• Title/Summary/Keyword: trend algorithm

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A Network Intrusion Security Detection Method Using BiLSTM-CNN in Big Data Environment

  • Hong Wang
    • Journal of Information Processing Systems
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    • v.19 no.5
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    • pp.688-701
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    • 2023
  • The conventional methods of network intrusion detection system (NIDS) cannot measure the trend of intrusiondetection targets effectively, which lead to low detection accuracy. In this study, a NIDS method which based on a deep neural network in a big-data environment is proposed. Firstly, the entire framework of the NIDS model is constructed in two stages. Feature reduction and anomaly probability output are used at the core of the two stages. Subsequently, a convolutional neural network, which encompasses a down sampling layer and a characteristic extractor consist of a convolution layer, the correlation of inputs is realized by introducing bidirectional long short-term memory. Finally, after the convolution layer, a pooling layer is added to sample the required features according to different sampling rules, which promotes the overall performance of the NIDS model. The proposed NIDS method and three other methods are compared, and it is broken down under the conditions of the two databases through simulation experiments. The results demonstrate that the proposed model is superior to the other three methods of NIDS in two databases, in terms of precision, accuracy, F1- score, and recall, which are 91.64%, 93.35%, 92.25%, and 91.87%, respectively. The proposed algorithm is significant for improving the accuracy of NIDS.

Analysis of Trading Performance on Intelligent Trading System for Directional Trading (방향성매매를 위한 지능형 매매시스템의 투자성과분석)

  • Choi, Heung-Sik;Kim, Sun-Woong;Park, Sung-Cheol
    • Journal of Intelligence and Information Systems
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    • v.17 no.3
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    • pp.187-201
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    • 2011
  • KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

Learning Wind Speed Forecast Model based on Numeric Prediction Algorithm (수치 예측 알고리즘 기반의 풍속 예보 모델 학습)

  • Kim, Se-Young;Kim, Jeong-Min;Ryu, Kwang-Ryel
    • Journal of the Korea Society of Computer and Information
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    • v.20 no.3
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    • pp.19-27
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    • 2015
  • Technologies of wind power generation for development of alternative energy technology have been accumulated over the past 20 years. Wind power generation is environmentally friendly and economical because it uses the wind blowing in nature as energy resource. In order to operate wind power generation efficiently, it is necessary to accurately predict wind speed changing every moment in nature. It is important not only averagely how well to predict wind speed but also to minimize the largest absolute error between real value and prediction value of wind speed. In terms of generation operating plan, minimizing the largest absolute error plays an important role for building flexible generation operating plan because the difference between predicting power and real power causes economic loss. In this paper, we propose a method of wind speed prediction using numeric prediction algorithm-based wind speed forecast model made to analyze the wind speed forecast given by the Meteorological Administration and pattern value for considering seasonal property of wind speed as well as changing trend of past wind speed. The wind speed forecast given by the Meteorological Administration is the forecast in respect to comparatively wide area including wind generation farm. But it contributes considerably to make accuracy of wind speed prediction high. Also, the experimental results demonstrate that as the rate of wind is analyzed in more detail, the greater accuracy will be obtained.

Optimized Mix Proportioning of Steel and Hybrid Reinforced Concrete Using Harmony Search Algorithm (화음탐색법을 이용한 강섬유 및 하이브리드 섬유보강 콘크리트의 최적배합 설계)

  • Lee, Chi-Hoon;Lee, Joo-Ha;Yoon, Young-Soo
    • Journal of the Korea Concrete Institute
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    • v.18 no.2 s.92
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    • pp.151-159
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    • 2006
  • The guide line of the SFRC mix design was not established, and the convenience of the practical application on the spot is not so good. In this paper, hence, the program which is optimized to result the mix proportion by the flexural strength and toughness, was developed to apply to SFRC on the practical spot. This program could minimize the number of trial mixes and get an economical and appropriate mixture. In addition, the theoretical background on which the program is based, will be the basis of the embodied method to mixing SFRC. Additionally, new algorithm, in this paper, was used to develop the mix proportioning program of SFRC. The new algorithm is the Harmony Search which is the heuristic method mimicking the improvisation of music players, Musical performances seek a best state determined by aesthetic estimation, as the optimization algorithms seek a best state determined by objected function value. And, it was developed the program about single fiber reinforced concrete, beside to the hybrid fiber reinforced concrete that two kinds of steel fibers, which have the different geometry, was reinforced. This will be able to keep the world trend to study, hence, offers the basis of the next research about hybrid fiber reinforced concrete.

A Study on Time Series Analysis of Membrane Fouling by using Genetic Algorithm in the Field Plant (유전자알고리즘을 이용한 막오염 시계열 예측 연구)

  • Lee, Jin Sook;Kim, Jun Hyun;Jun, Yong Seong;Kwak, Young Ju;Lee, Jin Hyo
    • Journal of Korean Society of Environmental Engineers
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    • v.38 no.8
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    • pp.444-451
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    • 2016
  • Most research on membrane fouling models in the past are based on theoretical equations in lab-scale experiments. But these studies are barely suitable for applying on the full-scale spot where there is a sequential process such as filtration, backwash and drain. This study was conducted in submerged membrane system which being on operation auto sequentially and treating wastewater from G-water purification plant in Incheon. TMP had been designated as a fouling indicator in constant flux conditions. Total volume of inflow and SS concentration are independent variables as major operation parameters and time-series analysis and prediction of TMP were conducted. And similarity between simulated values and measured values was assessed. Final prediction model by using genetic algorithm was fully adaptable because simulated values expressed pulse-shape periodicity and increasing trend according to time at the same time. As results of twice validation, correlation coefficients between simulated and measured data were $r^2=0.721$, $r^2=0.928$, respectively. Although this study was conducted limited to data for summer season, the more amount of data, better reliability for prediction model can be obtained. If simulator for short range forecast can be developed and applied, TMP prediction technique will be a great help to energy efficient operation.

Development of Charging Algorithm for the Low Cost EV Charger (저가형 전기자동차 충전기를 위한 충전 알고리즘 개발)

  • Park, Dae-Su;Kim, Tae-Kyung;Oh, Sung-Chul
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.2
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    • pp.590-595
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    • 2016
  • The US is pursuing a plan to raise the subsidies for electric vehicles by more than 30%. The number of electric vehicles in Europe is expected to be one million by 2020 and 2030 and there are plans to expand in the center of Germany to supply six million electric vehicles on the dissemination and development policies. The development of the electric vehicle is not simply a technical trend but there is the potential to improve the access to this technology and the possibility of changing the entire social system and long-term energy security. Domestic competition is also increasing the supply of electric vehicles, as new blue ocean markets are emerging. The current domestic On-board Charger (Home Charger) plans to be suspended from the 2015 government-sponsored installation, This paper on the IEC 61851-1 and IEC 61851-22 specifications analyzes the development of a midnight electricity charger as a low-cost algorithm, the decrease in price and the improved convenience of the On-board Charger for Bluetooth module with the ATmega128 existing charger system, and the UI configuration via the LCD Panel to a Smartphone app are proposed.

Automatic Algorithms of Rebar Quantity Take-Off of Green Frame by Composite Precast Concrete Members (합성 PC부재에 의한 그린 프레임의 철근물량 산출 자동화 알고리즘)

  • Lee, Sung-Ho;Kim, Seon-Hyung;Lee, Goon-Jae;Kim, Sun-Kuk;Joo, Jin-Kyu
    • Korean Journal of Construction Engineering and Management
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    • v.13 no.1
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    • pp.118-128
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    • 2012
  • As the bearing wall structure, which has been widely applied to domestic apartment buildings since the 1980s, cause many problems during remodeling of buildings, the government encourages constructors to adopt flat plate or rahmen structure through legal incentives. In line with such a trend, the green frame, an eco-friendly rahmen structure that has removed the shortcomings of previous structures, was developed to enhance structural safety, constructability, and eco-friendliness. The construction of green frame can reduce the labor cost and facilitate the composition of iron bars to reduce rebar loss through calculating the quality and establishing the bar bending schedule automatically on the precast concrete member data collected over the design phase. Therefore, the purpose of this study is to develop the algorithm to automate the calculation of iron bar volume for the green frame designed on composite precast concrete members. Automated algorithm to calculate concrete structural design information and design information. Practices through the application site should prove efficacy. The database established by the developed algorithm will automate the establishment of iron bar processing map and bar cutting list and the calculation of optimal composition and order volume to minimize the rebar loss. This will also reduce the expenses on management staff and overall construction cost through the minimization of rebar loss.

A Study on the Visualization of Data in Virtual Space utilizing Realistic Exhibition Contents - Focusing on the application of the Tamed Cloud clustering algorithm in 70mK project (전시콘텐츠에 구현된 가상공간 내 데이터 시각화 연구 - 70mK의 Tamed Cloud 군집형 알고리즘 적용을 중심으로)

  • Sungmin Kang;Daniel H. Byun
    • Trans-
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    • v.15
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    • pp.1-24
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    • 2023
  • This study examines the application of data visualization technology using a clustered data algorithm called 'Tamed Cloud' to virtual spaces and seeks the possibility of implementing it in various types of realistic exhibition contents. To this end, we first attempt to classify virtual reality (VR) exhibition contents starting with COVID-19, and summarize technologies applied. Also, various realistic exhibition contents provide visitors with an opportunity to appreciate the artworks through online and virtual exhibitions. In this trend, virtual reality and augmented reality (AR) technologies have been introduced, allowing visitors to enjoy the artwork more immersively, and the possibility of realistic exhibition content with interaction between the artwork and the user is also being demonstrated. Based on this background, this study examines the history of exhibition contents by dividing them before and after the advent of virtual reality technology, and examines how the clustered algorithm technology called Tamed Cloud was applied to virtual space and implemented as a realistic exhibition content in <70mK> project. By synthesizing all of this, we propose a convergence method of data visualization, virtual reality, and realistic content, and propose it as a new alternative to realistic exhibition content in virtual space.

Theoretical Research for Unmanned Aircraft Electromagnetic Survey: Electromagnetic Field Calculation and Analysis by Arbitrary Shaped Transmitter-Loop (무인 항공 전자탐사 이론 연구: 임의 모양의 송신루프에 의한 전자기장 반응 계산 및 분석)

  • Bang, Minkyu;Oh, Seokmin;Seol, Soon Jee;Lee, Ki Ha;Cho, Seong-Jun
    • Geophysics and Geophysical Exploration
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    • v.21 no.3
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    • pp.150-161
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    • 2018
  • Recently, unmanned aircraft EM (electromagnetic) survey based on ICT (Information and Communication Technology) has been widely utilized because of the efficiency in regional survey. We performed the theoretical study on the unmanned airship EM system developed by KIGAM (Korea Institute of Geoscience and Mineral resources) as part of the practical application of unmanned aircraft EM survey. Since this system has different configurations of transmitting and receiving loops compared to the conventional aircraft EM systems, a new technique is required for the appropriate interpretation of measured responses. Therefore, we proposed a method to calculate the EM field for the arbitrary shaped transmitter and verified its validity through the comparison with analytic solution for circular loop. In addition, to simulate the magnetic responses by three-dimensionally (3D) distributed anomalies, we have adapted our algorithm to 3D frequency-domain EM modeling algorithm based on the edge-FEM (finite element method). Though the analysis on magnetic field responses from a subsurface anomaly, it was found that the response decreases as the depth of the anomaly increases or the flight altitude increases. Also, it was confirmed that the response became smaller as the resistivity of the anomaly increases. However, a nonlinear trend of the out-of-phase component is shown depending on the depth of the anomaly and the used frequency, that makes it difficult to apply simple analysis based on the mapping of the magnitude of the responses and can cause the non-uniqueness problem in calculating the apparent resistivity. Thus, it is a prerequisite to analyze the appropriate frequency band and flight altitude considering the purpose of the survey and the site conditions when conducting a survey using the unmanned aircraft EM system.

The Comparative Study of NHPP Software Reliability Model Based on Exponential and Inverse Exponential Distribution (지수 및 역지수 분포를 이용한 NHPP 소프트웨어 무한고장 신뢰도 모형에 관한 비교연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.9 no.2
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    • pp.133-140
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    • 2016
  • Software reliability in the software development process is an important issue. Software process improvement helps in finishing with reliable software product. Infinite failure NHPP software reliability models presented in the literature exhibit either constant, monotonic increasing or monotonic decreasing failure occurrence rates per fault. In this paper, we were proposed the reliability model with the exponential and inverse exponential distribution, which made out efficiency application for software reliability. Algorithm to estimate the parameters used to maximum likelihood estimator and bisection method, model selection based on mean square error (MSE) and coefficient of determination($R^2$), for the sake of efficient model, were employed. Analysis of failure, using real data set for the sake of proposing the exponential and inverse exponential distribution, was employed. This analysis of failure data compared with the exponential and inverse exponential distribution property. In order to insurance for the reliability of data, Laplace trend test was employed. In this study, the inverse exponential distribution model is also efficient in terms of reliability because it (the coefficient of determination is 80% or more) in the field of the conventional model can be used as an alternative could be confirmed. From this paper, the software developers have to consider life distribution by prior knowledge of the software to identify failure modes which can be able to help.