• Title/Summary/Keyword: critical parameters

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

  • Shin, Taeksoo;Han, Ingoo
    • Proceedings of the Korea Database Society Conference
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    • 1999.06a
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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 fer 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 date, 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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Heat Stress Assessment and the Establishment of a Forecast System to Provide Thermophysiological Indices for Harbor Workers in Summer (하계 항만열환경정보 제공을 위한 열환경 평가 및 예보시스템 구축)

  • Hwang, Mi-Kyoung;Yun, Jinah;Kim, Hyunsu;Kim, Young-Jun;Lim, Yeon-Ju;Lee, Young-Mi;Kim, Youngnam;Yoon, Euikyung;Kim, Yoo-Keun
    • Journal of Environmental Health Sciences
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    • v.42 no.2
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    • pp.92-101
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    • 2016
  • Objectives: Outdoor workers are exposed to thermally stressful work environments. In this study, heat stress indices for harbor workers in summer were calculated to evaluate thermal comfort based on a human heat balance model. These indices are Physiological Subjective Temperature (PST), Dehydration Risk (DhR), and Overheating Risk (OhR) according to respective stage of cargo work in a harbor. In addition, we constructed a forecast system to provide heat stress information. Methods: Thermophysiological indices in this study were calculated using the MENEX model (i.e. the human heat balance model), which used as inputs the meteorological parameters, clothing insulation, and metabolic rate for each stage of cargo work in the harbor of Masan over the course of seven days, including a four-day heat wave. The forecast heat stress information constructed for Masan harbor was based on meteorological data supported by the Dong-Nae Forecast from the KMA (Korea Metrological Administration) and other input parameters. Results: According to higher metabolic rate, thermophysiological indices showed a critical level. In particular, PST was evaluated as reaching the 'Very hot' or 'Hot' level during all seven days, despite the heat occurring over only four. It is important in a regard to consider the work environment conditions (i.e. labor intensity and clothing in harbor). On a webpage, the forecast thermophysiological indices show as infographics to be easily understand. This webpage is comprised of indices for both current conditions and the forecast, with brief guidance. Conclusion: Thermophysiological indices show the risk level to health during a heat wave period. Heat stress information could help to protect the health of harbor workers. Further, this study could extend the applicability of these indices to a variety of outdoor workers in consideration of work environments.

Characteristics of Nutrients Distribution in Summer and Winter in the South Sea (여름과 겨울철 남해의 영양염 분포 특성)

  • Lee, Tong-Sup
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.4 no.4
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    • pp.371-382
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    • 1999
  • This paper presents the results of recent nutrients measurement and analysis in relation to other environmental parameters such as temperature, salinity, AOU and pH in the South Sea, Korea. In summer, temperature showed stronger correlation with nutrients than salinity and also did the parameters related to biological activities such as pH and AOU. Implications of above results exemplify that primary producers in the vicinity of salt front actively consumed nutrients so that nutrients-salinity correlation is strongly modified in the salt front. Nutrient in winter showed significant correlation only with temperature. Nutrient distribution seems governed by the location of thermal front between vertically mixed cold water in northern area and warm waters flowing north. Due to weak biological activity in winter pH-nutrients correlation, which was strongest in summer ($R^2$ >0.6) dropped sharply in winter ($R^2$ <0.5). Depth integrated nitrate+nitrite, phosphate and silicate values are 321 $mmol{\cdot}m^{-2}$, 23 $mmol{\cdot}m^{-2}$, 637 $mmol{\cdot}m^{-2}$ in summer and 261 $mmol{\cdot}m^{-2}$, 31 $mmol{\cdot}m^{-2}$, 742 $mmol{\cdot}m^{-2}$ in winter, respectively. NIP values in summer exhibit phosphorus deficiency, however, winter situation is reversed for nitrogen. Nitrogen input via precipitation and riverine discharge in wet season seems potentially critical for maintaining the South Sea ecosystem.

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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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STUDIES ON THE MATHEMATICAL KINETICS FOR THE REMOVABLE MOVING SCREEN MEDIA-ACTIVATED SLUDGE PROCESS (회전형 반고정망 활성슬럿지 공법의 수학적 해법에 관한 연구 1. 유기물 제거속도에 대하여)

  • HAN Ung-Jun;HAN Yeong-Ho
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.12 no.3
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    • pp.167-173
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    • 1979
  • It is preented the removable moving screen media-activated sludge (REMSMAS) process by using the biological fixed-film systems. The substrate removal kinetic difference between the aeration-only completed mixing activated sludge (CMAS) process and REMSMAS process were observed. The substrate removal kinetics were developed based on the attached and suspended microbial growths. The units of the aeration-only CMAS process were continously operated with the normal detention time of 4.5, 6, 9.5 and 12 flours studies after steady-state condition and the operating of the REMSMAS units conducted with the normal detention time of 6 and 12 hours studies in nonsteady-state condition. The feed solution was diluted 18 times to the raw starch wastewater in of order to maintain the proper COD (950mg/l) and BOD (450mg/l) concentration. Design parameters related to the suspended microbial growths were caculated by the equations used in the aeration-only CMAS model and these parameters used to evalute the kinetic constants in the REMSMAS process. The kinetic constant values of $Y_2,\;K_d,(\mu_{max})_s\;and\;K_s$ from Monod equations were respectively 0.78, 0.027/hr, 1.1/hr and 95mg/l in the aeration-only CMAS process. The value of the aera capacity (F) appeared to be $9.1\;mg/cm^2-day$ and the mean value of the saturation constant $(K_g)$ appeared to be 53.5 mg/l in the REMSMAs process. Also, the substrate removal .ate of the REMSMAS process was higher than that of the normal activated sludge process when this system was operated in steady-state condition. However, the rate was reduced as the critical operating day was approached.

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Numerical Fluid Dynamic Study for Improvement of Mixing Efficiency in the Contactor (접촉 반응조 혼합효율 향상을 위한 전산 유체역학적 연구)

  • Shin, Mi-Soo;Kim, Hey-Suk;Joh, Jing-Young;Choi, Jun-Ho;Jang, Dong-Soon
    • Journal of Korean Society of Environmental Engineers
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    • v.28 no.8
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    • pp.860-865
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    • 2006
  • The characteristics of flow field and turbulent mixing efficiency of SS in non-aerated contacting reactor are critical design parameters directly affecting on the efficiency of the overall process of wastewater treatment system. To this end, in this study numerical fluid dynamic calculation has been made to investigate the flow field and concentration distribution of SS in terms of specification(shape and dimension) of impeller and other operating conditions. As the first step, the performance of the computer program developed was successfully evaluated by the comparison of the typical flow field with the type of impeller with that appeared in open literature. Further, a series of parametric investigations are made in terms of interesting parameters such as the type and dimension of impeller, location, and number of impeller, etc. A number of useful conclusions obtained by numerical calculation are the superiority of mixing efficiency of pitched type than the flat one together with the visible increase of the overall mixing effect by the employment of the larger impeller and increase of the impeller number, etc.

Fabrication of SmBCO superconducting coated conductor using 100m class batch-type co-evaporation method (100m 급 batch-type co-evaporation 증착장치를 이용한 SmBCO 초전도테이프 제조)

  • Kim, H.S.;Oh, S.S.;Ha, H.S.;Yang, J.S.;Kim, T.H.;Lee, N.J.;Jeong, Y.H.;Ko, R.K.;Song, K.J.;Ha, D.W.;Youm, D.J.
    • Proceedings of the Korean Institute of Electrical and Electronic Material Engineers Conference
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    • 2006.11a
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    • pp.24-25
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    • 2006
  • SmBCO coated conductors were successfully fabricated using EDDC (Evaporation using Drum in Dual Chambers) deposition system that is a bath type co-evaporation system for fabrication of superconducting tape and divided into two chambers named evaporation chamber and reaction chamber. To obtain long and high quality superconducting coated conductor, it is very important to secure the uniformity of all the deposition parameters m the deposition system such as deposition temperature, oxygen partial pressure, compositional ratios and so on. Therefore, we investigated the distribution of the parameters along the axis of the drum m EDDC on which tapes were wound helically. When the temperature on the middle point of deposition zone was $700^{\circ}C$, that on the edge of deposition zone was $675^{\circ}C$. When the thickness of SmBCO layer on the middle point of deposition zone was 1063 nm, that on the edge of deposition zone was 899 nm. The partial pressure of oxygen was 5 mTorr in the reaction chamber while that was $7{\times}10^{-5}$Torr in the evaporation chamber. The composition ratio of Sm:Ba:Cu, that was measured by EDX, was very uniform along the axis of the drum. Under these deposition conditions, critical current distribution along the drum axis was 175 A/cm, 190A/cm, 217.5 A/cm, 182.5 A/cm, 175 A/cm with the interval of 9 cm between samples. It means that the EDDC system has the potential of fabricating (100m, 200A) class coated conductor.

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Response Analysis of Data Acquired by Marine Loop Electromagnetic System Using Three-Dimensional Modeling Based on Integral Equation (적분방정식 기반의 3차원 모델링을 이용한 소형 루프형 해양 전자탐사 자료의 반응 분석)

  • Ko, Hwicheol;Park, In Hwa;Lee, Seong Kon
    • Geophysics and Geophysical Exploration
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    • v.17 no.1
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    • pp.21-27
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    • 2014
  • We analyzed response patterns of test field data acquired with new small loop electromagnetic (EM) system using three-dimensional (3D) electromagnetic modeling code. The size and shape of a conductor was adopted as experimental parameters for EM modeling to understand influencing factors of the response patterns due to a metallic object on the seafloor. Obtaining the responses for four models of difference sizes and shapes through 3D EM modeling, we confirmed that the shape of the object have a more critical factor on the response pattern than size. We also calculated "ppm" values with respect to different altitudes of the sensor and source frequencies. The modeling results show that the consistency of sensor altitude is important and imaginary part of ppm response is more sensitive than real part. We also visualized the contour map of the real and imaginary part of ppm value as a function of frequency and altitude so that we can estimate proper altitude for source frequency band of our survey system. The results of this paper are anticipated to give proper parameters in survey construction for seafloor massive sulfide deposit.

The Impact of Tissue Inhomogeneity Corrections in the Treatment of Prostate Cancer with Intensity-Modulated Radiation Therapy (전립선암의 세기조절 방사선 치료시 밀도보정의 효과)

  • Han Youngyih;Park Won;Huh Seung Jae
    • Progress in Medical Physics
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    • v.15 no.3
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    • pp.149-155
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    • 2004
  • Purpose: To investigate the effects of tissue inhomogeneity corrections on the dose delivered to prostate cancer patients treated with Intensity-Modulated Radiation Therapy (IMRT). Methods and Materials: For five prostate cancer patients, IMRT treatment plans were generated using 6 MV or 10 MV X-rays. In each plan, seven equally spaced ports of photon beams were directed to the isocenter, neglecting the tissue heterogeneity in the body. The dose at the isocenter, mean dose, maximum dose, minimum dose and volume that received more than 95% of the isocenter dose in the planning target volume ( $V_{p>95%}$) were measured. The maximum doses to the rectum and the bladder, and the volumes that received more than 50, 75 and 90% of the prescribed dose were measured. Treatment plans were then recomputed using tissue inhomogeneity correction maintaining the intensity profiles and monitor units of each port. The prescription point dose and other dosimetric parameters were remeasured. Results: The inhomogeneity correction reduced the prescription point dose by an average 4.9 and 4.0% with 6 and 10 MV X-rays, respectively. The average reductions of the $V_{p>95%}$ were 0.8 and 0.9% with the 6 and 10 MV X-rays, respectively. The mean doses in the PTV were reduced by an average of 4.2 and 3.4% with the 6 and 10 MV X-rays, respectively. The irradiated volume parameters in the rectum and bladder were less decreased; less than 2.1 % (1.2%) of the reduction in the rectum (bladder). The average reductions in the mean dose were 1.0 and 0.5% in the rectum and bladder, respectively. Conclusions: Neglect of tissue inhomogeneity in the IMRT treatment of prostate cancer gives rise to a notable overestimation of the dose delivered to the target, whereas the impact of tissue inhomogeneity correction to the surrounding critical organs is less significant.

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A Study on the Optimal Installation of Ducted Fan Ventilation System in Long Mine Airways - Focused on the Wall Separation Distance and the Gap Length between Ducts (장대 광산갱도내 풍관 접속 통기선풍기 최적 설치 방안연구 - 벽면과 풍관간의 이격거리 중심으로)

  • Lee, Chang Woo;Nguyen, Van Duc
    • Tunnel and Underground Space
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    • v.27 no.1
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    • pp.12-25
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    • 2017
  • In local underground mines heavily depending on the natural ventilation, ducted fan auxiliary ventilation system is strongly recommended instead of the total mine ventilation system requiring large capital and operating costs. Optimizing the installation of ducted fans in series in long large-opening mines is required to assure the economy and efficiency of the ventilation system. The two most critical design parameters for optimization are the wall separation distance and gap length between adjoining ducts. This study aims at deriving the optimal values for those two parameters concerning the economic and environmental aspects through the extensive CFD analysis, which minimizes pressure loss, leakage and entrainment of the contaminated air in the gap space. The ranges of the wall separation distance and gap length for study are selected by taking into consideration the existing recommendations and guidelines. The ultimate goal is to optimize the auxiliary ventilation system using ducted fans in series to provide a reliable and efficient solution to maintain clean and safe workplace environment in local long underground mines.