• The Journal of Advanced Prosthodontics
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• v.15 no.6
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• pp.281-289
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• 2023

PURPOSE. This study aimed to predict the positional coordinates of incisor points from the scan data of conventional complete dentures and verify their accuracy. MATERIALS AND METHODS. The standard triangulated language (STL) data of the scanned 100 pairs of complete upper and lower dentures were imported into the computer-aided design software from which the position coordinates of the points corresponding to each landmark of the jaw were obtained. The x, y, and z coordinates of the incisor point (X_P, Y_P, and Z_P) were obtained from the maxillary and mandibular landmark coordinates using regression or calculation formulas, and the accuracy was verified to determine the deviation between the measured and predicted coordinate values. Y_P was obtained in two ways using the hamularincisive-papilla plane (HIP) and facial measurements. Multiple regression analysis was used to predict Z_P. The root mean squared error (RMSE) values were used to verify the accuracy of the X_P and Y_P. The RMSE value was obtained after crossvalidation using the remaining 30 cases of denture STL data to verify the accuracy of Z_P. RESULTS. The RMSE was 2.22 for predicting X_P. When predicting Y_P, the RMSE of the method using the HIP plane and facial measurements was 3.18 and 0.73, respectively. Cross-validation revealed the RMSE to be 1.53. CONCLUSION. Y_P and Z_P could be predicted from anatomical landmarks of the maxillary and mandibular edentulous jaw, suggesting that Y_P could be predicted with better accuracy with the addition of the position of the lower border of the upper lip.

• Korean Journal of Agricultural and Forest Meteorology
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• v.21 no.1
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• pp.29-41
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• 2019

Terrestrial Gross Primary Production (GPP) is the largest global carbon flux, and forest ecosystems are important because of the ability to store much more significant amounts of carbon than other terrestrial ecosystems. There have been several attempts to estimate GPP using mechanism-based models. However, mechanism-based models including biological, chemical, and physical processes are limited due to a lack of flexibility in predicting non-stationary ecological processes, which are caused by a local and global change. Instead mechanism-free methods are strongly recommended to estimate nonlinear dynamics that occur in nature like GPP. Therefore, we used the mechanism-free machine learning techniques to estimate the daily GPP. In this study, support vector machine (SVM), random forest (RF) and artificial neural network (ANN) were used and compared with the traditional multiple linear regression model (LM). MODIS products and meteorological parameters from eddy covariance data were employed to train the machine learning and LM models from 2006 to 2013. GPP prediction models were compared with daily GPP from eddy covariance measurement in a deciduous forest in South Korea in 2014 and 2015. Statistical analysis including correlation coefficient (R), root mean square error (RMSE) and mean squared error (MSE) were used to evaluate the performance of models. In general, the models from machine-learning algorithms (R = 0.85 - 0.93, MSE = 1.00 - 2.05, p < 0.001) showed better performance than linear regression model (R = 0.82 - 0.92, MSE = 1.24 - 2.45, p < 0.001). These results provide insight into high predictability and the possibility of expansion through the use of the mechanism-free machine-learning models and remote sensing for predicting non-stationary ecological processes such as seasonal GPP.

• Journal of Radiation Protection and Research
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• v.41 no.1
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• pp.41-47
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• 2016

Background: For the accurate dose assessment in radiation therapy, energy spectrum of the photon beam generated from the linac head is essential. The aim of this study is to develop the technique to accurately unfolding the energy spectrum with the transmission analysis method. Materials and Methods: Clinical linear accelerator and Monet Carlo method was employed to evaluate the transmission signals according to the thickness of the observer material, and then the response function of the ion chamber response was determined with the mono energy beam. Finally the energy spectrum was unfolded with HEPROW program. Elekta Synergy Flatform and Geant4 tool kits was used in this study. Results and Discussion: In the comparison between calculated and measured transmission signals using aluminum alloy as an attenuator, root mean squared error was 0.43%. In the comparison between unfolded spectrum using HEPROW program and calculated spectrum using Geant4, the difference of peak and mean energy were 0.066 and 0.03 MeV, respectively. However, for the accurate prediction of the energy spectrum, additional experiment with various type of material and improvement of the unfolding program is required. Conclusion: In this research, it is demonstrated that unfolding spectra technique could be used in megavoltage photon beam with aluminum alloy and HEPROW program.

• Journal of Intelligence and Information Systems
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• v.16 no.2
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• pp.19-32
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• 2010

Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.