• Title/Summary/Keyword: 알고리즘 요소

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Uncertainty analysis of quantitative rainfall estimation process based on hydrological and meteorological radars (수문·기상레이더기반 정량적 강우량 추정과정에서의 불확실성 분석)

  • Lee, Jae-Kyoung
    • Journal of Korea Water Resources Association
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    • v.51 no.5
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    • pp.439-449
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    • 2018
  • Many potential sources of bias are used in several steps of the radar-rainfall estimation process because the hydrological and meteorological radars measure the rainfall amount indirectly. Previous studies on radar-rainfall uncertainties were performed to reduce the uncertainty of each step by using bias correction methods in the quantitative radar-rainfall estimation process. However, these studies do not provide comprehensive uncertainty for the entire process and the relative ratios of uncertainty between each step. Consequently, in this study, a suitable approach is proposed that can quantify the uncertainties at each step of the quantitative radar-rainfall estimation process and show the uncertainty propagation through the entire process. First, it is proposed that, in the suitable approach, the new concept can present the initial and final uncertainties, variation of the uncertainty as well as the relative ratio of uncertainty at each step. Second, the Maximum Entropy Method (MEM) and Uncertainty Delta Method (UDM) were applied to quantify the uncertainty and analyze the uncertainty propagation for the entire process. Third, for the uncertainty quantification of radar-rainfall estimation at each step, two quality control algorithms, two radar-rainfall estimation relations, and two bias correction methods as post-processing through the radar-rainfall estimation process in 18 rainfall cases in 2012. For the proposed approach, in the MEM results, the final uncertainty (from post-processing bias correction method step: ME = 3.81) was smaller than the initial uncertainty (from quality control step: ME = 4.28) and, in the UDM results, the initial uncertainty (UDM = 5.33) was greater than the final uncertainty (UDM = 4.75). However uncertainty of the radar-rainfall estimation step was greater because of the use of an unsuitable relation. Furthermore, it was also determined in this study that selecting the appropriate method for each stage would gradually reduce the uncertainty at each step. Therefore, the results indicate that this new approach can significantly quantify uncertainty in the radar-rainfall estimation process and contribute to more accurate estimates of radar rainfall.

VKOSPI Forecasting and Option Trading Application Using SVM (SVM을 이용한 VKOSPI 일 중 변화 예측과 실제 옵션 매매에의 적용)

  • Ra, Yun Seon;Choi, Heung Sik;Kim, Sun Woong
    • Journal of Intelligence and Information Systems
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    • v.22 no.4
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    • pp.177-192
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    • 2016
  • Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

Financial Fraud Detection using Text Mining Analysis against Municipal Cybercriminality (지자체 사이버 공간 안전을 위한 금융사기 탐지 텍스트 마이닝 방법)

  • Choi, Sukjae;Lee, Jungwon;Kwon, Ohbyung
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.119-138
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    • 2017
  • Recently, SNS has become an important channel for marketing as well as personal communication. However, cybercrime has also evolved with the development of information and communication technology, and illegal advertising is distributed to SNS in large quantity. As a result, personal information is lost and even monetary damages occur more frequently. In this study, we propose a method to analyze which sentences and documents, which have been sent to the SNS, are related to financial fraud. First of all, as a conceptual framework, we developed a matrix of conceptual characteristics of cybercriminality on SNS and emergency management. We also suggested emergency management process which consists of Pre-Cybercriminality (e.g. risk identification) and Post-Cybercriminality steps. Among those we focused on risk identification in this paper. The main process consists of data collection, preprocessing and analysis. First, we selected two words 'daechul(loan)' and 'sachae(private loan)' as seed words and collected data with this word from SNS such as twitter. The collected data are given to the two researchers to decide whether they are related to the cybercriminality, particularly financial fraud, or not. Then we selected some of them as keywords if the vocabularies are related to the nominals and symbols. With the selected keywords, we searched and collected data from web materials such as twitter, news, blog, and more than 820,000 articles collected. The collected articles were refined through preprocessing and made into learning data. The preprocessing process is divided into performing morphological analysis step, removing stop words step, and selecting valid part-of-speech step. In the morphological analysis step, a complex sentence is transformed into some morpheme units to enable mechanical analysis. In the removing stop words step, non-lexical elements such as numbers, punctuation marks, and double spaces are removed from the text. In the step of selecting valid part-of-speech, only two kinds of nouns and symbols are considered. Since nouns could refer to things, the intent of message is expressed better than the other part-of-speech. Moreover, the more illegal the text is, the more frequently symbols are used. The selected data is given 'legal' or 'illegal'. To make the selected data as learning data through the preprocessing process, it is necessary to classify whether each data is legitimate or not. The processed data is then converted into Corpus type and Document-Term Matrix. Finally, the two types of 'legal' and 'illegal' files were mixed and randomly divided into learning data set and test data set. In this study, we set the learning data as 70% and the test data as 30%. SVM was used as the discrimination algorithm. Since SVM requires gamma and cost values as the main parameters, we set gamma as 0.5 and cost as 10, based on the optimal value function. The cost is set higher than general cases. To show the feasibility of the idea proposed in this paper, we compared the proposed method with MLE (Maximum Likelihood Estimation), Term Frequency, and Collective Intelligence method. Overall accuracy and was used as the metric. As a result, the overall accuracy of the proposed method was 92.41% of illegal loan advertisement and 77.75% of illegal visit sales, which is apparently superior to that of the Term Frequency, MLE, etc. Hence, the result suggests that the proposed method is valid and usable practically. In this paper, we propose a framework for crisis management caused by abnormalities of unstructured data sources such as SNS. We hope this study will contribute to the academia by identifying what to consider when applying the SVM-like discrimination algorithm to text analysis. Moreover, the study will also contribute to the practitioners in the field of brand management and opinion mining.

High-Speed Implementation and Efficient Memory Usage of Min-Entropy Estimation Algorithms in NIST SP 800-90B (NIST SP 800-90B의 최소 엔트로피 추정 알고리즘에 대한 고속 구현 및 효율적인 메모리 사용 기법)

  • Kim, Wontae;Yeom, Yongjin;Kang, Ju-Sung
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.28 no.1
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    • pp.25-39
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    • 2018
  • NIST(National Institute of Standards and Technology) has recently published SP 800-90B second draft which is the document for evaluating security of entropy source, a key element of a cryptographic random number generator(RNG), and provided a tool implemented on Python code. In SP 800-90B, the security evaluation of the entropy sources is a process of estimating min-entropy by several estimators. The process of estimating min-entropy is divided into IID track and non-IID track. In IID track, the entropy sources are estimated only from MCV estimator. In non-IID Track, the entropy sources are estimated from 10 estimators including MCV estimator. The running time of the NIST's tool in non-IID track is approximately 20 minutes and the memory usage is over 5.5 GB. For evaluation agencies that have to perform repeatedly evaluations on various samples, and developers or researchers who have to perform experiments in various environments, it may be inconvenient to estimate entropy using the tool and depending on the environment, it may be impossible to execute. In this paper, we propose high-speed implementations and an efficient memory usage technique for min-entropy estimation algorithm of SP 800-90B. Our major achievements are the three improved speed and efficient memory usage reduction methods which are the method applying advantages of C++ code for improving speed of MultiMCW estimator, the method effectively reducing the memory and improving speed of MultiMMC by rebuilding the data storage structure, and the method improving the speed of LZ78Y by rebuilding the data structure. The tool applied our proposed methods is 14 times faster and saves 13 times more memory usage than NIST's tool.

Oceanic Application of Satellite Synthetic Aperture Radar - Focused on Sea Surface Wind Retrieval - (인공위성 합성개구레이더 영상 자료의 해양 활용 - 해상풍 산출을 중심으로 -)

  • Jang, Jae-Cheol;Park, Kyung-Ae
    • Journal of the Korean earth science society
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    • v.40 no.5
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    • pp.447-463
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    • 2019
  • Sea surface wind is a fundamental element for understanding the oceanic phenomena and for analyzing changes of the Earth environment caused by global warming. Global research institutes have developed and operated scatterometers to accurately and continuously observe the sea surface wind, with the accuracy of approximately ${\pm}20^{\circ}$ for wind direction and ${\pm}2m\;s^{-1}$ for wind speed. Given that the spatial resolution of the scatterometer is 12.5-25.0 km, the applicability of the data to the coastal area is limited due to complicated coastal lines and many islands around the Korean Peninsula. In contrast, Synthetic Aperture Radar (SAR), one of microwave sensors, is an all-weather instrument, which enables us to retrieve sea surface wind with high resolution (<1 km) and compensate the sparse resolution of the scatterometer. In this study, we investigated the Geophysical Model Functions (GMF), which are the algorithms for retrieval of sea surface wind speed from the SAR data depending on each band such as C-, L-, or X-band radar. We reviewed in the simulation of the backscattering coefficients for relative wind direction, incidence angle, and wind speed by applying LMOD, CMOD, and XMOD model functions, and analyzed the characteristics of each GMF. We investigated previous studies about the validation of wind speed from the SAR data using these GMFs. The accuracy of sea surface wind from SAR data changed with respect to observation mode, GMF type, reference data for validation, preprocessing method, and the method for calculation of relative wind direction. It is expected that this study contributes to the potential users of SAR images who retrieve wind speeds from SAR data at the coastal region around the Korean Peninsula.

Current status and future of insect smart factory farm using ICT technology (ICT기술을 활용한 곤충스마트팩토리팜의 현황과 미래)

  • Seok, Young-Seek
    • Food Science and Industry
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    • v.55 no.2
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    • pp.188-202
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    • 2022
  • In the insect industry, as the scope of application of insects is expanded from pet insects and natural enemies to feed, edible and medicinal insects, the demand for quality control of insect raw materials is increasing, and interest in securing the safety of insect products is increasing. In the process of expanding the industrial scale, controlling the temperature and humidity and air quality in the insect breeding room and preventing the spread of pathogens and other pollutants are important success factors. It requires a controlled environment under the operating system. European commercial insect breeding facilities have attracted considerable investor interest, and insect companies are building large-scale production facilities, which became possible after the EU approved the use of insect protein as feedstock for fish farming in July 2017. Other fields, such as food and medicine, have also accelerated the application of cutting-edge technology. In the future, the global insect industry will purchase eggs or small larvae from suppliers and a system that focuses on the larval fattening, i.e., production raw material, until the insects mature, and a system that handles the entire production process from egg laying, harvesting, and initial pre-treatment of larvae., increasingly subdivided into large-scale production systems that cover all stages of insect larvae production and further processing steps such as milling, fat removal and protein or fat fractionation. In Korea, research and development of insect smart factory farms using artificial intelligence and ICT is accelerating, so insects can be used as carbon-free materials in secondary industries such as natural plastics or natural molding materials as well as existing feed and food. A Korean-style customized breeding system for shortening the breeding period or enhancing functionality is expected to be developed soon.

Abnormal Water Temperature Prediction Model Near the Korean Peninsula Using LSTM (LSTM을 이용한 한반도 근해 이상수온 예측모델)

  • Choi, Hey Min;Kim, Min-Kyu;Yang, Hyun
    • Korean Journal of Remote Sensing
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    • v.38 no.3
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    • pp.265-282
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    • 2022
  • Sea surface temperature (SST) is a factor that greatly influences ocean circulation and ecosystems in the Earth system. As global warming causes changes in the SST near the Korean Peninsula, abnormal water temperature phenomena (high water temperature, low water temperature) occurs, causing continuous damage to the marine ecosystem and the fishery industry. Therefore, this study proposes a methodology to predict the SST near the Korean Peninsula and prevent damage by predicting abnormal water temperature phenomena. The study area was set near the Korean Peninsula, and ERA5 data from the European Center for Medium-Range Weather Forecasts (ECMWF) was used to utilize SST data at the same time period. As a research method, Long Short-Term Memory (LSTM) algorithm specialized for time series data prediction among deep learning models was used in consideration of the time series characteristics of SST data. The prediction model predicts the SST near the Korean Peninsula after 1- to 7-days and predicts the high water temperature or low water temperature phenomenon. To evaluate the accuracy of SST prediction, Coefficient of determination (R2), Root Mean Squared Error (RMSE), and Mean Absolute Percentage Error (MAPE) indicators were used. The summer (JAS) 1-day prediction result of the prediction model, R2=0.996, RMSE=0.119℃, MAPE=0.352% and the winter (JFM) 1-day prediction result is R2=0.999, RMSE=0.063℃, MAPE=0.646%. Using the predicted SST, the accuracy of abnormal sea surface temperature prediction was evaluated with an F1 Score (F1 Score=0.98 for high water temperature prediction in summer (2021/08/05), F1 Score=1.0 for low water temperature prediction in winter (2021/02/19)). As the prediction period increased, the prediction model showed a tendency to underestimate the SST, which also reduced the accuracy of the abnormal water temperature prediction. Therefore, it is judged that it is necessary to analyze the cause of underestimation of the predictive model in the future and study to improve the prediction accuracy.

4D Printing Materials for Soft Robots (소프트 로봇용 4D 프린팅 소재)

  • Sunhee Lee
    • Fashion & Textile Research Journal
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    • v.24 no.6
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    • pp.667-685
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    • 2022
  • This paper aims to investigate 4D printing materials for soft robots. 4D printing is a targeted evolution of the 3D printed structure in shape, property, and functionality. It is capable of self-assembly, multi-functionality, and self-repair. In addition, it is time-dependent, printer-independent, and predictable. The shape-shifting behaviors considered in 4D printing include folding, bending, twisting, linear or nonlinear expansion/contraction, surface curling, and generating surface topographical features. The shapes can shift from 1D to 1D, 1D to 2D, 2D to 2D, 1D to 3D, 2D to 3D, and 3D to 3D. In the 4D printing auxetic structure, the kinetiX is a cellular-based material design composed of rigid plates and elastic hinges. In pneumatic auxetics based on the kirigami structure, an inverse optimization method for designing and fabricating morphs three-dimensional shapes out of patterns laid out flat. When 4D printing material is molded into a deformable 3D structure, it can be applied to the exoskeleton material of soft robots such as upper and lower limbs, fingers, hands, toes, and feet. Research on 4D printing materials for soft robots is essential in developing smart clothing for healthcare in the textile and fashion industry.

Study on data preprocessing methods for considering snow accumulation and snow melt in dam inflow prediction using machine learning & deep learning models (머신러닝&딥러닝 모델을 활용한 댐 일유입량 예측시 융적설을 고려하기 위한 데이터 전처리에 대한 방법 연구)

  • Jo, Youngsik;Jung, Kwansue
    • Journal of Korea Water Resources Association
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    • v.57 no.1
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    • pp.35-44
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    • 2024
  • Research in dam inflow prediction has actively explored the utilization of data-driven machine learning and deep learning (ML&DL) tools across diverse domains. Enhancing not just the inherent model performance but also accounting for model characteristics and preprocessing data are crucial elements for precise dam inflow prediction. Particularly, existing rainfall data, derived from snowfall amounts through heating facilities, introduces distortions in the correlation between snow accumulation and rainfall, especially in dam basins influenced by snow accumulation, such as Soyang Dam. This study focuses on the preprocessing of rainfall data essential for the application of ML&DL models in predicting dam inflow in basins affected by snow accumulation. This is vital to address phenomena like reduced outflow during winter due to low snowfall and increased outflow during spring despite minimal or no rain, both of which are physical occurrences. Three machine learning models (SVM, RF, LGBM) and two deep learning models (LSTM, TCN) were built by combining rainfall and inflow series. With optimal hyperparameter tuning, the appropriate model was selected, resulting in a high level of predictive performance with NSE ranging from 0.842 to 0.894. Moreover, to generate rainfall correction data considering snow accumulation, a simulated snow accumulation algorithm was developed. Applying this correction to machine learning and deep learning models yielded NSE values ranging from 0.841 to 0.896, indicating a similarly high level of predictive performance compared to the pre-snow accumulation application. Notably, during the snow accumulation period, adjusting rainfall during the training phase was observed to lead to a more accurate simulation of observed inflow when predicted. This underscores the importance of thoughtful data preprocessing, taking into account physical factors such as snowfall and snowmelt, in constructing data models.

Incorporating Social Relationship discovered from User's Behavior into Collaborative Filtering (사용자 행동 기반의 사회적 관계를 결합한 사용자 협업적 여과 방법)

  • Thay, Setha;Ha, Inay;Jo, Geun-Sik
    • Journal of Intelligence and Information Systems
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    • v.19 no.2
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    • pp.1-20
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    • 2013
  • Nowadays, social network is a huge communication platform for providing people to connect with one another and to bring users together to share common interests, experiences, and their daily activities. Users spend hours per day in maintaining personal information and interacting with other people via posting, commenting, messaging, games, social events, and applications. Due to the growth of user's distributed information in social network, there is a great potential to utilize the social data to enhance the quality of recommender system. There are some researches focusing on social network analysis that investigate how social network can be used in recommendation domain. Among these researches, we are interested in taking advantages of the interaction between a user and others in social network that can be determined and known as social relationship. Furthermore, mostly user's decisions before purchasing some products depend on suggestion of people who have either the same preferences or closer relationship. For this reason, we believe that user's relationship in social network can provide an effective way to increase the quality in prediction user's interests of recommender system. Therefore, social relationship between users encountered from social network is a common factor to improve the way of predicting user's preferences in the conventional approach. Recommender system is dramatically increasing in popularity and currently being used by many e-commerce sites such as Amazon.com, Last.fm, eBay.com, etc. Collaborative filtering (CF) method is one of the essential and powerful techniques in recommender system for suggesting the appropriate items to user by learning user's preferences. CF method focuses on user data and generates automatic prediction about user's interests by gathering information from users who share similar background and preferences. Specifically, the intension of CF method is to find users who have similar preferences and to suggest target user items that were mostly preferred by those nearest neighbor users. There are two basic units that need to be considered by CF method, the user and the item. Each user needs to provide his rating value on items i.e. movies, products, books, etc to indicate their interests on those items. In addition, CF uses the user-rating matrix to find a group of users who have similar rating with target user. Then, it predicts unknown rating value for items that target user has not rated. Currently, CF has been successfully implemented in both information filtering and e-commerce applications. However, it remains some important challenges such as cold start, data sparsity, and scalability reflected on quality and accuracy of prediction. In order to overcome these challenges, many researchers have proposed various kinds of CF method such as hybrid CF, trust-based CF, social network-based CF, etc. In the purpose of improving the recommendation performance and prediction accuracy of standard CF, in this paper we propose a method which integrates traditional CF technique with social relationship between users discovered from user's behavior in social network i.e. Facebook. We identify user's relationship from behavior of user such as posts and comments interacted with friends in Facebook. We believe that social relationship implicitly inferred from user's behavior can be likely applied to compensate the limitation of conventional approach. Therefore, we extract posts and comments of each user by using Facebook Graph API and calculate feature score among each term to obtain feature vector for computing similarity of user. Then, we combine the result with similarity value computed using traditional CF technique. Finally, our system provides a list of recommended items according to neighbor users who have the biggest total similarity value to the target user. In order to verify and evaluate our proposed method we have performed an experiment on data collected from our Movies Rating System. Prediction accuracy evaluation is conducted to demonstrate how much our algorithm gives the correctness of recommendation to user in terms of MAE. Then, the evaluation of performance is made to show the effectiveness of our method in terms of precision, recall, and F1-measure. Evaluation on coverage is also included in our experiment to see the ability of generating recommendation. The experimental results show that our proposed method outperform and more accurate in suggesting items to users with better performance. The effectiveness of user's behavior in social network particularly shows the significant improvement by up to 6% on recommendation accuracy. Moreover, experiment of recommendation performance shows that incorporating social relationship observed from user's behavior into CF is beneficial and useful to generate recommendation with 7% improvement of performance compared with benchmark methods. Finally, we confirm that interaction between users in social network is able to enhance the accuracy and give better recommendation in conventional approach.