• Journal of Information Processing Systems
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• v.15 no.5
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• pp.1201-1210
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• 2019

Stock price is characterized as being mutable, non-linear and stochastic. These key characteristics are known to have a direct influence on the stock markets globally. Given that the stock price data often contain both linear and non-linear patterns, no single model can be adequate in modelling and predicting time series data. The autoregressive integrated moving average (ARIMA) model cannot deal with non-linear relationships, however, it provides an accurate and effective way to process autocorrelation and non-stationary data in time series forecasting. On the other hand, the neural network provides an effective prediction of non-linear sequences. As a result, in this study, we used a hybrid ARIMA and neural network model to forecast the monthly closing price of the Shanghai composite index and Shenzhen component index.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.135-135
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• 2021

In water resources management, rainfall prediction with high accuracy is still one of controversial issues particularly in countries facing heavy rainfall during wet seasons in the monsoon climate. The aim of this study is to develop an artificial neural network (ANN) for predicting future six months of rainfall data (from April to September 2020) from daily meteorological data (from 1971 to 2019) such as rainfall, temperature, wind speed, and humidity at Seoul, Korea. After normalizing these data, they were trained by using a multilayer perceptron (MLP) as a class of the feedforward ANN with 15,000 neurons. The results show that the proposed method can analyze the relation between meteorological datasets properly and predict rainfall data for future six months in 2020, with an overall accuracy over almost 70% and a root mean square error of 0.0098. This study demonstrates the possibility and potential of MLP's applications to predict future daily rainfall patterns, essential for managing flood risks and protecting water resources.

• Proceedings of the Korea Database Society Conference
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• 1999.06a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Journal of the Korea Society of Computer and Information
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• v.21 no.5
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• pp.141-148
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• 2016

In this paper, we propose a topic network analysis approach which integrates topic modeling and social network analysis. We collected 2,039 scientific papers from five top journals in the field of data mining published from 1996 to 2015, and analyzed them with the proposed approach. To identify topic trends, time-series analysis of topic network is performed based on 4 intervals. Our experimental results show centralization of the topic network has the highest score from 1996 to 2000, and decreases for next 5 years and increases again. For last 5 years, centralization of the degree centrality increases, while centralization of the betweenness centrality and closeness centrality decreases again. Also, clustering is identified as the most interrelated topic among other topics. Topics with the highest degree centrality evolves clustering, web applications, clustering and dimensionality reduction according to time. Our approach extracts the interrelationships of topics, which cannot be detected with conventional topic modeling approaches, and provides topical trends of data mining research fields.

• Proceedings of the Korea Society for Industrial Systems Conference
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• 2002.06a
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• pp.367-371
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• 2002

I construct a chaotically driven contraction system having some analogy with the information transfer mechanism in the brain system especially from CA1 cell to CA3 cell known from the empirical result. And I consider the properties of the response system on a state space according to the external input into the drive neuron by observing the fractal hierarchical structure. Then I induce the relation between the information about state transition of the chaotic time series and the spatial information on a fractal attractor to confirm the possibility of encoding of time series data to spatial information.

• International Journal of Internet, Broadcasting and Communication
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• v.16 no.1
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• pp.307-313
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• 2024

This study explores the integration of Explainable Artificial Intelligence (XAI) and network science in healthcare, focusing on enhancing healthcare data interpretation and improving diagnostic and treatment methods. Key methodologies like Graph Neural Networks, Community Detection, Overlapping Network Models, and Time-Series Network Analysis are examined in depth for their potential in patient health management. The research highlights the transformative role of XAI in making complex AI models transparent and interpretable, essential for accurate, data-driven decision-making in healthcare. Case studies demonstrate the practical application of these methodologies in predicting diseases, understanding drug interactions, and tracking patient health over time. The study concludes with the immense promise of these advancements in healthcare, despite existing challenges, and underscores the need for ongoing research to fully realize the potential of AI in this field.

• Journal of Digital Contents Society
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• v.19 no.3
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• pp.513-519
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• 2018

The objective of this study was to examine the trends on social network services. The abstracts of 308 articles were extracted from web of science database published between 1994 and 2016. Time series analysis and topic modeling of text mining were implemented. The topic modeling results showed that the research topics were mainly 20 topics: trust, support, satisfaction model, organization governance, mobile system, internet marketing, college student effect, opinion diffusion, customer, information privacy, health care, web collaboration, method, learning effectiveness, knowledge, individual theory, child support, algorithm, media participation, and context system. The time series regression results indicated that trust, support satisfaction model, and remains of the topics were hot topics. This study also provided suggestions for future research.

• Proceedings of the Korean Society of Precision Engineering Conference
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• 1996.11a
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• pp.69-73
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• 1996

Tool wear monitoring is very important aspect in metal cutting because tool wear effects quarity and precision of workpiece, tool life etc. In this study we detected force signal through tool dynamometer in turning and using it we conducted 6th AR modeling and fractal analysis. Finally the back-propagation model of the neural network is utilized to monitor tool wear and features are extracted through AR model and fractal analysis.

• International Journal of Computer Science & Network Security
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• v.23 no.4
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• pp.166-171
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• 2023

The Stock price analysis is an increasing concern in a financial time series. The purpose of the study is to analyze the price parameters of date, high, low, and news feed about the stock exchange price. Long short term memory (LSTM) is a cutting-edge technology used for predicting the data based on time series. LSTM performs well in executing large sequence of data. This paper presents the Long Short Term Memory Model has used to analyze the stock price ranges of 10 days and 20 days by exponential moving average. The proposed approach gives better performance using technical indicators of stock price with an accuracy of 82.6% and cross entropy of 71%.

• Journal of the Korean Operations Research and Management Science Society
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• v.19 no.3
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• pp.1-14
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• 1994

In this paper, an analytical model of the message delay in the DQDB (Distributed Queue Dual Bus) network is investigated. The DQDB network has been adopted as a subnetwork for the IEEE 802 MAN (Metropolitan Area Network) standard. The DQDB network consists of two high speed undirectional buses and a series of stations attached to both of the buses. Massages arriving at each station consists of severla packets according to its size. This system is approximated into " $B^{[x]}$/G/1 with exceptional first service queueing " by defining the concept of service time on a packet. The service time for a packet is defined as the time from the instant the packet arrives at the transmission buffer until the time the packet is fully transmitted. By using the BASTA property and the average work in the system, the mean message delay time is obtained.age work in the system, the mean message delay time is obtained.d.