• Journal of the Korean Institute of Intelligent Systems
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• v.7 no.2
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• pp.96-105
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• 1997

In this paper, A new design method of fuzzy modeling is presented for the model identification of nonlinear complex systems. The proposed FPNN(Fuzzy Polynomial Neural Network) modeling implements system structure and parameter identification using GMDH(Group Method of Data Handling) method and linguistic fuzzy implication rules from input and output data of processes. In order to identify premise structure and parameter of fuzzy implication rules, GMDH method and regression polynomial fuzzy reasoning method are used and the least square method is utilized for the identification of optimum consequence parameters. Time series data for gas furnace and those for wastewater treatment process are used for the purpose of evaluating the performance of the proposed FPNN modeling. The results show that the proposed method can produce the fuzzy model with higher accuracy than other works achieved previously.

• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.419-425
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• 2010

Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

• Korean Journal of Remote Sensing
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• v.34 no.2_1
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• pp.301-306
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• 2018

Urbanization causes urban floods and urban heat island in the summer, so it is necessary to understanding the changes of the thermal environment through urban climate and energy balance. This can be explained by the energy balance, but in urban areas, unlike the typical energy balance, the storage heat flux saved in the building or artificial land cover should be considered. Since the environment of each city is different, there is a difficulty in applying the method of retrieving the storage heat flux of the previous research. Especially, most of the previous studies are focused on the overseas cities, so it is necessary to study the storage heat retrieval suitable for various land cover and building characteristics of the urban areas in Korea. Therefore, the object of this study, it is to derive the regression formula which can quantitatively retrieve the storage heat using the data of the area where various surface types exist. To this end, nonlinear regression analysis was performed using net radiation and surface temperature data as independent variables and flux tower based storage heat estimates as dependent variables. The retrieved regression coefficients were applied to each independent variable to derive the storage heat retrieval regression formula. As a result of time series analysis with flux tower based storage heat estimates, it was well simulated high peak at day time and the value at night. Moreover storage heat retrieved in this study was possible continuous retrieval than flux tower based storage heat estimates. As a result of scatter plot analysis, accuracy of retrieved storage heat was found to be significant at $50.14Wm^{-2}$ and bias $-0.94Wm^{-2}$.

• Journal of the Korean Institute of Intelligent Systems
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• v.10 no.5
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• pp.487-496
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• 2000

In this paper, the Multi-FNN(Fuzzy-Neural Networks) model is identified and optimized using HCM(Hard C-Means) clustering method and genetic algorithms. The proposed Multi-FNN is based on Yamakawa's FNN and uses simplified inference as fuzzy inference method and error back propagation algorithm as learning rules. We use a HCM clustering and Genetic Algorithms(GAs) to identify both the structure and the parameters of a Multi-FNN model. Here, HCM clustering method, which is carried out for the process data preprocessing of system modeling, is utilized to determine the structure of Multi-FNN according to the divisions of input-output space using I/O process data. Also, the parameters of Multi-FNN model such as apexes of membership function, learning rates and momentum coefficients are adjusted using genetic algorithms. A aggregate performance index with a weighting factor is used to achieve a sound balance between approximation and generalization abilities of the model. The aggregate performance index stands for an aggregate objective function with a weighting factor to consider a mutual balance and dependency between approximation and predictive abilities. According to the selection and adjustment of a weighting factor of this aggregate abjective function which depends on the number of data and a certain degree of nonlinearity, we show that it is available and effective to design an optimal Multi-FNN model. To evaluate the performance of the proposed model, we use the time series data for gas furnace and the numerical data of nonlinear function.

• Journal of the Korean Society for Marine Environment & Energy
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• v.12 no.2
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• pp.61-67
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• 2009

In this paper time series wave data which contain a freak wave is investigated. Various wave characteristics are compared between wave data with a freak wave and without. Among 24 hour wave data measured in the Yura Sea, two adjacent 30 min wave data with and without a freak wave are examined intensively. It is seen that the highest waves do not have the longest wave period. The wave period of the longest period waves is a little longer than the average wave period and much shorter than the significant wave period. Although the sea state is quite high, the Rayleigh distribution fits well to the probability of wave height. The characteristics of the wave spectra do not change much, but the nonlinearity increases for the wave data with a freak wave. The significant wave height without a freak wave is larger than that with a freak wave. Hence, the higher significant wave height does not always increase the probability of the occurrence of the freak waves.

• Journal of Digital Convergence
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• v.18 no.8
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• pp.169-177
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• 2020

The purpose of this study is to forecast the sales of convenience store flagship products with nonlinear characteristics and time series characteristics. According to the results, the sales of 'Ice Cup' began to increase from March, reached the highest value in summer, especially July and August, and then decreased, revealing a seasonal pattern. Cigarettes showed a seasonal pattern of higher sales in summer and lower sales in winter and was predicted to decrease in sales in the future. This study provides an academic implication in that it focused on the top-selling products that affected an increase in financial performance in a specific convenience store, a method that has been hardly adopted by the existing studies.

• Korean Journal of Remote Sensing
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• v.37 no.5_1
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• pp.947-958
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• 2021

This study was conducted to provide basic data for crop monitoring by comparing and analyzing changes in reflectance and vegetation index by sensor of multi-spectral sensors mounted on unmanned aerial vehicles. For four types of unmanned aerial vehicle-mounted multispectral sensors, such as RedEdge-MX, S110 NIR, Sequioa, and P4M, on September 14 and September 15, 2020, aerial images were taken, once in the morning and in the afternoon, a total of 4 times, and reflectance and vegetation index were calculated and compared. In the case of reflectance, the time-series coefficient of variation of all sensors showed an average value of about 10% or more, indicating that there is a limit to its use. The coefficient of variation of the vegetation index by sensor for the crop test group showed an average value of 1.2 to 3.6% in the crop experimental sites with high vitality due to thick vegetation, showing variability within 5%. However, this was a higher value than the coefficient of variation on a clear day, and it is estimated that the weather conditions such as clouds were different in the morning and afternoon during the experiment period. It is thought that it is necessary to establish and implement a UAV flight plan. As a result of comparing the NDVI between the multi-spectral sensors of the unmanned aerial vehicle, in this experiment, it is thought that the RedEdeg-MX sensor can be used together without special correction of the NDVI value even if several sensors of the same type are used in a stable light environment. RedEdge-MX, P4M, and Sequioa sensors showed a linear relationship with each other, but supplementary experiments are needed to evaluate joint utilization through off-set correction between vegetation indices.

• Proceedings of the Korean Society for Agricultural Machinery Conference
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• 2017.04a
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• pp.161-161
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• 2017

스마트 시설환경의 제어 요소는 난방기, 창 개폐, 수분/양액 밸브 개폐, 환풍기, 제습기 등 직접적으로 시설환경의 조절에 관여하는 인자와 정보 교환을 위한 통신, 사용자 인터페이스 등 간접적으로 제어에 관련된 요소들이 복합적으로 존재한다. PID 제어와 같이 하는 수학적 논리를 바탕으로 한 제어와 전문 관리자의 지식을 기반으로 한 비선형 학습 모델에 의한 제어 등이 공존할 수 있다. 이러한 다양한 요소들을 복합적으로 연동시키기 위해선 기존의 시퀀스 기반 제어 방식에는 한계가 있을 수 있다. 관행의 방식과 같이 시계열 상에서 획득한 충분한 데이터를 이용하여 제어의 양과 시점을 결정하는 방식은 예외 상황에 충분히 대처하기 어려운 단점이 있을 수 있다. 이러한 예외 상황은 자연적인 조건의 변화에 따라 불가피하게 발생하는 경우와 시스템의 오류에 기인하는 경우로 나뉠 수 있다. 본 연구에서는 실시간으로 변하는 시설환경 내의 다양한 환경요소를 실시간으로 분석하고 상응하는 제어를 수행하여 수학적이며 예측 가능한 논리에 의해 준비된 제어시스템을 보완할 방법을 연구하였다. 과거의 고성능 컴퓨팅(HPC; High Performance Computing)은 다수의 컴퓨터를 고속 네트워크로 연동하여 집적적으로 연산능력을 향상시킨 기술로 비용과 규모의 측면에서 많은 투자를 필요로 하는 첨단 고급 기술이었다. 핸드폰과 모바일 장비의 발달로 인해 소형 마이크로프로세서가 발달하여 근래 2 Ghz의 클럭 속도에 이르는 어플리케이션 프로세서(AP: Application Processor)가 등장하기도 하였다. 상대적으로 낮은 성능에도 불구하고 저전력 소모와 플랫폼의 소형화를 장점으로 한 AP를 시설환경의 실시간 제어에 응용하기 위한 방안을 연구하였다. CPU의 클럭, 메모리의 양, 코어의 수량을 다음과 같이 달리한 3가지 시스템을 비교하여 AP를 이용한 마이크로 클러스터링 기술의 성능을 비교하였다.1) 1.5 Ghz, 8 Processors, 32 Cores, 1GByte/Processor, 32Bit Linux(ARMv71). 2) 2.0 Ghz, 4 Processors, 32 Cores, 2GByte/Processor, 32Bit Linux(ARMv71). 3) 1.5 Ghz, 8 Processors, 32 Cores, 2GByte/Processor, 64Bit Linux(Arch64). 병렬 컴퓨팅을 위한 개발 라이브러리로 MPICH(www.mpich.org)와 Open-MP(www.openmp.org)를 이용하였다. 2,500,000,000에 이르는 정수 중 소수를 구하는 연산에 소요된 시간은 1)17초, 2)13초, 3)3초 이었으며, $12800{\times}12800$ 크기의 행렬에 대한 2차원 FFT 연산 소요시간은 각각 1)10초, 2)8초, 3)2초 이었다. 3번 경우는 클럭속도가 3Gh에 이르는 상용 데스크탑의 연산 속도보다 빠르다고 평가할 수 있다. 라이브러리의 따른 결과는 근사적으로 동일하였다. 선행 연구에서 획득한 3차원 계측 데이터를 1초 단위로 3차원 선형 보간법을 수행한 경우 코어의 수를 4개 이하로 한 경우 근소한 차이로 동일한 결과를 보였으나, 코어의 수를 8개 이상으로 한 경우 앞선 결과와 유사한 경향을 보였다. 현장 보급 가능성, 구축비용 및 전력 소모 등을 종합적으로 고려한 AP 활용 마이크로 클러스터링 기술을 지속적으로 연구할 것이다.

• Journal of Korea Water Resources Association
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• v.41 no.9
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• pp.895-905
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• 2008

To analyze hydrologic processes in a watershed requires both various geographical data and hydrological time series data. Recently, not only geographical data such as DEM(Digital Elevation Model) and hydrologic thematic map but also hydrological time series from numerical weather prediction and rainfall radar have been provided as grid data, and there are studies on hydrologic analysis using these grid data. In this study, GRM(Grid based Rainfall-runoff Model) which is physically-based distributed rainfall-runoff model has been developed to simulate short term rainfall-runoff process effectively using these grid data. Kinematic wave equation is used to simulate overland flow and channel flow, and Green-Ampt model is used to simulate infiltration process. Governing equation is discretized by finite volume method. TDMA(TriDiagonal Matrix Algorithm) is applied to solve systems of linear equations, and Newton-Raphson iteration method is applied to solve non-linear term. Developed model was applied to simplified hypothetical watersheds to examine model reasonability with the results from $Vflo^{TM}$. It was applied to Wicheon watershed for verification, and the applicability to real site was examined, and simulation results showed good agreement with measured hydrographs.

• Knowledge Management Research
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• v.22 no.4
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• pp.71-85
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• 2021

The purpose of this study is to find out which artificial intelligence methodology is most suitable for creating a foreign exchange rate prediction model using the indicators of bond market and interest rate market. KTBs and MSBs, which are representative products of the Korea bond market, are sold on a large scale when a risk aversion occurs, and in such cases, the USD/KRW exchange rate often rises. When USD liquidity problems occur in the onshore Korean market, the KRW Cross-Currency Swap price in the interest rate market falls, then it plays as a signal to buy USD/KRW in the foreign exchange market. Considering that the price and movement of products traded in the bond market and interest rate market directly or indirectly affect the foreign exchange market, it may be regarded that there is a close and complementary relationship among the three markets. There have been studies that reveal the relationship and correlation between the bond market, interest rate market, and foreign exchange market, but many exchange rate prediction studies in the past have mainly focused on studies based on macroeconomic indicators such as GDP, current account surplus/deficit, and inflation while active research to predict the exchange rate of the foreign exchange market using artificial intelligence based on the bond market and interest rate market indicators has not been conducted yet. This study uses the bond market and interest rate market indicator, runs artificial neural network suitable for nonlinear data analysis, logistic regression suitable for linear data analysis, and decision tree suitable for nonlinear & linear data analysis, and proves that the artificial neural network is the most suitable methodology for predicting the foreign exchange rates which are nonlinear and times series data. Beyond revealing the simple correlation between the bond market, interest rate market, and foreign exchange market, capturing the trading signals between the three markets to reveal the active correlation and prove the mutual organic movement is not only to provide foreign exchange market traders with a new trading model but also to be expected to contribute to increasing the efficiency and the knowledge management of the entire financial market.