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Wavelet Thresholding Techniques to Support Multi-Scale Decomposition for Financial Forecasting Systems

  • Shin, Taek-Soo;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 1999.03a
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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 for 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 data, 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.

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A study on the Trend Analysis and Road map Design of the Facilities Disaster and Safety Technology in the Country and Oversea (국내외 인적재난 안전기술개발 동향분석 및 로드맵 수립에 관한 연구)

  • Lee, Tae Shik;An, Jae Woo;Song, Cheol Ho;Seok, Geum Cheol
    • Journal of Korean Society of Disaster and Security
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    • v.6 no.3
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    • pp.49-57
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    • 2013
  • This paper is to show the long-term roadmap by analyzing the development trend for the safety technology of facility disaster in the country and abroad, and it is designed to plan the long term and roadmap in response to change the disaster environment. Recently in the country, it is increasing the needs of the long term roadmap design of the facility disaster research development in the facility disaster, by the repidly of the social and the living and the related governments response's changing. The U.S. is going to develop the disaster responding research by planning the its master plans, including the NRF (National Responing Framwork), the NIMS (National Incident Management System), and its sinarios etc.. Japan is going to develop the research planning in the annual report of the disaster prevention, and we going to do the study projects about the facility disaster area with the NEMA (National Emergency Management Agency) and NDMI (National Disaster Management Institute). This paper is showed to design the long term roadmap of the facility disaster's study development, and to minimize the damage of the man and his property, and to set the study development system of the national facility disaster, and furthering to make the resilient planning in changing of the facility disaster's environment.

Effect of Benzoyl Peroxide on the Activity of Drug-metabolizing Enzyme System and Lipid Peroxidation in Rats (Benzoyl peroxide가 흰쥐의 지질과산화현상에 미치는 영향)

  • Lee, H.W.;Rhee, K.S.;Hong, S.U.
    • The Korean Journal of Pharmacology
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    • v.18 no.1
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    • pp.55-63
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    • 1982
  • Lipid peroxidation is the reaction of oxidative deterioration of polyunsaturated lipids and this peroxidation involves the direct reaction of oxygen and lipid to form free radical intermediates, which can lead to autocatalysis. As results of the extensive studies on the lipid peroxidation by many authors, the relationship between lipid peroxidation and the drug metabolizing system as well as the actions of free radicals on the peroxidation was reasonably well known. For a long time, the mechanism of hepatotoxicity of $CCl_4$ was not clearly understood. However, it is now quite well established that $CCl_4$ is activated in vivo to a free radical which is a highly reactive molecule. Therefore, lipid peroxidation which induces the reduction of cytochrome P-450 and aminopyrine demethylase activity is known as decisive event of $CCl_4$ hepatotoxicity. On the other hand, it was also reported that singlet molecular oxygen produces lipid peroxidation in liver microsomes. In this study the effects of benzoyl peroxide on the lipid peroxidation and drug-metabolizing enzyme were examined. Benzoyl peroxide mixed with starch and phosphates etc. is usually used as a food additive for flour bleaching and maturing purpose because of its oxidative property. Albino rats were used for the experimental animals. Benzoyl peroxide was suspended in soybean oil and sesame oil and administered intraperitoneally or orally. TBA value and aminopyrine demethylase activity were determined in liver microsomal fraction and serum. The results were summerized as following. 1) Body weights of animals administered benzoyl peroxide suspension were decreased while that of oil administered group were increased. 2) The activity of aminopyrine demethylase was generally decreased in animals administered oil suspension of benzoyl peroxide. Furthermore, the marked reduction of the enzyme activity was observed in animals administered benzoyl peroxide intraperitoneally. 3) Generally, microsomal TBA values as well as serum TBA were significantly elevated in benzoyl peroxide group in comparison with the control group. However, the more remarkable increase of serum TBA than microsomal TBA was observed in animals administered orally for 6 days. 4) Specifically, the changing pattern of TBA value was notable in serum rather than in liver microsome by intraperitoneal administration of benzoyl peroxide.

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Changes of Thyroid Hormone Levels in Plasma of Rats during Cold Exposure (저온환경 적응에 있어서의 갑상선 Hormone의 변동)

  • Lee, H.W.;Kim, W.J.;Hong, S.S.;Kim, H.S.;Hong, S.U.
    • The Korean Journal of Pharmacology
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    • v.17 no.2
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    • pp.37-45
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    • 1981
  • The importance of thyroid hormones for the survival of rats in the cold is along-established fact. Hypothyroid animals are unable to survive in a cold environment. It was also reported that acute exposure of rats, guinea pigs and rabbits to cold produced an increased secretion of TSH and thereby thyroid hormone secretion within 10 to 30 min, but this increase of thyroid activity disappeared quite rapidly during warming. However, in human study no significant difference was found in the concentration of $T_4$, TSH and cortisol between summer and winter. But plasma $T_3$ concentration was increased significantly in winter in 56 adult men. On the other hand, it has been also known that catecholamines are important in the maintenance of body temperature of rat exposured to cold. Abundant evidences suggest that the sympathetic nervous system is involved in the activation of nonshivering thermogenesis and that thyroid hormone metabolism and secretion are influenced by catecholamines and consequently by the activity of the sympatheticadrenal system. Many of the metabolic effects of catecholamines are associated with an increase in the level of cAMP mediated through activation of adenylate cyclase which converts ATP to cAMP. Other studies have shown that thyroid hormones affect the amount of adenylate cyclase present in the adipose tissue. On the other hand. it was also reported that a particulate cAMP phosphodiesterase activity in fat cells was modulated by the action of thyroid hormones. The objective of the present study was to determine the interaction between thyroid activity and cyclic nucleotides during acute exposure to cold. Albino rats weighing around 200 g were used as the experimental animal. The room temperature group was kept at $25^{\circ}C$ and the cold-exposured group was kept at $4^{\circ}C$ for 1 week or 2 weeks. Each group was subdivided into three subgroups; control, KI, and MTU group. At the end of experiment the animals were etherized and blood was taken from abdominal aorta for $T_4,\;T_3$ and cyclic nucleotides. The determinations of $T_3,\;T_4$ and cyclic nucleotides were carried out with a radioimmunoassay(RIA) method. The results were summerized as followings. 1) A significant increase of thyroid weight was observed in rats exposured to cold for 2 weeks. Furthermore, in rats administered MTU while to exposure to cold the thyroid weight was also increased significantly. 2) After 2 weeks $T_3$ concentration in the plasma of cold-exposured rats was significantly increased in KI group and MTU group as well as in control group. On the contrary, after 2 weeks of cold exposure $T_4$ level was decreased in control group. 3) In the case of cyclic nucleotides, plasma cAMP was increased in the control group after 1 or 2 weeks of cold exposure. However, cAMP level in plasma was rather significantly decreased in KI group and MTU group as well as in control group.

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Overproduction of a γ-glutamyltranspeptidase from Bacillus amyloliquefaciens in Bacillus subtilis through medium optimization (배지최적화를 통한 재조합 바실러스 서브틸리스에서 바실러스 아밀로리퀴파시엔스 유래 γ-글루타밀펩타이드전달효소의 대량생산)

  • Cho, Hye-Bin;Roy, Jetendra Kumar;Park, Wu-Jin;Jeon, Byoung-Oon;Kim, Young-Wan
    • Korean Journal of Food Science and Technology
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    • v.49 no.6
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    • pp.610-616
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    • 2017
  • ${\gamma}$-Glutamyltranspeptidase (GGT, EC 2.3.2.2) transfers ${\gamma}$-glutamyl moiety from glutamine to amino acids or peptides and hydrolyzes glutamine to glutamate and ammonia. In order to overproduce ${\gamma}$-glutamyltranspeptidase from Bacillus amyloliquefaciens (BAGGT), the encoding gene was cloned and expressed in Bacillus subtilis. The productivity of BAGGT in Bacillus subtilis was improved by 42-fold by using a dual-promoter system that was generated by combining promoters from B. subtilis ${\alpha}$-amylase and BAGGT genes. Through optimization of medium composition by Plackett-Burman design and central composition design, BAGGT was produced at $18.3{\times}10^7U/L$ of culture in the optimized medium. Compared to previously used Luria-Bertani medium, the optimized culture medium (15 g/L molasses, 60 g/L corn steep liquor, 6 g/L yeast extract, 4 g/L NaCl, 6 g/L $K_2HPO_4$, and 2 g/L $KH_2PO_4$), resulted in a 4.3-fold increase in production of BAGGT.

유리화 동결법에 의한 난자의 동결 중 항동해제에 Cytoskeleton Stabilizer, Taxol의 처리 후 배발달율의 개선에 관한 연구

  • 정형민;박성은;임정묵;고정재;정미경;차광렬
    • Proceedings of the KSAR Conference
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    • 2001.03a
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    • pp.74-74
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    • 2001
  • 난자 동결방법의 선별은 보다 효과적인 난자은행의 개발에 필수 불가결한 중요한 요소이다. 이전의 연구에서 마우스의 난자를 ethylene glycol과 electron microscope grid를 이용한 유리화 동결법으로 동결 융해한 결과 기존의 slow freezing 방법에서보다 높은 생존율과 배발달율이 나타남을 관찰하였다. 그러나 동결융해후의 난자는 방추사와 염색체의 이상성이 대조군에 비해 높은 빈도로 나타나 융해후의 배발달율을 감소시키는 것으로 보고되었다. 이에 본 연구에서는 유리화동결법동안 항동해제에 Cytoskeleton system을 안정화시키는 cytoskeleton stabilizer인 taxol을 첨가시킨후 동결시켰을때 생존율과 발달율을 개선시킬 수 있는지 알아보고자 본 실험을 시행하였다. ICR mouse의 성숙란을 채취하여 연구목적에 따라 taxol을 첨가시키지 않은 대조군과 첨가시킨 실험군으로 분류하였다. 동결방법은 난자를 1.5 M ethylene glycol (EG)에 2분 30초간 노출시킨후 5.5 M EG와 1 M sucrose가 첨가된 동결액에 20초간 노출시킨 후 Grid에 난자를 부착시킨후 직접 액체질소에 침지하여 동결하였다. 동결후 난자는 5단계로 융해를 실시한 후 정자와 체외수정을 시킨 후 수정된 난자는 modified P1 배약액에 124 h까지 발달율을 관찰하였고, 배양 후 발달된 배반포는 대조군과 실험군, 각각 4마리의 발정동기화된 recipient에 이식을 시행하였다. 배발달율은 대조군에 비해 실험군에서 4세포기 (48 vs. 84.4%), 8세포기 (34% vs. 70.6%), 상실배 (26% vs. 58.6%) 그리고 배반포 발달율은 (24% vs. 58.6%)로 높게 관찰되었다. 배아이식후 대조군과 실험군에서 각각 2 마리가 임신이되어 정상적인 산자를 분만하였다. 따라서 항동해제에 taxol의 첨가는 동결 융해후의 난자의 배발달율을 증진시킬 수 있었다..8%로 나타나 난할율 및 배반포 발생율에 있어서 융합조건에 따라 큰 차이는 없었으나 1.9㎸/cm, 30$\mu\textrm{s}$ 2회의 조건이 다른 조건들에 비하여 유의적으로 낮았다. 따라서, 체세포와 수핵란 세포질간의 융합율과 배반포 발생에 미치는 영향은 전압보다는 시간에 더 크게 받음을 알 수 있었으며, 이와 같은 결과에서 융합시 시간을 오래 주는 것보다 전압을 높이는 것이 수핵난자의 세포질에 상해를 줄이고 이후 배반포 발생에 유리할 것으로 사료되었다.면에서도 더욱 더 활발할 것으로 기대된다. 배란후 72시간째에 초음파진단기를 이용하여 난소의 난포발달을 조사한 결과 , 대조구와 bFF처리구에 비해 AI처리구에서 발달난포가 유의적으로 많은 것을 확인하였다. 이상과 같은 결과로, Anti-inhibin serum은 한우 자체에서 분비하는 Inhibin을 특이하게 억제하여 Inhibin에 의해 억제되는 FSH분비가 촉진됨으로써 난포발달과 estrogen의 농도가 촉진되는 것으로 사료되어 anti-inhibin serum이 한우의 과배란유기 효과가 있는 것으로 사료된다.정량 분석한 결과이다. 시편의 조성은 33.6 at% U, 66.4 at% O의 결과를 얻었다. 산화물 핵연료의 표면 관찰 및 정량 분석 시험시 시편 표면을 전도성 물질로 증착시키지 않고, Silver Paint 에 시편을 접착하는 방법으로도 만족한 시험 결과를 얻을 수 있었다.째, 회복기 중에 일어나는 입자들의 유입은 자기폭풍의 지속시간을 연장시키는 경향을 보이며 큰 자기폭풍일수록 현저했다. 주상에서 관측된 이러한 특성은 서브스톰 확장기 활동이 자기폭풍의 발달과 밀접한 관계가 있음을 시사한다.se that were all low in two aspects, named "the Nonsignificant group". And the issues were high risk perception in general setting and

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A Study on the stock price prediction and influence factors through NARX neural network optimization (NARX 신경망 최적화를 통한 주가 예측 및 영향 요인에 관한 연구)

  • Cheon, Min Jong;Lee, Ook
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.8
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    • pp.572-578
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    • 2020
  • The stock market is affected by unexpected factors, such as politics, society, and natural disasters, as well as by corporate performance and economic conditions. In recent days, artificial intelligence has become popular, and many researchers have tried to conduct experiments with that. Our study proposes an experiment using not only stock-related data but also other various economic data. We acquired a year's worth of data on stock prices, the percentage of foreigners, interest rates, and exchange rates, and combined them in various ways. Thus, our input data became diversified, and we put the combined input data into a nonlinear autoregressive network with exogenous inputs (NARX) model. With the input data in the NARX model, we analyze and compare them to the original data. As a result, the model exhibits a root mean square error (RMSE) of 0.08 as being the most accurate when we set 10 neurons and two delays with a combination of stock prices and exchange rates from the U.S., China, Europe, and Japan. This study is meaningful in that the exchange rate has the greatest influence on stock prices, lowering the error from RMSE 0.589 when only closing data are used.

The Water Circulation Improvement of Apartment Complex by applying LID Technologies - Focused on the Application of Infiltration Facilities - (LID 기술 적용을 통한 공동주택단지 물순환 개선 연구 - 침투시설 적용을 중심으로 -)

  • Suh, Joo-Hwan;Lee, In-Kyu
    • Journal of the Korean Institute of Landscape Architecture
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    • v.41 no.5
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    • pp.68-77
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    • 2013
  • Change in the Global Climate causes flood, drought, heavy snow, and rainfall patterns in the Korean Peninsula. A variety of alternatives related to climate change are considered. The foreign researchers are interested in Low Impact Development(LID); the utilization of water resources and eco friendly development, over 10 years ago. The research and development of related technology has been advanced to apply LID techniques in order to develop several projects in the country. However, sharing of technology or system that can be used easily in the private sector is insufficient. The performance of the elements of LID Technology has not been fully agreed. LID elements of this technology are easy to apply to Apartment complex. The elements are classified technology. The infiltration of elements performs the functions of apartment complex landscaping space technology applied to the target. The water cycle simulation(SWMM 5.0) and technology the implementation of the effectiveness is also verified. For this purpose, three different places in apartment complex to target by SWMM5.0 U.S. EPA conducted utilizing simulated rainfall and applying LID techniques before and after the simulated water cycle (infiltration, surface evaporation, and surface runoff) were conducted. The importance of green space in the LID techniques of quantitative and qualitative storm water control as well as the role of Apartment Housing is to promote Amenity. Remember that the physical limitations of apartment complex and smooth water circulation system for the application of LID integrated management techniques should be applied. To this end, landscapes, architecture, civil engineering, environmental experts for technical consilience between the Low Impact Development efforts are required.

Effects of Non-Invasive Constant Microcurrent Stimulation on Expression of BMP-4 After Tibia Fracture in Rabbits (비침습식 미세전류자극이 토끼 경골의 골절 후 BMP-4 발현에 미치는 영향)

  • Cho, mi-suk
    • Proceedings of the Korea Contents Association Conference
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    • 2009.05a
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    • pp.1124-1129
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    • 2009
  • This study aims to examine the effects of non-invasive constant microcurrent stimulation on expression of Bone Morphogenetic Protein(BMP) 4 after tibia fracture in rabbits. Twenty four rabbits with tibia fracture were randomly divided into control and experimental groups. Each group was divided into four subgroups, based on the duration of the experiment (3, 7, 14, 28 days). The experimental groups received a constant microcurrent stimulation of $20{\sim}25{\mu}A$ intensity with surface Ag-AgCl electrode (diameter 1cm, Biopac, U.S.A.) for 24 hours a day. Cathode of the microcurrent stimulator located on the tibia directly, anode of it did on the gastrocnemius muscle. Rabbits were sacrificed on each of the postoperative days 3, 7, 14, 28. To investigate how non- invasive constant microcurrent stimulation affects bone healing, immunohistochemical analysis of BMP-4 was performed at each point. After evaluation, the test results are as follows: Comparisons of immunohistochemical observation of BMP-4 in 7 days after tibial fracture show that there was shown to be a moderate positive reaction (++) on concentric circles of Harversian system andt he interstitial lamella in the control group, while there was a very strong positive reaction (++++) on concentric circles of Harversian system and interstitial lamellain the experimental group. These results suggest that applying non-invasive constant microcurrent stimulation on fractured bone is helpful to bone healing.

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A Case Study on the Service Programs at the Presidential Library and Museum (대통령 기록관의 서비스 프로그램 사례 연구)

  • Jo, Min-Ji
    • Journal of Korean Society of Archives and Records Management
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    • v.6 no.2
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    • pp.157-184
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    • 2006
  • Presidential records which have produced during a presidency as a national center are the evidence of the presidency and main historical records. We have the responsibility to establish fundamental systems to produce such main historical records and to manage such main historical records which could help people and history to judge the presidency based upon the evidence of their activities. The historical appraisal could be achieved not by memory but by evidence. A draft of a proposed law on the management of presidential records which includes the establishment of presidential libraries for the presidential records Mecca is being moored at the National Assembly now. The presidential library is to be considered as a multi-functional national institution which is carrying out the role as an Archives, Museums and Center for the education. In addition, it is imperative for a presidential library to provide user-oriented services to enrich the usability and the value of records, recognizing the change of administration paradigm from a supplier-oriented system to a customer-oriented system. This dissertation, in order to develop presidential library service programs focusing on customers rather than the convenience of administration, reviewed programs of the U.S. presidential libraries as a developed case and proposes guidelines and applicable samples for the development of the Korean presidential library service programs.