• Title/Summary/Keyword: 시계열 모델링

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Analysis of Nonlinear Dynamics in Family Model (가족 관계에서의 비선형 거동 해석)

  • Huang, Lyniun;Bae, Young-Chul
    • Journal of the Korean Institute of Intelligent Systems
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    • v.25 no.4
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    • pp.313-318
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    • 2015
  • Recently, it is emphasized importance of family. The new husband and wife are created by caused marriage, they organize new family including wife's home and husband's home. As a result, they conflict or accomplish peace with new family. Such a researchers mainly have been studied in the social science side. Because there is no mathematical modeling which is one of the natural science, for family relationship, it is not provide to reveal the behavioral phenomena between families fundamentally. In this paper, one of the nonlinear research for social subject, we modify love model of Romeo and Juliet. Then we propose novel family relationship model for parent-in-law and daughter (or son)-in-law relation. We also confirm chaotic behavior or nonlinear behavior by time series and phase portrait.

Topic-Network based Topic Shift Detection on Twitter (트위터 데이터를 이용한 네트워크 기반 토픽 변화 추적 연구)

  • Jin, Seol A;Heo, Go Eun;Jeong, Yoo Kyung;Song, Min
    • Journal of the Korean Society for information Management
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    • v.30 no.1
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    • pp.285-302
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    • 2013
  • This study identified topic shifts and patterns over time by analyzing an enormous amount of Twitter data whose characteristics are high accessibility and briefness. First, we extracted keywords for a certain product and used them for representing the topic network allows for intuitive understanding of keywords associated with topics by nodes and edges by co-word analysis. We conducted temporal analysis of term co-occurrence as well as topic modeling to examine the results of network analysis. In addition, the results of comparing topic shifts on Twitter with the corresponding retrieval results from newspapers confirm that Twitter makes immediate responses to news media and spreads the negative issues out quickly. Our findings may suggest that companies utilize the proposed technique to identify public's negative opinions as quickly as possible and to apply for the timely decision making and effective responses to their customers.

An Empiricl Study on the Learnign of HMM-Net Classifiers Using ML/MMSE Method (ML/MMSE를 이용한 HMM-Net 분류기의 학습에 대한 실험적 고찰)

  • Kim, Sang-Woon;Shin, Seong-Hyo
    • Journal of the Korean Institute of Telematics and Electronics C
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    • v.36C no.6
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    • pp.44-51
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    • 1999
  • The HMM-Net is a neural network architecture that implements the computation of output probabilities of a hidden Markov model (HMM). The architecture is developed for the purpose of combining the discriminant power of neural networks with the time-domain modeling capability of HMMs. Criteria of maximum likehood(ML) and minimization of mean squared error(MMSE) are used for learning HMM-Net classifiers. The criterion MMSE is better than ML when initial learning condition is well established. However Ml is more useful one when the condition is incomplete[3]. Therefore we propose an efficient learning method of HMM-Net classifiers using a hybrid criterion(ML/MMSE). In the method, we begin a learning with ML in order to get a stable start-point. After then, we continue the learning with MMSE to search an optimal or near-optimal solution. Experimental results for the isolated numeric digits from /0/ to /9/, a training and testing time-series pattern set, show that the performance of the proposed method is better than the others in the respects of learning and recognition rates.

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Daily Stock Price Forecasting Using Deep Neural Network Model (심층 신경회로망 모델을 이용한 일별 주가 예측)

  • Hwang, Heesoo
    • Journal of the Korea Convergence Society
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    • v.9 no.6
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    • pp.39-44
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    • 2018
  • The application of deep neural networks to finance has received a great deal of attention from researchers because no assumption about a suitable mathematical model has to be made prior to forecasting and they are capable of extracting useful information from large sets of data, which is required to describe nonlinear input-output relations of financial time series. The paper presents a new deep neural network model where single layered autoencoder and 4 layered neural network are serially coupled for stock price forecasting. The autoencoder extracts deep features, which are fed into multi-layer neural networks to predict the next day's stock closing prices. The proposed deep neural network is progressively learned layer by layer ahead of the final learning of the total network. The proposed model to predict daily close prices of KOrea composite Stock Price Index (KOSPI) is built, and its performance is demonstrated.

Analysis of Nonlinear Dynamics in Family Model including Parent-in-Law (처부모와 시부모까지 포함한 가족 관계에서의 비선형 거동 해석)

  • Huang, Linyun;Shon, Young-Woo;Lee, Jeong-Gu;Bae, Young-Chul
    • Journal of the Korean Institute of Intelligent Systems
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    • v.26 no.1
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    • pp.37-43
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    • 2016
  • Recently, it is emphasized importance of family. The new family organize including husband and wife are created by caused marriage, they organize new family including wife's home and husband's home. As a result, they may experience about conflict or peace between new family and previous family. The research of family mainly have been studied in the social science side. However, because researchers of social science deals with linguistic emotion status, there is no mathematical modeling for family relationship. In this paper, one of the nonlinear research for social subject, we modify love model of Romeo and Juliet. Then we propose novel family relationship model for parent-in-law and daughter (or son)-in- law relation. We also confirm chaotic behavior or nonlinear behavior by time series and phase portrait.

Chaotic Analysis of Water Balance Equation (물수지 방정식의 카오스적 분석)

  • 이재수
    • Water for future
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    • v.27 no.3
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    • pp.45-54
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    • 1994
  • Basic theory of fractal dimension is introduced and performed for the generated time series using the water balance model. The water balance equation over a large area is analyzed at seasonal time scales. In the generation and modification of mesoscale circulation local recycling of precipitation and dynamic effects of soil moisture are explicitly included. Time delay is incorporated in the analysis. Depending on the parameter values, the system showed different senarios in the evolution such as fixed point, limit cycle, and chaotic types of behavior. The stochastic behavior of the generated time series is due to deterministic chaos which arises from a nonlinear dynamic system with a limited number of equations whose trajectories are highly sensitive to initial conditions. The presence of noise arose from the characterization of the incoming precipitation, destroys the organized structure of the attractor. The existence of the attractor although noise is present is very important to the short-term prediction of the evolution. The implications of this nonlinear dynamics are important for the interpretation and modeling of hydrologic records and phenomena.

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Fuzzy Neural System Modeling using Fuzzy Entropy (퍼지 엔트로피를 이용한 퍼지 뉴럴 시스템 모델링)

  • 박인규
    • Journal of Korea Multimedia Society
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    • v.3 no.2
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    • pp.201-208
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    • 2000
  • In this paper We describe an algorithm which is devised for 4he partition o# the input space and the generation of fuzzy rules by the fuzzy entropy and tested with the time series prediction problem using Mackey-Glass chaotic time series. This method divides the input space into several fuzzy regions and assigns a degree of each of the generated rules for the partitioned subspaces from the given data using the Shannon function and fuzzy entropy function generating the optimal knowledge base without the irrelevant rules. In this scheme the basic idea of the fuzzy neural network is to realize the fuzzy rules base and the process of reasoning by neural network and to make the corresponding parameters of the fuzzy control rules be adapted by the steepest descent algorithm. The Proposed algorithm has been naturally derived by means of the synergistic combination of the approximative approach and the descriptive approach. Each output of the rule's consequences has expressed with its connection weights in order to minimize the system parameters and reduce its complexities.

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Short-Term Crack in Sewer Forecasting Method Based on CNN-LSTM Hybrid Neural Network Model (CNN-LSTM 합성모델에 의한 하수관거 균열 예측모델)

  • Jang, Seung-Ju;Jang, Seung-Yup
    • Journal of the Korean Geosynthetics Society
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    • v.21 no.2
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    • pp.11-19
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    • 2022
  • In this paper, we propose a GoogleNet transfer learning and CNN-LSTM combination method to improve the time-series prediction performance for crack detection using crack data captured inside the sewer pipes. LSTM can solve the long-term dependency problem of CNN, so spatial and temporal characteristics can be considered at the same time. The predictive performance of the proposed method is excellent in all test variables as a result of comparing the RMSE(Root Mean Square Error) for time series sections using the crack data inside the sewer pipe. In addition, as a result of examining the prediction performance at the time of data generation, the proposed method was verified that it is effective in predicting crack detection by comparing with the existing CNN-only model. If the proposed method and experimental results obtained through this study are utilized, it can be applied in various fields such as the environment and humanities where time series data occurs frequently as well as crack data of concrete structures.

Modeling and Performance Analysis of Non-linear System Using Type-2 Fuzzy Logic Systems (Type-2 Fuzzy Logic System을 이용한 비선형 시스템의 모델링 및 성능 분석)

  • 안성배;김동원;박귀태
    • Proceedings of the Korean Institute of Intelligent Systems Conference
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    • 2003.09b
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    • pp.76-79
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    • 2003
  • 퍼지 로직 시스템(FLS)은 다양한 분야에서 성공적으로 사용되고 있다 퍼지 로직 시스템의 멤버십 함수와 규칙은 언어적인 정보나 수치적 데이터를 사용하여 표현된다. 또한 이러한 정보나 데이터에는 불확실성과 노이즈 등이 존재한다. 그러나 단순한 퍼지 로직 시스템으로노이즈가 포함된 불확실한 정보를 효과적으로 다루고 표현하는 데는 한계가 있다. 그러므로 노이즈가 포함된 정보를 효율적으로 처리하기 위해 본 논문에서는 type-2 FLS를 이용한다. 노이즈가 포함되어 불확실한 정도를 정확한 값으로 표현하기 어려울 때, type-2 FLS은 보다 정확하게 정보들을 다를 수 있음을 보인다. 비선형 시계열 시스템인 Box-Jenkins 데이터를 이용하여 singleton Type-1 FLS과 non-singleton type-1 FLS의 결과 값을 확인하고 이의 성능을 type-2 FLS과 비교, 분석한다.

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Structural Design of Radial Basis function Neural Network(RBFNN) Based on PSO (PSO 기반 RBFNN의 구조적 설계)

  • Seok, Jin-Wook;Kim, Young-Hoon;Oh, Sung-Kwun
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.381-383
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    • 2009
  • 본 논문에서는 대표적인 시스템 모델링 도구중의 하나인 RBF 뉴럴 네트워크(Radial Basis Function Neural Network)를 설계하고 모델을 최적화하기 위하여 최적화 알고리즘인 PSO(Particle Swarm Optimization) 알고리즘을 이용하였다. 즉, 모델의 최적화에 주요한 영향을 미치는 모델의 파라미터들을 PSO 알고리즘을 이용하여 동정한다. 제안된 RBF 뉴럴 네트워크는 은닉층에서의 활성함수로서 일반적으로 많이 사용되어지는 가우시안 커널함수를 사용한다. 더 나아가 모델의 최적화를 위하여 각 커널함수의 중심값은 HCM 클러스터링에 기반을 두어 중심값을 결정하고, PSO 알고리즘을 통하여 가우시안 커널함수의 분포상수, 은닉층에서의 노드 수 그리고 다수의 입력을 가질 경우 입력의 종류를 동정한다. 제안한 모델의 성능을 평가하기 위해 Mackey-Glass 시계열 공정 데이터를 적용하였으며 제안된 모델의 근사화와 일반화 능력을 분석한다.

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