• Title/Summary/Keyword: 신경망 분류

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A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

On-Line Determination Steady State in Simulation Output (시뮬레이션 출력의 안정상태 온라인 결정에 관한 연구)

  • 이영해;정창식;경규형
    • Proceedings of the Korea Society for Simulation Conference
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    • 1996.05a
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    • pp.1-3
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    • 1996
  • 시뮬레이션 기법을 이용한 시스템의 분석에 있어서 실험의 자동화는 현재 많은 연구와 개발이 진행 중인 분야이다. 컴퓨터와 정보통신 시스템에 대한 시뮬레이션의 예를 들어 보면, 수많은 모델을 대한 시뮬레이션을 수행할 경우 자동화된 실험의 제어가 요구되고 있다. 시뮬레이션 수행회수, 수행길이, 데이터 수집방법 등과 관련하여 시뮬레이션 실험방법이 자동화가 되지 않으면, 시뮬레이션 실험에 필요한 시간과 인적 자원이 상당히 커지게 되며 출력데이터에 대한 분석에 있어서도 어려움이 따르게 된다. 시뮬레이션 실험방법을 자동화하면서 효율적인 시뮬레이션 출력분석을 위해서는 시뮬레이션을 수행하는 경우에 항상 발생하는 초기편의 (initial bias)를 제거하는 문제가 선결되어야 한다. 시뮬레이션 출력분석에 사용되는 데이터들이 초기편의를 반영하지 않는 안정상태에서 수집된 것이어야만 실제 시스템에 대한 올바른 해석이 가능하다. 실제로 시뮬레이션 출력분석과 관련하여 가장 중요하면서도 어려운 문제는 시뮬레이션의 출력데이터가 이루는 추계적 과정 (stochastic process)의 안정상태 평균과 이 평균에 대한 신뢰구간(confidence interval: c. i.)을 구하는 것이다. 한 신뢰구간에 포함되어 있는 정보는 의사결정자에게 얼마나 정확하게 평균을 추정할 구 있는지 알려 준다. 그러나, 신뢰구간을 구성하는 일은 하나의 시뮬레이션으로부터 얻어진 출력데이터가 일반적으로 비정체상태(nonstationary)이고 자동상관(autocorrelated)되어 있기 때문에, 전통적인 통계적인 기법을 직접적으로 이용할 수 없다. 이러한 문제를 해결하기 위해 시뮬레이션 출력데이터 분석기법이 사용된다.본 논문에서는 초기편의를 제거하기 위해서 필요한 출력데이터의 제거시점을 찾는 새로운 기법으로, 유클리드 거리(Euclidean distance: ED)를 이용한 방법과 현재 패턴 분류(pattern classification) 문제에 널리 사용 중인 역전파 신경망(backpropagation neural networks: BNN) 알고리듬을 이용하는 방법을 제시한다. 이 기법들은 대다수의 기존의 기법과는 달리 시험수행(pilot run)이 필요 없으며, 시뮬레이션의 단일수행(single run) 중에 제거시점을 결정할 수 있다. 제거시점과 관련된 기존 연구는 다음과 같다. 콘웨이방법은 현재의 데이터가 이후 데이터의 최대값이나 최소값이 아니면 이 데이터를 제거시점으로 결정하는데, 알고기듬 구조상 온라인으로 제거시점 결정이 불가능하다. 콘웨이방법이 알고리듬의 성격상 온라인이 불가능한 반면, 수정콘웨이방법 (Modified Conway Rule: MCR)은 현재의 데이터가 이전 데이터와 비교했을 때 최대값이나 최소값이 아닌 경우 현재의 데이터를 제거시점으로 결정하기 때문에 온라인이 가능하다. 평균교차방법(Crossings-of-the-Mean Rule: CMR)은 누적평균을 이용하면서 이 평균을 중심으로 관측치가 위에서 아래로, 또는 아래서 위로 교차하는 회수로 결정한다. 이 기법을 사용하려면 교차회수를 결정해야 하는데, 일반적으로 결정된 교차회수가 시스템에 상관없이 일반적으로 적용가능하지 않다는 문제점이 있다. 누적평균방법(Cumulative-Mean Rule: CMR2)은 여러 번의 시험수행을 통해서 얻어진 출력데이터에 대한 총누적평균(grand cumulative mean)을 그래프로 그린 다음, 안정상태인 점을 육안으로 결정한다. 이 방법은 여러 번의 시뮬레이션을 수행에서 얻어진 데이터들의 평균들에 대한 누적평균을 사용하기 매문에 온라인 제거시점 결정이 불가능하며, 작업자가 그래프를 보고 임의로 결정해야 하는 단점이 있다. Welch방법(Welch's Method: WM)은 브라운 브리지(Brownian bridge) 통계량()을 사용하는데, n이 무한에 가까워질 때, 이 브라운 브리지 분포(Brownian bridge distribution)에 수렴하는 성질을 이용한다. 시뮬레이션 출력데이터를 가지고 배치를 구성한 후 하나의 배치를 표본으로 사용한다. 이 기법은 알고리듬이 복잡하고, 값을 추정해야 하는 단점이 있다. Law-Kelton방법(Law-Kelton's Method: LKM)은 회귀 (regression)이론에 기초하는데, 시뮬레이션이 종료된 후 누적평균데이터에 대해서 회귀직선을 적합(fitting)시킨다. 회귀직선의 기울기가 0이라는 귀무가설이 채택되면 그 시점을 제거시점으로 결정한다. 일단 시뮬레이션이 종료된 다음, 데이터가 모아진 순서의 반대 순서로 데이터를 이용하기 때문에 온라인이 불가능하다. Welch절차(Welch's Procedure: WP)는 5회이상의 시뮬레이션수행을 통해 수집한 데이터의 이동평균을 이용해서 시각적으로 제거시점을 결정해야 하며, 반복제거방법을 사용해야 하기 때문에 온라인 제거시점의 결정이 불가능하다. 또한, 한번에 이동할 데이터의 크기(window size)를 결정해야 한다. 지금까지 알아 본 것처럼, 기존의 방법들은 시뮬레이션의 단일 수행 중의 온라인 제거시점 결정의 관점에서는 미약한 면이 있다. 또한, 현재의 시뮬레이션 상용소프트웨어는 작업자로 하여금 제거시점을 임의로 결정하도록 하기 때문에, 실험중인 시스템에 대해서 정확하고도 정량적으로 제거시점을 결정할 수 없게 되어 있다. 사용자가 임의로 제거시점을 결정하게 되면, 초기편의 문제를 효과적으로 해결하기 어려울 뿐만 아니라, 필요 이상으로 너무 많은 양을 제거하거나 초기편의를 해결하지 못할 만큼 너무 적은 양을 제거할 가능성이 커지게 된다. 또한, 기존의 방법들의 대부분은 제거시점을 찾기 위해서 시험수행이 필요하다. 즉, 안정상태 시점만을 찾기 위한 시뮬레이션 수행이 필요하며, 이렇게 사용된 시뮬레이션은 출력분석에 사용되지 않기 때문에 시간적인 손실이 크게 된다.

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Development of 1ST-Model for 1 hour-heavy rain damage scale prediction based on AI models (1시간 호우피해 규모 예측을 위한 AI 기반의 1ST-모형 개발)

  • Lee, Joonhak;Lee, Haneul;Kang, Narae;Hwang, Seokhwan;Kim, Hung Soo;Kim, Soojun
    • Journal of Korea Water Resources Association
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    • v.56 no.5
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    • pp.311-323
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    • 2023
  • In order to reduce disaster damage by localized heavy rains, floods, and urban inundation, it is important to know in advance whether natural disasters occur. Currently, heavy rain watch and heavy rain warning by the criteria of the Korea Meteorological Administration are being issued in Korea. However, since this one criterion is applied to the whole country, we can not clearly recognize heavy rain damage for a specific region in advance. Therefore, in this paper, we tried to reset the current criteria for a special weather report which considers the regional characteristics and to predict the damage caused by rainfall after 1 hour. The study area was selected as Gyeonggi-province, where has more frequent heavy rain damage than other regions. Then, the rainfall inducing disaster or hazard-triggering rainfall was set by utilizing hourly rainfall and heavy rain damage data, considering the local characteristics. The heavy rain damage prediction model was developed by a decision tree model and a random forest model, which are machine learning technique and by rainfall inducing disaster and rainfall data. In addition, long short-term memory and deep neural network models were used for predicting rainfall after 1 hour. The predicted rainfall by a developed prediction model was applied to the trained classification model and we predicted whether the rain damage after 1 hour will be occurred or not and we called this as 1ST-Model. The 1ST-Model can be used for preventing and preparing heavy rain disaster and it is judged to be of great contribution in reducing damage caused by heavy rain.

An Intelligent Intrusion Detection Model Based on Support Vector Machines and the Classification Threshold Optimization for Considering the Asymmetric Error Cost (비대칭 오류비용을 고려한 분류기준값 최적화와 SVM에 기반한 지능형 침입탐지모형)

  • Lee, Hyeon-Uk;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.157-173
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    • 2011
  • As the Internet use explodes recently, the malicious attacks and hacking for a system connected to network occur frequently. This means the fatal damage can be caused by these intrusions in the government agency, public office, and company operating various systems. For such reasons, there are growing interests and demand about the intrusion detection systems (IDS)-the security systems for detecting, identifying and responding to unauthorized or abnormal activities appropriately. The intrusion detection models that have been applied in conventional IDS are generally designed by modeling the experts' implicit knowledge on the network intrusions or the hackers' abnormal behaviors. These kinds of intrusion detection models perform well under the normal situations. However, they show poor performance when they meet a new or unknown pattern of the network attacks. For this reason, several recent studies try to adopt various artificial intelligence techniques, which can proactively respond to the unknown threats. Especially, artificial neural networks (ANNs) have popularly been applied in the prior studies because of its superior prediction accuracy. However, ANNs have some intrinsic limitations such as the risk of overfitting, the requirement of the large sample size, and the lack of understanding the prediction process (i.e. black box theory). As a result, the most recent studies on IDS have started to adopt support vector machine (SVM), the classification technique that is more stable and powerful compared to ANNs. SVM is known as a relatively high predictive power and generalization capability. Under this background, this study proposes a novel intelligent intrusion detection model that uses SVM as the classification model in order to improve the predictive ability of IDS. Also, our model is designed to consider the asymmetric error cost by optimizing the classification threshold. Generally, there are two common forms of errors in intrusion detection. The first error type is the False-Positive Error (FPE). In the case of FPE, the wrong judgment on it may result in the unnecessary fixation. The second error type is the False-Negative Error (FNE) that mainly misjudges the malware of the program as normal. Compared to FPE, FNE is more fatal. Thus, when considering total cost of misclassification in IDS, it is more reasonable to assign heavier weights on FNE rather than FPE. Therefore, we designed our proposed intrusion detection model to optimize the classification threshold in order to minimize the total misclassification cost. In this case, conventional SVM cannot be applied because it is designed to generate discrete output (i.e. a class). To resolve this problem, we used the revised SVM technique proposed by Platt(2000), which is able to generate the probability estimate. To validate the practical applicability of our model, we applied it to the real-world dataset for network intrusion detection. The experimental dataset was collected from the IDS sensor of an official institution in Korea from January to June 2010. We collected 15,000 log data in total, and selected 1,000 samples from them by using random sampling method. In addition, the SVM model was compared with the logistic regression (LOGIT), decision trees (DT), and ANN to confirm the superiority of the proposed model. LOGIT and DT was experimented using PASW Statistics v18.0, and ANN was experimented using Neuroshell 4.0. For SVM, LIBSVM v2.90-a freeware for training SVM classifier-was used. Empirical results showed that our proposed model based on SVM outperformed all the other comparative models in detecting network intrusions from the accuracy perspective. They also showed that our model reduced the total misclassification cost compared to the ANN-based intrusion detection model. As a result, it is expected that the intrusion detection model proposed in this paper would not only enhance the performance of IDS, but also lead to better management of FNE.

A Study on Market Size Estimation Method by Product Group Using Word2Vec Algorithm (Word2Vec을 활용한 제품군별 시장규모 추정 방법에 관한 연구)

  • Jung, Ye Lim;Kim, Ji Hui;Yoo, Hyoung Sun
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.1-21
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    • 2020
  • With the rapid development of artificial intelligence technology, various techniques have been developed to extract meaningful information from unstructured text data which constitutes a large portion of big data. Over the past decades, text mining technologies have been utilized in various industries for practical applications. In the field of business intelligence, it has been employed to discover new market and/or technology opportunities and support rational decision making of business participants. The market information such as market size, market growth rate, and market share is essential for setting companies' business strategies. There has been a continuous demand in various fields for specific product level-market information. However, the information has been generally provided at industry level or broad categories based on classification standards, making it difficult to obtain specific and proper information. In this regard, we propose a new methodology that can estimate the market sizes of product groups at more detailed levels than that of previously offered. We applied Word2Vec algorithm, a neural network based semantic word embedding model, to enable automatic market size estimation from individual companies' product information in a bottom-up manner. The overall process is as follows: First, the data related to product information is collected, refined, and restructured into suitable form for applying Word2Vec model. Next, the preprocessed data is embedded into vector space by Word2Vec and then the product groups are derived by extracting similar products names based on cosine similarity calculation. Finally, the sales data on the extracted products is summated to estimate the market size of the product groups. As an experimental data, text data of product names from Statistics Korea's microdata (345,103 cases) were mapped in multidimensional vector space by Word2Vec training. We performed parameters optimization for training and then applied vector dimension of 300 and window size of 15 as optimized parameters for further experiments. We employed index words of Korean Standard Industry Classification (KSIC) as a product name dataset to more efficiently cluster product groups. The product names which are similar to KSIC indexes were extracted based on cosine similarity. The market size of extracted products as one product category was calculated from individual companies' sales data. The market sizes of 11,654 specific product lines were automatically estimated by the proposed model. For the performance verification, the results were compared with actual market size of some items. The Pearson's correlation coefficient was 0.513. Our approach has several advantages differing from the previous studies. First, text mining and machine learning techniques were applied for the first time on market size estimation, overcoming the limitations of traditional sampling based- or multiple assumption required-methods. In addition, the level of market category can be easily and efficiently adjusted according to the purpose of information use by changing cosine similarity threshold. Furthermore, it has a high potential of practical applications since it can resolve unmet needs for detailed market size information in public and private sectors. Specifically, it can be utilized in technology evaluation and technology commercialization support program conducted by governmental institutions, as well as business strategies consulting and market analysis report publishing by private firms. The limitation of our study is that the presented model needs to be improved in terms of accuracy and reliability. The semantic-based word embedding module can be advanced by giving a proper order in the preprocessed dataset or by combining another algorithm such as Jaccard similarity with Word2Vec. Also, the methods of product group clustering can be changed to other types of unsupervised machine learning algorithm. Our group is currently working on subsequent studies and we expect that it can further improve the performance of the conceptually proposed basic model in this study.

The Pattern Analysis of Financial Distress for Non-audited Firms using Data Mining (데이터마이닝 기법을 활용한 비외감기업의 부실화 유형 분석)

  • Lee, Su Hyun;Park, Jung Min;Lee, Hyoung Yong
    • Journal of Intelligence and Information Systems
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    • v.21 no.4
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    • pp.111-131
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    • 2015
  • There are only a handful number of research conducted on pattern analysis of corporate distress as compared with research for bankruptcy prediction. The few that exists mainly focus on audited firms because financial data collection is easier for these firms. But in reality, corporate financial distress is a far more common and critical phenomenon for non-audited firms which are mainly comprised of small and medium sized firms. The purpose of this paper is to classify non-audited firms under distress according to their financial ratio using data mining; Self-Organizing Map (SOM). SOM is a type of artificial neural network that is trained using unsupervised learning to produce a lower dimensional discretized representation of the input space of the training samples, called a map. SOM is different from other artificial neural networks as it applies competitive learning as opposed to error-correction learning such as backpropagation with gradient descent, and in the sense that it uses a neighborhood function to preserve the topological properties of the input space. It is one of the popular and successful clustering algorithm. In this study, we classify types of financial distress firms, specially, non-audited firms. In the empirical test, we collect 10 financial ratios of 100 non-audited firms under distress in 2004 for the previous two years (2002 and 2003). Using these financial ratios and the SOM algorithm, five distinct patterns were distinguished. In pattern 1, financial distress was very serious in almost all financial ratios. 12% of the firms are included in these patterns. In pattern 2, financial distress was weak in almost financial ratios. 14% of the firms are included in pattern 2. In pattern 3, growth ratio was the worst among all patterns. It is speculated that the firms of this pattern may be under distress due to severe competition in their industries. Approximately 30% of the firms fell into this group. In pattern 4, the growth ratio was higher than any other pattern but the cash ratio and profitability ratio were not at the level of the growth ratio. It is concluded that the firms of this pattern were under distress in pursuit of expanding their business. About 25% of the firms were in this pattern. Last, pattern 5 encompassed very solvent firms. Perhaps firms of this pattern were distressed due to a bad short-term strategic decision or due to problems with the enterpriser of the firms. Approximately 18% of the firms were under this pattern. This study has the academic and empirical contribution. In the perspectives of the academic contribution, non-audited companies that tend to be easily bankrupt and have the unstructured or easily manipulated financial data are classified by the data mining technology (Self-Organizing Map) rather than big sized audited firms that have the well prepared and reliable financial data. In the perspectives of the empirical one, even though the financial data of the non-audited firms are conducted to analyze, it is useful for find out the first order symptom of financial distress, which makes us to forecast the prediction of bankruptcy of the firms and to manage the early warning and alert signal. These are the academic and empirical contribution of this study. The limitation of this research is to analyze only 100 corporates due to the difficulty of collecting the financial data of the non-audited firms, which make us to be hard to proceed to the analysis by the category or size difference. Also, non-financial qualitative data is crucial for the analysis of bankruptcy. Thus, the non-financial qualitative factor is taken into account for the next study. This study sheds some light on the non-audited small and medium sized firms' distress prediction in the future.

Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

A Performance Comparison of Super Resolution Model with Different Activation Functions (활성함수 변화에 따른 초해상화 모델 성능 비교)

  • Yoo, Youngjun;Kim, Daehee;Lee, Jaekoo
    • KIPS Transactions on Software and Data Engineering
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    • v.9 no.10
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    • pp.303-308
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    • 2020
  • The ReLU(Rectified Linear Unit) function has been dominantly used as a standard activation function in most deep artificial neural network models since it was proposed. Later, Leaky ReLU, Swish, and Mish activation functions were presented to replace ReLU, which showed improved performance over existing ReLU function in image classification task. Therefore, we recognized the need to experiment with whether performance improvements could be achieved by replacing the RELU with other activation functions in the super resolution task. In this paper, the performance was compared by changing the activation functions in EDSR model, which showed stable performance in the super resolution task. As a result, in experiments conducted with changing the activation function of EDSR, when the resolution was converted to double, the existing activation function, ReLU, showed similar or higher performance than the other activation functions used in the experiment. When the resolution was converted to four times, Leaky ReLU and Swish function showed slightly improved performance over ReLU. PSNR and SSIM, which can quantitatively evaluate the quality of images, were able to identify average performance improvements of 0.06%, 0.05% when using Leaky ReLU, and average performance improvements of 0.06% and 0.03% when using Swish. When the resolution is converted to eight times, the Mish function shows a slight average performance improvement over the ReLU. Using Mish, PSNR and SSIM were able to identify an average of 0.06% and 0.02% performance improvement over the RELU. In conclusion, Leaky ReLU and Swish showed improved performance compared to ReLU for super resolution that converts resolution four times and Mish showed improved performance compared to ReLU for super resolution that converts resolution eight times. In future study, we should conduct comparative experiments to replace activation functions with Leaky ReLU, Swish and Mish to improve performance in other super resolution models.

The Intelligent Determination Model of Audience Emotion for Implementing Personalized Exhibition (개인화 전시 서비스 구현을 위한 지능형 관객 감정 판단 모형)

  • Jung, Min-Kyu;Kim, Jae-Kyeong
    • Journal of Intelligence and Information Systems
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    • v.18 no.1
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    • pp.39-57
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    • 2012
  • Recently, due to the introduction of high-tech equipment in interactive exhibits, many people's attention has been concentrated on Interactive exhibits that can double the exhibition effect through the interaction with the audience. In addition, it is also possible to measure a variety of audience reaction in the interactive exhibition. Among various audience reactions, this research uses the change of the facial features that can be collected in an interactive exhibition space. This research develops an artificial neural network-based prediction model to predict the response of the audience by measuring the change of the facial features when the audience is given stimulation from the non-excited state. To present the emotion state of the audience, this research uses a Valence-Arousal model. So, this research suggests an overall framework composed of the following six steps. The first step is a step of collecting data for modeling. The data was collected from people participated in the 2012 Seoul DMC Culture Open, and the collected data was used for the experiments. The second step extracts 64 facial features from the collected data and compensates the facial feature values. The third step generates independent and dependent variables of an artificial neural network model. The fourth step extracts the independent variable that affects the dependent variable using the statistical technique. The fifth step builds an artificial neural network model and performs a learning process using train set and test set. Finally the last sixth step is to validate the prediction performance of artificial neural network model using the validation data set. The proposed model is compared with statistical predictive model to see whether it had better performance or not. As a result, although the data set in this experiment had much noise, the proposed model showed better results when the model was compared with multiple regression analysis model. If the prediction model of audience reaction was used in the real exhibition, it will be able to provide countermeasures and services appropriate to the audience's reaction viewing the exhibits. Specifically, if the arousal of audience about Exhibits is low, Action to increase arousal of the audience will be taken. For instance, we recommend the audience another preferred contents or using a light or sound to focus on these exhibits. In other words, when planning future exhibitions, planning the exhibition to satisfy various audience preferences would be possible. And it is expected to foster a personalized environment to concentrate on the exhibits. But, the proposed model in this research still shows the low prediction accuracy. The cause is in some parts as follows : First, the data covers diverse visitors of real exhibitions, so it was difficult to control the optimized experimental environment. So, the collected data has much noise, and it would results a lower accuracy. In further research, the data collection will be conducted in a more optimized experimental environment. The further research to increase the accuracy of the predictions of the model will be conducted. Second, using changes of facial expression only is thought to be not enough to extract audience emotions. If facial expression is combined with other responses, such as the sound, audience behavior, it would result a better result.

Evaluation of Oil Spill Detection Models by Oil Spill Distribution Characteristics and CNN Architectures Using Sentinel-1 SAR data (Sentienl-1 SAR 영상을 활용한 유류 분포특성과 CNN 구조에 따른 유류오염 탐지모델 성능 평가)

  • Park, Soyeon;Ahn, Myoung-Hwan;Li, Chenglei;Kim, Junwoo;Jeon, Hyungyun;Kim, Duk-jin
    • Korean Journal of Remote Sensing
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    • v.37 no.5_3
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    • pp.1475-1490
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    • 2021
  • Detecting oil spill area using statistical characteristics of SAR images has limitations in that classification algorithm is complicated and is greatly affected by outliers. To overcome these limitations, studies using neural networks to classify oil spills are recently investigated. However, the studies to evaluate whether the performance of model shows a consistent detection performance for various oil spill cases were insufficient. Therefore, in this study, two CNNs (Convolutional Neural Networks) with basic structures(Simple CNN and U-net) were used to discover whether there is a difference in detection performance according to the structure of CNN and distribution characteristics of oil spill. As a result, through the method proposed in this study, the Simple CNN with contracting path only detected oil spill with an F1 score of 86.24% and U-net, which has both contracting and expansive path showed an F1 score of 91.44%. Both models successfully detected oil spills, but detection performance of the U-net was higher than Simple CNN. Additionally, in order to compare the accuracy of models according to various oil spill cases, the cases were classified into four different categories according to the spatial distribution characteristics of the oil spill (presence of land near the oil spill area) and the clarity of border between oil and seawater. The Simple CNN had F1 score values of 85.71%, 87.43%, 86.50%, and 85.86% for each category, showing the maximum difference of 1.71%. In the case of U-net, the values for each category were 89.77%, 92.27%, 92.59%, and 92.66%, with the maximum difference of 2.90%. Such results indicate that neither model showed significant differences in detection performance by the characteristics of oil spill distribution. However, the difference in detection tendency was caused by the difference in the model structure and the oil spill distribution characteristics. In all four oil spill categories, the Simple CNN showed a tendency to overestimate the oil spill area and the U-net showed a tendency to underestimate it. These tendencies were emphasized when the border between oil and seawater was unclear.