• Title/Summary/Keyword: 모델 기반 테스트

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The Effect of Data Size on the k-NN Predictability: Application to Samsung Electronics Stock Market Prediction (데이터 크기에 따른 k-NN의 예측력 연구: 삼성전자주가를 사례로)

  • Chun, Se-Hak
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.239-251
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    • 2019
  • Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.

Prediction of Air Temperature and Relative Humidity in Greenhouse via a Multilayer Perceptron Using Environmental Factors (환경요인을 이용한 다층 퍼셉트론 기반 온실 내 기온 및 상대습도 예측)

  • Choi, Hayoung;Moon, Taewon;Jung, Dae Ho;Son, Jung Eek
    • Journal of Bio-Environment Control
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    • v.28 no.2
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    • pp.95-103
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    • 2019
  • Temperature and relative humidity are important factors in crop cultivation and should be properly controlled for improving crop yield and quality. In order to control the environment accurately, we need to predict how the environment will change in the future. The objective of this study was to predict air temperature and relative humidity at a future time by using a multilayer perceptron (MLP). The data required to train MLP was collected every 10 min from Oct. 1, 2016 to Feb. 28, 2018 in an eight-span greenhouse ($1,032m^2$) cultivating mango (Mangifera indica cv. Irwin). The inputs for the MLP were greenhouse inside and outside environment data, and set-up and operating values of environment control devices. By using these data, the MLP was trained to predict the air temperature and relative humidity at a future time of 10 to 120 min. Considering typical four seasons in Korea, three-day data of the each season were compared as test data. The MLP was optimized with four hidden layers and 128 nodes for air temperature ($R^2=0.988$) and with four hidden layers and 64 nodes for relative humidity ($R^2=0.990$). Due to the characteristics of MLP, the accuracy decreased as the prediction time became longer. However, air temperature and relative humidity were properly predicted regardless of the environmental changes varied from season to season. For specific data such as spray irrigation, however, the numbers of trained data were too small, resulting in poor predictive accuracy. In this study, air temperature and relative humidity were appropriately predicted through optimization of MLP, but were limited to the experimental greenhouse. Therefore, it is necessary to collect more data from greenhouses at various places and modify the structure of neural network for generalization.

A Comparative Study on the Effective Deep Learning for Fingerprint Recognition with Scar and Wrinkle (상처와 주름이 있는 지문 판별에 효율적인 심층 학습 비교연구)

  • Kim, JunSeob;Rim, BeanBonyka;Sung, Nak-Jun;Hong, Min
    • Journal of Internet Computing and Services
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    • v.21 no.4
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    • pp.17-23
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    • 2020
  • Biometric information indicating measurement items related to human characteristics has attracted great attention as security technology with high reliability since there is no fear of theft or loss. Among these biometric information, fingerprints are mainly used in fields such as identity verification and identification. If there is a problem such as a wound, wrinkle, or moisture that is difficult to authenticate to the fingerprint image when identifying the identity, the fingerprint expert can identify the problem with the fingerprint directly through the preprocessing step, and apply the image processing algorithm appropriate to the problem. Solve the problem. In this case, by implementing artificial intelligence software that distinguishes fingerprint images with cuts and wrinkles on the fingerprint, it is easy to check whether there are cuts or wrinkles, and by selecting an appropriate algorithm, the fingerprint image can be easily improved. In this study, we developed a total of 17,080 fingerprint databases by acquiring all finger prints of 1,010 students from the Royal University of Cambodia, 600 Sokoto open data sets, and 98 Korean students. In order to determine if there are any injuries or wrinkles in the built database, criteria were established, and the data were validated by experts. The training and test datasets consisted of Cambodian data and Sokoto data, and the ratio was set to 8: 2. The data of 98 Korean students were set up as a validation data set. Using the constructed data set, five CNN-based architectures such as Classic CNN, AlexNet, VGG-16, Resnet50, and Yolo v3 were implemented. A study was conducted to find the model that performed best on the readings. Among the five architectures, ResNet50 showed the best performance with 81.51%.

Business Application of Convolutional Neural Networks for Apparel Classification Using Runway Image (합성곱 신경망의 비지니스 응용: 런웨이 이미지를 사용한 의류 분류를 중심으로)

  • Seo, Yian;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
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    • v.24 no.3
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    • pp.1-19
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    • 2018
  • Large amount of data is now available for research and business sectors to extract knowledge from it. This data can be in the form of unstructured data such as audio, text, and image data and can be analyzed by deep learning methodology. Deep learning is now widely used for various estimation, classification, and prediction problems. Especially, fashion business adopts deep learning techniques for apparel recognition, apparel search and retrieval engine, and automatic product recommendation. The core model of these applications is the image classification using Convolutional Neural Networks (CNN). CNN is made up of neurons which learn parameters such as weights while inputs come through and reach outputs. CNN has layer structure which is best suited for image classification as it is comprised of convolutional layer for generating feature maps, pooling layer for reducing the dimensionality of feature maps, and fully-connected layer for classifying the extracted features. However, most of the classification models have been trained using online product image, which is taken under controlled situation such as apparel image itself or professional model wearing apparel. This image may not be an effective way to train the classification model considering the situation when one might want to classify street fashion image or walking image, which is taken in uncontrolled situation and involves people's movement and unexpected pose. Therefore, we propose to train the model with runway apparel image dataset which captures mobility. This will allow the classification model to be trained with far more variable data and enhance the adaptation with diverse query image. To achieve both convergence and generalization of the model, we apply Transfer Learning on our training network. As Transfer Learning in CNN is composed of pre-training and fine-tuning stages, we divide the training step into two. First, we pre-train our architecture with large-scale dataset, ImageNet dataset, which consists of 1.2 million images with 1000 categories including animals, plants, activities, materials, instrumentations, scenes, and foods. We use GoogLeNet for our main architecture as it has achieved great accuracy with efficiency in ImageNet Large Scale Visual Recognition Challenge (ILSVRC). Second, we fine-tune the network with our own runway image dataset. For the runway image dataset, we could not find any previously and publicly made dataset, so we collect the dataset from Google Image Search attaining 2426 images of 32 major fashion brands including Anna Molinari, Balenciaga, Balmain, Brioni, Burberry, Celine, Chanel, Chloe, Christian Dior, Cividini, Dolce and Gabbana, Emilio Pucci, Ermenegildo, Fendi, Giuliana Teso, Gucci, Issey Miyake, Kenzo, Leonard, Louis Vuitton, Marc Jacobs, Marni, Max Mara, Missoni, Moschino, Ralph Lauren, Roberto Cavalli, Sonia Rykiel, Stella McCartney, Valentino, Versace, and Yve Saint Laurent. We perform 10-folded experiments to consider the random generation of training data, and our proposed model has achieved accuracy of 67.2% on final test. Our research suggests several advantages over previous related studies as to our best knowledge, there haven't been any previous studies which trained the network for apparel image classification based on runway image dataset. We suggest the idea of training model with image capturing all the possible postures, which is denoted as mobility, by using our own runway apparel image dataset. Moreover, by applying Transfer Learning and using checkpoint and parameters provided by Tensorflow Slim, we could save time spent on training the classification model as taking 6 minutes per experiment to train the classifier. This model can be used in many business applications where the query image can be runway image, product image, or street fashion image. To be specific, runway query image can be used for mobile application service during fashion week to facilitate brand search, street style query image can be classified during fashion editorial task to classify and label the brand or style, and website query image can be processed by e-commerce multi-complex service providing item information or recommending similar item.