• Title/Summary/Keyword: Simulation Test

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Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

Feasibility Study on the Fault Tree Analysis Approach for the Management of the Faults in Running PCR Analysis (PCR 과정의 오류 관리를 위한 Fault Tree Analysis 적용에 관한 시범적 연구)

  • Lim, Ji-Su;Park, Ae-Ri;Lee, Seung-Ju;Hong, Kwang-Won
    • Applied Biological Chemistry
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    • v.50 no.4
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    • pp.245-252
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    • 2007
  • FTA (fault tree analysis), an analytical method for system failure management, was employed in the management of faults in running PCR analysis. PCR is executed through several processes, in which the process of PCR machine operation was selected for the analysis by FTA. The reason for choosing the simplest process in the PCR analysis was to adopt it as a first trial to test a feasibility of the FTA approach. First, fault events-top event, intermediate event, basic events-were identified by survey on expert knowledge of PCR. Then those events were correlated deductively to build a fault tree in hierarchical structure. The fault tree was evaluated qualitatively and quantitatively, yielding minimal cut sets, structural importance, common cause vulnerability, simulation of probability of occurrence of top event, cut set importance, item importance and sensitivity. The top event was 'errors in the step of PCR machine operation in running PCR analysis'. The major intermediate events were 'failures in instrument' and 'errors in actions in experiment'. The basic events were four events, one event and one event based on human errors, instrument failure and energy source failure, respectively. Those events were combined with Boolean logic gates-AND or OR, constructing a fault tree. In the qualitative evaluation of the tree, the basic events-'errors in preparing the reaction mixture', 'errors in setting temperature and time of PCR machine', 'failure of electrical power during running PCR machine', 'errors in selecting adequate PCR machine'-proved the most critical in the occurrence of the fault of the top event. In the quantitative evaluation, the list of the critical events were not the same as that from the qualitative evaluation. It was because the probability value of PCR machine failure, not on the list above though, increased with used time, and the probability of the events of electricity failure and defective of PCR machine were given zero due to rare likelihood of the events in general. It was concluded that this feasibility study is worth being a means to introduce the novel technique, FTA, to the management of faults in running PCR analysis.

Using Spatial Data and Crop Growth Modeling to Predict Performance of South Korean Rice Varieties Grown in Western Coastal Plains in North Korea (공간정보와 생육모의에 의한 남한 벼 품종의 북한 서부지대 적응성 예측)

  • 김영호;김희동;한상욱;최재연;구자민;정유란;김재영;윤진일
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.4 no.4
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    • pp.224-236
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    • 2002
  • A long-term growth simulation was performed at 496 land units in the western coastal plains (WCP) of North Korea to test the potential adaptability of each land unit for growing South Korean rice cultivars. The land units for rice cultivation (CZU), each of them represented by a geographically referenced 5 by 5 km grid tell, were identified by analyzing satellite remote sensing data. Surfaces of monthly climatic normals for daily maximum and minimum temperature, precipitation number of rain days and solar radiation were generated at a 1 by 1 km interval by spatial statistical methods using observed data at 51 synoptic weather stations in North and South Korea during 1981-2000. Grid cells felling within a same CZU and, at the same time, corresponding to the satellite data- identified rice growing pixels were extracted and aggregated to make a spatially explicit climatic normals relevant to the rice growing area of the CZU. Daily weather dataset for 30 years was randomly generated from the monthly climatic normals of each CZU. Growth and development parameters of CERES-rice model suitable for 11 major South Korean cultivars were derived from long-term field observations. Eight treatments comprised of 2 transplanting dates $\times$ 2 cropping systems $\times$ 2 irrigation methods were assigned to each cultivar. Each treatment was simulated with the randomly generated 30 years' daily weather data (from planting to physiological maturity) for 496 land units in WCP to simulate the growth and yield responses to the interannual climate variation. The same model was run with the input data from the 3 major crop experiment stations in South Korea to obtain a 30 year normal performance of each cultivar, which was used as a "reference" for comparison. Results were analyzed with respect to spatial and temporal variation in yield and maturity, and used to evaluate the suitability of each land unit for growing a specific South Korean cultivar. The results may be utilized as decision aids for agrotechnology transfer to North Korea, for example, germplasm evaluation, resource allocation and crop calendar preparation.

IMAGING SIMULATIONS FOR THE KOREAN VLBI NETWORK(KVN) (한국우주전파관측망(KVN)의 영상모의실험)

  • Jung, Tae-Hyun;Rhee, Myung-Hyun;Roh, Duk-Gyoo;Kim, Hyun-Goo;Sohn, Bong-Won
    • Journal of Astronomy and Space Sciences
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    • v.22 no.1
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    • pp.1-12
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    • 2005
  • The Korean VLBI Network (KVN) will open a new field of research in astronomy, geodesy and earth science using the newest three Elm radio telescopes. This will expand our ability to look at the Universe in the millimeter regime. Imaging capability of radio interferometry is highly dependent upon the antenna configuration, source size, declination and the shape of target. In this paper, imaging simulations are carried out with the KVN system configuration. Five test images were used which were a point source, multi-point sources, a uniform sphere with two different sizes compared to the synthesis beam of the KVN and a Very Large Array (VLA) image of Cygnus A. The declination for the full time simulation was set as +60 degrees and the observation time range was -6 to +6 hours around transit. Simulations have been done at 22GHz, one of the KVN observation frequency. All these simulations and data reductions have been run with the Astronomical Image Processing System (AIPS) software package. As the KVN array has a resolution of about 6 mas (milli arcsecond) at 220Hz, in case of model source being approximately the beam size or smaller, the ratio of peak intensity over RMS shows about 10000:1 and 5000:1. The other case in which model source is larger than the beam size, this ratio shows very low range of about 115:1 and 34:1. This is due to the lack of short baselines and the small number of antenna. We compare the coordinates of the model images with those of the cleaned images. The result shows mostly perfect correspondence except in the case of the 12mas uniform sphere. Therefore, the main astronomical targets for the KVN will be the compact sources and the KVN will have an excellent performance in the astrometry for these sources.

Evaluation of Incident Detection Algorithms focused on APID, DES, DELOS and McMaster (돌발상황 검지알고리즘의 실증적 평가 (APID, DES, DELOS, McMaster를 중심으로))

  • Nam, Doo-Hee;Baek, Seung-Kirl;Kim, Sang-Gu
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.119-129
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    • 2004
  • This paper is designed to report the results of development and validation procedures in relation to the Freeway Incident Management System (FIMS) prototype development as part of Intelligent Transportation Systems Research and Development program. The central core of the FIMS is an integration of the component parts and the modular, but the integrated system for freeway management. The whole approach has been component-orientated, with a secondary emphasis being placed on the traffic characteristics at the sites. The first action taken during the development process was the selection of the required data for each components within the existing infrastructure of Korean freeway system. After through review and analysis of vehicle detection data, the pilot site led to the utilization of different technologies in relation to the specific needs and character of the implementation. This meant that the existing system was tested in a different configuration at different sections of freeway, thereby increasing the validity and scope of the overall findings. The incident detection module has been performed according to predefined system validation specifications. The system validation specifications have identified two component data collection and analysis patterns which were outlined in the validation specifications; the on-line and off-line testing procedural frameworks. The off-line testing was achieved using asynchronous analysis, commonly in conjunction with simulation of device input data to take full advantage of the opportunity to test and calibrate the incident detection algorithms focused on APID, DES, DELOS and McMaster. The simulation was done with the use of synchronous analysis, thereby providing a means for testing the incident detection module.

Compact and Wideband Coupled-Line 3-dB Ring Hybrids (Coupled Line으로 구성된 작고 넓은 대역폭을 가지는 3-dB Ring Hybrids)

  • Ahn, Hee-Ran;Kim, Jung-Joon;Kim, Bum-Man
    • The Journal of Korean Institute of Electromagnetic Engineering and Science
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    • v.19 no.8
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    • pp.862-877
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    • 2008
  • In this paper, two types of wideband 3-dB ring hybrids are compared and discussed to show the ring hybrid with a set of coupled-line sections better. However, the better one still has a realization problem that perfect matching can be achieved only with -3 dB coupling power. To solve the problem, a set of coupled-line sections with two shorts is synthesized using one- and two-port equivalent circuits and design equations are derived to have perfect matching, regardless of the coupling power. Based on the design equations, a modified ${\Pi}-type$ of transmission-line equivalent circuit is newly suggested. It consists of coupled-line sections with two shorts and two open stubs and can be used to reduce a transmission-line section, especially when its electrical length is greater than ${\pi}$. Therefore, the $3\;{\lambda}/4$ transmission-line section of a conventional ring hybrid can be reduced to less than ${\pi}/2$. To verify the modified ${\Pi}-type$ of transmission- line equivalent circuit, two kinds of simulations are carried out; one is fixing the electrical length of the coupled-line sections and the other fixing its coupling coefficient. The simulation results show that the bandwidths of resulting small transmission lines are strongly dependent on the coupling power. Using modified and conventional ${\Pi}-types$ of transmission-line equivalent circuits, a small ring hybrid is built and named a compact wideband coupled-line ring hybrid, due to the fact that a set of coupled-line sections is included. One of compact ring hybrids is compared with a conventional ring hybrid and the compared results demonstrate that the bandwidth of a proposed compact ring hybrid is much wider, in spite of being more than three times smaller in size. To test the compact ring hybrids, a microstrip compact ring hybrid, whose total transmission-line length is $220^{\circ}$, is fabricated and measured. The measured power divisions($S_{21}$, $S_{41}$, $S_{23}$ and $S_{43}$) are -2.78 dB, -3.34 dB, -2.8 dB and -3.2 dB, respectively at a design center frequency of 2 GHz, matching and isolation less than -20 dB in more than 20 % fractional bandwidth.

Comparison of Forest Carbon Stocks Estimation Methods Using Forest Type Map and Landsat TM Satellite Imagery (임상도와 Landsat TM 위성영상을 이용한 산림탄소저장량 추정 방법 비교 연구)

  • Kim, Kyoung-Min;Lee, Jung-Bin;Jung, Jaehoon
    • Korean Journal of Remote Sensing
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    • v.31 no.5
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    • pp.449-459
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    • 2015
  • The conventional National Forest Inventory(NFI)-based forest carbon stock estimation method is suitable for national-scale estimation, but is not for regional-scale estimation due to the lack of NFI plots. In this study, for the purpose of regional-scale carbon stock estimation, we created grid-based forest carbon stock maps using spatial ancillary data and two types of up-scaling methods. Chungnam province was chosen to represent the study area and for which the $5^{th}$ NFI (2006~2009) data was collected. The first method (method 1) selects forest type map as ancillary data and uses regression model for forest carbon stock estimation, whereas the second method (method 2) uses satellite imagery and k-Nearest Neighbor(k-NN) algorithm. Additionally, in order to consider uncertainty effects, the final AGB carbon stock maps were generated by performing 200 iterative processes with Monte Carlo simulation. As a result, compared to the NFI-based estimation(21,136,911 tonC), the total carbon stock was over-estimated by method 1(22,948,151 tonC), but was under-estimated by method 2(19,750,315 tonC). In the paired T-test with 186 independent data, the average carbon stock estimation by the NFI-based method was statistically different from method2(p<0.01), but was not different from method1(p>0.01). In particular, by means of Monte Carlo simulation, it was found that the smoothing effect of k-NN algorithm and mis-registration error between NFI plots and satellite image can lead to large uncertainty in carbon stock estimation. Although method 1 was found suitable for carbon stock estimation of forest stands that feature heterogeneous trees in Korea, satellite-based method is still in demand to provide periodic estimates of un-investigated, large forest area. In these respects, future work will focus on spatial and temporal extent of study area and robust carbon stock estimation with various satellite images and estimation methods.

Simulation Model of Two Dimensional Heat Transfer in Grain Bin (저장곡물(貯藏穀物) Bin내(內)의 삼차원(三次元) 열전달모형(熱傳達模型))

  • Han, Kwang Jin;Kim, Man Soo
    • Korean Journal of Agricultural Science
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    • v.12 no.1
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    • pp.118-127
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    • 1985
  • The grain temperature is a crucial factor determining the deterioration rate of stored grain. Therefore, it is used to be predicted in order to evaluate the various stored methods rapidly and inexpensively. In this study, a mathematical model was developed to simulate the temperatures of grain stored in a cylinderical bin. It was formulated for the two dimensional heat transfer by the finite difference method. Then, it was verified statistically using the actual test deta and the predicted. The changes of grain temperature were analyed using the simulated data of one year for a safe stoarge and the following results were obtained: 1. Simulation model developed by the finite difference method was validated with the actual and the predicted grain temperatures and it's result showed that it could predict the grain temperature of storage bin reasonably well. 2. Grain temperature near the wall of storage bin were changed with $6-7^{\circ}C$ higher then average atmospheric temperature from June to September. Therefore, the parts of stored grain near the wall is supposed to be deteriorated fast. 3. When the dimension of bin diameter is about the same as the bed height, the changes of grain temperature of radial direction was higher than the verticals. 4. The predicted temperature showed that the grain temperature of which were from the end of April to mid October were higher than the safe storage limit at Yusung, Korea.

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Recent Progress in Air-Conditioning and Refrigeration Research : A Review of Papers Published in the Korean Journal of Air-Conditioning and Refrigeration Engineering in 2013 (설비공학 분야의 최근 연구 동향 : 2013년 학회지 논문에 대한 종합적 고찰)

  • Lee, Dae-Young;Kim, Sa Ryang;Kim, Hyun-Jung;Kim, Dong-Seon;Park, Jun-Seok;Ihm, Pyeong Chan
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
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    • v.26 no.12
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    • pp.605-619
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    • 2014
  • This article reviews the papers published in the Korean Journal of Air-Conditioning and Refrigeration Engineering during 2013. It is intended to understand the status of current research in the areas of heating, cooling, ventilation, sanitation, and indoor environments of buildings and plant facilities. Conclusions are as follows. (1) The research works on the thermal and fluid engineering have been reviewed as groups of fluid machinery, pipes and relative parts including orifices, dampers and ducts, fuel cells and power plants, cooling and air-conditioning, heat and mass transfer, two phase flow, and the flow around buildings and structures. Research issues dealing with home appliances, flows around buildings, nuclear power plant, and manufacturing processes are newly added in thermal and fluid engineering research area. (2) Research works on heat transfer area have been reviewed in the categories of heat transfer characteristics, pool boiling and condensing heat transfer and industrial heat exchangers. Researches on heat transfer characteristics included the results for general analytical model for desiccant wheels, the effects of water absorption on the thermal conductivity of insulation materials, thermal properties of Octadecane/xGnP shape-stabilized phase change materials and $CO_2$ and $CO_2$-Hydrate mixture, effect of ground source heat pump system, the heat flux meter location for the performance test of a refrigerator vacuum insulation panel, a parallel flow evaporator for a heat pump dryer, the condensation risk assessment of vacuum multi-layer glass and triple glass, optimization of a forced convection type PCM refrigeration module, surface temperature sensor using fluorescent nanoporous thin film. In the area of pool boiling and condensing heat transfer, researches on ammonia inside horizontal smooth small tube, R1234yf on various enhanced surfaces, HFC32/HFC152a on a plain surface, spray cooling up to critical heat flux on a low-fin enhanced surface were actively carried out. In the area of industrial heat exchangers, researches on a fin tube type adsorber, the mass-transfer kinetics of a fin-tube-type adsorption bed, fin-and-tube heat exchangers having sine wave fins and oval tubes, louvered fin heat exchanger were performed. (3) In the field of refrigeration, studies are categorized into three groups namely refrigeration cycle, refrigerant and modeling and control. In the category of refrigeration cycle, studies were focused on the enhancement or optimization of experimental or commercial systems including a R410a VRF(Various Refrigerant Flow) heat pump, a R134a 2-stage screw heat pump and a R134a double-heat source automotive air-conditioner system. In the category of refrigerant, studies were carried out for the application of alternative refrigerants or refrigeration technologies including $CO_2$ water heaters, a R1234yf automotive air-conditioner, a R436b water cooler and a thermoelectric refrigerator. In the category of modeling and control, theoretical and experimental studies were carried out to predict the performance of various thermal and control systems including the long-term energy analysis of a geo-thermal heat pump system coupled to cast-in-place energy piles, the dynamic simulation of a water heater-coupled hybrid heat pump and the numerical simulation of an integral optimum regulating controller for a system heat pump. (4) In building mechanical system research fields, twenty one studies were conducted to achieve effective design of the mechanical systems, and also to maximize the energy efficiency of buildings. The topics of the studies included heating and cooling, HVAC system, ventilation, and renewable energies in the buildings. Proposed designs, performance tests using numerical methods and experiments provide useful information and key data which can improve the energy efficiency of the buildings. (5) The field of architectural environment is mostly focused on indoor environment and building energy. The main researches of indoor environment are related to infiltration, ventilation, leak flow and airtightness performance in residential building. The subjects of building energy are worked on energy saving, operation method and optimum operation of building energy systems. The remained studies are related to the special facility such as cleanroom, internet data center and biosafety laboratory. water supply and drain system, defining standard input variables of BIM (Building Information Modeling) for facility management system, estimating capability and providing operation guidelines of subway station as shelter for refuge and evaluation of pollutant emissions from furniture-like products.

Evaluation of a Conjugate View Method for Determination of Kidney Uptake (신장 방사선 섭취량 결정을 위한 Conjugate View 방법에 대한 평가)

  • Bong, Jung-Kyun;Yun, Mi-Jin;Lee, Jong-Doo;Kim, Hee-Joung;Son, Hye-Kyung;Kwon, Yun-Youug;Park, Hae-Jeong;Kim, Yu-Seun
    • The Korean Journal of Nuclear Medicine
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    • v.39 no.3
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    • pp.191-199
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    • 2005
  • Purpose: In order to obtain better quantitation of kidney uptake, this study is to evaluate a conjugate view method (CVM) using a geometric mean attenuation correction for kidney uptake and to compare it to Gate's method. Materials & Methods: We used a Monte Carlo code, SIMIND and a Zubal phantom, to simulate kidney uptake. SIMIND was both simulated with or without scatter for the Zubal phantom. Also, a real phantom test was carried out using a dual-head gamma camera. The activity of 0.5 mCi was infused into two small cylinder phantoms of 5 cm diameter, and then, they were inserted into a cylinder phantom of 20 cm diameter. The results by the CVM method were compared with ideal data without both of attenuation and scatter and with Gate's method. The CVM was performed with or without scatter correction. The Gate's method was performed without scatter correction and it was evaluated with regards to $0.12cm^{-1}\;and\;0.15cm^{-1}$ attenuation coefficients. Data were analyzed with comparisons of mean counts in the legions of interest (ROI), profiles drawn over kidney images and linear regression. Correlation coefficients were calculated with ideal data, as well. Results: In the case of the computer simulation, mean counts measured from ideal data, the CVM and the Gate's method were (right $998{\pm}209$, left: $896{\pm}249$), (right: $911{\pm}207$, left: $815{\pm}265$), and (right: $1065{\pm}267$, left: $1546{\pm}267$), respectively. The ideal data showed good correlation with the CVM and the correlation coefficients of the CVM, Gate's method were (right: 0.91, left: 0.93) and (right: 0.85, left: 0.90), respectively. Conclusion: The conjugate view method using geometric mean attenuation correction resulted in better accuracy than the Gate's method. In conclusion, the conjugate view method independent of renal depths may provide more accurate kidney uptake.