• Journal of the Korean Data and Information Science Society
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• v.26 no.1
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• pp.1-10
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• 2015

This paper offers some long term perspective on what has been happening to some baseball statistics for Korean professional baseball. The data used are league summaries by year over the period 1982-2013. For the baseball statistics, statistically significant positive correlations (p < 0.01) were found for doubles (2B), runs batted in (RBI), bases on balls (BB), strike outs (SO), grounded into double play (GIDP), hit by pitch (HBP), on base percentage (OBP), OPS, earned run average (ERA), wild pitches (WP) and walks plus hits divided by innings pitched (WHIP) increased with year. There was a statistically significant decreasing trend in the correlations for triples (3B), caught stealing (CS), errors (E), completed games (CG), shutouts (SHO) and balks (BK) with year (trend p < 0.01). The ARIMA model of Box-Jenkins is applied to find a model to forecast future baseball measures. Univariate time series results suggest that simple lag-1 models fit some baseball measures quite well. In conclusion, the single most important change in Korean professional baseball is the overall incidence of completed games (CG) downward. Also the decrease of strike outs (SO) is very remarkable.

• Journal of the Korea Computer Graphics Society
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• v.26 no.2
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• pp.11-19
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• 2020

When a character's pose changes, its center of mass(COM) also changes. The change of COM has distinctive patterns corresponding to various motion types like walking, running or sitting. Thus the motion type can be predicted by using COM movement. We propose a motion generator that uses character's center of mass information. This generator can generate various motions without annotated action type labels. Thus dataset for training and running can be generated full-automatically. Our neural network model takes the motion history of the character and its center of mass information as inputs and generates a full-body pose for the current frame, and is trained using simple Convolutional Neural Network(CNN) that performs 1D convolution to deal with time-series motion data.

• Journal of the Korea Society of Computer and Information
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• v.26 no.12
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• pp.133-142
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• 2021

Travel pattern recognition is widely used in many aspects such as user trajectory query, user behavior prediction, interest recommendation based on user location, user privacy protection and municipal transportation planning. Because the current recognition accuracy cannot meet the application requirements, the study of travel pattern recognition is the focus of trajectory data research. With the popularization of GPS navigation technology and intelligent mobile devices, a large amount of user mobile data information can be obtained from it, and many meaningful researches can be carried out based on this information. In the current travel pattern research method, the feature extraction of trajectory is limited to the basic attributes of trajectory (speed, angle, acceleration, etc.). In this paper, permutation entropy was used as an eigenvalue of trajectory to participate in the research of trajectory classification, and also used as an attribute to measure the complexity of time series. Velocity permutation entropy and angle permutation entropy were used as characteristics of trajectory to participate in the classification of travel patterns, and the accuracy of attribute classification based on permutation entropy used in this paper reached 81.47%.

• The Journal of the Korea institute of electronic communication sciences
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• v.18 no.6
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• pp.1143-1150
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• 2023

The global climate crisis and the implementation of low-carbon policies have led to a growing interest in renewable energy and a growing number of related industries. Among them, solar power is attracting attention as a representative eco-friendly energy that does not deplete and does not emit pollutants or greenhouse gases. As a result, the supplement of solar power facility is increasing all over the world. However, solar power is easily affected by the environment such as geography and weather, so accurate solar power forecast is important for stable operation and efficient management. However, it is very hard to predict the exact amount of solar power using statistical methods. In addition, the conventional prediction methods have focused on only short- or long-term prediction, which causes to take long time to obtain various prediction models with different prediction horizons. Therefore, this study utilizes a many-to-many structure of a recurrent neural network (RNN) to integrate short-term and long-term predictions of solar power generation. We compare various RNN-based very short- and long-term prediction methods for solar power in terms of MSE and R² values.

• The Transactions of the Korea Information Processing Society
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• v.7 no.2
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• pp.385-391
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• 2000

Recently, neural network research for forecasting the consecutive controlling rules of the future is being progressed, using the series data which are different from the traditional statistical analysis methods. In this paper, we suggest the pruning algorithm for the fast and exact weather forecast that excludes the hidden layer of the early optional designed nenral network. There are perform the weather forecast experiments using the 22080 kinds of weather data gathered from 1987 to 1996 for proving the efficiency of this suggested algorithm. Through the experiments, the early optional composed $26{\times}50{\times}1$ nenral network became the most suitable $26{\times}2{\times}1$ structure through the pruning algorithm suggested, in the optimum neural network $26{\times}2{\times}1$, in the case of the error temperature ${\pm}0.5^{\circ}C$, the average was 33.55%, in the case of ${\pm}1^{\circ}C$, the average was 61.57%, they showed more superior than the average 29.31% and 54.47% of the optional designed structure, also. we can reduce the calculation frequency more than maximum 25 times as compared with the optional sturcture neural network in the calculation frequencies.

• The Journal of the Korea Contents Association
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• v.22 no.3
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• pp.81-93
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• 2022

The stock investing is one of the most popular investment techniques. However, since it is not easy to obtain a return through actual investment, various strategies have been devised and tried in the past to obtain an effective and stable return. Among them, the volatility breakout strategy identifies a strong uptrend that exceeds a certain level on a daily basis as a breakout signal, follows the uptrend, and quickly earns daily returns. It is one of the popular investment strategies that are widely used to realize profits. However, it is difficult to predict stock prices by understanding the price trend pattern of stocks. In this paper, we propose a method of buying and selling stocks by predicting the return in trading based on the volatility breakout strategy using a bi-directional long short-term memory deep neural network that can realize a return in a short period of time. As a result of the experiment assuming actual trading on the test data with the learned model, it can be seen that the results outperform both the return and stability compared to the existing closing price prediction model using the long-short-term memory deep neural network model.

• Journal of Intelligence and Information Systems
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• v.29 no.1
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• pp.377-396
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• 2023

As the cryptocurrency market continues to grow, it has developed into a new financial market. The need for investment strategy research on the cryptocurrency market is also emerging. This study aims to conduct an empirical analysis on an investment methodology of cryptocurrency that combines short-term trading strategy and deep learning. Daily price data of the Ethereum was collected through the API of Upbit, the Korean cryptocurrency exchange. The investment performance of the experimental model was analyzed by finding the optimal parameters based on past data. The experimental model is a volatility breakout strategy(VBS), a Long Short Term Memory(LSTM) model, moving average cross strategy and a combined model. VBS is a short-term trading strategy that buys when volatility rises significantly on a daily basis and sells at the closing price of the day. LSTM is suitable for time series data among deep learning models, and the predicted closing price obtained through the prediction model was applied to the simple trading rule. The moving average cross strategy determines whether to buy or sell when the moving average crosses. The combined model is a trading rule made by using derived variables of the VBS and LSTM model using AND/OR for the buy conditions. The result shows that combined model is better investment performance than the single model. This study has academic significance in that it goes beyond simple deep learning-based cryptocurrency price prediction and improves investment performance by combining deep learning and short-term trading strategies, and has practical significance in that it shows the applicability in actual investment.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.103-128
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• 2021

Recently, investors' interest and the influence of stock-related information dissemination are being considered as significant factors that explain stock returns and volume. Besides, companies that develop, distribute, or utilize innovative new technologies such as artificial intelligence have a problem that it is difficult to accurately predict a company's future stock returns and volatility due to macro-environment and market uncertainty. Market uncertainty is recognized as an obstacle to the activation and spread of artificial intelligence technology, so research is needed to mitigate this. Hence, the purpose of this study is to propose a machine learning model that predicts the volatility of a company's stock price by using the internet search volume of artificial intelligence-related technology keywords as a measure of the interest of investors. To this end, for predicting the stock market, we using the VAR(Vector Auto Regression) and deep neural network LSTM (Long Short-Term Memory). And the stock price prediction performance using keyword search volume is compared according to the technology's social acceptance stage. In addition, we also conduct the analysis of sub-technology of artificial intelligence technology to examine the change in the search volume of detailed technology keywords according to the technology acceptance stage and the effect of interest in specific technology on the stock market forecast. To this end, in this study, the words artificial intelligence, deep learning, machine learning were selected as keywords. Next, we investigated how many keywords each week appeared in online documents for five years from January 1, 2015, to December 31, 2019. The stock price and transaction volume data of KOSDAQ listed companies were also collected and used for analysis. As a result, we found that the keyword search volume for artificial intelligence technology increased as the social acceptance of artificial intelligence technology increased. In particular, starting from AlphaGo Shock, the keyword search volume for artificial intelligence itself and detailed technologies such as machine learning and deep learning appeared to increase. Also, the keyword search volume for artificial intelligence technology increases as the social acceptance stage progresses. It showed high accuracy, and it was confirmed that the acceptance stages showing the best prediction performance were different for each keyword. As a result of stock price prediction based on keyword search volume for each social acceptance stage of artificial intelligence technologies classified in this study, the awareness stage's prediction accuracy was found to be the highest. The prediction accuracy was different according to the keywords used in the stock price prediction model for each social acceptance stage. Therefore, when constructing a stock price prediction model using technology keywords, it is necessary to consider social acceptance of the technology and sub-technology classification. The results of this study provide the following implications. First, to predict the return on investment for companies based on innovative technology, it is most important to capture the recognition stage in which public interest rapidly increases in social acceptance of the technology. Second, the change in keyword search volume and the accuracy of the prediction model varies according to the social acceptance of technology should be considered in developing a Decision Support System for investment such as the big data-based Robo-advisor recently introduced by the financial sector.

• Journal of the Korean Data and Information Science Society
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• v.24 no.1
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• pp.161-170
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• 2013

The FX (Foreign Exchange) is a form of exchange for the global decentralized trading of international currencies. The simple sense of Forex is simultaneous purchase and sale of the currency or the exchange of one country's currency for other countries'. We can find the consistent rules of trading by comparing the gradient boosting method and the decision trees methods. Methods such as time series analysis used for the prediction of financial markets have advantage of the long-term forecasting model. On the other hand, it is difficult to reflect the rapidly changing price fluctuations in the short term. Therefore, in this study, gradient boosting method and decision tree method are applied to analyze the short-term data in order to make the rules for the revenue structure of the FX market and evaluated the stability and the prediction of the model.

• Journal of the Korean Data and Information Science Society
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• v.20 no.1
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• pp.159-169
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• 2009

The goal of this paper is to get the result of the forecasting for the numbers of a high-school graduate by a moving average method and the statistical analysis for numbers of the limit of matriculation on the most colleges and universities in Daegu city and Gyoungbook until 2026 year. Recently, the decrease of the number of a high-school graduate have influences on the number of limit matriculation. The future of most colleges and universities in Daegu city and Gyoungbook is hanging in the balance after the crisis of the serious decrease of the number of a high-school graduate until 2026 year.