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Increasing Accuracy of Stock Price Pattern Prediction through Data Augmentation for Deep Learning (데이터 증강을 통한 딥러닝 기반 주가 패턴 예측 정확도 향상 방안)

  • Kim, Youngjun;Kim, Yeojeong;Lee, Insun;Lee, Hong Joo
    • The Journal of Bigdata
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    • v.4 no.2
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    • pp.1-12
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    • 2019
  • As Artificial Intelligence (AI) technology develops, it is applied to various fields such as image, voice, and text. AI has shown fine results in certain areas. Researchers have tried to predict the stock market by utilizing artificial intelligence as well. Predicting the stock market is known as one of the difficult problems since the stock market is affected by various factors such as economy and politics. In the field of AI, there are attempts to predict the ups and downs of stock price by studying stock price patterns using various machine learning techniques. This study suggest a way of predicting stock price patterns based on the Convolutional Neural Network(CNN) among machine learning techniques. CNN uses neural networks to classify images by extracting features from images through convolutional layers. Therefore, this study tries to classify candlestick images made by stock data in order to predict patterns. This study has two objectives. The first one referred as Case 1 is to predict the patterns with the images made by the same-day stock price data. The second one referred as Case 2 is to predict the next day stock price patterns with the images produced by the daily stock price data. In Case 1, data augmentation methods - random modification and Gaussian noise - are applied to generate more training data, and the generated images are put into the model to fit. Given that deep learning requires a large amount of data, this study suggests a method of data augmentation for candlestick images. Also, this study compares the accuracies of the images with Gaussian noise and different classification problems. All data in this study is collected through OpenAPI provided by DaiShin Securities. Case 1 has five different labels depending on patterns. The patterns are up with up closing, up with down closing, down with up closing, down with down closing, and staying. The images in Case 1 are created by removing the last candle(-1candle), the last two candles(-2candles), and the last three candles(-3candles) from 60 minutes, 30 minutes, 10 minutes, and 5 minutes candle charts. 60 minutes candle chart means one candle in the image has 60 minutes of information containing an open price, high price, low price, close price. Case 2 has two labels that are up and down. This study for Case 2 has generated for 60 minutes, 30 minutes, 10 minutes, and 5minutes candle charts without removing any candle. Considering the stock data, moving the candles in the images is suggested, instead of existing data augmentation techniques. How much the candles are moved is defined as the modified value. The average difference of closing prices between candles was 0.0029. Therefore, in this study, 0.003, 0.002, 0.001, 0.00025 are used for the modified value. The number of images was doubled after data augmentation. When it comes to Gaussian Noise, the mean value was 0, and the value of variance was 0.01. For both Case 1 and Case 2, the model is based on VGG-Net16 that has 16 layers. As a result, 10 minutes -1candle showed the best accuracy among 60 minutes, 30 minutes, 10 minutes, 5minutes candle charts. Thus, 10 minutes images were utilized for the rest of the experiment in Case 1. The three candles removed from the images were selected for data augmentation and application of Gaussian noise. 10 minutes -3candle resulted in 79.72% accuracy. The accuracy of the images with 0.00025 modified value and 100% changed candles was 79.92%. Applying Gaussian noise helped the accuracy to be 80.98%. According to the outcomes of Case 2, 60minutes candle charts could predict patterns of tomorrow by 82.60%. To sum up, this study is expected to contribute to further studies on the prediction of stock price patterns using images. This research provides a possible method for data augmentation of stock data.

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Comparisons in Volumes of Irrigation and Drainage, Plant Growth and Fruit Yield under FDR Sensor-, Integrated Solar Radiation-, and Timer-Automated Irrigation Systems for Production of Tomato in a Coir Substrate Hydroponic System (토마토 코이어 수경재배에서 FDR센서, 적산일사량센서 및 타이머 급액방식에 따른 급배액량, 생육 및 과실수량 비교)

  • Choi, Eun-Young;Kim, Hee-Yong;Choi, Ki-Young;Lee, Yong-Beom
    • Journal of Bio-Environment Control
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    • v.25 no.1
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    • pp.63-70
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    • 2016
  • Water drainage from the open hydroponics often causes significant environmental pollution due to agrochemicals and loss of water and nutrients. The objectives of this study were to show the potential application of an irrigation schedule based on threshold values of volumetric substrate water content for tomato (Solanum lycopersicum L. 'Samsamgu') cultivation in a commercial hydroponic farm during spring to summer cultivation. This study was performed for minimizing effluent from coir substrate hydroponics using a frequency domain reflectometry (FDR) sensor-automated irrigation, as compared with an integrated solar-radiation (IR) and conventional timer-irrigation (TIMER) after transplanting. In results, no significant difference in daily irrigation volume was found among the treatments until 88 days after transplant (DAT). However, during the 88 to 107 DAT, the daily irrigation volume was in the order of IR (2125 mL) > TIMER (2063 mL) > FDR (1983 mL), and during the 108 to 120 DAT, it was in the order of IR (2000 mL) > TIMER (1664 mL) > FDR (1500 mL). The lowest drainage volume was observed in the FDR treatment with the order of IR (12~19%) > TIMER (4~12%) > FDR (0~7%) during the entire growing period. A lower irrigation volume in the FDR treatment after 88 DAT may be due to the sensor's detecting capacity for less water absorption by plant after completing fruit maturity with apical pruning and removal of lower leaves, while a higher irrigation volume in the IR treatment may be due to gradual increase in integrated solar-radiation amount as closer to summer season. There was no significant difference in plant growth and fruit yield among the treatments; however, a 11% and 18% of higher soluble sugar content was observed in the FDR than that of TIMER and IR treatment. respectively.

Study of Scatter Influence of kV-Conebeam CT Based Calculation for Pelvic Radiotherapy (골반 방사선 치료에서 산란이 kV-Conebeam CT 영상 기반의 선량계산에 미치는 영향에 대한 연구)

  • Yoon, KyoungJun;Kwak, Jungwon;Cho, Byungchul;Kim, YoungSeok;Lee, SangWook;Ahn, SeungDo;Nam, SangHee
    • Progress in Medical Physics
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    • v.25 no.1
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    • pp.37-45
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    • 2014
  • The accuracy and uniformity of CT numbers are the main causes of radiation dose calculation error. Especially, for the dose calculation based on kV-Cone Beam Computed Tomography (CBCT) image, the scatter affecting the CT number is known to be quite different by the object sizes, densities, exposure conditions, and so on. In this study, the scatter impact on the CBCT based dose calculation was evaluated to provide the optimal condition minimizing the error. The CBCT images was acquired under three scatter conditions ("Under-scatter", "Over-scatter", and "Full-scatter") by adjusting amount of scatter materials around a electron density phantom (CIRS062, Tissue Simulation Technology, Norfolk, VA, USA). The CT number uniformities of CBCT images for water-equivalent materials of the phantom were assessed, and the location dependency, either "inner" or "outer" parts of the phantom, was also evaluated. The electron density correction curves were derived from CBCT images of the electron density phantom in each scatter condition. The electron density correction curves were applied to calculate the CBCT based doses, which were compared with the dose based on Fan Beam Computed Tomography (FBCT). Also, 5 prostate IMRT cases were enrolled to assess the accuracy of dose based on CBCT images using gamma index analysis and relative dose differences. As the CT number histogram of phantom CBCT images for water equivalent materials was fitted with a gaussian function, the FHWM (146 HU) for "Full-scatter" condition was the smallest among the FHWM for the three conditions (685 HU for "under scatter" and 264 HU for "over scatter"). Also, the variance of CT numbers was the smallest for the same ingredients located in the center and periphery of the phantom in the "Full-scatter" condition. The dose distributions calculated with FBCT and CBCT images compared in a gamma index evaluation of 1%/3 mm criteria and in the dose difference. With the electron density correction acquired in the same scatter condition, the CBCT based dose calculations tended to be the most accurate. In 5 prostate cases in which the mean equivalent diameter was 27.2 cm, the averaged gamma pass rate was 98% and the dose difference confirmed to be less than 2% (average 0.2%, ranged from -1.3% to 1.6%) with the electron density correction of the "Full-scatter" condition. The accuracy of CBCT based dose calculation could be confirmed that closely related to the CT number uniformity and to the similarity of the scatter conditions for the electron density correction curve and CBCT image. In pelvic cases, the most accurate dose calculation was achievable in the application of the electron density curves of the "Full-scatter" condition.

Production of Organic Rice (Oryza sativa L.) using Organic Cultivation Manual (유기재배매뉴얼을 활용한 유기쌀 생산)

  • Cha, Kwang-Hong;Oh, Hwan-Jung;Seo, Dong-Jun;Song, Yong-Su;Ahn, Joon-Seob;An, Kyu-Nam;Jung, Woo-Jin
    • Korean Journal of Organic Agriculture
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    • v.22 no.1
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    • pp.97-113
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    • 2014
  • An actual proof experiment was carried out to establish the production of high quality organic rice at farm household in Gwangjin, Junnam, Korea 2011. Experimental plot was designed with conventional organic cultivation and manual organic cultivation in both Hopeongbyeo and Onnuri varities. Experimental field was consisted with suitable drainage loam soil, anryong series, and normal paddy field. Chemical characteristics of the soil were investigated from initial soil and soil after harvest in experimental sites. Seed disinfection was treated with hot water dipping method at $60^{\circ}C$ for 10 min. Rice transplanting was carried out at 17 June with 25 days seedling using machine transplanting. Golden apple snail was used to prevent weed growth as middle size (1.5~1.7 kg/10a) at one week after rice transplanting. Amount of applied fertilizer in experimental plot was supplied with organic fertilizer for the shortage after harvest of hairy vetch (1,100 kg/10a). Bordeaux mixture was used to control of sheath blight and neck blast disease in all experimental plot at 19 Aug. Application of chitin culture solution was treated in manual organic cultivation at 2 and 15 Aug. At late growth stage, incidence rate of neck blast was the highest level at Hopyeongbyeo in conventional organic cultivation. Incidence rate of sheath blight in both Hopyeongbyeo and Onnuri was higher in conventional organic cultivation than in manual organic cultivation. Incidence of rice leaf folder was the highest level at Onnuri in conventional organic cultivation. Yield index in manual organic cultivation was increased by 13% and 38% at Onnuri and Hopyeongbyeo, respectively, compared with conventional organic cultivation. Head rice percentage in both Hopyeongbyeo and Onnuri was slightly increased in manual organic cultivation. These results indicate that high quality production of rice organic cultivation could be depending on management of safe fertilization with nutrient content in soil.

A study on the effect of air velocity through a damper on smoke extraction performance in case of fire in road tunnels (도로터널 화재 시 집중배기방식의 배기포트 통과풍속이 배연성능에 미치는 영향에 관한 연구)

  • Ryu, Ji-Oh;Na, Kwang-Hoon
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.22 no.4
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    • pp.347-365
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    • 2020
  • In order to resolve traffic problems in urban areas and to increase the area of green spaces, tunnels in downtown areas are being increased. Additionally, the application of large port smoke extraction ventilation systems is increasing as a countermeasure to smoke extraction ventilation for tunnels with high potential for traffic congestion. It is known that the smoke extraction performance of the large port smoke extraction system is influenced not only by the amount of the extraction flow rate, but also by various factors such as the shape of the extraction port (damper) and the extraction air velocity through a damper. Therefore, in this study, the design standards and installation status of each country were investigated. When the extraction air flow rate was the same, the smoke extraction performance according to the size of the damper was numerically simulated in terms of smoke propagation distance, compared and evaluated, and the following results were obtained. As the cross-sectional area of the smoke damper increases, the extraction flow rate is concentrated in the damper close to the extraction fan, and the smoke extraction rate of the damper in downstream decreases, thereby increasing the smoke propagation distance on the downstream side. In order to prevent such a phenomenon, it is necessary to reduce the cross-sectional area of the smoke damper and increase the velocity of passing air through the damper so that the pressure loss passing through the damper increases, thereby reducing the non-uniformity of smoke extraction flow rate in the extraction section. In this analysis, it was found that when the interval distance of the extraction damper was 50 m, the air velocity passing through damper was 4.4 m/s or more, and when the interval distance of the extraction dampers was 100 m, the air velocity passing through damper was greater than 4.84 m/s, it was found to be advantageous to ensure smoke extraction performance.

Antioxidant, Anti-inflammatory and Anti-allergenic Effects of Citrus Junos seed Oil and its Human Skin Protection (유자씨 오일의 항산화, 항염, 항알러지 효과 및 인체 피부보호 효과에 대한 연구)

  • Ko, Eun Ah;Nam, Seung-Hee;Jeong, Hana;Kim, Bo Yun;Kwak, Sang Hwa;Kim, Sunyoung;Hong, In Ki;Kang, Hakhee
    • Journal of the Society of Cosmetic Scientists of Korea
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    • v.46 no.3
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    • pp.283-294
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    • 2020
  • In this study, in order to increase the utilization of Citrus junos seeds, which account for 13% of the weight ratio of Citrus junos ripened fruit, but are mostly discarded and not utilized, the efficacy of skin beauty of Citrus junos seed oil extracted by cold pressing was studied. Citrus junos seed oil was found to contain approximately 74% of unsaturated fatty acids consisting mainly of oleic acid and linoleic acid, and limonene, which is mainly contained in Citrus junos peel, contained a very low content of about 0.0187%. As a result of evaluating the DPPH radical scavenging activity of Citrus junos seed oil, 26% of DPPH radical scavenging ability was confirmed at 5% concentration of Citrus junos seed oil. To confirm the anti-inflammatory effect, as a result of testing RAW 264.7 cytotoxicity test and NO production for Citrus junos seed oil, NO production was suppressed by 53% at a concentration of 0.05% that does not show cytotoxicity. In addition, in the RBL-2H3 cytotoxicity and β-hexosaminidase release inhibitory efficacy test for anti-allergic efficacy confirmation, it was confirmed that β-hexosaminidas release was suppressed by 26% at a concentration of 0.05% that did not show cytotoxicity. Lastly, in the human skin application test result of O/W emulsion containing 5% of Citrus junos seed oil, it showed higher skin moisturizing effect than the control emulsion containing the same amount of caprylic/capric triglyceride. Therefore, it is thought that Citrus junos seed oil might be used as a excellent skin care material.

Nutrients and Decomposition Rate Accumulated on Soil Layers in Quercus mongolica Forest of Mt. Songnisan National Park (속리산 신갈나무림의 토양층별 영양염류 함량과 분해율)

  • 강상준;한동열
    • Korean Journal of Environmental Biology
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    • v.22 no.1
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    • pp.93-100
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    • 2004
  • The content of nutrients such as organic carbon, nitrogen, phosphorus and potassium accumulated on soil layers in Quercus mongolica forest of Mt. Songnisan National Park located at central part of Korea was measured, and then the decomposition constants and decay times of the nutrients were also calculated by the negative coefficience model(O1son,1963). The quantities of organic carton of L-layer, F-layer, H-layer and $A_1$-layer of the forest stand were 231.25 g $m^{-2}$, 291.50 g $m^{-2}$,166.91 g$m^{-2}$ and 174.51 g $m^{-2}$, respectively. The content of organic carbon and nitrogen contained in L-layer and F-layer showed large quantity than those of other layers. The large amount of phosphorus and potassium was observed at the B-layer and $A_1$-layer. On the other hand, the decomposition constants(k) of soil organic matter were as follows : organic carbon (k = 0.3657), nitrogen (k = 0.3319), phosphorus (k = 0.2050), and potassium (k = 0.0934) and the decay times needed to 99% decomposition of nutrients in soil organic matter were as follows: that is, organic carton, nitrogen, phosphorus and potassium was 13.94 years, 15.18 years, 24.79 years, and 55.11 years, respectively. By the application of Turbo Pascal Program on the inflowed and outflowed nutrients to the forest stand,87.67% (714.84 g $m^{-2}$) of organic carbon inflowed was decomposed and 81.62% (1,594.62 g $m^{-2}$) of organic carbon accumulated was decomposed. And 84.98% of nitrogen inflowed was decomposed and 70.26% of nitrogen accumulated was also decayed.50.00% of phosphorus input and 40.31% of potassium input were decomposed, and 38.40% of phosphoyus and 33.03% of potassium accumulated were also decayed, respectively. Therefore, it is suggested that Quercus mongolica forest surveyed in the present study is maintaining in steady state because input and output amounts of nutrients is shown a similar pattern.

Studies on the Exchangeable Potassium of Paddy Soil and it's Activity Ratio to Other Cations (논토양의 치환성(置換性)칼륨 함량(含量)과 다른 양(陽)이온에 대한 칼륨의 활동량비(活動量比)에 관한 연구)

  • Oh, Wang-Keun
    • Korean Journal of Soil Science and Fertilizer
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    • v.13 no.3
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    • pp.77-83
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    • 1981
  • In order to obtain an imformation on the exchangeable potassium and it's activity ratio to other cations in wet paddy top soil grown by rice, soil samples were taken from bottomless middle size (60cm in dia, and height, respectively) round concrete pot being car ride out with an experiment on the split application of potassium in relation to lime and analysed. The pot experiment was being conducted from 1974 at a farm of the City University of Seoul and the wet soil samples were taken from the paddy in the year of 1976. The samples were extracted with $0.1N-AlCl_3$ solution and analysed regarding the elements. Results obtained are as follows : 1. Less exchangeable potassium was extracted from the soils limed than those unlimed when the same amount of potassium was applied immediatly after flooding. However, when the Potassium was applied two weeks after flooding, the reverse was observed. The fact that the exchangeable potassium is increased in the case that potassium fertilizer applied two weeks after flooding explained as due either to the prohibiting effect of iron or less abserption of potassium by the crop. 2. A remarkable decrease of exchangeable potassium of soils was observed during the vigorous growth stage of rice. 3. The activity ratio of $\frac{K}{(Fe^{{+}{+}}){\frac{1}{2}}}$ was remarkabley low after July 16th at which the soil was considerably reduced. 4. The activity ratio $\frac{K^+}{NH^+}$ of limed soil lasted highly until July 16th. It may be resulted from slow progress of ammonification caused by high pH. 5. A positive correlation was found between $Fe^{{+}{+}}$ and $Ca^{{+}{+}}$ under reduced condition. But there was no correlation between $Fe^{{+}{+}}$ and $K^+$ or $NH^+_4$, because that the concentrations of $K^+$ and $NH^+_4$ in soil fluctuates during growing season.

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Salt Accumulation in Horticultural Soils of PE Film House in Chungbuk Area (충북지역(忠北地域) 시설원예재배지(施設園藝栽培地) 토양(土壤)의 염류집적(鹽類集積) 실태조사(實態調査))

  • Yuk, Chang-Soo;Kim, Jai-Joung;Hong, Soon-Dal;Kang, Bo-Goo
    • Korean Journal of Soil Science and Fertilizer
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    • v.26 no.3
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    • pp.172-180
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    • 1993
  • Chemical properties of the soils were surveyed in the field of vinyl houses concentrated in the area of Bunpyong-dong and Shinchon-dong of Cheongju, Chilgeum-dong of Chungju and Gageum-myeon of Jungweon-gun. Chungcheongbuk-do province. 1. Content of chemical component of the soil in the vinyl house was higher than in open field. In more than half of the vinyl house soils surveyed, electric conductivity was more than 4.0 mmhos/cm and available phosphate was more than 1,000ppm. 2. Contents of availble phosphate and exchangeable potassium were increased with years of cultivation and their content of accumulation in soil were in the order of Bunpyong-dong>Shinchon-dong>Gageum-myeon>Chilgeum-dong. While their mobility was comparatively low. 3. $NO_3$-N content was remarkably higher in vinyl house soil and the older in cultivation made $NO_3$-N content higher same as the case of available phosphate content. However easy leaching of $NO_3$-N through soil profile is expected due to the fact that $NO_3$-N content was rapidly decreased by removal of polyethylene film cover from the frame of house after harvest of crops. 4. It is a tendency that various chemical contents of vinyl house soils wer higher in 1992 than in 1988~1990, especially much higher from the area of Bunpyong-dong and Shinchon-dong of Cheongju. 5. Salt accumulation in vinyl house soil has been increased with continuing cultivation. Therefore amount of fertilizer application should be controlled in order to avoid salt toxicity, quality deterioration for crop and salt contamination of ground water.

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The Growth of Soybean Affected by the Application of Fly Ash to Soil (석탄회(石炭灰)의 시용(施用)이 콩의 생육(生育)에 미치는 영향(影響))

  • Kim, Jai-Joung;Hong, Soon-Dal;Choi, Byung-Seon;Park, Jong-Hyun
    • Korean Journal of Soil Science and Fertilizer
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    • v.25 no.2
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    • pp.143-148
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    • 1992
  • Fly ash treatment on soil had a strongly positive effect on the growth of soybean. Treatment of fly ash to the soil made soil pH improved and available phosphate content increased. Consequently yield of soybean increased. From germination to early growth stage, growth status and weight of the plant were unfavorably affected by fly ash and its effects on the leaf was quite serious specially in the plots treated with more than 10 MT/10a of bituminous fly ash. However after early stage, plant growth became vigorous in the order of 0 (control plot)<15<5<10 MT/10a. But at the late maturing stage, deteriorative symptoms such as leaf burn and drying were appeared from the plant treated with 10MT/10a and its symptoms were more serious with 15MT/10a. By anthracite fly ash treatment, the plant growth was greatly improved. As a result plant height and dry matter were in the order of 0<5<10<15MT/10a. Grain yield was in the order of 0<15<5< 10MT/10a treatment with bituminous fly ash and 0<5<10<15MT/10a treatment with anthracite fly ash. As a conclusion, recommandable amount of fly ash treatment for soybean would be 5-10 MT/10a with anthracite fly ash and 5 MT/10a with bituminous fly ash.

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