• Title/Summary/Keyword: Study Module

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Selection Model of System Trading Strategies using SVM (SVM을 이용한 시스템트레이딩전략의 선택모형)

  • Park, Sungcheol;Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.20 no.2
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    • pp.59-71
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    • 2014
  • System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.

A Methodology for Automatic Multi-Categorization of Single-Categorized Documents (단일 카테고리 문서의 다중 카테고리 자동확장 방법론)

  • Hong, Jin-Sung;Kim, Namgyu;Lee, Sangwon
    • Journal of Intelligence and Information Systems
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    • v.20 no.3
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    • pp.77-92
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    • 2014
  • Recently, numerous documents including unstructured data and text have been created due to the rapid increase in the usage of social media and the Internet. Each document is usually provided with a specific category for the convenience of the users. In the past, the categorization was performed manually. However, in the case of manual categorization, not only can the accuracy of the categorization be not guaranteed but the categorization also requires a large amount of time and huge costs. Many studies have been conducted towards the automatic creation of categories to solve the limitations of manual categorization. Unfortunately, most of these methods cannot be applied to categorizing complex documents with multiple topics because the methods work by assuming that one document can be categorized into one category only. In order to overcome this limitation, some studies have attempted to categorize each document into multiple categories. However, they are also limited in that their learning process involves training using a multi-categorized document set. These methods therefore cannot be applied to multi-categorization of most documents unless multi-categorized training sets are provided. To overcome the limitation of the requirement of a multi-categorized training set by traditional multi-categorization algorithms, we propose a new methodology that can extend a category of a single-categorized document to multiple categorizes by analyzing relationships among categories, topics, and documents. First, we attempt to find the relationship between documents and topics by using the result of topic analysis for single-categorized documents. Second, we construct a correspondence table between topics and categories by investigating the relationship between them. Finally, we calculate the matching scores for each document to multiple categories. The results imply that a document can be classified into a certain category if and only if the matching score is higher than the predefined threshold. For example, we can classify a certain document into three categories that have larger matching scores than the predefined threshold. The main contribution of our study is that our methodology can improve the applicability of traditional multi-category classifiers by generating multi-categorized documents from single-categorized documents. Additionally, we propose a module for verifying the accuracy of the proposed methodology. For performance evaluation, we performed intensive experiments with news articles. News articles are clearly categorized based on the theme, whereas the use of vulgar language and slang is smaller than other usual text document. We collected news articles from July 2012 to June 2013. The articles exhibit large variations in terms of the number of types of categories. This is because readers have different levels of interest in each category. Additionally, the result is also attributed to the differences in the frequency of the events in each category. In order to minimize the distortion of the result from the number of articles in different categories, we extracted 3,000 articles equally from each of the eight categories. Therefore, the total number of articles used in our experiments was 24,000. The eight categories were "IT Science," "Economy," "Society," "Life and Culture," "World," "Sports," "Entertainment," and "Politics." By using the news articles that we collected, we calculated the document/category correspondence scores by utilizing topic/category and document/topics correspondence scores. The document/category correspondence score can be said to indicate the degree of correspondence of each document to a certain category. As a result, we could present two additional categories for each of the 23,089 documents. Precision, recall, and F-score were revealed to be 0.605, 0.629, and 0.617 respectively when only the top 1 predicted category was evaluated, whereas they were revealed to be 0.838, 0.290, and 0.431 when the top 1 - 3 predicted categories were considered. It was very interesting to find a large variation between the scores of the eight categories on precision, recall, and F-score.

Performance Analysis of Photovoltaic System for Greenhouse (태양광 발전시스템의 발전 성능 분석)

  • Kwon, Sun-Ju;Min, Young-Bong;Choi, Jin-Sik;Yoon, Yong-Cheol
    • Journal of agriculture & life science
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    • v.46 no.5
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    • pp.143-152
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    • 2012
  • This study was performed to reduce the operating cost of a greenhouse by securing electric energy required for greenhouse operation. Therefore, it experimentally reviewed the performance analysis of photovoltaic system in terms of maximum amount of generated electric power based on the amount of horizontal solar radiation during daytime. That is to say, the maximum solar radiation at 300, 400, 500, 600, 700, 800 and 900 W. $m^{-2}$, respectively. The amount of momentary electric power of the photovoltaic system at any was about 970 W and we found that the momentary efficiency of the photovoltaic system that was used for this experiment was 97%. In the case of this system, we found that electric power will be generated when amount of horizontal solar radiation is more than 200 W. $m^{-2}$, at minimum. If the amount of horizontal solar radiation is increased, the maximum power generation is also increased. At that time, the maximum efficiencies were 30, 78, 86 and 90%, respectively. However, when the amount of insolation was about 800 W. $m^{-2}$, the maximum power generation tended to be lower than 700 W. $m^{-2}$. The efficiency which caused the maximum electric power was decreased to less than 97% of the momentary generated electric power. When the total amounts of horizontal solar radiation per day were 3.24, 8.10, 10, 90, 12.70, 14.33, 19.53 and $21.48MJ{\cdot}m^{-2}$ respectively, the total amounts of power energy were 0.03, 0.40, 3.60, 4.37, 4.71, 4.70 and 4.91 kWh. And it represented that the total amounts of power energy were either decreased or increased a bit on the border between some solar radiations. The temperature at the back of the array tended to be higher than the temperature at the front but it demonstrated an increased when the amount of solar radiation increased. In the case of this system, the performance of the module in terms of degradation has not been shown yet.

Improvement of Fatigue Life with Local Reinforcement for Offshore Topside Module during Marine Transportation (해양플랫폼 탑사이드 모듈의 해상 운송 시 국부 보강을 통한 피로 수명 개선에 관한 연구)

  • Jang, Ho-Yun;Seo, Kwang-Cheol;Park, Joo-Shin
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.27 no.2
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    • pp.387-393
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    • 2021
  • In this study, finite element analysis was performed to evaluate a method of increasing the fatigue life of the pipe connection structure commonly used in the topside structure of offshore platforms. MSC Patran/Nastran, a commercial analysis program, was used, and the critical structural model was selected from the global analysis. To realize the stress concentration phenomenon according to the load, modeling using 8-node solid elements was implemented. The main loads were considered to be two lateral loads and a tensile load on a diagonal pipe. To check the hotspot stress at the main location, a 0.01 mm dummy shell element was applied. After calculating the main stress at the 0.5-t and 1.5-t locations, the stress generated in the weld was estimated through extrapolation. In some sections, this stress was observed to be below the fatigue life that should be satisfied, and reinforcement was required. For reinforcement, a bracket was added to reduce the stress concentration factor where the fatigue life was insufficient without changing the thickness or diameter of the previously designed pipe. Regarding the tensile load, the stress in the bracket toe increased by 23 %, whereas the stress inside and outside of the pipe, which was a problem, decreased by approximately 8 %. Regarding the flexural load, the stress at the bracket toe increased by 3 %, whereas the stress inside and outside of the pipe, which was also a problem, decreased by approximately 48 %. Owing to the new bracket reinforcement, the stress in the bracket toe increased, but the S-N curve itself was better than that of the pipe joint, so it was not a significant problem. The improvement method of fatigue life is expected to be useful; it can efficiently increase the fatigue life while minimizing changes to the initial design.

Development and Complementation of Evaluation Area and Content Elements in Electrical, Electronics and Communications Subject (중등교사 임용후보자선정경쟁시험 표시과목인 전기·전자·통신의 평가영역 및 내용요소 개발·보완 연구)

  • Song, Youngjik;Kang, Yoonkook;Cho, Hanwook;Gim, Seongdeuk;Lim, Seunggak;Lee, Hyuksoo
    • 대한공업교육학회지
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    • v.44 no.1
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    • pp.52-71
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    • 2019
  • The quality of school education is a key element for national education development. An important factor that determines the quality of school education is qualities of teachers who are in responsible for school education in the field. Therefore, it is necessary to hire competent teachers in the teacher appointment exam for the secondary school. This necessity is evident especially for vocational high schools and Meister high schools with the introduction of 2015-revised curriculum based on NCS that separates each three subjects, "Electrical, Electronics Communication" resulting in the change of question mechanism, which requires new designing of assessment and content area. So, this study analyzes curriculum in college of education for "Electrical", "Electronics", "Communication", 2015-revised curriculum based on NCS and the development of standards for teacher qualifications and assessment area and evaluation of teaching ability in the subjects of the teacher appointment exam, "Electrical, Electronics Communication" Engineering" in 2009. The assessment area and content elements of "Electrical", "Electronics", "Communication are extracted from the analyzed results and they are verified by experts' consultation and presented as follows; First, the assessment area and content elements of the "Electrical" subject were designed to evaluate the NCS - based 2015 revised curriculum by presenting the NCS learning module to the evaluation area and content element in the basic subject "Electrical and Electronics Practice". Second, the section of "Electronics" presented the assessment area and content elements applying the Electronic Circuit, basic subject of the NCS and it also added "Electromagnetics", which is the basic part of Electronics in the Application of Electromagnetic waves that could be applied to the assessment. Third, the assessment area and content elements of "Communication" consist of the communication-related practice that is based on "Electrical" and "Electronic", considering the characteristics of "Communication Engineering". In particular, "Electrical and Electronics practice" which adds network construction practice and communication-related practice makes it to be able to evaluate the communication-related practical education.

Stand-alone Real-time Healthcare Monitoring Driven by Integration of Both Triboelectric and Electro-magnetic Effects (실시간 헬스케어 모니터링의 독립 구동을 위한 접촉대전 발전과 전자기 발전 원리의 융합)

  • Cho, Sumin;Joung, Yoonsu;Kim, Hyeonsu;Park, Minseok;Lee, Donghan;Kam, Dongik;Jang, Sunmin;Ra, Yoonsang;Cha, Kyoung Je;Kim, Hyung Woo;Seo, Kyoung Duck;Choi, Dongwhi
    • Korean Chemical Engineering Research
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    • v.60 no.1
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    • pp.86-92
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    • 2022
  • Recently, the bio-healthcare market is enlarging worldwide due to various reasons such as the COVID-19 pandemic. Among them, biometric measurement and analysis technology are expected to bring about future technological innovation and socio-economic ripple effect. Existing systems require a large-capacity battery to drive signal processing, wireless transmission part, and an operating system in the process. However, due to the limitation of the battery capacity, it causes a spatio-temporal limitation on the use of the device. This limitation can act as a cause for the disconnection of data required for the user's health care monitoring, so it is one of the major obstacles of the health care device. In this study, we report the concept of a standalone healthcare monitoring module, which is based on both triboelectric effects and electromagnetic effects, by converting biomechanical energy into suitable electric energy. The proposed system can be operated independently without an external power source. In particular, the wireless foot pressure measurement monitoring system, which is rationally designed triboelectric sensor (TES), can recognize the user's walking habits through foot pressure measurement. By applying the triboelectric effects to the contact-separation behavior that occurs during walking, an effective foot pressure sensor was made, the performance of the sensor was verified through an electrical output signal according to the pressure, and its dynamic behavior is measured through a signal processing circuit using a capacitor. In addition, the biomechanical energy dissipated during walking is harvested as electrical energy by using the electromagnetic induction effect to be used as a power source for wireless transmission and signal processing. Therefore, the proposed system has a great potential to reduce the inconvenience of charging caused by limited battery capacity and to overcome the problem of data disconnection.

Fabrication of Portable Self-Powered Wireless Data Transmitting and Receiving System for User Environment Monitoring (사용자 환경 모니터링을 위한 소형 자가발전 무선 데이터 송수신 시스템 개발)

  • Jang, Sunmin;Cho, Sumin;Joung, Yoonsu;Kim, Jaehyoung;Kim, Hyeonsu;Jang, Dayeon;Ra, Yoonsang;Lee, Donghan;La, Moonwoo;Choi, Dongwhi
    • Korean Chemical Engineering Research
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    • v.60 no.2
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    • pp.249-254
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    • 2022
  • With the rapid advance of the semiconductor and Information and communication technologies, remote environment monitoring technology, which can detect and analyze surrounding environmental conditions with various types of sensors and wireless communication technologies, is also drawing attention. However, since the conventional remote environmental monitoring systems require external power supplies, it causes time and space limitations on comfortable usage. In this study, we proposed the concept of the self-powered remote environmental monitoring system by supplying the power with the levitation-electromagnetic generator (L-EMG), which is rationally designed to effectively harvest biomechanical energy in consideration of the mechanical characteristics of biomechanical energy. In this regard, the proposed L-EMG is designed to effectively respond to the external vibration with the movable center magnet considering the mechanical characteristics of the biomechanical energy, such as relatively low-frequency and high amplitude of vibration. Hence the L-EMG based on the fragile force equilibrium can generate high-quality electrical energy to supply power. Additionally, the environmental detective sensor and wireless transmission module are composed of the micro control unit (MCU) to minimize the required power for electronic device operation by applying the sleep mode, resulting in the extension of operation time. Finally, in order to maximize user convenience, a mobile phone application was built to enable easy monitoring of the surrounding environment. Thus, the proposed concept not only verifies the possibility of establishing the self-powered remote environmental monitoring system using biomechanical energy but further suggests a design guideline.

Assessing Middle School Students' Understanding of Radiative Equilibrium, the Greenhouse Effect, and Global Warming Through Their Interpretation of Heat Balance Data (열수지 자료 해석에서 드러난 중학생의 복사 평형, 온실 효과, 지구 온난화에 대한 이해)

  • Chung, Sueim;Yu, Eun-Jeong
    • Journal of the Korean earth science society
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    • v.42 no.6
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    • pp.770-788
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    • 2021
  • This study aimed to determine whether middle school students could understand global warming and the greenhouse effect, and explain them in terms of global radiative equilibrium. From July 13 to July 24 in 2021, 118 students in the third grade of middle school, who completed a class module on 'atmosphere and weather', participated in an online assessment consisting of multiple-choice and written answers on radiative equilibrium, the greenhouse effect, and global warming; 97 complete responses were obtained. After analysis, it was found that over half the students (61.9%) correctly described the meaning of radiative equilibrium; however, their explanations frequently contained prior knowledge or specific examples outside of the presented data. The majority of the students (92.8%) knew that the greenhouse effect occurs within Earth's atmosphere, but many (32.0%) thought of the greenhouse effect as a state in which the radiative equilibrium is broken. Less than half the students (47.4%) answered correctly that radiative equilibrium occurs on both Earth and the Moon. Most of the students (69.1%) understood that atmospheric re-radiation is the cause of the greenhouse effect, but few (39.2%) answered correctly that the amount of surface radiation emitted is greater than the amount of solar radiation absorbed by the Earth's surface. In addition, about half the students (49.5%) had a good understanding of the relationship between the increase in greenhouse gases and the absorption of atmospheric gases, and the resulting reradiation to the surface. However, when asked about greenhouse gases increases, their thoughts on surface emissions were very diverse; 14.4% said they increased, 9.3% said there was no change, 7.2% said they decreased, and 18.6% gave no response. Radiation equilibrium, the greenhouse effect, and global warming are a large semantic network connected by the balance and interaction of the Earth system. This can thus serve as a conceptual system for students to understand, apply, and interpret climate change caused by global warming. Therefore, with the current climate change crisis facing mankind, sophisticated program development and classroom experiences should be provided to encourage students to think scientifically and establish scientific concepts based on accurate understanding, with follow-up studies conducted to observe the effects.

A Study on Market Size Estimation Method by Product Group Using Word2Vec Algorithm (Word2Vec을 활용한 제품군별 시장규모 추정 방법에 관한 연구)

  • Jung, Ye Lim;Kim, Ji Hui;Yoo, Hyoung Sun
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.1-21
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    • 2020
  • With the rapid development of artificial intelligence technology, various techniques have been developed to extract meaningful information from unstructured text data which constitutes a large portion of big data. Over the past decades, text mining technologies have been utilized in various industries for practical applications. In the field of business intelligence, it has been employed to discover new market and/or technology opportunities and support rational decision making of business participants. The market information such as market size, market growth rate, and market share is essential for setting companies' business strategies. There has been a continuous demand in various fields for specific product level-market information. However, the information has been generally provided at industry level or broad categories based on classification standards, making it difficult to obtain specific and proper information. In this regard, we propose a new methodology that can estimate the market sizes of product groups at more detailed levels than that of previously offered. We applied Word2Vec algorithm, a neural network based semantic word embedding model, to enable automatic market size estimation from individual companies' product information in a bottom-up manner. The overall process is as follows: First, the data related to product information is collected, refined, and restructured into suitable form for applying Word2Vec model. Next, the preprocessed data is embedded into vector space by Word2Vec and then the product groups are derived by extracting similar products names based on cosine similarity calculation. Finally, the sales data on the extracted products is summated to estimate the market size of the product groups. As an experimental data, text data of product names from Statistics Korea's microdata (345,103 cases) were mapped in multidimensional vector space by Word2Vec training. We performed parameters optimization for training and then applied vector dimension of 300 and window size of 15 as optimized parameters for further experiments. We employed index words of Korean Standard Industry Classification (KSIC) as a product name dataset to more efficiently cluster product groups. The product names which are similar to KSIC indexes were extracted based on cosine similarity. The market size of extracted products as one product category was calculated from individual companies' sales data. The market sizes of 11,654 specific product lines were automatically estimated by the proposed model. For the performance verification, the results were compared with actual market size of some items. The Pearson's correlation coefficient was 0.513. Our approach has several advantages differing from the previous studies. First, text mining and machine learning techniques were applied for the first time on market size estimation, overcoming the limitations of traditional sampling based- or multiple assumption required-methods. In addition, the level of market category can be easily and efficiently adjusted according to the purpose of information use by changing cosine similarity threshold. Furthermore, it has a high potential of practical applications since it can resolve unmet needs for detailed market size information in public and private sectors. Specifically, it can be utilized in technology evaluation and technology commercialization support program conducted by governmental institutions, as well as business strategies consulting and market analysis report publishing by private firms. The limitation of our study is that the presented model needs to be improved in terms of accuracy and reliability. The semantic-based word embedding module can be advanced by giving a proper order in the preprocessed dataset or by combining another algorithm such as Jaccard similarity with Word2Vec. Also, the methods of product group clustering can be changed to other types of unsupervised machine learning algorithm. Our group is currently working on subsequent studies and we expect that it can further improve the performance of the conceptually proposed basic model in this study.

Development of the Accident Prediction Model for Enlisted Men through an Integrated Approach to Datamining and Textmining (데이터 마이닝과 텍스트 마이닝의 통합적 접근을 통한 병사 사고예측 모델 개발)

  • Yoon, Seungjin;Kim, Suhwan;Shin, Kyungshik
    • Journal of Intelligence and Information Systems
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    • v.21 no.3
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    • pp.1-17
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    • 2015
  • In this paper, we report what we have observed with regards to a prediction model for the military based on enlisted men's internal(cumulative records) and external data(SNS data). This work is significant in the military's efforts to supervise them. In spite of their effort, many commanders have failed to prevent accidents by their subordinates. One of the important duties of officers' work is to take care of their subordinates in prevention unexpected accidents. However, it is hard to prevent accidents so we must attempt to determine a proper method. Our motivation for presenting this paper is to mate it possible to predict accidents using enlisted men's internal and external data. The biggest issue facing the military is the occurrence of accidents by enlisted men related to maladjustment and the relaxation of military discipline. The core method of preventing accidents by soldiers is to identify problems and manage them quickly. Commanders predict accidents by interviewing their soldiers and observing their surroundings. It requires considerable time and effort and results in a significant difference depending on the capabilities of the commanders. In this paper, we seek to predict accidents with objective data which can easily be obtained. Recently, records of enlisted men as well as SNS communication between commanders and soldiers, make it possible to predict and prevent accidents. This paper concerns the application of data mining to identify their interests, predict accidents and make use of internal and external data (SNS). We propose both a topic analysis and decision tree method. The study is conducted in two steps. First, topic analysis is conducted through the SNS of enlisted men. Second, the decision tree method is used to analyze the internal data with the results of the first analysis. The dependent variable for these analysis is the presence of any accidents. In order to analyze their SNS, we require tools such as text mining and topic analysis. We used SAS Enterprise Miner 12.1, which provides a text miner module. Our approach for finding their interests is composed of three main phases; collecting, topic analysis, and converting topic analysis results into points for using independent variables. In the first phase, we collect enlisted men's SNS data by commender's ID. After gathering unstructured SNS data, the topic analysis phase extracts issues from them. For simplicity, 5 topics(vacation, friends, stress, training, and sports) are extracted from 20,000 articles. In the third phase, using these 5 topics, we quantify them as personal points. After quantifying their topic, we include these results in independent variables which are composed of 15 internal data sets. Then, we make two decision trees. The first tree is composed of their internal data only. The second tree is composed of their external data(SNS) as well as their internal data. After that, we compare the results of misclassification from SAS E-miner. The first model's misclassification is 12.1%. On the other hand, second model's misclassification is 7.8%. This method predicts accidents with an accuracy of approximately 92%. The gap of the two models is 4.3%. Finally, we test if the difference between them is meaningful or not, using the McNemar test. The result of test is considered relevant.(p-value : 0.0003) This study has two limitations. First, the results of the experiments cannot be generalized, mainly because the experiment is limited to a small number of enlisted men's data. Additionally, various independent variables used in the decision tree model are used as categorical variables instead of continuous variables. So it suffers a loss of information. In spite of extensive efforts to provide prediction models for the military, commanders' predictions are accurate only when they have sufficient data about their subordinates. Our proposed methodology can provide support to decision-making in the military. This study is expected to contribute to the prevention of accidents in the military based on scientific analysis of enlisted men and proper management of them.