• The Journal of Korean Institute of Communications and Information Sciences
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• v.24 no.9B
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• pp.1742-1754
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• 1999

In this paper, we propose a rate control scheme, using histogram based rate-distortion (R-D) estimation, which produces a consistent picture quality between consecutive frames. The histogram based R-D estimation used in our rate control scheme offers a closed-form mathematical model that enable us to predict the bits and the distortion generated from an encoded frame at a given quantization parameter (QP) and vice versa. The most attractive feature of the R-D estimation is low complexity of computing the R-D data because its major operation is just to obtain a histogram or weighted histogram of DCT coefficients from an input picture. Furthermore, it is accurate enough to be applied to the practical video coding. Therefore, the proposed rate control scheme using this R-D estimation model is appropriate for the applications requiring low delay and low complexity, and controls the output bit-rate ad quality accurately. Our rate control scheme ensures that the video buffer do not underflow and overflow by satisfying the buffer constraint and, additionally, prevents quality difference between consecutive frames from exceeding certain level by adopting the distortion constraint. In addition, a consistent considering the maximum tolerance BER of the voice service. Also in Rician fading channel of K=6 and K=10, considering CLP=$10^{-3}$ as a criterion, it is observed that the performance improment of about 3.5 dB and 1.5 dB is obtained, respectively, in terms of $E_b$/$N_o$ by employing the concatenated FEC code with pilot symbols.

• Journal of Biomedical Engineering Research
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• v.19 no.5
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• pp.455-468
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• 1998

For the objective interpretation of cerebral metabolic patterns in epilepsy patients, we developed computer-aided classifier using artificial neural network. We studied interictal brain FDG PET scans of 257 epilepsy patients who were diagnosed as normal(n=64), L TLE (n=112), or R TLE (n=81) by visual interpretation. Automatically segmented volume of interest (VOI) was used to reliably extract the features representing patterns of cerebral metabolism. All images were spatially normalized to MNI standard PET template and smoothed with 16mm FWHM Gaussian kernel using SPM96. Mean count in cerebral region was normalized. The VOls for 34 cerebral regions were previously defined on the standard template and 17 different counts of mirrored regions to hemispheric midline were extracted from spatially normalized images. A three-layer feed-forward error back-propagation neural network classifier with 7 input nodes and 3 output nodes was used. The network was trained to interpret metabolic patterns and produce identical diagnoses with those of expert viewers. The performance of the neural network was optimized by testing with 5~40 nodes in hidden layer. Randomly selected 40 images from each group were used to train the network and the remainders were used to test the learned network. The optimized neural network gave a maximum agreement rate of 80.3% with expert viewers. It used 20 hidden nodes and was trained for 1508 epochs. Also, neural network gave agreement rates of 75~80% with 10 or 30 nodes in hidden layer. We conclude that artificial neural network performed as well as human experts and could be potentially useful as clinical decision support tool for the localization of epileptogenic zones.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.