• Title/Summary/Keyword: 생성모형

Search Result 1,366, Processing Time 0.023 seconds

Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
    • /
    • v.16 no.3
    • /
    • pp.77-97
    • /
    • 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.

Estimation of Soil Moisture Content from Backscattering Coefficients Using a Radar Scatterometer (레이더 산란계 후방산란계수를 이용한 토양수분함량 추정)

  • Kim, Yi-Hyun;Hong, Suk-Young;Lee, Jae-Eun
    • Korean Journal of Soil Science and Fertilizer
    • /
    • v.45 no.2
    • /
    • pp.127-134
    • /
    • 2012
  • Microwave remote sensing can help monitor the land surface water cycle, crop growth and soil moisture. A ground-based polarimetric scatterometer has an advantage for continuous crop using multi-polarization and multi-frequencies and various incident angles have been used extensively in a frequency range expanding from L-band to Ka-band. In this study, we analyzed the relationships between L-, C- and X-band signatures and soil moisture content over the whole soybean growth period. Polarimetric backscatter data at L-, C- and X-bands were acquired every 10 minutes. L-band backscattering coefficients were higher than those observed using C- or X-band over the period. Backscattering coefficients for all frequencies and polarizations increased until Day Of Year (DOY) 271 and then decreased until harvesting stage (DOY 294). Time serious of soil moisture content was not a corresponding with backscattering over the whole growth stage, although it increased relatively until early August (R2, DOY 224). We conducted the relationship between the backscattering coefficients of each band and soil moisture content. Backscattering coefficients for all frequencies were not correlated with soil moisture content when considered over the entire stage ($r{\leq}0.50$). However, we found that L-band HH polarization was correlated with soil moisture content (r=0.90) when Leaf Area Index (LAI)<2. Retrieval equations were developed for estimating soil moisture content using L-band HH polarization. Relation between L-HH and soil moisture shows exponential pattern and highly related with soil moisture content ($R^2=0.92$). Results from this study show that backscattering coefficients of radar scatterometer appear effective to estimate soil moisture content.

A STUDY ON THE SIZE OF THE PERMANENT TEETH (영구치의 치아크기에 관한 연구)

  • Baik, Byeong-Ju;Park, Jeong-Yeol;Kim, Jae-Gon;Lee, Doo-Cheol
    • Journal of the korean academy of Pediatric Dentistry
    • /
    • v.30 no.3
    • /
    • pp.502-509
    • /
    • 2003
  • After 800 students of Chonbuk National University was examined, 86 people (male : 43, female : 43, mean age : 22.2 years old) was selected as a group of normal occlusion. From their gypsum cast, this conclusion was obtained. 1. Intra-observer measurement errors in buccolingual diameter, maxillary lateral incisors have somewhat bigger errors. In mesiodistal diameter, maxillary first molars and maxillary second molar have bigger numerical value. Mean errors of measurement are 0.051mm at buccolingual diameter of crown and 0.083mm at mesiodistal diameter. 2. Fluctuating asymmetry is 0.030 average in buccolingual diameter, and 0.037 average in mesiodistal diameter. Statistically there are no big differences. 3. Male has longer buccolingual diameter than female in every permanent teeth. Teeth which have statistical difference in buccolingual diameter are maxillary lateral incisor, maxillary canine, maxillary second molar, mandibular central incisor, mandibular canine, mandibular second premolar, and mandibular first molar. In mesiodistal diameter maxillary central incisor, maxillary canine, and mandibular first molar have statistically difference. 4. Tooth which has the biggest difference depending on gender is maxillary lateral incisor in buccolingual diameter and mandibular canine in mesiodistal diameter. 5. Both sexes have similar crown index. Male has bigger value of crown module measurement and crown area measurement in every tooth. Crown area considered as size of tooth from occlusal surface was bigger in male than in female statistically except some teeth, maxillary first premolar, mandibular lateral incisor, first premolar and second premolar.

  • PDF

독창적 아이디어에서 창조적 혁신까지 : 인공씨감자 기술혁신 성공사례 분석

  • 현재호
    • Proceedings of the Technology Innovation Conference
    • /
    • 1997.07a
    • /
    • pp.222-223
    • /
    • 1997
  • By analyzing the successful innovation case of potato microtuber mass production technology, a representative case of technology-push type creative innovation in an imitation oriented research culture, this paper attempts to figure out conceptual model of creative innovation that is initiated by the public laboratories in catching-up country, Stages of creative innovation can be divided into the internal R&D stage and the external commercialization stage. Success of the internal R&D stage depended on autonomy to secure creative research idea and commitment of individual researchers. Psychological pressure evoked from sportlights of mass media and commitment of sponsor increased the intensity of research efforts of the researcher Recognition of research problem and its significance was intensified by site visits of agricultural fields, and the recognized higher impacts of expected research results and knowledge creation achieved were a fundamental source of self-motivation. In the stage of commercialization stage, various legal, socio-economic, and psychological barriers were confronted. In a catching-up country lacking of experiences of creative innovation, creative innovation process can be regarded as a barrier elimination and cultural revolution process. Among the barriers, psychological refusal of farmers to corn-sized potato seeds was critical, which finally enforced to further researches to enlarge the size of potato seeds. In addition, the researcher has concentrated his research efforts in one specialized research area by getting a series of similar research project funds rather than diversification. It was lucky for him to have a chance to carry out a series of similar researches in one research area during the last 10 years. In getting research funds from government and private companies continuously in one research area, both internal and external promoters played significant roles.

  • PDF

Improving the Accuracy of Document Classification by Learning Heterogeneity (이질성 학습을 통한 문서 분류의 정확성 향상 기법)

  • Wong, William Xiu Shun;Hyun, Yoonjin;Kim, Namgyu
    • Journal of Intelligence and Information Systems
    • /
    • v.24 no.3
    • /
    • pp.21-44
    • /
    • 2018
  • In recent years, the rapid development of internet technology and the popularization of smart devices have resulted in massive amounts of text data. Those text data were produced and distributed through various media platforms such as World Wide Web, Internet news feeds, microblog, and social media. However, this enormous amount of easily obtained information is lack of organization. Therefore, this problem has raised the interest of many researchers in order to manage this huge amount of information. Further, this problem also required professionals that are capable of classifying relevant information and hence text classification is introduced. Text classification is a challenging task in modern data analysis, which it needs to assign a text document into one or more predefined categories or classes. In text classification field, there are different kinds of techniques available such as K-Nearest Neighbor, Naïve Bayes Algorithm, Support Vector Machine, Decision Tree, and Artificial Neural Network. However, while dealing with huge amount of text data, model performance and accuracy becomes a challenge. According to the type of words used in the corpus and type of features created for classification, the performance of a text classification model can be varied. Most of the attempts are been made based on proposing a new algorithm or modifying an existing algorithm. This kind of research can be said already reached their certain limitations for further improvements. In this study, aside from proposing a new algorithm or modifying the algorithm, we focus on searching a way to modify the use of data. It is widely known that classifier performance is influenced by the quality of training data upon which this classifier is built. The real world datasets in most of the time contain noise, or in other words noisy data, these can actually affect the decision made by the classifiers built from these data. In this study, we consider that the data from different domains, which is heterogeneous data might have the characteristics of noise which can be utilized in the classification process. In order to build the classifier, machine learning algorithm is performed based on the assumption that the characteristics of training data and target data are the same or very similar to each other. However, in the case of unstructured data such as text, the features are determined according to the vocabularies included in the document. If the viewpoints of the learning data and target data are different, the features may be appearing different between these two data. In this study, we attempt to improve the classification accuracy by strengthening the robustness of the document classifier through artificially injecting the noise into the process of constructing the document classifier. With data coming from various kind of sources, these data are likely formatted differently. These cause difficulties for traditional machine learning algorithms because they are not developed to recognize different type of data representation at one time and to put them together in same generalization. Therefore, in order to utilize heterogeneous data in the learning process of document classifier, we apply semi-supervised learning in our study. However, unlabeled data might have the possibility to degrade the performance of the document classifier. Therefore, we further proposed a method called Rule Selection-Based Ensemble Semi-Supervised Learning Algorithm (RSESLA) to select only the documents that contributing to the accuracy improvement of the classifier. RSESLA creates multiple views by manipulating the features using different types of classification models and different types of heterogeneous data. The most confident classification rules will be selected and applied for the final decision making. In this paper, three different types of real-world data sources were used, which are news, twitter and blogs.

Reduction of Electron Contamination Using a Filter for 6MV Photon Beam (6MV 광자선에서 전자오염 감소에 관한 연구)

  • Lee, Choul-Soo;Yoo, Myung-Jin;Yum, Ha-Yong
    • Radiation Oncology Journal
    • /
    • v.15 no.2
    • /
    • pp.159-165
    • /
    • 1997
  • Purpose : Secondary electrons generated by interaction between Primary X-rar beam and block tray in megavoltage irradiation, result in excess soft radiation dose to the surface layer To reduce the surface dose from the electron contamination, electron filters were attached under the tray when a customized block was used. Materials and Methods : Cu, Al or Cu/Al combined Plate with different thickness was used as a filter and the surface dose reduction was measured for each case. The measurement to find optimal filter was performed with $10m\times10cm$ field size and 78.5cm source to surface distance. The measurement points are positioned with 2mm intervals from surface to maximum build-up point. To acquire the effect of field size dependence on optimal electron filter, the measurement was performed from $4cm\times4cm\;to\;25cm\times25cm$ field sizes. Results : The surface dose was slowly increased by increasing irradiation field but rapidly increased beyond $15cm\times15cm$ field size. Al plate was found to be inadequate filter because of the failure to have surface dose kept lowering than the dose of deep area. Cu 0.5mm plate and Cu/Al=0.28mm/1.5mm combined plate were found to be optimal filters. By using these 2 filters, the absorbed dose to the surface layer was effectively reduced by $5.5\%,\;11.3\%,\;and\;22.3\%$ for the field size $4cm\times4cm,\;10m\times10cm,\;and\;25cm\times25cm$, respectively. Conclusion : The surface dose attributable to electron contamination had a dependence on field size. The electron contamination was increased when tray was used. Specially the electron contamination in the surface layer was greater when the larger field was used. 0.5mm Cu Plate and Cu/Al=0.28mm/15mm combined plates were selected as optimal electron filters. When the optimal electron filter was attached under the tray, excessive surface dose was decreased effectively The effect of these electron filters was better when a larger field was used.

  • PDF

Simulation of Local Climate and Crop Productivity in Andong after Multi-Purpose Dam Construction (임하 다목적댐 건설 후 주변지역 기후 및 작물생산력 변화)

  • 윤진일;황재문;이순구
    • KOREAN JOURNAL OF CROP SCIENCE
    • /
    • v.42 no.5
    • /
    • pp.579-596
    • /
    • 1997
  • A simulation study was carried out to delineate potential effects of the lake-induced climate change on crop productivity around Lake Imha which was formed after a multi-purpose dam construction in Andong, Korea. Twenty seven cropping zones were identified within the 30 km by 25 km study area. Five automated weather stations were installed within the study area and operated for five years after the lake formation. A geostatistical method was used to calculate the monthly climatological normals of daily maximum and minimum temperature, solar radiation and precipitation for each cropping zone before and after the dam construction. Daily weather data sets for 30 years were generated for each cropping zone from the monthly normals data representing "No lake" and "After lake" climatic scenarios, respectively. They were fed into crop models (ORYZA1 for rice, SOYGRO for soybean, CERES-maize for corn) to simulate the yield potential of each cropping zone. Calculated daily maximum temperature was higher after the dam construction for the period of October through March and lower for the remaining months except June and July. Decrease in daily minimum temperature was predicted for the period of April through August. Monthly total radiation was predicted to decrease after the lake formation in all the months except February, June, and September and the largest drop was found in winter. But there was no consistent pattern in precipitation change. According to the model calculation, the number of cropping zones which showed a decreased yield potential was 2 for soybean and 6 for corn out of 27 zones with a 10 to 17% yield drop. Little change in yield potential was found at most cropping zones in the case of paddy rice, but interannual variation was predicted to increase after the lake formation. the lake formation.

  • PDF

Detecting the Climate Factors related to Dry Matter Yield of Whole Crop Maize (사일리지용 옥수수의 건물수량에 영향을 미치는 기후요인 탐색)

  • Peng, Jing-lun;Kim, Moon-ju;Kim, Young-ju;Jo, Mu-hwan;Nejad, Jalil Ghassemi;Lee, Bae-hun;Ji, Do-hyeon;Kim, Ji-yung;Oh, Seung-min;Kim, Byong-wan;Kim, Kyung-dae;So, Min-jeong;Park, Hyung-soo;Sung, Kyung-il
    • Korean Journal of Agricultural and Forest Meteorology
    • /
    • v.17 no.3
    • /
    • pp.261-269
    • /
    • 2015
  • The purpose of this research is to identify the significance of climate factors related to the significance of change of dry matter yield (DMY) of whole crop maize (WCM) by year through the exploratory data analysis. The data (124 varieties; n=993 in 7 provinces) was prepared after deletion and modification of the insufficient and repetitive data from the results (124 varieties; n=1027 in 7 provinces) of import adaptation experiment done by National Agricultural Cooperation Federation. WCM was classified into early-maturity (25 varieties, n=200), mid-maturity (40 varieties, n=409), late-maturity (27 varieties, n=234) and others (32 varieties, n=150) based on relative maturity and days to silking. For determining climate factors, 6 weather variables were generated using weather data. For detecting DMY and climate factors, SPSS21.0 was used for operating descriptive statistics and Shapiro-Wilk test. Mean DMY by year was classified into upper and lower groups, and a statistically significant difference in DMY was found between two groups (p<0.05). To find the reasons of significant difference between two groups, after statistics analysis of the climate variables, it was found that Seeding-Harvesting Accumulated Growing Degree Days (SHAGDD), Seeding-Harvesting Precipitation (SHP) and Seeding-Harvesting Hour of sunshine (SHH) were significantly different between two groups (p<0.05), whereas Seeding-Harvesting number of Days with Precipitation (SHDP) had no significant effects on DMY (p>0.05). These results indicate that the SHAGDD, SHP and SHH are related to DMY of WCM, but the comparison of R2 among three variables (SHAGDD, SHP and SHH) couldn't be obtained which is needed to be done by regression analysis as well as the prediction model of DMY in the future study.

Freeze Risk Assessment for Three Major Peach Growing Areas under the Future Climate Projected by RCP8.5 Emission Scenario (신 기후변화시나리오 RCP 8.5에 근거한 복숭아 주산지 세 곳의 동해위험도 평가)

  • Kim, Soo-Ock;Kim, Dae-Jun;Kim, Jin-Hee;Yun, Jin-I.
    • Korean Journal of Agricultural and Forest Meteorology
    • /
    • v.14 no.3
    • /
    • pp.124-131
    • /
    • 2012
  • This study was carried out to evaluate a possible change in freeze risk for 'Changhowon Hwangdo' peach buds in three major peach growing areas under the future climate projected by RCP8.5 emission scenario. Mean values of the monthly temperature data for the present decade (2000s) and the future decades (2020s, 2050s, 2080s) were extracted for farm lands in Icheon, Chungju, and Yeongcheon-Gyeongsan region at 1km resolution and 30 sets of daily temperature data were generated randomly by a stochastic process for each decade. The daily data were used to calculate a thermal time-based dormancy depth index which is closely related to the cold tolerance of peach buds. Combined with daily minimum temperature, dormancy depth can be used to estimate the potential risk of freezing damage on peach buds. When the freeze risk was calculated daily for the winter period (from 1 November to 15 March) in the present decade, Icheon and Chungju regions had high values across the whole period, but Yeongcheon-Gyeongsan regions had low values from mid-December to the end of January. In the future decades, the frequency of freezing damage would be reduced in all 3 regions and the reduction rate could be as high as 75 to 90% by 2080's. However, the severe class risk (over 80% damage) will not disappear in the future and most occurrences will be limited to December to early January according to the calculation. This phenomenon might be explained by shortened cold hardiness period caused by winter warming as well as sudden cold waves resulting from the higher inter-annual climate variability projected by the RCP8.5 scenario.

Dynamics of Barrel-Shaped Young Supernova Remnants (항아리 형태 젊은 초신성 잔해의 동력학)

  • Choe, Seung-Urn;Jung, Hyun-Chul
    • Journal of the Korean earth science society
    • /
    • v.23 no.4
    • /
    • pp.357-368
    • /
    • 2002
  • In this study we have tried to explain the barrel-shaped morphology for young supernova remnants considering the dynamical effects of the ejecta. We consider the magnetic field amplification resulting from the Rayleigh-Taylor instability near the contact discontinuity. We can generate the synthetic radio image assuming the cosmic-ray pressure and calculate the azimuthal intensity ratio (A) to enable a quantitative comparison with observations. The postshock magnetic field are amplified by shearing, stretching, and compressing at the R-T finger boundary. The evolution of the instability strongly depends on the deceleration of the ejecta and the evolutionary stage of the remnant. the strength of the magnetic field increases in the initial phase and decreases after the reverse shock passes the constant density region of the ejecta. However, some memory of the earlier phases of amplification is retained in the interior even when the outer regions turn into a blast wave. The ratio of the averaged magnetic field strength at the equator to the one at the pole in the turbulent region can amount to 7.5 at the peak. The magnetic field amplification can make the large azimuthal intensity ratio (A=15). The magnitude of the amplification is sensitive to numerical resolution. This mens the magnetic field amplification can explain the barrel-shaped morphology of young supernova remnant without the dependence of the efficiency of the cosmic-ray acceleration on the magnetic field configuration. In order for this mechanism to be effective, the surrounding magnetic field must be well-ordered. The small number of barrel-shaped remnants may indicate that this condition rarely occurs.