• Journal of Intelligence and Information Systems
• /
• 제16권3호
• /
• pp.77-97
• /
• 2010

Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

• The Korean Journal of Ecology
• /
• 제24권5호
• /
• pp.281-288
• /
• 2001

The relationships between the growths of Abies koreana W. and climatic factors were analyzed by the use of tree-ring analysis at the subalpine belt of Mt. Halla National Park. The four cores were extracted from each 21 trees at north-facing slope (1,900m a.s.1.). The site chronology was established on the periods from 1912 to 1999. The growth of A. koreana was very poor, in particular in the years of 1982, 1988 and 1996. Simple correlation was employed to analyze the relationship between the growth of A. koreana and climatic factors. The result of simple correlation indicates that the growth of A. koreana represent positive correlations both with the mean temperatures of April and previous November, and the precipitation of previous December and January. The presence of large number of frost-damaged scars in the individual trees of A. koreana implies that local freezing temperature conditions at Mt. Halla have occurred in 1964, 1965 and 1966. The correlations between the fir chronology SOI(Southern Oscillation Index) of previous January, February and November were significantly positive. The growth ratio of A. koreana demonstrates that this species is sensitive to seasonal variations. As the winter temperature rises, the growth ratio of A. koreana decreases, on the other hand, the increase of autumn temperature accelerates the growth ratio of A. koreana. The growth decline of A. koreana was observed from 51 cores out of the 54 cores, and the overall growth declines have initiated at 1978, 1982 and 1988. Distinct growth decline of A. koreana in the range of 70% is noticed at 34 cores out of the 51 cores. The decline of, A. koreana growth appears to be related to the winter temperature which has increased since mid-1970s.

• Korean Journal of Remote Sensing
• /
• 제30권1호
• /
• pp.109-126
• /
• 2014

We improved the Land Surface Emissivity (LSE) data (Kongju National University LSE v.2: KNULSE_v2) over the Communication, Ocean and Meteorological Satellite (COMS) observation region using recent(2009-2012) Moderate Resolution Imaging Spectroradiometer (MODIS) data. The surface emissivity was derived using the Vegetation Cover Method (VCM) based on the assumption that the pixel is only composed of ground and vegetation. The main issues addressed in this study are as follows: 1) the impacts of snow cover are included using Normalized Difference Snow Index (NDSI) data, 2) the number of channels is extended from two (11, 12 ${\mu}m$) to four channels (3.7, 8.7, 11, 12 ${\mu}m$), 3) the land cover map data is also updated using the optimized remapping of the five state-of-the-art land cover maps, and 4) the latest look-up table for the emissivity of land surface according to the land cover is used. The updated emissivity data showed a strong seasonal variation with high and low values for the summer and winter, respectively. However, the surface emissivity over the desert or evergreen tree areas showed a relatively weak seasonal variation irrespective of the channels. The snow cover generally increases the emissivity of 3.7, 8.7, and 11 ${\mu}m$ but decreases that of 12 ${\mu}m$. As the results show, the pattern correlation between the updated emissivity data and the MODIS LSE data is clearly increased for the winter season, in particular, the 11 ${\mu}m$. However, the differences between the two emissivity data are slightly increased with a maximum increase in the 3.7 ${\mu}m$. The emissivity data updated in this study can be used for the improvement of accuracy of land surface temperature derived from the infrared channel data of COMS.

• The Korean Journal of Ecology
• /
• 제22권3호
• /
• pp.145-153
• /
• 1999

Authors report the changes of the community structure and secondary succession after fire in Mt. Samma (333 m). Approximately six ha of the red pine (Pinus densiflora) forest and its floor vegetation were burned and cutted down. The vegetation and soil properties were investigated in the burned and unburned sites from April to October, 1998. The dominant species based on SDR₃ in the burned site were Lespedeza cyrtobotrya (96.87), Quercus serrata (77.90), Cyperus amuricus (46.22) and Miscanthus sinensis var. purpurascens (38.33), whereas the dominant species in the unburned site were Pinus densiflora (100.00) and Q. variabilis (66.10) at the tree layer, Q. serrata (100.00) and Zanthoxylum schinifolium (29.64) at the shrub layer., and Q. serrata (76.30) and M. sinensis var. purpurascens (72.84) at the herb layer. The biological spectra based on SDR₃ were Th-D₁-R/sub 5/-e for the burned and H (M)-D₁-R/sub 5/-e type for the unburned site, respectively. The index of similarity (CCs) between the burned and unburned sites was 0.41. The degree of succession (DS) were 609 for the burned and 1168 for the unburned site, respectively. The species diversity (H) and evenness indices (e) of the burned site were lower than those of the unburned site, but the dominance indices (C) was higher in the burned site. In the analysis of soil properties, pH, the content of NO₃/sup -/-N, available phosphrous, and exchangeable cations (K/sup +/, Ca/sup 2+/, Na/sup +/, Mg/sup 2+/) in the burned site were higher than those in the unburned site, whereas the contents of organic matter, total carbon, total nitrogen and NH₄/sup +/-N were lower in the burned site. The results show that dominant species in the burned site change from Miscanthus-Lespedeza→Lespedeza→Quercus and finally to Quercus forest, and the changes of soil properties also affect the early vegetational succession after fire.

• Korean Journal of Environment and Ecology
• /
• 제30권4호
• /
• pp.771-782
• /
• 2016

For basic information collection for the ecological management of forest vegetation in Korean island areas, forest vegetation between inhabited(Daemodo) and uninhabited(Gudo) island was classified in the Z-M phytosociological method and their ecological characteristics in terms of both floristic composition and structure analyzed. Forest vegetation of Daemodo and Gudo were divided into a total of 11 units and 8 units, respectively. Total cover and species diversity index(H') of forest vegetation showed significant differences between the two island, Daemodo has a high value in the tree layer, but, Gudo has a high value in the shrub layer. Composition of Life forms, Daemodo was N-$R_5-D_2$-e and Gudo MM-$R_5-D_2$-e. Family importance value(FIV), Daemdo has a high value in Theaceae(12.2) and Pinaceae(12.0) and Gudo in Lauraceae(16.5) and Fagaceae (11.6). The percentage of the total number of species in the family level, Daemodo is Asteraceae(4.5%) was the highest and Gudo is Liliaceae(7.3%). Indicator species of forest vegetation of the two islands, Daemodo is Nanophanerophytes(N) including Smilax china, Ligustrum japonicum and Eurya japonica was significant inicator species and Gudo is Megaphanerophytes(MM) including Dendropanax morbiferus, Castanopsis sieboldii and Actinodaphne lancifolia.

• Korean Journal of Environment and Ecology
• /
• 제28권2호
• /
• pp.182-196
• /
• 2014

In this study, for the forest vegetation classification and the quantitative analysis of the Picea jezoensis and Abies hollophylla stand, the type classification of the vegetation structure was performed with Z-M phytosociological method, and as a result, it was classified into the Picea jenoensis community and the Abies holophylla community in the community unity. The Picea jezoensis community was subdivided into the Rosa koreana group and the Acer ukurunduense group in the group unity and the Abies holophylla community was subdivided into the Acer mandshuricum group and the Lindera obtusiloba group. In the results of estimating the importance value based on the classified vegetation unity, it was deemed that the dominance of the Picea jezoensis would be continued for a while as the importance value from the tree layers of vegetation unity 1 and 2 represented relatively high with 30.73% and 20.25%. In addition, in the results of analyzing the species diversity to estimate the maturity of the community, the species diversity index of the vegetation unity 4 was the lowest with 0.6976 and that of vegetation unity 2 was the highest with 1.1256. As in the similarity between the communities, the vegetation unit 1 and 4 and the vegetation unit 2 and 4 represented low with 0.2880 and 0.3626, respectively, and the similarity between the vegetation unit 1 and 2 and between 2 and 4 represented 0.5411 and 0.5041, respectively, it was deemed that they were the communities that the difference in the composition species between the communities was not big. In the results of analyzing the Chi-square matrix and the catalog of constellations for the interspecific, they were divided mainly into two types, and type 1 plant species were mostly differential species and the characteristic species, which appeared in the Picea jezoensis community classified phytosociologically, and type II plant species were mostly the species appearing in the Abies holophylla community growing in the relatively damp places. Such results is deemed that the positive (+) correlation is recognized among the species, of which growing environments are similar, and the negative (-) correlation .represents among the species, of which preferential environments are different.

• Korean Journal of Environmental Biology
• /
• 제34권4호
• /
• pp.223-232
• /
• 2016

Drought is one of important environmental stress for plant. Drought has deleterious effect to plant growth including maize (Zea mays L.) such as vegetative and/or reproductive growth, root extension, photosynthesis efficiency, flowering, anthesis-silking interval (ASI), fertilization, and grain filling. In this study, we screened drought tolerant maize in 21 cultivars from different sources, sixteen NAM parent lines (B73, CML103, CML228, CML247, CML277, CML322, CML333, CML69, Ki11, Ki3, Ky21, M37W, Mo18w, NC350, Oh43 and Tx303), four Korean hybrids (Cheongdaok, Gangdaok, Kwangpyeongok and Pyeonganok) and one Southeast Asian genotype (DK9955). Drought stress (DS) index was evaluated with leaf rolling score at seedling stage and ASI at silking date. The leaf rolling scoring of CML228, DK9955 and Ki11 were determined 1.28, 1.85, 1.86, respectively. However, M37W, Kwangpyeongok, B73 and NC350 were determined over the 3. ASI analysis revealed that CML228, CML103, Cheongdaok, NC350, B73, CML322, Kwangpyeongok and Ki11 are represented less than 5 days under DS and less than 3 days of difference between DS and well-watered (WW), but CML69, Ki3, Pyeonganok, M37W, Mo18w and Gangdaok were represented more than 10 days under DS and more than 8 days of difference between DS and WW. Multi-Dimensional Scaling (MDS) analysis determined CML228, Ki11, and CML322 were regarded as drought tolerance cultivars. Eventually, Ki11 showed genetic similarity with Korean cultivars by QTL analysis and MDS analysis. Ki11 has a potential for development of drought tolerance maize with Korean cultivars.

• Journal of Environmental Impact Assessment
• /
• 제24권4호
• /
• pp.352-366
• /
• 2015

The purpose of this study is to offer the basic data to the habitat conservation and management by surveying and analysing the ecological characteristics such as the flora, vegetation structure and soil of Rhodotypos scandens habitat. The flora were summarized as 131 taxa including 57 families, 99 genera, 107 species, 1 subspecies, 17 varieties and 6 forms. The life forms grouped as in the follows; the megaphanerophytes(MM) were 21 taxa, 24 taxa of the microphanerophytes(M), 30 taxa of nanophanerophytes(N), 6 taxa of chamaiphytes(Ch), 20 taxa of hemicryptophytes(H), 17 taxa of geophytes(G), 12 taxa of therophytes(Th) and 1 taxa of hydrophytes(HH). The present conditions of communities were 8 types including Zelkova serrata, Quercus aliena, Ulmus parvifolia, Rhamnella frangulioides, Castanea crenata, Albizia julibrissin, Celtis sinensis and Robinia pseudoacacia. In case of the dominant species by layers, the tree layer species were Zelkova serrata, Quercus aliena, Ulmus parvifolia, Castanea crenata, Albizia julibrissin, Celtis sinensis and Robinia pseudoacacia, and the subtree layer species were Rhamnella frangulioides, Q. aliena, Z. serrata, A. julibrissin, U. parvifolia and Broussonetia kazinoki. The shrub layer species was Rhodotypos scandens. In the results of analyzing the diversity index, $H^{\prime}{_{max}}$ from 1.691 to 2.610, from 2.197 to 3.466 in H'max, from 0.646 to 0.903 in J' and from 0.097 to 0.354 in D. In the results of analysing the soil, there showed that acidity was 5.6, 0.5dS/m of electrical conductivity(EC), 59.1mg/kg of available $P_2O_5$, 49.7% of organic matter content, $0.4cmol^+/kg$ of exchangeable $K^+$, $13.5cmol^+/kg$ of exchangeable $Ca^{2+}$, $3.3cmol^+/kg$ of exchangeable $Mg^{2+}$.

• Journal of Food Hygiene and Safety
• /
• 제24권1호
• /
• pp.69-77
• /
• 2009

This study was performed to investigate the effect of dried powder of chestnut on lipid metabolism, anti-thrombotic effect in rats. Thirty 5-week-old male Sprague Dawley (SD) rats were randomly allocated into five groups and used for experiment. We examined the lipid metabolism and antithrombotic capacity of SD rats administered for 5 weeks with 0.16 g/kg, 0.5 g/kg chestnut flesh powder and 0.16 g/kg, 0.5 g/kg chestnut inner shell and flesh powder mixture, respectively. Food intake, body weight gain and food efficiency ratio were also checked. The levels of serum triglyceride and tree fatty acid were not statistically significant between the all experimental groups. However, the antithrombotic capacity and total lipid levels of the treatment groups were significantly lower than those of the negative control group. These results suggest that the supplementation of chestnut on diet lower the total lipid level in SD rats.

• Journal of Animal Science and Technology
• /
• 제53권4호
• /
• pp.303-310
• /
• 2011

Phylogenetic relationships of Jeju dogs to other domestic and foreign dog breeds were assessed using mtDNA D-loop sequences. Neighbor-joining trees were constructed using complete sequences (970 bp excluding the tandem repeat region) determined for five Cheju, four Jindo, four Sapsaree, five Pungsan, two of each East and West Laika dogs (Canis familiaris), two gray wolves (Canis lupus) and two coyotes (Canis latrans) and also published complete sequences for dogs. Coyote sequences were used as outgroups. In addition, a total of 214 haplotypes of 598bp D-loop sequences from 30 dog breeds were collected from GenBank and used to investigate genetic structure of population. In the analyses of full D-loop sequence variation and the phylogenetic trees constructed by neighbor-joining method, neither haplotypes nor clades specific for any domestic dog breeds were observed. The inter-species sequence variation (4.51%) between domestic dogs and wolves was much higher than the intra-species sequence variation within domestic dogs (1.63%) and wolves (3.64%). The divergence of the dog and wolf occurred approximately 1~2 million years ago based on these values. The taxa of Jeju dog breed in the phylogenetic tree are clustered separately and intermingled with other taxa of breeds, suggesting that active crossbreeding of Jeju dogs with other domestic breeds.