• Title/Summary/Keyword: Two Mode Data

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Development of a Limit Order Book Analysis Tool for Automated Stock Trading Systems

  • Gyu-Sang Cho
    • International Journal of Internet, Broadcasting and Communication
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    • v.16 no.3
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    • pp.363-369
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    • 2024
  • In this paper, we develope a LOB(Limit Order Book) analyzing tool for an automated trading system, which features real-time and offline analysis of LOB data in conjunction with execution data. The 10-tier LOB data analyzer developed in this paper, which contains ask/bid prices and the execution data, receivs transaction requests in real-time from the Kiwoom Open API+ server. In the OnReceiveTrData event, the transaction data from the server is received and processed. The real-time data, triggered by the transaction, is received and processed in the OnReceiveRealData event. These two types of data are stored in a database and replayed in the same way as if it were a real-time situation in simulation mode. The LOB data are selectively read and analyzed in a necessary time points. The tool provides various features such as bar chart analysis and pattern analysis of the total shares on the bid side and ask side, which are used to develop a tool to accurately determine the timing of stock trading.

Initial Mode Decision Method for Clustering in Categorical Data

  • Yang, Soon-Cheol;Kang, Hyung-Chang;Kim, Chul-Soo
    • Journal of the Korean Data and Information Science Society
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    • v.18 no.2
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    • pp.481-488
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    • 2007
  • The k-means algorithm is well known for its efficiency in clustering large data sets. However, working only on numeric values prohibits it from being used to cluster real world data containing categorical values. The k-modes algorithm is to extend the k-means paradigm to categorical domains. The algorithm requires a pre-setting or random selection of initial points (modes) of the clusters. This paper improved the problem of k-modes algorithm, using the Max-Min method that is a kind of methods to decide initial values in k-means algorithm. we introduce new similarity measures to deal with using the categorical data for clustering. We show that the mushroom data sets and soybean data sets tested with the proposed algorithm has shown a good performance for the two aspects(accuracy, run time).

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Regional Sea Level Variability in the Pacific during the Altimetry Era Using Ensemble Empirical Mode Decomposition Method (앙상블 경험적 모드 분해법을 사용한 태평양의 지역별 해수면 변화 분석)

  • Cha, Sang-Chul;Moon, Jae-Hong
    • Ocean and Polar Research
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    • v.41 no.3
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    • pp.121-133
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    • 2019
  • Natural variability associated with a variety of large-scale climate modes causes regional differences in sea level rise (SLR), which is particularly remarkable in the Pacific Ocean. Because the superposition of the natural variability and the background anthropogenic trend in sea level can potentially threaten to inundate low-lying and heavily populated coastal regions, it is important to quantify sea level variability associated with internal climate variability and understand their interaction when projecting future SLR impacts. This study seeks to identify the dominant modes of sea level variability in the tropical Pacific and quantify how these modes contribute to regional sea level changes, particularly on the two strong El $Ni{\tilde{n}}o$ events that occurred in the winter of 1997/1998 and 2015/2016. To do so, an adaptive data analysis approach, Ensemble Empirical Mode Decomposition (EEMD), was undertaken with regard to two datasets of altimetry-based and in situ-based steric sea levels. Using this EEMD analysis, we identified distinct internal modes associated with El $Ni{\tilde{n}}o$-Southern Oscillation (ENSO) varying from 1.5 to 7 years and low-frequency variability with a period of ~12 years that were clearly distinct from the secular trend. The ENSO-scale frequencies strongly impact on an east-west dipole of sea levels across the tropical Pacific, while the low-frequency (i.e., decadal) mode is predominant in the North Pacific with a horseshoe shape connecting tropical and extratropical sea levels. Of particular interest is that the low-frequency mode resulted in different responses in regional SLR to ENSO events. The low-frequency mode contributed to a sharp increase (decrease) of sea level in the eastern (western) tropical Pacific in the 2015/2016 El $Ni{\tilde{n}}o$ but made a negative contribution to the sea level signals in the 1997/1998 El $Ni{\tilde{n}}o$. This indicates that the SLR signals of the ENSO can be amplified or depressed at times of transition in the low-frequency mode in the tropical Pacific.

An Efficient Hardware Implementation of AES-based CCM Protocol for IEEE 802.11i Wireless LAN Security (IEEE 802.11i 보안용 AES 기반 CCM 프로토콜의 효율적인 하드웨어로 구현)

  • Hwang, Seok-Ki;Lee, Jin-Woo;Kim, Chay-Hyeun;Song, You-Su;Shin, Kyung-Wook
    • Proceedings of the IEEK Conference
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    • 2005.11a
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    • pp.591-594
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    • 2005
  • This paper describes a design of AES-based CCM Protocol for IEEE 802.11i Wireless LAN Security. The CCMP core is designed with 128-bit data path and iterative structyre which uses 1 clock cycle per round operation. To maximize its performance, two AES cores are used, one is for counter mode for data confidentiality and the other is for CBC(Cipher Block Chaining) mode for authentication and data integrity. The S-box that requires the largest hardware in AES core is implemented using composite field arithmetic, and the gate count is reduced by about 23% compared with conventional LUT-based design. The CCMP core designed in Verilog-HDL has 35,013 gates, and the estimated throughput is about 768Mbps at 66-MHz clock frequency.

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Instrumentation and Structural Health Monitoring of Bridges (교량구조물의 헬스모니터 링을 위한 진동계측)

  • 김두기;김종인;김두훈
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.11 no.5
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    • pp.108-122
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    • 2001
  • As bridge design is advancing toward the performance-based design. it becomes increasingly important to monitor and re-evaluate the long-term structural performance of bridges. Such information is essential in developing performance criteria for design. In this research. sensor systems for long-term structural performance monitoring have been installed on two highway bridges. Pre1iminary vibration measurement and data analysis have been performed on these instrumented bridges. On one bridge, ambient vibration data have been collected. based on which natural frequencies and mode shapes have been extracted using various methods and compared with those obtained by the preliminary finite element analysis. On the other bridge, braking and bumping vibration tests have been carried out using a water truck In addition to ambient vibration tests. Natural frequencies and mode shapes have been derived and the results by the breaking and bumping vibration tests have been compared. For the development of a three dimensional baseline finite element model, the new methodology using a neural network is proposed. The proposed one have been verified and applied to develop the baseline model of the bridge.

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Application of couple sparse coding ensemble on structural damage detection

  • Fallahian, Milad;Khoshnoudian, Faramarz;Talaei, Saeid
    • Smart Structures and Systems
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    • v.21 no.1
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    • pp.1-14
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    • 2018
  • A method is proposed to detect structural damages in the presence of damping using noisy data. This method uses Frequency Response Function (FRF) and Mode-Shapes as the input parameters for a system of Couple Sparse Coding (CSC) to study the healthy state of the structure. To obtain appropriate patterns of FRF for CSC training, Principal Component Analysis (PCA) technique is adopted to reduce the full-size FRF to overcome over-fitting and convergence problems in machine-learning training. To verify the proposed method, a numerical two-story frame structure is employed. A system of individual CSCs is trained with FRFs and mode-shapes, and then termed ensemble to detect the health condition of the structure. The results demonstrate that the proposed method is accurate in damage identification even in presence of up to 20% noisy data and 5% unconsidered damping ratio. Furthermore, it can be concluded that CSC ensemble is highly efficient to detect the location and the severity of damages in comparison to the individual CSC trained only with FRF data.

A Study on IMM-PDAF based Sensor Fusion Method for Compensating Lateral Errors of Detected Vehicles Using Radar and Vision Sensors (레이더와 비전 센서를 이용하여 선행차량의 횡방향 운동상태를 보정하기 위한 IMM-PDAF 기반 센서융합 기법 연구)

  • Jang, Sung-woo;Kang, Yeon-sik
    • Journal of Institute of Control, Robotics and Systems
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    • v.22 no.8
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    • pp.633-642
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    • 2016
  • It is important for advanced active safety systems and autonomous driving cars to get the accurate estimates of the nearby vehicles in order to increase their safety and performance. This paper proposes a sensor fusion method for radar and vision sensors to accurately estimate the state of the preceding vehicles. In particular, we performed a study on compensating for the lateral state error on automotive radar sensors by using a vision sensor. The proposed method is based on the Interactive Multiple Model(IMM) algorithm, which stochastically integrates the multiple Kalman Filters with the multiple models depending on lateral-compensation mode and radar-single sensor mode. In addition, a Probabilistic Data Association Filter(PDAF) is utilized as a data association method to improve the reliability of the estimates under a cluttered radar environment. A two-step correction method is used in the Kalman filter, which efficiently associates both the radar and vision measurements into single state estimates. Finally, the proposed method is validated through off-line simulations using measurements obtained from a field test in an actual road environment.

Movie Popularity Classification Based on Support Vector Machine Combined with Social Network Analysis

  • Dorjmaa, Tserendulam;Shin, Taeksoo
    • Journal of Information Technology Services
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    • v.16 no.3
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    • pp.167-183
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    • 2017
  • The rapid growth of information technology and mobile service platforms, i.e., internet, google, and facebook, etc. has led the abundance of data. Due to this environment, the world is now facing a revolution in the process that data is searched, collected, stored, and shared. Abundance of data gives us several opportunities to knowledge discovery and data mining techniques. In recent years, data mining methods as a solution to discovery and extraction of available knowledge in database has been more popular in e-commerce service fields such as, in particular, movie recommendation. However, most of the classification approaches for predicting the movie popularity have used only several types of information of the movie such as actor, director, rating score, language and countries etc. In this study, we propose a classification-based support vector machine (SVM) model for predicting the movie popularity based on movie's genre data and social network data. Social network analysis (SNA) is used for improving the classification accuracy. This study builds the movies' network (one mode network) based on initial data which is a two mode network as user-to-movie network. For the proposed method we computed degree centrality, betweenness centrality, closeness centrality, and eigenvector centrality as centrality measures in movie's network. Those four centrality values and movies' genre data were used to classify the movie popularity in this study. The logistic regression, neural network, $na{\ddot{i}}ve$ Bayes classifier, and decision tree as benchmarking models for movie popularity classification were also used for comparison with the performance of our proposed model. To assess the classifier's performance accuracy this study used MovieLens data as an open database. Our empirical results indicate that our proposed model with movie's genre and centrality data has by approximately 0% higher accuracy than other classification models with only movie's genre data. The implications of our results show that our proposed model can be used for improving movie popularity classification accuracy.

A Study on the Effect of the Name Node and Data Node on the Big Data Processing Performance in a Hadoop Cluster (Hadoop 클러스터에서 네임 노드와 데이터 노드가 빅 데이터처리 성능에 미치는 영향에 관한 연구)

  • Lee, Younghun;Kim, Yongil
    • Smart Media Journal
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    • v.6 no.3
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    • pp.68-74
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    • 2017
  • Big data processing processes various types of data such as files, images, and video to solve problems and provide insightful useful information. Currently, various platforms are used for big data processing, but many organizations and enterprises are using Hadoop for big data processing due to the simplicity, productivity, scalability, and fault tolerance of Hadoop. In addition, Hadoop can build clusters on various hardware platforms and handle big data by dividing into a name node (master) and a data node (slave). In this paper, we use a fully distributed mode used by actual institutions and companies as an operation mode. We have constructed a Hadoop cluster using a low-power and low-cost single board for smooth experiment. The performance analysis of Name node is compared through the same data processing using single board and laptop as name nodes. Analysis of influence by number of data nodes increases the number of data nodes by two times from the number of existing clusters. The effect of the above experiment was analyzed.

Access and Egress Patterns of Travel to a Regional Railway Station Based on Transit Smart Card Data (Case study: Seoul Station during Chuseok Holiday) (명절기간 중 서울역 철도 이용객의 접근통행 특성 연구)

  • Eom, Jin Ki;Lee, Jun;Lee, Kwang-Seop
    • Journal of the Korean Society for Railway
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    • v.16 no.1
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    • pp.59-64
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    • 2013
  • This study analyzed passenger access and egress travel patterns related to a Korean regional railway station (Seoul station), then developed a binomial logit model. This model referred to bus and metro mode of access and egress during a national holiday (Chuseok 2009); obtained from transit smart card data. The results showed that 99% of passengers getting access to, or egress from, the regional railway station did so using less than two transfers, and that most passengers were more likely to choose a metro. However, the passengers that made access or egress trips near Seoul Station were more likely to take a bus. From the results of the mode choice model, it was found that the impact of travel time was greater than that of travel cost, in the choices made for both access and egress. Interestingly, the impact of travel time is much greater in choosing the mode of egress.