• Proceedings of the Korean Institute of Intelligent Systems Conference
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• 1998.10a
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• pp.218-224
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• 1998

본 논문에서는 컬러 모니터용 전자관(CDT; Color Display Tube)의 편향 요크(DY; Deflection Yoke)의 제조 공정상 오차가 발생시키는 컨버전스의 오차를 보정하기 위하여 붙이는 페라이트 박판(Ferrite Sheet)의 위치를 결정하는 규칙을 생성하는 박판을 붙여야 하는지 판단한다. 이를 러프 집합 이론을 이용하여 컨버전스 값을 조건부 속성으로, 페라이트 박판의 위치를 판단부 속성으로 하여 판단 테이블을 만들고 이때 발생하는 몇 가지 문제를 해결하여 최소화된 규칙을 찾아내는 방안을 제안한다.

• Journal of the Korean Data and Information Science Society
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• v.22 no.1
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• pp.37-47
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• 2011

Stock price index option market has various investment strategies that have been developed. Specially, arbitrage strategies are very important to be efficient in option market. The purpose of this study is to improve profit using rough set and Box spread by using past option trading data. Option trading data was based on an actual stock exchange market tick data ranging from 2001 to 2006. Validation process was carried out by transferring the tick data into one-minute intervals. Box spread arbitrage strategies is low risk but low profit. It can be accomplished by back-testing of the existing strategy of the past data and by using rough set, which limit the time line of dealing. This study can make more stable profits with lower risk if control the strategy that can produces a higher profit module compared to that of the same level of risk.

• 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.

• Journal of Digital Convergence
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• v.10 no.6
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• pp.253-258
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• 2012

In this thesis, I categorize expression of context data required for context data inference according to five Ws and one H(5W1H) in Ubiquitous computing environment and infer superordinate context by combining context data of 4W1H with inferred context of why. This thesis suggests that we categorize specific context and service according to 6W2H added Whom(specific data or service) and How much (accuracy), and determine proper services for specific contexts by introducing the concept of rough set for expression and inference of categorized contexts and inaccurate knowledge. Since there is an limitation of the set of 0 and 1 when concerned with accuracy of services, I introduce the concept of fuzzy set. To provide users with the most appropriate service by ridding of unnecessary properties through the process of reduction, I also use the concept of rough set.

• 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%.

• 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.

• Journal of the Korea Society of Computer and Information
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• v.16 no.7
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• pp.117-125
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• 2011

In this paper, it was segmented the face color distribution using YCbCr color model, which is one of the feature-based methods, and preprocessing stage was to be insensitive to the sensitivity for light which is one of the disadvantages for the feature-based methods by the quantization. In addition, it has raised the accuracy of image synthesis with characteristics which is selected the object of the most same image as the shape of pattern using rough set. In this paper, the detection rates of the proposed face detection algorithm was confirmed to be better about 2~3% than the conventional algorithms regardless of the size and direction on the various faces by simulation.

• 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.

• Journal of Digital Convergence
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• v.11 no.11
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• pp.343-349
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• 2013

Rough set theory comes to derive optimal rules through the effective selection of features from the redundancy of lots of information in data mining using the concept of equivalence relation and approximation space in rough set. The reduction of attributes is one of the most important parts in its applications of rough set. This paper purports to define a information-theoretic measure for determining the most important attribute within the association of attributes using rough entropy. The proposed method generates the effective reduct set and formulates the core of the attribute set through the elimination of the redundant attributes. Subsequently, the control rules are generated with a subset of feature which retain the accuracy of the original features through the reduction.

• Journal of Intelligence and Information Systems
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• v.16 no.3
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• pp.77-97
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• 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.