• Title/Summary/Keyword: 실제 시스템

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Implementation of integrated monitoring system for trace and path prediction of infectious disease (전염병의 경로 추적 및 예측을 위한 통합 정보 시스템 구현)

  • Kim, Eungyeong;Lee, Seok;Byun, Young Tae;Lee, Hyuk-Jae;Lee, Taikjin
    • Journal of Internet Computing and Services
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    • v.14 no.5
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    • pp.69-76
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    • 2013
  • The incidence of globally infectious and pathogenic diseases such as H1N1 (swine flu) and Avian Influenza (AI) has recently increased. An infectious disease is a pathogen-caused disease, which can be passed from the infected person to the susceptible host. Pathogens of infectious diseases, which are bacillus, spirochaeta, rickettsia, virus, fungus, and parasite, etc., cause various symptoms such as respiratory disease, gastrointestinal disease, liver disease, and acute febrile illness. They can be spread through various means such as food, water, insect, breathing and contact with other persons. Recently, most countries around the world use a mathematical model to predict and prepare for the spread of infectious diseases. In a modern society, however, infectious diseases are spread in a fast and complicated manner because of rapid development of transportation (both ground and underground). Therefore, we do not have enough time to predict the fast spreading and complicated infectious diseases. Therefore, new system, which can prevent the spread of infectious diseases by predicting its pathway, needs to be developed. In this study, to solve this kind of problem, an integrated monitoring system, which can track and predict the pathway of infectious diseases for its realtime monitoring and control, is developed. This system is implemented based on the conventional mathematical model called by 'Susceptible-Infectious-Recovered (SIR) Model.' The proposed model has characteristics that both inter- and intra-city modes of transportation to express interpersonal contact (i.e., migration flow) are considered. They include the means of transportation such as bus, train, car and airplane. Also, modified real data according to the geographical characteristics of Korea are employed to reflect realistic circumstances of possible disease spreading in Korea. We can predict where and when vaccination needs to be performed by parameters control in this model. The simulation includes several assumptions and scenarios. Using the data of Statistics Korea, five major cities, which are assumed to have the most population migration have been chosen; Seoul, Incheon (Incheon International Airport), Gangneung, Pyeongchang and Wonju. It was assumed that the cities were connected in one network, and infectious disease was spread through denoted transportation methods only. In terms of traffic volume, daily traffic volume was obtained from Korean Statistical Information Service (KOSIS). In addition, the population of each city was acquired from Statistics Korea. Moreover, data on H1N1 (swine flu) were provided by Korea Centers for Disease Control and Prevention, and air transport statistics were obtained from Aeronautical Information Portal System. As mentioned above, daily traffic volume, population statistics, H1N1 (swine flu) and air transport statistics data have been adjusted in consideration of the current conditions in Korea and several realistic assumptions and scenarios. Three scenarios (occurrence of H1N1 in Incheon International Airport, not-vaccinated in all cities and vaccinated in Seoul and Pyeongchang respectively) were simulated, and the number of days taken for the number of the infected to reach its peak and proportion of Infectious (I) were compared. According to the simulation, the number of days was the fastest in Seoul with 37 days and the slowest in Pyeongchang with 43 days when vaccination was not considered. In terms of the proportion of I, Seoul was the highest while Pyeongchang was the lowest. When they were vaccinated in Seoul, the number of days taken for the number of the infected to reach at its peak was the fastest in Seoul with 37 days and the slowest in Pyeongchang with 43 days. In terms of the proportion of I, Gangneung was the highest while Pyeongchang was the lowest. When they were vaccinated in Pyeongchang, the number of days was the fastest in Seoul with 37 days and the slowest in Pyeongchang with 43 days. In terms of the proportion of I, Gangneung was the highest while Pyeongchang was the lowest. Based on the results above, it has been confirmed that H1N1, upon the first occurrence, is proportionally spread by the traffic volume in each city. Because the infection pathway is different by the traffic volume in each city, therefore, it is possible to come up with a preventive measurement against infectious disease by tracking and predicting its pathway through the analysis of traffic volume.

Analysis of dose reduction of surrounding patients in Portable X-ray (Portable X-ray 검사 시 주변 환자 피폭선량 감소 방안 연구)

  • Choe, Deayeon;Ko, Seongjin;Kang, Sesik;Kim, Changsoo;Kim, Junghoon;Kim, Donghyun;Choe, Seokyoon
    • Journal of the Korean Society of Radiology
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    • v.7 no.2
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    • pp.113-120
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    • 2013
  • Nowadays, the medical system towards patients changes into the medical services. As the human rights are improved and the capitalism is enlarged, the rights and needs of patients are gradually increasing. Also, based on this change, several systems in hospitals are revised according to the convenience and needs of patients. Thus, the cases of mobile portable among examinations are getting augmented. Because the number of mobile portable examinations in patient's room, intensive care unit, operating room and recovery room increases, neighboring patients are unnecessarily exposed to radiation so that the examination is legally regulated. Hospitals have to specify that "In case that the examination is taken out of the operating room, emergency room or intensive care units, the portable medical X-ray protective blocks should be set" in accordance with the standards of radiation protective facility in diagnostic radiological system. Some keep this regulation well, but mostly they do not keep. In this study, we shielded around the Collimator where the radiation is detected and then checked the change of dose regarding that of angles in portable tube and collimator before and after shielding. Moreover, we tried to figure out the effects of shielding on dose according to the distance change between patients' beds. As a result, the neighboring areas around the collimator are affected by the shielding. After shielding, the radiation is blocked 20% more than doing nothing. When doing the portable examination, the exposure doses are increased $0^{\circ}C$, $90^{\circ}C$ and $45^{\circ}C$ in order. At the time when the angle is set, the change of doses around the collimator decline after shielding. In addition, the exposure doses related to the distance of beds are less at 1m than 0.5m. In consideration of the shielding effects, putting the beds as far as possible is the best way to block the radiation, which is close to 100%. Next thing is shielding the collimator and its effect is about 20%, and it is more or less 10% by controlling the angles. When taking the portable examination, it is better to keep the patients and guardians far enough away to reduce the exposure doses. However, in case that the bed is fixed and the patient cannot move, it is suggested to shield around the collimator. Furthermore, $90^{\circ}C$ of collimator and tube is recommended. If it is not possible, the examination should be taken at $0^{\circ}C$ and $45^{\circ}C$ is better to be disallowed. The radiation-related workers should be aware of above results, and apply them to themselves in practice. Also, it is recommended to carry out researches and try hard to figure out the ways of reducing the exposure doses and shielding the radiation effectively.

Product Evaluation Criteria Extraction through Online Review Analysis: Using LDA and k-Nearest Neighbor Approach (온라인 리뷰 분석을 통한 상품 평가 기준 추출: LDA 및 k-최근접 이웃 접근법을 활용하여)

  • Lee, Ji Hyeon;Jung, Sang Hyung;Kim, Jun Ho;Min, Eun Joo;Yeo, Un Yeong;Kim, Jong Woo
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.97-117
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    • 2020
  • Product evaluation criteria is an indicator describing attributes or values of products, which enable users or manufacturers measure and understand the products. When companies analyze their products or compare them with competitors, appropriate criteria must be selected for objective evaluation. The criteria should show the features of products that consumers considered when they purchased, used and evaluated the products. However, current evaluation criteria do not reflect different consumers' opinion from product to product. Previous studies tried to used online reviews from e-commerce sites that reflect consumer opinions to extract the features and topics of products and use them as evaluation criteria. However, there is still a limit that they produce irrelevant criteria to products due to extracted or improper words are not refined. To overcome this limitation, this research suggests LDA-k-NN model which extracts possible criteria words from online reviews by using LDA and refines them with k-nearest neighbor. Proposed approach starts with preparation phase, which is constructed with 6 steps. At first, it collects review data from e-commerce websites. Most e-commerce websites classify their selling items by high-level, middle-level, and low-level categories. Review data for preparation phase are gathered from each middle-level category and collapsed later, which is to present single high-level category. Next, nouns, adjectives, adverbs, and verbs are extracted from reviews by getting part of speech information using morpheme analysis module. After preprocessing, words per each topic from review are shown with LDA and only nouns in topic words are chosen as potential words for criteria. Then, words are tagged based on possibility of criteria for each middle-level category. Next, every tagged word is vectorized by pre-trained word embedding model. Finally, k-nearest neighbor case-based approach is used to classify each word with tags. After setting up preparation phase, criteria extraction phase is conducted with low-level categories. This phase starts with crawling reviews in the corresponding low-level category. Same preprocessing as preparation phase is conducted using morpheme analysis module and LDA. Possible criteria words are extracted by getting nouns from the data and vectorized by pre-trained word embedding model. Finally, evaluation criteria are extracted by refining possible criteria words using k-nearest neighbor approach and reference proportion of each word in the words set. To evaluate the performance of the proposed model, an experiment was conducted with review on '11st', one of the biggest e-commerce companies in Korea. Review data were from 'Electronics/Digital' section, one of high-level categories in 11st. For performance evaluation of suggested model, three other models were used for comparing with the suggested model; actual criteria of 11st, a model that extracts nouns by morpheme analysis module and refines them according to word frequency, and a model that extracts nouns from LDA topics and refines them by word frequency. The performance evaluation was set to predict evaluation criteria of 10 low-level categories with the suggested model and 3 models above. Criteria words extracted from each model were combined into a single words set and it was used for survey questionnaires. In the survey, respondents chose every item they consider as appropriate criteria for each category. Each model got its score when chosen words were extracted from that model. The suggested model had higher scores than other models in 8 out of 10 low-level categories. By conducting paired t-tests on scores of each model, we confirmed that the suggested model shows better performance in 26 tests out of 30. In addition, the suggested model was the best model in terms of accuracy. This research proposes evaluation criteria extracting method that combines topic extraction using LDA and refinement with k-nearest neighbor approach. This method overcomes the limits of previous dictionary-based models and frequency-based refinement models. This study can contribute to improve review analysis for deriving business insights in e-commerce market.

Usefulness of Gated RapidArc Radiation Therapy Patient evaluation and applied with the Amplitude mode (호흡 동조 체적 세기조절 회전 방사선치료의 유용성 평가와 진폭모드를 이용한 환자적용)

  • Kim, Sung Ki;Lim, Hhyun Sil;Kim, Wan Sun
    • The Journal of Korean Society for Radiation Therapy
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    • v.26 no.1
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    • pp.29-35
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    • 2014
  • Purpose : This study has already started commercial Gated RapidArc automation equipment which was not previously in the Gated radiation therapy can be performed simultaneously with the VMAT Gated RapidArc radiation therapy to the accuracy of the analysis to evaluate the usability, Amplitude mode applied to the patient. Materials and Methods : The analysis of the distribution of radiation dose equivalent quality solid water phantom and GafChromic film was used Film QA film analysis program using the Gamma factor (3%, 3 mm). Three-dimensional dose distribution in order to check the accuracy of Matrixx dosimetry equipment and Compass was used for dose analysis program. Periodic breathing synchronized with solid phantom signals Phantom 4D Phantom and Varian RPM was created by breathing synchronized system, free breathing and breath holding at each of the dose distribution was analyzed. In order to apply to four patients from February 2013 to August 2013 with liver cancer targets enough to get a picture of 4DCT respiratory cycle and then patients are pratice to meet patient's breathing cycle phase mode using the patient eye goggles to see the pattern of the respiratory cycle to be able to follow exactly in a while 4DCT images were acquired. Gated RapidArc treatment Amplitude mode in order to create the breathing cycle breathing performed three times, and then at intervals of 40% to 60% 5-6 seconds and breathing exercises that can not stand (Fig. 5), 40% While they are treated 60% in the interval Beam On hold your breath when you press the button in a way that was treated with semi-automatic. Results : Non-respiratory and respiratory rotational intensity modulated radiation therapy technique absolute calculation dose of using computerized treatment plan were shown a difference of less than 1%, the difference between treatment technique was also less than 1%. Gamma (3%, 3 mm) and showed 99% agreement, each organ-specific dose difference were generally greater than 95% agreement. The rotational intensity modulated radiation therapy, respiratory synchronized to the respiratory cycle created Amplitude mode and the actual patient's breathing cycle could be seen that a good agreement. Conclusion : When you are treated Non-respiratory and respiratory method between volumetric intensity modulated radiation therapy rotation of the absolute dose and dose distribution showed a very good agreement. This breathing technique tuning volumetric intensity modulated radiation therapy using a rotary moving along the thoracic or abdominal breathing can be applied to the treatment of tumors is considered. The actual treatment of patients through the goggles of the respiratory cycle to create Amplitude mode Gated RapidArc treatment equipment that does not automatically apply to the results about 5-6 seconds stopped breathing in breathing synchronized rotary volumetric intensity modulated radiation therapy facilitate could see complement.

Context Sharing Framework Based on Time Dependent Metadata for Social News Service (소셜 뉴스를 위한 시간 종속적인 메타데이터 기반의 컨텍스트 공유 프레임워크)

  • Ga, Myung-Hyun;Oh, Kyeong-Jin;Hong, Myung-Duk;Jo, Geun-Sik
    • Journal of Intelligence and Information Systems
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    • v.19 no.4
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    • pp.39-53
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    • 2013
  • The emergence of the internet technology and SNS has increased the information flow and has changed the way people to communicate from one-way to two-way communication. Users not only consume and share the information, they also can create and share it among their friends across the social network service. It also changes the Social Media behavior to become one of the most important communication tools which also includes Social TV. Social TV is a form which people can watch a TV program and at the same share any information or its content with friends through Social media. Social News is getting popular and also known as a Participatory Social Media. It creates influences on user interest through Internet to represent society issues and creates news credibility based on user's reputation. However, the conventional platforms in news services only focus on the news recommendation domain. Recent development in SNS has changed this landscape to allow user to share and disseminate the news. Conventional platform does not provide any special way for news to be share. Currently, Social News Service only allows user to access the entire news. Nonetheless, they cannot access partial of the contents which related to users interest. For example user only have interested to a partial of the news and share the content, it is still hard for them to do so. In worst cases users might understand the news in different context. To solve this, Social News Service must provide a method to provide additional information. For example, Yovisto known as an academic video searching service provided time dependent metadata from the video. User can search and watch partial of video content according to time dependent metadata. They also can share content with a friend in social media. Yovisto applies a method to divide or synchronize a video based whenever the slides presentation is changed to another page. However, we are not able to employs this method on news video since the news video is not incorporating with any power point slides presentation. Segmentation method is required to separate the news video and to creating time dependent metadata. In this work, In this paper, a time dependent metadata-based framework is proposed to segment news contents and to provide time dependent metadata so that user can use context information to communicate with their friends. The transcript of the news is divided by using the proposed story segmentation method. We provide a tag to represent the entire content of the news. And provide the sub tag to indicate the segmented news which includes the starting time of the news. The time dependent metadata helps user to track the news information. It also allows them to leave a comment on each segment of the news. User also may share the news based on time metadata as segmented news or as a whole. Therefore, it helps the user to understand the shared news. To demonstrate the performance, we evaluate the story segmentation accuracy and also the tag generation. For this purpose, we measured accuracy of the story segmentation through semantic similarity and compared to the benchmark algorithm. Experimental results show that the proposed method outperforms benchmark algorithms in terms of the accuracy of story segmentation. It is important to note that sub tag accuracy is the most important as a part of the proposed framework to share the specific news context with others. To extract a more accurate sub tags, we have created stop word list that is not related to the content of the news such as name of the anchor or reporter. And we applied to framework. We have analyzed the accuracy of tags and sub tags which represent the context of news. From the analysis, it seems that proposed framework is helpful to users for sharing their opinions with context information in Social media and Social news.

Genetic Counseling in Korean Health Care System (한국 의료제도와 유전상담 서비스의 구축)

  • Kim, Hyon-J.
    • Journal of Genetic Medicine
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    • v.8 no.2
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    • pp.89-99
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    • 2011
  • Over the years Korean health care system has improved in delivery of quality care to the general population for many areas of the health problems. The system is now being recognized in the world as the most cost effective one. It is covered by the uniform national health insurance policy for which most people in Korea are mandatory policy holders. Genetic counseling service, however, which is well recognized as an integral part of clinical genetics service deals with diagnosis and management of genetic condition as well as genetic information presentation and family support, is yet to be delivered in comprehensive way for the patients and families in need. Two major obstacles in providing genetic counseling service in korean health care system are identified; One is the lack of recognition for the need for genetic counseling service as necessary service by the national health insurance. Genetic counseling consumes a significant time in delivery and the current very low-fee schedule for physician service makes it very difficult to provide meaningful service. Second is the critical shortage of qualified professionals in the field of medical genetics and genetic counseling who can provide the service of genetic counseling in clinical setting. However, recognition and understanding of the fact that the scope and role of genetic counseling is expanding in post genomic era of personalized medicine for delivery of quality health care, will lead to the efforts to overcome obstacles in providing genetic counseling service in korean health care system. Only concerted efforts from health care policy makers of government on clinical genetics service and genetic counseling for establishing adequate reimbursement coverage and professional communities for developing educational program and certification process for professional genetic counselors, are necessary for the delivery of much needed clinical genetic counseling service in Korea.

The Audience Behavior-based Emotion Prediction Model for Personalized Service (고객 맞춤형 서비스를 위한 관객 행동 기반 감정예측모형)

  • Ryoo, Eun Chung;Ahn, Hyunchul;Kim, Jae Kyeong
    • Journal of Intelligence and Information Systems
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    • v.19 no.2
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    • pp.73-85
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    • 2013
  • Nowadays, in today's information society, the importance of the knowledge service using the information to creative value is getting higher day by day. In addition, depending on the development of IT technology, it is ease to collect and use information. Also, many companies actively use customer information to marketing in a variety of industries. Into the 21st century, companies have been actively using the culture arts to manage corporate image and marketing closely linked to their commercial interests. But, it is difficult that companies attract or maintain consumer's interest through their technology. For that reason, it is trend to perform cultural activities for tool of differentiation over many firms. Many firms used the customer's experience to new marketing strategy in order to effectively respond to competitive market. Accordingly, it is emerging rapidly that the necessity of personalized service to provide a new experience for people based on the personal profile information that contains the characteristics of the individual. Like this, personalized service using customer's individual profile information such as language, symbols, behavior, and emotions is very important today. Through this, we will be able to judge interaction between people and content and to maximize customer's experience and satisfaction. There are various relative works provide customer-centered service. Specially, emotion recognition research is emerging recently. Existing researches experienced emotion recognition using mostly bio-signal. Most of researches are voice and face studies that have great emotional changes. However, there are several difficulties to predict people's emotion caused by limitation of equipment and service environments. So, in this paper, we develop emotion prediction model based on vision-based interface to overcome existing limitations. Emotion recognition research based on people's gesture and posture has been processed by several researchers. This paper developed a model that recognizes people's emotional states through body gesture and posture using difference image method. And we found optimization validation model for four kinds of emotions' prediction. A proposed model purposed to automatically determine and predict 4 human emotions (Sadness, Surprise, Joy, and Disgust). To build up the model, event booth was installed in the KOCCA's lobby and we provided some proper stimulative movie to collect their body gesture and posture as the change of emotions. And then, we extracted body movements using difference image method. And we revised people data to build proposed model through neural network. The proposed model for emotion prediction used 3 type time-frame sets (20 frames, 30 frames, and 40 frames). And then, we adopted the model which has best performance compared with other models.' Before build three kinds of models, the entire 97 data set were divided into three data sets of learning, test, and validation set. The proposed model for emotion prediction was constructed using artificial neural network. In this paper, we used the back-propagation algorithm as a learning method, and set learning rate to 10%, momentum rate to 10%. The sigmoid function was used as the transform function. And we designed a three-layer perceptron neural network with one hidden layer and four output nodes. Based on the test data set, the learning for this research model was stopped when it reaches 50000 after reaching the minimum error in order to explore the point of learning. We finally processed each model's accuracy and found best model to predict each emotions. The result showed prediction accuracy 100% from sadness, and 96% from joy prediction in 20 frames set model. And 88% from surprise, and 98% from disgust in 30 frames set model. The findings of our research are expected to be useful to provide effective algorithm for personalized service in various industries such as advertisement, exhibition, performance, etc.

A Study of the Reactive Movement Synchronization for Analysis of Group Flow (그룹 몰입도 판단을 위한 움직임 동기화 연구)

  • Ryu, Joon Mo;Park, Seung-Bo;Kim, Jae Kyeong
    • Journal of Intelligence and Information Systems
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    • v.19 no.1
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    • pp.79-94
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    • 2013
  • Recently, the high value added business is steadily growing in the culture and art area. To generated high value from a performance, the satisfaction of audience is necessary. The flow in a critical factor for satisfaction, and it should be induced from audience and measures. To evaluate interest and emotion of audience on contents, producers or investors need a kind of index for the measurement of the flow. But it is neither easy to define the flow quantitatively, nor to collect audience's reaction immediately. The previous studies of the group flow were evaluated by the sum of the average value of each person's reaction. The flow or "good feeling" from each audience was extracted from his face, especially, the change of his (or her) expression and body movement. But it was not easy to handle the large amount of real-time data from each sensor signals. And also it was difficult to set experimental devices, in terms of economic and environmental problems. Because, all participants should have their own personal sensor to check their physical signal. Also each camera should be located in front of their head to catch their looks. Therefore we need more simple system to analyze group flow. This study provides the method for measurement of audiences flow with group synchronization at same time and place. To measure the synchronization, we made real-time processing system using the Differential Image and Group Emotion Analysis (GEA) system. Differential Image was obtained from camera and by the previous frame was subtracted from present frame. So the movement variation on audience's reaction was obtained. And then we developed a program, GEX(Group Emotion Analysis), for flow judgment model. After the measurement of the audience's reaction, the synchronization is divided as Dynamic State Synchronization and Static State Synchronization. The Dynamic State Synchronization accompanies audience's active reaction, while the Static State Synchronization means to movement of audience. The Dynamic State Synchronization can be caused by the audience's surprise action such as scary, creepy or reversal scene. And the Static State Synchronization was triggered by impressed or sad scene. Therefore we showed them several short movies containing various scenes mentioned previously. And these kind of scenes made them sad, clap, and creepy, etc. To check the movement of audience, we defined the critical point, ${\alpha}$and ${\beta}$. Dynamic State Synchronization was meaningful when the movement value was over critical point ${\beta}$, while Static State Synchronization was effective under critical point ${\alpha}$. ${\beta}$ is made by audience' clapping movement of 10 teams in stead of using average number of movement. After checking the reactive movement of audience, the percentage(%) ratio was calculated from the division of "people having reaction" by "total people". Total 37 teams were made in "2012 Seoul DMC Culture Open" and they involved the experiments. First, they followed induction to clap by staff. Second, basic scene for neutralize emotion of audience. Third, flow scene was displayed to audience. Forth, the reversal scene was introduced. And then 24 teams of them were provided with amuse and creepy scenes. And the other 10 teams were exposed with the sad scene. There were clapping and laughing action of audience on the amuse scene with shaking their head or hid with closing eyes. And also the sad or touching scene made them silent. If the results were over about 80%, the group could be judged as the synchronization and the flow were achieved. As a result, the audience showed similar reactions about similar stimulation at same time and place. Once we get an additional normalization and experiment, we can obtain find the flow factor through the synchronization on a much bigger group and this should be useful for planning contents.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

Development of a complex failure prediction system using Hierarchical Attention Network (Hierarchical Attention Network를 이용한 복합 장애 발생 예측 시스템 개발)

  • Park, Youngchan;An, Sangjun;Kim, Mintae;Kim, Wooju
    • Journal of Intelligence and Information Systems
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    • v.26 no.4
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    • pp.127-148
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    • 2020
  • The data center is a physical environment facility for accommodating computer systems and related components, and is an essential foundation technology for next-generation core industries such as big data, smart factories, wearables, and smart homes. In particular, with the growth of cloud computing, the proportional expansion of the data center infrastructure is inevitable. Monitoring the health of these data center facilities is a way to maintain and manage the system and prevent failure. If a failure occurs in some elements of the facility, it may affect not only the relevant equipment but also other connected equipment, and may cause enormous damage. In particular, IT facilities are irregular due to interdependence and it is difficult to know the cause. In the previous study predicting failure in data center, failure was predicted by looking at a single server as a single state without assuming that the devices were mixed. Therefore, in this study, data center failures were classified into failures occurring inside the server (Outage A) and failures occurring outside the server (Outage B), and focused on analyzing complex failures occurring within the server. Server external failures include power, cooling, user errors, etc. Since such failures can be prevented in the early stages of data center facility construction, various solutions are being developed. On the other hand, the cause of the failure occurring in the server is difficult to determine, and adequate prevention has not yet been achieved. In particular, this is the reason why server failures do not occur singularly, cause other server failures, or receive something that causes failures from other servers. In other words, while the existing studies assumed that it was a single server that did not affect the servers and analyzed the failure, in this study, the failure occurred on the assumption that it had an effect between servers. In order to define the complex failure situation in the data center, failure history data for each equipment existing in the data center was used. There are four major failures considered in this study: Network Node Down, Server Down, Windows Activation Services Down, and Database Management System Service Down. The failures that occur for each device are sorted in chronological order, and when a failure occurs in a specific equipment, if a failure occurs in a specific equipment within 5 minutes from the time of occurrence, it is defined that the failure occurs simultaneously. After configuring the sequence for the devices that have failed at the same time, 5 devices that frequently occur simultaneously within the configured sequence were selected, and the case where the selected devices failed at the same time was confirmed through visualization. Since the server resource information collected for failure analysis is in units of time series and has flow, we used Long Short-term Memory (LSTM), a deep learning algorithm that can predict the next state through the previous state. In addition, unlike a single server, the Hierarchical Attention Network deep learning model structure was used in consideration of the fact that the level of multiple failures for each server is different. This algorithm is a method of increasing the prediction accuracy by giving weight to the server as the impact on the failure increases. The study began with defining the type of failure and selecting the analysis target. In the first experiment, the same collected data was assumed as a single server state and a multiple server state, and compared and analyzed. The second experiment improved the prediction accuracy in the case of a complex server by optimizing each server threshold. In the first experiment, which assumed each of a single server and multiple servers, in the case of a single server, it was predicted that three of the five servers did not have a failure even though the actual failure occurred. However, assuming multiple servers, all five servers were predicted to have failed. As a result of the experiment, the hypothesis that there is an effect between servers is proven. As a result of this study, it was confirmed that the prediction performance was superior when the multiple servers were assumed than when the single server was assumed. In particular, applying the Hierarchical Attention Network algorithm, assuming that the effects of each server will be different, played a role in improving the analysis effect. In addition, by applying a different threshold for each server, the prediction accuracy could be improved. This study showed that failures that are difficult to determine the cause can be predicted through historical data, and a model that can predict failures occurring in servers in data centers is presented. It is expected that the occurrence of disability can be prevented in advance using the results of this study.