• International Journal of Fuzzy Logic and Intelligent Systems
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• v.16 no.1
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• pp.44-51
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• 2016

Recently, artificial intelligence has reached the level of top information technologies that will have significant influence over many aspects of our future lifestyles. In particular, in the fields of machine learning technologies for classification and decision-making, there have been a lot of research efforts for solving estimation and control problems that appear in the various kinds of portfolio management problems via data-driven approaches. Note that these modern data-driven approaches, which try to find solutions to the problems based on relevant empirical data rather than mathematical analyses, are useful particularly in practical application domains. In this paper, we consider some applications of modern data-driven machine learning methods for portfolio management problems. More precisely, we apply a simplified version of the sparse Gaussian process (GP) classification method for classifying users' sensitivity with respect to financial risk, and then present two portfolio management issues in which the GP application results can be useful. Experimental results show that the GP applications work well in handling simulated data sets.

• Journal of KIISE:Databases
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• v.34 no.1
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• pp.18-34
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• 2007

In order to provide various business analysis methods, OLAP(On-Line Analytical Processing) systems represent their data with multidimensional structures. These multidimensional data are often delivered to users in the horizontal format of tables whose columns are corresponding to values of dimension attributes. Since the horizontal tables nay have a large number of columns, they cannot be stored directly in relational database systems. Furthermore, the tables are likely to have many null values (i.e., sparse tables). In order to manage the horizontal tables efficiently, we can store them as the vertical format of tables which has dimension attribute names as their columns thus transforms the columns of horizontal tables into rows. In this way, every queries for horizontal tables have to be transformed into those for vertical tables. This paper proposed a technique for transforming horizontal table queries into vertical table ones by utilizing not only traditional relational algebraic operators but also the PIVOT operator which recent DBMS versions are providing. For achieving this goal, we designed a relational algebraic expression equivalent to the PIVOT operator and we formally proved their equivalence. Then, we developed a transformation technique for horizontal table queries using the PIVOT operator. We also performed experiments to analyze the performance of the proposed method. From the experimental results, we revealed that the proposed method has better performance than existing methods.

• Journal of the Korea Society of Computer and Information
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• v.28 no.5
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• pp.75-82
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• 2023

In collaborative filtering systems, the item rating prediction values calculated by the systems are very important for customer satisfaction with the recommendation list. In the time-aware system, predictions are calculated by reflecting the rating time of users, and in general, exponentially lower weights are assigned to past rating values. In this study, to find out whether the influence of rating time on the rating value varies according to various factors, the correlation between user rating value and rating time is investigated by the degree of user rating activity, the popularity of items, and item genres. As a result, using two types of public datasets, especially in the sparse dataset, significantly different correlation index values were obtained for each factor. Therefore, it is confirmed that the influence weight of the rating time on the rating prediction value should be set differently in consideration of the above-mentioned various factors as well as the density of the dataset.

• The Journal of Korean Institute of Communications and Information Sciences
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• v.39A no.5
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• pp.258-270
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• 2014

In this paper, we investigate channel capacity of two kinds of uplink OFDMA (Orthogonal Frequency Division Multiple Access) schemes, i.e. ZCZ (Zero Correlation Zone) code time-spread OFDMA and sparse SC-FDMA (Single Carrier Frequency Division Mmultiple Access) robust to access timing offset (TO) among multiple users. In order to reflect the practical condition, we consider not only access TO among multiple users but also peak to average power ratio (PAPR) which is one of hot issues of uplink OFDMA. In the case with access TO among multiple users, the amplified signal of users by power control might affect a severe interference to signals of other users. Meanwhile, amplified signal by considering distance between user and base station might be distorted due to the limit of amplifier and thus the performance might degrade. In order to achieve the maximum channel capacity, we investigate the combinations of transmit power so called ASF (adaptive scaling factor) by numerical simulations. We check that the channel capacity of the case with ASF increases compared to the case with considering only distance i.e. ASF=1. From the simulation results, In the case of high signal to noise ratio (SNR), ZCZ code time-spread OFDMA achieves higher channel capacity compared to sparse block SC-FDMA. On the other hand, in the case of low SNR, the sparse block SC-FDMA achieves better performance compared to ZCZ time-spread OFDMA.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.14 no.9
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• pp.3745-3761
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• 2020

Low-rank representation methods already achieve many applications in the image reconstruction. However, for high-gradient image patches with rich texture details and strong edge information, it is difficult to find sufficient similar patches. Existing low-rank representation methods usually destroy image critical details and fail to preserve edge structure. In order to promote the performance, a new representation-based image super-resolution reconstruction method is proposed, which combines gradient domain guided image filter with the structure-constrained low-rank representation so as to enhance image details as well as reveal the intrinsic structure of an input image. Firstly, we extract the gradient domain guided filter of each atom in high resolution dictionary in order to acquire high-frequency prior information. Secondly, this prior information is taken as a structure constraint and introduced into the low-rank representation framework to develop a new model so as to maintain the edges of reconstructed image. Thirdly, the approximate optimal solution of the model is solved through alternating direction method of multipliers. After that, experiments are performed and results show that the proposed algorithm has higher performances than conventional state-of-the-art algorithms in both quantitative and qualitative aspects.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.7 no.11
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• pp.2702-2719
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• 2013

A new optimal scheme based on curvelet transform is proposed for retinal image enhancement (RIE) using real-coded quantum genetic algorithm. Curvelet transform has better performance in representing edges than classical wavelet transform for its anisotropy and directional decomposition capabilities. For more precise reconstruction and better visualization, curvelet coefficients in corresponding subbands are modified by using a nonlinear enhancement mapping function. An automatic method is presented for selecting optimal parameter settings of the nonlinear mapping function via quantum genetic search strategy. The performance measures used in this paper provide some quantitative comparison among different RIE methods. The proposed method is tested on the DRIVE and STARE retinal databases and compared with some popular image enhancement methods. The experimental results demonstrate that proposed method can provide superior enhanced retinal image in terms of several image quantitative evaluation indexes.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.12 no.2
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• pp.604-625
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• 2018

Nowadays, SMS spam has been overflowing in many countries. In fact, the standards of filtering SMS spam are different from country to country. However, the current technologies and researches about SMS spam filtering all focus on dividing SMS message into two classes: legitimate and illegitimate. It does not conform to the actual situation and need. Furthermore, they are facing several difficulties, such as: (1) High quality and large-scale SMS spam corpus is very scarce, fine categorized SMS spam corpus is even none at all. This seriously handicaps the researchers' studies. (2) The limited length of SMS messages lead to lack of enough features. These factors seriously degrade the performance of the traditional classifiers (such as SVM, K-NN, and Bayes). In this paper, we present a new fine categorized SMS spam corpus which is unique and the largest one as far as we know. In addition, we propose a classifier, which is based on the probability topic model. The classifier can alleviate feature sparse problem in the task of SMS spam filtering. Moreover, we compare the approach with three typical classifiers on the new SMS spam corpus. The experimental results show that the proposed approach is more effective for the task of SMS spam filtering.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.7
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• pp.2568-2584
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• 2015

Spectral clustering has become one of the most popular clustering approaches in recent years. Similarity graph constructed on the data is one of the key factors that influence the performance of spectral clustering. However, the similarity graphs constructed by existing methods usually contain some unreliable edges. To construct reliable similarity graph for spectral clustering, an efficient method based on Markov random walk (MRW) is proposed in this paper. In the proposed method, theMRW model is defined on the raw k-NN graph and the neighbors of each sample are determined by the probability of the MRW. Since the high order transition probabilities carry complex relationships among data, the neighbors in the graph determined by our proposed method are more reliable than those of the existing methods. Experiments are performed on the synthetic and real-world datasets for performance evaluation and comparison. The results show that the graph obtained by our proposed method reflects the structure of the data better than those of the state-of-the-art methods and can effectively improve the performance of spectral clustering.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.9 no.7
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• pp.2667-2682
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• 2015

Due to the wide application of face recognition (FR) in information security, surveillance, access control and others, it has received significantly increased attention from both the academic and industrial communities during the past several decades. However, partial face occlusion is one of the most challenging problems in face recognition issue. In this paper, a novel method based on linear regression-based classification (LRC) algorithm is proposed to address this problem. After all images are downsampled and divided into several blocks, we exploit the evaluator of each block to determine the clear blocks of the test face image by using linear regression technique. Then, the remained uncontaminated blocks are utilized to partial occluded face recognition issue. Furthermore, an improved Distance-based Evidence Fusion approach is proposed to decide in favor of the class with average value of corresponding minimum distance. Since this occlusion removing process uses a simple linear regression approach, the completely computational cost approximately equals to LRC and much lower than sparse representation-based classification (SRC) and extended-SRC (eSRC). Based on the experimental results on both AR face database and extended Yale B face database, it demonstrates the effectiveness of the proposed method on issue of partial occluded face recognition and the performance is satisfactory. Through the comparison with the conventional methods (eigenface+NN, fisherfaces+NN) and the state-of-the-art methods (LRC, SRC and eSRC), the proposed method shows better performance and robustness.

• Smart Structures and Systems
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• v.3 no.3
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• pp.245-261
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• 2007

Nonlinear time-domain system identification (SI) algorithm is proposed to assess damage in a shear building by synchronously estimating time-varying stiffness and damping parameters using measured acceleration data. Mass properties have been assumed as the a priori known information. Viscous damping was utilized for the current research. To chase possible nonlinear dynamic behavior under severe vibration, an incremental governing equation of vibrational motion has been utilized. Stiffness and damping parameters are estimated at each time step by minimizing the response error between measured and computed acceleration increments at the measured degrees-of-freedom. To solve a nonlinear constrained optimization problem for optimal structural parameters, sensitivities of acceleration increment were formulated with respect to stiffness and damping parameters, respectively. Incremental state vectors of vibrational motion were computed numerically by Newmark-${\beta}$ method. No model is pre-defined in the proposed algorithm for recovering the nonlinear response. A time-window scheme together with Monte Carlo iterations was utilized to estimate parameters with noise polluted sparse measured acceleration. A moving average scheme was applied to estimate the time-varying trend of structural parameters in all the examples. To examine the proposed SI algorithm, simulation studies were carried out intensively with sample shear buildings under earthquake excitations. In addition, the algorithm was applied to assess damage with laboratory test data obtained from free vibration on a three-story shear building model.