• Title/Summary/Keyword: 이진 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.

Analyzing Coverage and Coverage Overlap of Korean Web Directories (국내 웹 디렉토리들의 커버리지 및 커버리지 중복성 분석)

  • 배희진;이진숙;이준호;박소연
    • Journal of the Korean Society for information Management
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    • v.21 no.1
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    • pp.173-186
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    • 2004
  • This study examines coverage and coverage overlap of the three major Korean web directories, Naver, Yahoo Korea, and Empas. This study also suggests a methodology for collecting and processing web sites provided by these web directories. A method for napping main categories was developed. Each directory provided registered web pages in a slightly different way. Reference links had a significant influence on the coverage of each web directory. The overlap of pages among three directories was quite low, It is expected that this study could contribute to the field of web research by providing insights to how directories provide web pages and suggesting a methodology for the analysis of directory coverage.

Current Methodologies for Environmental Impact Studies of Railroad-related Projects (철도사업 타당성조사의 환경편익 계량화)

  • Nam, Doo-Hee;Lee, Jin-Sun;Min, Bo-Young
    • Proceedings of the KSR Conference
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    • 2011.05a
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    • pp.1300-1305
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    • 2011
  • Environmental Impact is getting more attention in many feasibility studies for railroad-related projects and research items. For sustainable growth and green transportation, the benefits typically used for feasibility studies in railway-related projects, are composed mostly of economic criterions which is not considering growing attention on changing paradigm. Based on the analysis of current methodologies, improvements in estimating environmental impact especially on noise and pollution are suggested.

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A Study on Face Recognition using Support Vector Machine (SVM을 이용한 얼굴 인식에 관한 연구)

  • Kim, Seung-Jae;Lee, Jung-Jae
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.16 no.6
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    • pp.183-190
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    • 2016
  • This study proposed a more stable robust recognition algorithm which detects faces reliably even in cases where there are changes in lighting and angle of view, as well it satisfies efficiency in calculation and detection performance. The algorithm proposed detects the face area alone after normalization through pre-processing and obtains a feature vector using (PCA). Also, by applying the feature vector obtained for SVM, face areas can be tested. After the testing, using the feature vector is final face recognition performed. The algorithm proposed in this study could increase the stability and accuracy of recognition rates and as a large amount of calculation was not necessary due to the use of two dimensions, real-time recognition was possible.

Study on the fault current test of HVDC thyristor valve (전류형 HVDC Valve의 단락시험에 대한 연구)

  • Lee, Jin-Hee;Kwon, Jun-Bum;Baek, Seung-Taek;Yun, Ji-Ho;Lee, Wook-Hwa;Chung, Yong-Ho
    • Proceedings of the KIPE Conference
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    • 2013.11a
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    • pp.81-82
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    • 2013
  • HVDC 시스템은 초고압 직류 송전 시스템으로써, AC를 DC로 변환하여 장거리 송전에 유리한 시스템이다. 현재 대륙간 송전 및 주파수 변환을 위한 BtB Topology에 많이 응용되고 있다. HVDC 시스템의 장점은 일정 송전거리 이상이 되면, DC가 AC에 비하여 손실율이 적고 유리한 장점이 있다. 해당 HVDC Valve는 전력을 AC-DC-AC로 변환하려면, HVDC Valve(Module)이라고 불리는 전력 변환 장치가 필수적이다. 해당 Valve를 현장에 설치하기 전에 IEC 60700-1 또는 CIGRE 같은 국제 표준 규격에 맞추어 Type Test를 진행 후에 통과 시 현장에 설치되어야 한다. 해당 Type Test는 크게 2가지로 분류되며, 절연 성능을 시험하기위한 Dielectric Test 그리고, 실제 Thyristor Valve의 동작을 가혹 한 조건에서 시험하기위한 Operational Test가 필요하다. 본 논문은 IEC 규격 (IEC 60700-1)에 의거 사이리스터 밸브에 대한 Operational Test 중 단락시험방법과 시험내용을 기술하고, 시험결과로 검증한다.

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An Outdoor Navigation System for the Visually Impaired Persons incorporating GPS and Ultrasonic Sensors (초음파 센서와 GPS를 연동한 시각장애인 실외 보행지원 시스템)

  • Lee, Jin-Hee;Lim, Suk-Hyun;Lee, Eun-Seok;Shin, Byeong-Seok
    • Journal of KIISE:Software and Applications
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    • v.36 no.6
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    • pp.462-470
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    • 2009
  • We propose a wearable system to help the visually impaired persons for walking safely to destination. If a user selects a destination, the system guides the user to destination with position data from GPS receiver and shortest path algorithm. At the same time, after acquiring complex spatial structures in front of the user with ultrasonic sensors, we categorize them into several predefined patterns, and determine an avoidance direction by estimating the patterns. As a result, visually impaired persons can arrive at destination safely and correctly without others help.

유전자보유 계통수를 이용한 Archaea와 Proteobacteria 분류

  • Lee, Dong-Geun;Lee, Jin-Ok;Lee, Jae-Hwa
    • 한국생물공학회:학술대회논문집
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    • 2003.04a
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    • pp.686-689
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    • 2003
  • A Gene content phylogenetic tree and a 16S rRNA based phylogenetic tree were compared for 9 Archaea and 15 Proteobacteria, whole-genome sequenced, by neighbor joining and bootstrap methods (n=1000). Ratio of conserved COG (clusters of orthologous groups of proteins) to ortholog revealed that they were within the range of 4.60% (Mezorhizobium loti) or 56.57% (Mycoplasma genitalium), The diversity of ratio meant the Possibility of searching for useful genes, as they possess peculiar genes. The gene content tree and the 16S rDNA tree showed coincidence and discordance in Archaea and Proteobacteria.

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Development of Profile Analysis-based Vision System for Parts Inspection (부품 검사를 위한 프로파일 분석 기반의 비전 시스템 개발)

  • Nam, Swoong-hwan;Kim, Yoon-ho
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.5 no.2
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    • pp.74-80
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    • 2012
  • In this paper, we developed the profile analysis-based machine vision system for inspecting assembly parts in the industrial field. Implemented system composed of triple set of camera: one was used for acquiring slant image; other is required to acquire a top image; the other was used for side image. After obtaining parts which have gray scale image, threshold value was calculated by analyzing the profile of the image. Experimental results showed that proposed algorithm have a good performance for detecting fault parts and for classifying each parts as well.

Advanced Process Technique for Field Check Data Editing and Structured Editing on Digital Map Ver2.0, Applying Automatic Error Detection Method (자동 오류검출 방법을 적용한 수치지도 Ver2.0 정위치 및 구조화 편집 공정개선 연구)

  • Lee Jin Soo;Park Chang Taek;Park Ki Surk
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.23 no.3
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    • pp.331-340
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    • 2005
  • Digital map is very important digital geographic information which is the base for various fields such as building and using the geographic information system (GIS), planing the regional development, and etc. Therefore, it needs high accuracy. Then we offer the advanced technique which minimizes errors on digital maps, using the automated inspection through the whole figures. In addition this new technique raises the economical efficiency as well as accuracy applying the automated error detection method which can recognize, search and classify errors automatically.

Table recognition algorithm for camera-captured document images based on junction detection and labeling (교차점 검출과 분류를 통한 카메라 문서영상에서의 테이블 구조 인식 알고리듬)

  • Seo, Won Kyo;Koo, Hyung Il;Lee, DongHyuk;Kim, Sang Ho;Cho, Nam Ik
    • Proceedings of the Korean Society of Broadcast Engineers Conference
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    • 2013.06a
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    • pp.263-266
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    • 2013
  • 표는 중요한 정보를 함축적으로 담고 있는 문서 요소로서 문서 영상에서 표의 내용과 구조를 분석하고 이해하려는 연구가 많이 진행되어 왔다. 이러한 표의 검출과 인식에 관한 기존의 연구들은 평판 스캐너로 취득한 문서 영상을 대상으로 이루어졌는데 최근에는 디지털 카메라와 스마트폰이 보급됨에 따라 평판 스캐너 대신 카메라를 이용한 표 인식의 필요성이 대두되고 있다. 따라서 본 논문에서는 카메라로 획득한 문서 영상에서 표 인식에 대한 알고리듬을 제안한다. 먼저 표가 선들의 집합으로 이루어져 있다는 가정 아래 문서 이미지에 존재하는 선을 이진화와 강인한 곡선 맞춤 알고리듬을 사용하여 검출한다. 검출된 선들의 교차점은 표의 요소일 수도 있으며 오검출의 결과일 수도 있는데 교차점 주변의 관찰 결과와 교차점 사이의 연관 관계를 에너지 식으로 표현하고 이 식을 최소화함으로써 각각의 교차점에 최적의 레이블을 할당한다. 얻어진 레이블은 표로 유일하게 변환되며 표의 구조를 셀 단위까지 추정할 수 있다. 다양한 표 영상에 대한 실험 결과를 통하여 제안한 방법이 문서영상의 기하학적인 왜곡에도 불구하고 영상에 존재하는 표를 성공적으로 인식함을 보여준다.

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