• Radiation Oncology Journal
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• v.28 no.3
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• pp.155-165
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• 2010

Purpose: In order to evaluate the positional uncertainty of internal organs during radiation therapy for treatment of liver cancer, we measured differences in inter- and intra-fractional variation of the tumor position and tidal amplitude using 4-dimentional computed radiograph (DCT) images and gated orthogonal setup kilovolt (KV) images taken on every treatment using the on board imaging (OBI) and real time position management (RPM) system. Materials and Methods: Twenty consecutive patients who underwent 3-dimensional (3D) conformal radiation therapy for treatment of liver cancer participated in this study. All patients received a 4DCT simulation with an RT16 scanner and an RPM system. Lipiodol, which was updated near the target volume after transarterial chemoembolization or diaphragm was chosen as a surrogate for the evaluation of the position difference of internal organs. Two reference orthogonal (anterior and lateral) digital reconstructed radiograph (DRR) images were generated using CT image sets of 0% and 50% into the respiratory phases. The maximum tidal amplitude of the surrogate was measured from 3D conformal treatment planning. After setting the patient up with laser markings on the skin, orthogonal gated setup images at 50% into the respiratory phase were acquired at each treatment session with OBI and registered on reference DRR images by setting each beam center. Online inter-fractional variation was determined with the surrogate. After adjusting the patient setup error, orthogonal setup images at 0% and 50% into the respiratory phases were obtained and tidal amplitude of the surrogate was measured. Measured tidal amplitude was compared with data from 4DCT. For evaluation of intra-fractional variation, an orthogonal gated setup image at 50% into the respiratory phase was promptly acquired after treatment and compared with the same image taken just before treatment. In addition, a statistical analysis for the quantitative evaluation was performed. Results: Medians of inter-fractional variation for twenty patients were 0.00 cm (range, -0.50 to 0.90 cm), 0.00 cm (range, -2.40 to 1.60 cm), and 0.00 cm (range, -1.10 to 0.50 cm) in the X (transaxial), Y (superior-inferior), and Z (anterior-posterior) directions, respectively. Significant inter-fractional variations over 0.5 cm were observed in four patients. Min addition, the median tidal amplitude differences between 4DCTs and the gated orthogonal setup images were -0.05 cm (range, -0.83 to 0.60 cm), -0.15 cm (range, -2.58 to 1.18 cm), and -0.02 cm (range, -1.37 to 0.59 cm) in the X, Y, and Z directions, respectively. Large differences of over 1 cm were detected in 3 patients in the Y direction, while differences of more than 0.5 but less than 1 cm were observed in 5 patients in Y and Z directions. Median intra-fractional variation was 0.00 cm (range, -0.30 to 0.40 cm), -0.03 cm (range, -1.14 to 0.50 cm), 0.05 cm (range, -0.30 to 0.50 cm) in the X, Y, and Z directions, respectively. Significant intra-fractional variation of over 1 cm was observed in 2 patients in Y direction. Conclusion: Gated setup images provided a clear image quality for the detection of organ motion without a motion artifact. Significant intra- and inter-fractional variation and tidal amplitude differences between 4DCT and gated setup images were detected in some patients during the radiation treatment period, and therefore, should be considered when setting up the target margin. Monitoring of positional uncertainty and its adaptive feedback system can enhance the accuracy of treatments.

• Korean Journal of Agricultural and Forest Meteorology
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• v.14 no.4
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• pp.207-221
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• 2012

Air temperature in Korea has increased by $1.5^{\circ}C$ over the last 100 years, which is nearly twice the global average rate during the same period. Moreover, it is projected that such change in temperature will continue in the 21st century. The objective of this study was to evaluate the potential impacts of future climate change on the rice production and adaptation methods in Korea. Climate data for the baseline (1971~2000) and the three future climate (2011~2040, 2041~2070, and 2071~2100) at fifty six sites in South Korea under IPCC SRES A1B scenario were used as the input to the rice crop model ORYZA2000. Six experimental schemes were carried out to evaluate the combined effects of climatic warming, $CO_2$ fertilization, and cropping season on rice production. We found that the average production in 2071~2100 would decrease by 23%, 27%, and 29% for early, middle, and middle-late rice maturing type, respectively, when cropping seasons were fixed. In contrast, predicted yield reduction was ~0%, 6%, and 7%, for early, middle, and middle-late rice maturing type, respectively, when cropping seasons were changed. Analysis of variation suggested that climatic warming, $CO_2$ fertilization, cropping season, and rice maturing type contributed 60, 10, 12, and 2% of rice yield, respectively. In addition, regression analysis suggested 14~46 and 53~86% of variations in rice yield were explained by grain number and filled grain ratio, respectively, when cropping season was fixed. On the other hand, 46~78 and 22~53% of variations were explained respectively with changing cropping season. It was projected that sterility caused by high temperature would have no effect on rice yield. As a result, rice yield reduction in the future climate in Korea would resulted from low filled grain ratio due to high growing temperature during grain-filling period because the $CO_2$ fertilization was insufficient to negate the negative effect of climatic warming. However, adjusting cropping seasons to future climate change may alleviate the rice production reduction by minimizing negative effect of climatic warming without altering positive effect of $CO_2$ fertilization, which improves weather condition during the grain-filling period.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.107-122
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• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.