Litecoin, and EOS - and scrutinizing the efficacy of trading strategies developed based on the prediction model. To identify the most effective prediction model for each cryptocurrency annually, we employed three methodologies - AutoRegressive Integrated Moving Average (ARIMA), Long Short-Term Memory (LSTM), and Prophet - representing traditional statistics and artificial intelligence. These methods were applied across diverse periods and time intervals. The result suggested that Prophet trained on the previous 28 days' price history at 15-minute intervals generally yielded the highest performance. The results were validated through a random selection of 100 days (20 target dates per year) spanning from January 1st, 2018, to December 31st, 2022. The trading strategies were formulated based on the optimal-performing prediction model, grounded in the simple principle of assigning greater weight to more predictable assets. When the forecasting model indicates an upward trend, it is recommended to acquire the cryptocurrency with the investment amount determined by its performance. Experimental results consistently demonstrated that the proposed trading strategy yields higher returns compared to an equal portfolio employing a buy-and-hold strategy. The cryptocurrency trading model introduced in this paper carries two significant implications. Firstly, it facilitates the evolution of cryptocurrencies from speculative assets to investment instruments. Secondly, it plays a crucial role in advancing deep learning-based investment strategies by providing sound evidence for portfolio allocation. This addresses the black box issue, a notable weakness in deep learning, offering increased transparency to the model.

• Journal of Korea Society of Industrial Information Systems
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• v.28 no.5
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• pp.77-87
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• 2023

Wind turbines playing a critical role in renewable energy generation, accurately assessing their operational status is crucial for maximizing energy production and minimizing downtime. This study conducts a comparative analysis of different neural network models for wind turbine condition diagnosis, evaluating their effectiveness using a dataset containing sensor measurements and historical turbine data. The study utilized supervisory control and data acquisition data, collected from 2 MW doubly-fed induction generator-based wind turbine system (Model HQ2000), for the analysis. Various neural network models such as artificial neural network, long short-term memory, and recurrent neural network were built, considering factors like activation function and hidden layers. Symmetric mean absolute percentage error were used to evaluate the performance of the models. Based on the evaluation, conclusions were drawn regarding the relative effectiveness of the neural network models for wind turbine condition diagnosis. The research results guide model selection for wind turbine condition diagnosis, contributing to improved reliability and efficiency through advanced neural network-based techniques and identifying future research directions for further advancements.

• Journal of the Korea Society of Computer and Information
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• v.28 no.11
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• pp.43-52
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• 2023

Rubber produced by rubber companies is subjected to quality suitability inspection through rheometer test, followed by secondary processing for automobile parts. However, rheometer test is being conducted by humans and has the disadvantage of being very dependent on experts. In order to solve this problem, this paper proposes a deep learning-based rheometer quality inspection system. The proposed system combines LSTM(Long Short-Term Memory) and CNN(Convolutional Neural Network) to take advantage of temporal and spatial characteristics from the rheometer. Next, combination materials of each rubber was used as an auxiliary input to enable quality conformity inspection of various rubber products in one model. The proposed method examined its performance with 30,000 validation datasets. As a result, an F1-score of 0.9940 was achieved on average, and its excellence was proved.

• Korea Trade Review
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• v.48 no.2
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• pp.27-43
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• 2023

The maritime industry is playing an increasingly vital part in global economic expansion. Specifically, the Baltic Dry Index is highly correlated with global commodity prices. Hence, the importance of BDI prediction research increases. But, since the global situation has become more volatile, it has become methodologically more difficult to predict the BDI accurately. This paper proposes an integrated machine-learning strategy for accurately forecasting BDI trends. This study combines the benefits of a convolutional neural network (CNN) and long short-term memory neural network (LSTM) for research on prediction. We collected daily BDI data for over 27 years for model fitting. The research findings indicate that CNN successfully extracts BDI data features. On this basis, LSTM predicts BDI accurately. Model R2 attains 94.7 percent. Our research offers a novel, machine-learning-integrated approach to the field of shipping economic indicators research. In addition, this study provides a foundation for risk management decision-making in the fields of shipping institutions and financial investment.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.18 no.2
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• pp.456-477
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• 2024

With information technology's rapid development, the Internet faces serious security problems. Studies have shown that malware has become a primary means of attacking the Internet. Therefore, adversarial samples have become a vital breakthrough point for studying malware. By studying adversarial samples, we can gain insights into the behavior and characteristics of malware, evaluate the performance of existing detectors in the face of deceptive samples, and help to discover vulnerabilities and improve detection methods for better performance. However, existing adversarial sample generation methods still need help regarding escape effectiveness and mobility. For instance, researchers have attempted to incorporate perturbation methods like Fast Gradient Sign Method (FGSM), Projected Gradient Descent (PGD), and others into adversarial samples to obfuscate detectors. However, these methods are only effective in specific environments and yield limited evasion effectiveness. To solve the above problems, this paper proposes a malware adversarial sample generation method (PixGAN) based on the pixel attention mechanism, which aims to improve adversarial samples' escape effect and mobility. The method transforms malware into grey-scale images and introduces the pixel attention mechanism in the Deep Convolution Generative Adversarial Networks (DCGAN) model to weigh the critical pixels in the grey-scale map, which improves the modeling ability of the generator and discriminator, thus enhancing the escape effect and mobility of the adversarial samples. The escape rate (ASR) is used as an evaluation index of the quality of the adversarial samples. The experimental results show that the adversarial samples generated by PixGAN achieve escape rates of 97%, 94%, 35%, 39%, and 43% on the Random Forest (RF), Support Vector Machine (SVM), Convolutional Neural Network (CNN), Convolutional Neural Network and Recurrent Neural Network (CNN_RNN), and Convolutional Neural Network and Long Short Term Memory (CNN_LSTM) algorithmic detectors, respectively.

• Journal of the Korea Society of Computer and Information
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• v.29 no.7
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• pp.73-80
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• 2024

In this paper, we proposes a method to improve the accuracy of predicting the Korea Composite Stock Price Index (KOSPI) by combining topic modeling and Long Short-Term Memory (LSTM) neural networks. In this paper, we use the Latent Dirichlet Allocation (LDA) technique to extract ten major topics related to interest rate increases and decreases from financial news data. The extracted topics, along with historical KOSPI index data, are input into an LSTM model to predict the KOSPI index. The proposed model has the characteristic of predicting the KOSPI index by combining the time series prediction method by inputting the historical KOSPI index into the LSTM model and the topic modeling method by inputting news data. To verify the performance of the proposed model, this paper designs four models (LSTM_K model, LSTM_KNS model, LDA_K model, LDA_KNS model) based on the types of input data for the LSTM and presents the predictive performance of each model. The comparison of prediction performance results shows that the LSTM model (LDA_K model), which uses financial news topic data and historical KOSPI index data as inputs, recorded the lowest RMSE (Root Mean Square Error), demonstrating the best predictive performance.

• Structural Engineering and Mechanics
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• v.91 no.1
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• pp.39-47
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• 2024

Bridge deterioration shows the change of bridge condition during its operation, and predicting bridge deterioration is important for implementing predictive protection and planning future maintenance. However, in practical application, the raw inspection data of bridges are not continuous, which has a greater impact on the accuracy of the prediction results. Therefore, two kinds of bridge deterioration models are established in this paper: one is based on the traditional regression theory, combined with the distribution fitting theory to preprocess the data, which solves the problem of irregular distribution and incomplete quantity of raw data. Secondly, based on the theory of Long Short-Term Memory (LSTM) Recurrent Neural Network (RNN), the network is trained using the raw inspection data, which can realize the prediction of the future deterioration of bridges through the historical data. And the inspection data of 60 prestressed concrete box girder bridges in Xiamen, China are used as an example for validation and comparative analysis, and the results show that both deterioration models can predict the deterioration of prestressed concrete box girder bridges. The regression model shows that the bridge deteriorates gradually, while the LSTM-RNN model shows that the bridge keeps great condition during the first 5 years and degrades rapidly from 5 years to 15 years. Based on the current inspection database, the LSTM-RNN model performs better than the regression model because it has smaller prediction error. With the continuous improvement of the database, the results of this study can be extended to other bridge types or other degradation factors can be introduced to improve the accuracy and usefulness of the deterioration model.

• Journal of Information Processing Systems
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• v.20 no.3
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• pp.375-390
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• 2024

Edge computing architecture has effectively alleviated the computing pressure on cloud platforms, reduced network bandwidth consumption, and improved the quality of service for user experience; however, it has also introduced new security issues. Existing anomaly detection methods in big data scenarios with cloud-edge computing collaboration face several challenges, such as sample imbalance, difficulty in dealing with complex network traffic attacks, and difficulty in effectively training large-scale data or overly complex deep-learning network models. A lightweight deep-learning model was proposed to address these challenges. First, normalization on the user side was used to preprocess the traffic data. On the edge side, a trained Wasserstein generative adversarial network (WGAN) was used to supplement the data samples, which effectively alleviates the imbalance issue of a few types of samples while occupying a small amount of edge-computing resources. Finally, a trained lightweight deep learning network model is deployed on the edge side, and the preprocessed and expanded local data are used to fine-tune the trained model. This ensures that the data of each edge node are more consistent with the local characteristics, effectively improving the system's detection ability. In the designed lightweight deep learning network model, two sets of convolutional pooling layers of convolutional neural networks (CNN) were used to extract spatial features. The bidirectional long short-term memory network (BiLSTM) was used to collect time sequence features, and the weight of traffic features was adjusted through the attention mechanism, improving the model's ability to identify abnormal traffic features. The proposed model was experimentally demonstrated using the NSL-KDD, UNSW-NB15, and CIC-ISD2018 datasets. The accuracies of the proposed model on the three datasets were as high as 0.974, 0.925, and 0.953, respectively, showing superior accuracy to other comparative models. The proposed lightweight deep learning network model has good application prospects for anomaly traffic detection in cloud-edge collaborative computing architectures.

• Dementia and Neurocognitive Disorders
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• v.23 no.3
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• pp.146-160
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• 2024

Background and Purpose: The emotions of people at various stages of dementia need to be effectively utilized for prevention, early intervention, and care planning. With technology available for understanding and addressing the emotional needs of people, this study aims to develop speech emotion recognition (SER) technology to classify emotions for people at high risk of dementia. Methods: Speech samples from people at high risk of dementia were categorized into distinct emotions via human auditory assessment, the outcomes of which were annotated for guided deep-learning method. The architecture incorporated convolutional neural network, long short-term memory, attention layers, and Wav2Vec2, a novel feature extractor to develop automated speech-emotion recognition. Results: Twenty-seven kinds of Emotions were found in the speech of the participants. These emotions were grouped into 6 detailed emotions: happiness, interest, sadness, frustration, anger, and neutrality, and further into 3 basic emotions: positive, negative, and neutral. To improve algorithmic performance, multiple learning approaches were applied using different data sources-voice and text-and varying the number of emotions. Ultimately, a 2-stage algorithm-initial text-based classification followed by voice-based analysis-achieved the highest accuracy, reaching 70%. Conclusions: The diverse emotions identified in this study were attributed to the characteristics of the participants and the method of data collection. The speech of people at high risk of dementia to companion robots also explains the relatively low performance of the SER algorithm. Accordingly, this study suggests the systematic and comprehensive construction of a dataset from people with dementia.

• Journal of Korea Society of Industrial Information Systems
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• v.29 no.4
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• pp.13-24
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• 2024

In this paper, we analyzed the performance of normalization according to various neural network models and input-output structures. For the analysis, a simulation-based dataset for noise environments with homogeneous and up to three interfering signals was used. As a result, the end-to-end structure that directly outputs noise variance showed superior performance when using a 1-D convolutional neural network and BiLSTM model, and was analyzed to be particularly robust against interference signals. This is because the 1-D convolutional neural network and bidirectional long short-term memory models have stronger inductive bias than the multilayer perceptron and transformer models. The analysis of this paper are expected to be used as a useful reference for future research on deep learning-based normalization.