• 한국컴퓨터정보학회논문지
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• 제28권8호
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• pp.59-66
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• 2023

골든크로스를 흔히 매수의 신호로 인식하지만, 주식시장은 변동성이 매우 크기에 골든크로스만으로 주식의 등락 여부를 예상하고 의사결정을 내리기에는 무리가 있다. 마찬가지로, 이러한 주가 데이터의 불확실성은 기존의 시계열 기반의 예측을 더욱 어렵게 한다. 본 논문에서는 골든크로스를 하나의 사건으로 인식하여, time-invariant 한 접근을 시도하고자 한다. LSTM 신경망 기법을 사용하여 골든크로스 이후의 주가 변화율을 예측하고, 기존의 시계열 분석에서 도출한 성능과 종목별로 비교한다. 또한, 0을 기준으로 한 주가 변화율의 등락을 혼동행렬로 분류하여 일반화 분류 성능을 입증한다. 최종적으로 본 논문은 예측 정밀도가 83%인 모델을 제안하였다. 골든크로스가 나타날 때 모든 상황에서 매수를 결정하기보다 모델을 활용하여 투자자의 투자 자본 손실을 방지할 수 있다.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 1996년도 Proceedings of the Korea Automatic Control Conference, 11th (KACC); Pohang, Korea; 24-26 Oct. 1996
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• pp.362-367
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• 1996

In this paper, the eigenstructure of a class of linear time varying systems, termed as linear quasi-time invariant(LQTI) systems, is investigated. A system composed of dynamic devices such as linear time varying capacitors and resistors can be an example of the class. To effectively describe and analyze the LQTI systems, a generalized differential operator G is introduced. Then the dynamic systems described by the operator G are studied in terms of eigenvalue, frequency characteristics, stability and an extended convolution. Some basic attributes of the operator G are compared with those of the differential operator D. Also the corresponding generalized Laplace transform pair is defined and relevant properties are derived for frequency domain analysis of the systems under consideration. As an application example, a LQTI circuit is examined by using the concept of eigenstructure of LQTI system. The LQTI filter processes the sinusoidal signals modulated by some functions.

• 한국시뮬레이션학회논문지
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• 제19권4호
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• pp.111-122
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• 2010

본 연구에서는 여러 제조 공정에서 발생하는 주기 신호의 불규칙한 길이를 보정하기 위하여 시불변 특징점 추출 및 정합(Time Invariant Feature point Extraction and Matching, 이하 TIFEM)을 이용한 길이보정 알고리즘을 제안한다. 신호 중간에 길이 변동이 발생 하는 주기신호의 경우 정확하게 길이를 보정하기 위해서는 더 많은 수의 특징점이 필요하며, 추출된 특징점은 신호의 패턴 정보를 포함하고 시간과 크기에 불변한 성질을 가져야 한다. 본 연구에서 제안하는 TIFEM알고리즘은 위의 성질을 가지는 신호 고유의 특성을 추출하고 추출한 특성들을 각각 시점에 해당하는 특성 벡터로 구성한다. 구성된 특성 벡터에서 유효한 벡터만을 걸러내어 길이보정을 위한 특징점으로 선정한다. 선정된 특징점들을 정합한 후 구간별로 길이를 보정하여 보다 정확한 주기 신호의 길이보정을 수행한다. 제안한 알고리즘의 성능을 검증하기 위하여 실제 반도체 공정에서 발생되는 3종류의 신호를 모방하여 생성한 실험데이터를 이용하여 실험을 수행하였다.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제5권4호
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• pp.297-301
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• 2005

In this paper, we propose a method to estimate camera motion parameter based on invariant point features. Typically, feature information of image has drawbacks, it is variable to camera viewpoint, and therefore information quantity increases after time. The LM(Levenberg-Marquardt) method using nonlinear minimum square evaluation for camera extrinsic parameter estimation also has a weak point, which has different iteration number for approaching the minimal point according to the initial values and convergence time increases if the process run into a local minimum. In order to complement these shortfalls, we, first propose constructing feature models using invariant vector of geometry. Secondly, we propose a two-stage calculation method to improve accuracy and convergence by using homography and LM method. In the experiment, we compare and analyze the proposed method with existing method to demonstrate the superiority of the proposed algorithms.

• 대한임베디드공학회논문지
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• 제12권4호
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• pp.231-238
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• 2017

Detecting small infrared targets from the low-SCR images at a long distance is very hard. The previous Local Contrast Method (LCM) algorithm based on the human visual system shows a superior performance of detecting small targets by a background suppression technique through local contrast measure. However, its slow processing speed due to the heavy multi-scale processing overhead is not suitable to a variety of real-time applications. This paper presents a lightweight real-time small target detection algorithm, called by the Improved Selective Local Contrast Method (ISLCM), to reduce the scale-invariant computational overhead. The proposed ISLCM applies the improved local contrast measure to the predicted selective region so that it may have a comparable detection performance as the previous LCM while guaranteeing low scale-invariant computational load by exploiting both adaptive scale estimation and small target feature feasibility. Experimental results show that the proposed algorithm can reduce its computational overhead considerably while maintaining its detection performance compared with the previous LCM.

• 제어로봇시스템학회논문지
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• 제19권7호
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• pp.577-582
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• 2013

In this paper Legendre wavelets are used to approximate the solutions of linear time-invariant system. The Legendre wavelet and its integral operational matrix are presented and an efficient algorithm to solve the Sylvester matrix equation is proposed. The algorithm is based on the decomposition of the Sylvester matrix equation and the preorder traversal algorithm. Using the special structure of the Legendre wavelet's integral operational matrix, the full order Sylvester matrix equation can be solved in terms of the solutions of pure algebraic matrix equations, which reduce the computation time remarkably. Finally a numerical example is illustrated to demonstrate the validity of the proposed algorithm.

• 대한수학회지
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• 제50권1호
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• pp.17-39
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• 2013

The study of nonlinear discrete-time control dynamical systems with disturbance is an important topic in control theory. In this paper, we concentrate our efforts to multiple valued iterative dynamical systems, which model the nonlinear discrete-time control dynamical systems with disturbance. After establishing the validity of such modeling, we study the invariant set theory of the multiple valued iterative dynamical systems, including the controllability/reachablity problems of the maximal invariant sets.

• Smart Structures and Systems
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• 제14권5호
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• pp.831-845
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• 2014

This paper proposed a discrete wavelet transform based method for time-varying physical parameter identification of shear type structures. The time-varying physical parameters are dispersed and expanded at multi-scale as profile and detail signal using discrete wavelet basis. To reduce the number of unknown quantity, the wavelet coefficients that reflect the detail signal are ignored by setting as zero value. Consequently, the time-varying parameter can be approximately estimated only using the scale coefficients that reflect the profile signal, and the identification task is transformed to an equivalent time-invariant scale coefficient estimation. The time-invariant scale coefficients can be simply estimated using regular least-squares methods, and then the original time-varying physical parameters can be reconstructed by using the identified time-invariant scale coefficients. To reduce the influence of the ill-posed problem of equation resolving caused by noise, the Tikhonov regularization method instead of regular least-squares method is used in the paper to estimate the scale coefficients. A two-story shear type frame structure with time-varying stiffness and damping are simulated to validate the effectiveness and accuracy of the proposed method. It is demonstrated that the identified time-varying stiffness is with a good accuracy, while the identified damping is sensitive to noise.

• 전기학회논문지P
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• 제53권4호
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• pp.175-182
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• 2004

This paper presents a new method for finding the Block Pulse series coefficients, deriving the Block Pulse integration operational matrices and generalizing the integration operational matrices which are necessary for the control fields using the Block Pulse functions. In order to apply the Block Pulse function technique to the problems of state estimation or parameter identification more efficiently, it is necessary to find the more exact value of the Block Pulse series coefficients and integral operational matrices. This paper presents the method for improving the accuracy of the Block Pulse series coefficients and derives generalized integration operational matrix and applied the matrix to the analysis of linear time-invariant system.

• 대한전기학회논문지:시스템및제어부문D
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• 제51권4호
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• pp.137-143
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• 2002

Because Block Pulse functions are used in a variety of fields such as the analysis and controller design of systems, it is necessary to find the more exact value of the Block Pulse series coefficients. This paper presents a method for the state estimation of the time-invariant linear systems via the improved estimation method for the Block Pulse coefficients by using the Simpson's rule. The proposed method using the Simpson's rule improve the accuracy of the Block Pulse coefficients.