• Title/Summary/Keyword: 러프집합

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Fuzzy Time Series Forecasting with Model Selection by using Rough Set (러프집합을 이용한 모델선택을 갖는 퍼지 시계열 예측)

  • Bang, Young-Keun;Lee, Chul-Heui
    • Proceedings of the KIEE Conference
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    • 2008.07a
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    • pp.1547-1548
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    • 2008
  • 본 논문에서는 유동적 비정상 시계열의 패턴과 규칙성을 잘 반영할 수 있는 최적의 차분 간격 후보군을 이용한 TS 퍼지 모델로 다중 퍼지 모델을 구현하였고, 각각의 모델들의 예측 특성을 반영하기 위하여 러프집합을 이용한 모델선택법을 제안하였다. 또한 TS퍼지 모델의 파라미터 식별에는 적절한 오차보정 메커니즘을 추가하여 더욱 예측 성능을 향상 시켰다.

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Using rough set to develop a volatility reverting strategy in options market (러프집합을 활용한 KOSPI200 옵션시장의 변동성 회귀 전략)

  • Kang, Young Joong;Oh, Kyong Joo
    • Journal of the Korean Data and Information Science Society
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    • v.24 no.1
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    • pp.135-150
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    • 2013
  • This study proposes a novel option strategy by using characteristic of volatility reversion and rough set algorithm in options market. Until now, various research has been conducted on stock and future markets, but minimal research has been done in options market. Particularly, research on the option trading strategy using high frequency data is limited. This study consists of two purposes. The first is to enjoy a profit using volatility reversion model when volatility gap is occurred. The second is to pursue a more stable profit by filtering inaccurate entry point through rough set algorithm. Since options market is affected by various elements like underlying assets, volatility and interest rate, the point of this study is to hedge elements except volatility and enjoy the profit following the volatility gap.

The Study on Information-Theoretic Measures of Incomplete Information based on Rough Sets (러프 집합에 기반한 불완전 정보의 정보 이론적 척도에 관한 연구)

  • 김국보;정구범;박경옥
    • Journal of Korea Multimedia Society
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    • v.3 no.5
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    • pp.550-556
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    • 2000
  • This paper comes to derive optimal decision rule from incomplete information using the concept of indiscernibility relation and approximation space in Rough set. As there may be some errors in case that processing information contains multiple or missing data, the method of removing or minimizing these data is required. Entropy which is used to measure uncertainty or quantity in information processing field is utilized to remove the incomplete information of rough relation database. But this paper does not always deal with the information system which may be contained incomplete information. This paper is proposed object relation entropy and attribute relation entropy using Rough set as information theoretical measures in order to remove the incomplete information which may contain condition attribute and decision attribute of information system.

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The Optimal Reduction of Fuzzy Rules using a Rough Set (러프집합을 이용한 퍼지 규칙의 효율적인 감축)

  • Roh, Eun-Young;Chung, Hwan-Mook
    • Journal of the Korean Institute of Intelligent Systems
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    • v.17 no.7
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    • pp.881-886
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    • 2007
  • Fuzzy inference has the advantage which can process the ambiguous knowledge. However the associated attributes of fuzzy rules are difficult to determine useful and important rules because the redundant attribute of rules is more than enough. In this paper, we propose a method to minimize the number of rules and preserve the accuracy of inference results by using fuzzy relative cardinality after removing unnecessary attributes from rough set. From the experimental results, we can see the fact that the proposed method provides better results (e.g the number of rules) than those of general rough set with the redundant attributes.

Rough Set-based Ambiguity Reduction of Location Recognition for Autonomous Robots (러프집합을 이용한 자율주행 로봇 위치인식의 애매성 축소)

  • Lee, In-K.;Son, Chang-S.;Kwon, Soon-H.
    • Journal of the Korean Institute of Intelligent Systems
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    • v.18 no.4
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    • pp.463-470
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    • 2008
  • In this paper, we confirm that the two properties, 'existence of obstacles' and 'connectivity between obstacles', involved in information acquired by a robot can be used efficiently for location recognition of the robot by using rough sets. Moreover, we propose a method which can reduce ambiguity of the location recognition by applying the properties and recognize the robot's location with distrustful information of the environment where the robot moves. We confirmed it through computer simulation that a robot moves to a goal with only the map containing not enough information on the real environment.

Reusability Decision Generation system using Rough Set (러프집합을 이용한 재사용성 결정 알고리즘 생성 시스템)

  • 최완규;이성주
    • Journal of the Korean Institute of Intelligent Systems
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    • v.8 no.2
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    • pp.96-105
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    • 1998
  • 소프트웨어 재사용 분야에 있어서 우선적으로 연구되어야할 부분은 소프트웨어 부품의 품질 보증에 관한 연구이다. 그러나 기존의 연구들은 사용자 요구의 복잡, 다양화와 소프트웨어 복잡도증가등과 같은 변화하는 환경에 능동적으로 대처하지 못한다. 따라서, 본 논문에서는 재사용되고 있는 부품들, 정량적인 척도을과 분류 기준들을 이용하여 변화하는 환경에 능동적으로 대처할 수 있는 적응성이 있는 재사용성 결정 알고리즘 생성 모델을 제안한다. 이 모델은 적응성 있는 재사용 결정 알고리즘을 찾기 위해서 데이터의 숨겨진 패턴들을 발견하는 효율적인 알고리즘을 제고?는 러프 집합 이론을 이용한다.

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Measuring The Reusability of Class By Rough Sets and Fuzzy Integral (러프집합과 퍼지적분을 이용한 클래스 재사용도 측정)

  • 김영천;김혜경;최완규;김영식;이성주
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2000.05a
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    • pp.311-314
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    • 2000
  • 컴포넌트의 재사용도 측정은 컴포넌트가 재사용되는 시점에서 컴포넌트의 이해와 적용을 위해 소요되는 노력의 정도를 측정한다. 여러 연구들이 컴포넌트의 재사용도 측정 방법을 제시하였지만 측정 속성(척도)들과 컴포넌트들의 삽입 삭제의 어려움, 가정된 지식의 요구, 각 측정 속성들에 대한 중요도 제시의 부재 등의 문제점들이 있다. 따라서, 본 연구에서는 이러한 문제점들을 해결하기 위해서 실제로 재사용되고 있는 객체지향 컴포넌트들과 여러 연구에서 제시되고 있는 메트릭스들을 종합하고, 퍼지 적분과 러프 집합을 이용하여 클래스의 재사용도를 측정한다.

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A Study on Image Retrieval System Using Rough Set (러프 집합을 이용한 영상 검색 시스템에 관한 연구)

  • 김영천;김동현;이성주
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 1998.10a
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    • pp.479-484
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    • 1998
  • 입력된 영상으로부터 추론된 정보 표를 지식베이스에 저장하여 결정해를 구하는데는 많은 탐색시간이 소비된다. 본 논문에서는 탐색 시간을 감소시키기 위해서 러프집합의 식별(classification)과 근사(approximation) 개념을 이용하여 추론된 정보를 동치 클래스(equivalence class)로 분류하여 간략화한다. 감소된 규칙, 즉 Core와 Reduct 리스트를 구하여 결정해를 검색하는데 탐색 시간을 감소시키는데 있다.

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A Diagnostic Feature Subset Selection of Breast Tumor Based on Neighborhood Rough Set Model (Neighborhood 러프집합 모델을 활용한 유방 종양의 진단적 특징 선택)

  • Son, Chang-Sik;Choi, Rock-Hyun;Kang, Won-Seok;Lee, Jong-Ha
    • Journal of Korea Society of Industrial Information Systems
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    • v.21 no.6
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    • pp.13-21
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    • 2016
  • Feature selection is the one of important issue in the field of data mining and machine learning. It is the technique to find a subset of features which provides the best classification performance, from the source data. We propose a feature subset selection method using the neighborhood rough set model based on information granularity. To demonstrate the effectiveness of proposed method, it was applied to select the useful features associated with breast tumor diagnosis of 298 shape features extracted from 5,252 breast ultrasound images, which include 2,745 benign and 2,507 malignant cases. Experimental results showed that 19 diagnostic features were strong predictors of breast cancer diagnosis and then average classification accuracy was 97.6%.

Uncertainty Measurement of Incomplete Information System based on Conditional Information Entropy (조건부 정보엔트로피에 의한 불완전 정보시스템의 불확실성 측정)

  • Park, Inkyoo
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.14 no.2
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    • pp.107-113
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    • 2014
  • The derivation of optimal information from decision table is based on the concept of indiscernibility relation and approximation space in rough set. Because decision table is more likely to be susceptible to the superposition or inconsistency in decision table, the reduction of attributes is a important concept in knowledge representation. While complete subsets of the attribute's domain is considered in algebraic definition, incomplete subsets of the attribute's domain is considered in information-theoretic definition. Therefore there is a marked difference between algebraic and information-theoretic definition. This paper proposes a conditional entropy using rough set as information theoretical measures in order to deduct the optimal information which may contain condition attributes and decision attribute of information system and shows its effectiveness.