• 제목/요약/키워드: Time Use Patterns

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선물시장의 시스템트레이딩에서 동적시간와핑 알고리즘을 이용한 최적매매빈도의 탐색 및 거래전략의 개발 (Finding the optimal frequency for trade and development of system trading strategies in futures market using dynamic time warping)

  • 이석준;오경주
    • Journal of the Korean Data and Information Science Society
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    • 제22권2호
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    • pp.255-267
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    • 2011
  • 국내 정치적 사회적 경제적 요인 및 국제 정치 상황, 해외 경제 동향 등의 요인들을 비롯한 IMF이후의 금융시장 개방에 따른 외국투자자본의 유출입으로 인하여 한국 금융시장의 불확실성은 더욱 증가되었다. 특히 투자자들은 의사결정에 더 많은 혼돈을 겪게 되었고 투자 시 도움을 줄 수 있는 보다 유용한 도구들을 필요로 하게 되었다. 본 연구는 시스템 트레이딩을 이용하여 선물시장에서 거래 할 때 최적의 매매 타이밍을 알아보고 이에 적합한 전략을 알아보는 것이 목적이다. 패턴인식 알고리즘인 동적 시간 와핑 (DTW; Dynamic Time Warping) 알고리즘을 이용하여 빈도별 (10분, 30분, 60분, 일 별) 유사 패턴을 찾아내고 최적의 매매 타이밍을 분석한다. 이를 위해 주식시장의 대표적인 패턴들을 알아보고, 유사한 패턴을 보이는 기간을 DTW를 이용하여 빈도별로 분석한다. 유사한 패턴들의 검증을 위해 기술적 지표들의 개별 전략을 적용한 거래 시뮬레이션을 실시한다. 시뮬레이션 결과 대부분 30분 데이터에 적용된 전략들이 높은 수익률을 가져왔다.

매트릭스 프로파일을 이용한 제조 시계열 데이터 패턴 추출 (Pattern Extraction of Manufacturing Time Series Data Using Matrix Profile)

  • 김태현;진교홍
    • 한국정보통신학회:학술대회논문집
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    • 한국정보통신학회 2022년도 추계학술대회
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    • pp.210-212
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    • 2022
  • 제조업에서 생산 설비의 상태를 모니터링하기 위해 각종 센서를 부착하고 있으며, 이를 통해 획득된 데이터의 경우 시계열 데이터인 경우가 많다. 생산 설비의 이상 여부를 판단하기 위해서는시계열 데이터로부터 패턴을 추출하는 과정이 선행되어야 하며 다양한 방법이 연구되고 있다. 본 논문에서는 수집된 다변량 시계열 데이터로부터 패턴을 추출하기 위해 매트릭스 프로파일 알고리즘을 적용하였으며, 이를 통해 현재 CNC 머신으로부터 수집 중인 다중 센서 데이터의 패턴을 추출하였다.

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3D 프린팅을 이용한 P LA+ 소재의 채움 패턴 및 밀도 변화에 따른 인장강도 연구 (A Study on Tensile Strength Dependent on Variation of Infill Pattern and Density of PLA+ Material Using 3D Printing)

  • 나두현;김현준
    • 소성∙가공
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    • 제31권5호
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    • pp.281-289
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    • 2022
  • Presently, 3D printers manufactured by material extrusion are economical and easy to use, so they are being used in various fields. However, this study conducted a tensile test on the infill pattern and density of the PLA+ material, due to the limitations of long printing time as well as low mechanical strength. The infill area for the infill density change was measured, using a vision-measuring machine for four infill patterns (concentric, zigzag, honeycomb, and cross) in which the nozzle path was the same for each layer. The tensile strength/weight[MPa/g] and tensile strength/printing time[MPa/min] of the tensile specimens were analyzed. In this study, efficient infill density and patterns are suggested, for cost reduction and productivity improvement. Consequently, it was confirmed that the infill area and infill percentage of the four patterns, were not constant according to the infill pattern. And the tensile strength of the infill density 40% of the honeycomb pattern and infill density 20% of the cross pattern, tended to highly consider the weight and printing time. Honeycomb and cross patterns could reduce the weight of the tensile specimen by 19.11%, 28.07%, as well as the printing time by 29.56%, 52.25%. Tensile strength was high in the order of concentric, zigzag, honeycomb, and cross patterns, considering the weight and printing time.

시간대별 행동패턴에 따른 공간시스템에 관한 연구 - 현대건축에 나타난 다이어그램을 통한 공간구축 사례를 중심으로 - (A Study on the Space Systems on the basis of Time-based Activity Pattern - Focusing on Spatialization Cases by Diagrams in Contemporary Architecture -)

  • 강은주;김종진
    • 한국실내디자인학회:학술대회논문집
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    • 한국실내디자인학회 2005년도 추계학술발표대회 논문집
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    • pp.143-146
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    • 2005
  • Human activity pattern has been changed as the contemporary urban society changes. Diverse activities repeat regular patterns as time passes. Diagram is a simple drawing which aims to organize and unify various information. The elements of the social behaviour could be spatialized by means of diagram applications. By using diagrams, architects understand contemporary urban society and form new space conditions. Time-based activity patterns consists of activity pattern in a restricted space and in urban structure for space use. Activity patterns for different time zones are explained by two types of diagrams, space occupation and flexibility of space, By the characteristic of space system structred by these diagrams, activities and programs are rearranged and variety of space is allowed through flexibility. Also, programs are mixed to apply to simultaneous occurrence of ever-changing human activities.

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사무직 기혼여성부부의 생활시간구조 분석 (Time Use of Married Female Clerical Workers and Their Husbands)

  • 조희금
    • 대한가정학회지
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    • 제35권1호
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    • pp.1-14
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    • 1997
  • The purpose of this study is to investigate time use of married female clerical workers and their husbands. Data for 143 couples were gathered from using structured questioinaire and time dairy. The analysis of time use data was carried out two approaches. They are the amount of time spent and the distribution of time for dailly activities. And also the couples' perceptions how restricted their long time labor to their family life was analyzed. The results were shown as follows: (1) Married female clerical workers and their husbands have long labor time and their physiological and leisure time is too short. This means the patterns of their time use are very unbalanced type. (2) Wives worked longer than husbands on total labor with a large sexual difference in household works.(3) Couples perceived that wives' work more negative affection on their family life than husbands' work.

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인간공학적 조종실 설계를 위한 계기 탐색 형태에 관한 연구 (Investigation of the visual search patterns of the cockpit displays for the ergonomic cockpit design)

  • 송영웅;이종선
    • 대한안전경영과학회지
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    • 제8권2호
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    • pp.71-80
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    • 2006
  • There are many display panels in the flight cockpit and pilots get various flight information from those displays. The ergonomic layout of the displays must be determined based upon frequency of use and sequence of use. This study investigated the visual search patterns of the six display groups(one head-up-display: HUD, two multi function displays: MFDs, one engine group: EG, one flight display group: FD and others) in a fighting aircraft. Four expert pilots conducted Imaginary flight in the physical mock-up and the eye movements were collected using eye tracking system. Data of dwell time, frequency of use, and eye movement path were collected. Pilots spent most of time on HUD(55.2%), and others (21.6%), FD(14.2%), right MFD(4.7%), EG(3.2%), and left MFD(1.1%) in descending order. Similarly HUD(42.8%) and others(30.0%) were the most frequently visited displays. These data can be used in the layout of cockpit displays and the determination of optimal visual search pattern.

1990년대 후반 한국 전통 의상에 사용한 문양에 관한 고찰 (A Study on the Patterns Used in the Hanbok in the Latter 1990s)

  • 최경순;김수경
    • 복식문화연구
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    • 제7권5호
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    • pp.140-151
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    • 1999
  • This research was designed to study the different kinds of ancient patterns applied to the Korean traditional suit and the symbolism associated with these patterns being used the prevalent Han-bok collections in markets. The shapes and changes in the use of the patterns can be summarized as follows. The published collections in the last 5 years were specifically concentrated between 1996 and 1997, proving that the development in Han-bok designs was most active during that time. But the trend decreased due to the effects of a depressed domestic economy. The plant pattern was the most utilized pattern for practical purposes. It looks beautiful and it is also easily manufactured with open space. Symmetrical and linear arrangements make customers feel stable at sight and these patterns tend to attract public gaze resulting in increased sales. There is a problem whether to continue using the existing patterns of the Han-bok without any correction or whether to copy the pattern of the kimono or the western suit. Copying other patterns definitely hurts the elegance of the Han-bok. It is time for us to not only keep our own traditions but also to study and develop new patterns that are distinct from the Chinese and Japanese patterns. The following are suggested as the basic materials.

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서울시의 활동여가시설의 입지유형에 관한 연구 - 강남구를 중심으로 - (A study on Locational and Regional Pattern of Leisure Facilities at Kangnam-gu, Seoul)

  • 최운식;김민
    • 지역연구
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    • 제10권2호
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    • pp.17-29
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    • 1994
  • This study attempts to examine the regional distribution and the locational pattern of leisure facilities at Kangnam-gu in Seoul. For the convenience of the analysis the facilities are classified into public and private sector and then the facilities are classified into 11 types: mineral spring resort, play ground, neighborhood park, swimming pool, gymnasium, bowling, pingpong, aerobic, golf practice, health, and billiard facilities. For the purpose data was collected from statistical yearbook in 1993 and lists of registered facility at department of living physics of Kangnam-gu office. The data of the density of facilities and the opportunity of facilities per facilities type and per region are analysed with the technology of GIS. Results may be summarized as follows. First of all, correlation between the results of Location-Allocation model and the results of Interaction model is very high. Secondly, on comparing the density of facilities with the opportunity of the facility use per eleven facility types, three discrete spatial pattems are found. The mineral spring resort facility type with the highest unbalanced density and opportunity of facility use is to be found. Play ground, neighborhood park, swimming pool, gymnasium, bowling, pingpong, and aerobic facility types have the high unbalanced density and opportunity of facility use. The golf practice, health, and billiard facility types have spatially balanced density and opportunity of facility use. Thirdly, as comparing the density and the opportunity of the facility use per 'dong' administration unit, the spatial patterns of the public and the private facilities are different in density of the facility use and otherwise two are similar in the opportunity of the facility use. Fourthly, patterns of facilities users have different charateristics based on facility use time, expense, residence, and access time and four regional patterns are to be found ; user favorable, facility profitable, user balanced, and unfavorable.

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Comparison of time series clustering methods and application to power consumption pattern clustering

  • Kim, Jaehwi;Kim, Jaehee
    • Communications for Statistical Applications and Methods
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    • 제27권6호
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    • pp.589-602
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    • 2020
  • The development of smart grids has enabled the easy collection of a large amount of power data. There are some common patterns that make it useful to cluster power consumption patterns when analyzing s power big data. In this paper, clustering analysis is based on distance functions for time series and clustering algorithms to discover patterns for power consumption data. In clustering, we use 10 distance measures to find the clusters that consider the characteristics of time series data. A simulation study is done to compare the distance measures for clustering. Cluster validity measures are also calculated and compared such as error rate, similarity index, Dunn index and silhouette values. Real power consumption data are used for clustering, with five distance measures whose performances are better than others in the simulation.

노인단독가구 유형별 주거 공간 사용 특성 - 생활시간조사 분석을 중심으로 - (Characteristics of Space Usage Patterns by Types of Single or Couple Elderly Households - Focused on an Analysis of Time Use Survey -)

  • 권오정;이용민;하해화;신혜인;김형우
    • 한국주거학회논문집
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    • 제22권4호
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    • pp.33-41
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    • 2011
  • The purpose of this study was to identify characteristics of space usage patterns by types of elderly households(single or couple). For the study, 74 elders who were older than 65 were selected and their living behaviors at their home during a day (24 hours) were analyzed. Respondents were classified into 6 types based on a combination of their household type, income level and health status. The results showed that the elderly residents tended to live a well-regulated life, however, each type had unique time and space use pattern. For example, the more the elder residents were healthy, the more they used many rooms. Frail elderly residents spent most of the day in their bedroom. Also, if they had a spouse, each one tended to use a separate private room for his or her daily life whether they shared a bedroom or not.