• Title/Summary/Keyword: 확률적 학습

Search Result 509, Processing Time 0.031 seconds

Artificial Intelligence and College Mathematics Education (인공지능(Artificial Intelligence)과 대학수학교육)

  • Lee, Sang-Gu;Lee, Jae Hwa;Ham, Yoonmee
    • Communications of Mathematical Education
    • /
    • v.34 no.1
    • /
    • pp.1-15
    • /
    • 2020
  • Today's healthcare, intelligent robots, smart home systems, and car sharing are already innovating with cutting-edge information and communication technologies such as Artificial Intelligence (AI), the Internet of Things, the Internet of Intelligent Things, and Big data. It is deeply affecting our lives. In the factory, robots have been working for humans more than several decades (FA, OA), AI doctors are also working in hospitals (Dr. Watson), AI speakers (Giga Genie) and AI assistants (Siri, Bixby, Google Assistant) are working to improve Natural Language Process. Now, in order to understand AI, knowledge of mathematics becomes essential, not a choice. Thus, mathematicians have been given a role in explaining such mathematics that make these things possible behind AI. Therefore, the authors wrote a textbook 'Basic Mathematics for Artificial Intelligence' by arranging the mathematics concepts and tools needed to understand AI and machine learning in one or two semesters, and organized lectures for undergraduate and graduate students of various majors to explore careers in artificial intelligence. In this paper, we share our experience of conducting this class with the full contents in http://matrix.skku.ac.kr/math4ai/.

Impact Monitoring of Composite Structures using Fiber Bragg Grating Sensors (광섬유 브래그 격자 센서를 이용한 복합재 구조물의 충격 모니터링 기법 연구)

  • Jang, Byeong-Wook;Park, Sang-Oh;Lee, Yeon-Gwan;Kim, Chun-Gon;Park, Chan-Yik;Lee, Bong-Wan
    • Composites Research
    • /
    • v.24 no.1
    • /
    • pp.24-30
    • /
    • 2011
  • Low-velocity impact can cause various damages which are mostly hidden inside the laminates or occur in the opposite side. Thus, these damages cannot be easily detected by visual inspection or conventional NDT systems. And if they occurred between the scheduled NDT periods, the possibilities of extensive damages or structural failure can be higher. Due to these reasons, the built-in NDT systems such as real-time impact monitoring system are required in the near future. In this paper, we studied the impact monitoring system consist of impact location detection and damage assessment techniques for composite flat and stiffened panel. In order to acquire the impact-induced acoustic signals, four multiplexed FBG sensors and high-speed FBG interrogator were used. And for development of the impact and damage occurrence detections, the neural networks and wavelet transforms were adopted. Finally, these algorithms were embodied using MATLAB and LabVIEW software for the user-friendly interface.

A Rating Inference of Movie Reviews Using Sentiment Patterns (감성 패턴을 이용한 영화평 평점 추론)

  • Kim, Jung-Ho;In, Joo-Ho;Chae, Soo-Hoan
    • Science of Emotion and Sensibility
    • /
    • v.17 no.1
    • /
    • pp.71-78
    • /
    • 2014
  • We propose the sentiment pattern as a novel sentiment feature for more accurate text sentiment analysis, and introduce the rating inference of movie reviews using it. The text sentiment analysis is a task that recognizes and classifies sentiment of text whether it is positive or negative. For that purpose, the sentiment feature is used, which includes sentiment words and phrase pattern that have specific sentiment like positive or negative. The previous researches for the sentiment analysis, however, have a limit to understand accurately total sentiment of either a sentence or text because they consider the sentiment of sentiment words and phrase patterns independently. Therefore, we propose the sentiment pattern that is defined by arranging semantically all sentiment in a sentence, and use them as a new sentiment feature for the rating inference that is one of the detail subjects of the sentiment analysis. In order to verify the effect of proposed sentiment pattern, we conducted experiments of rating inference. Ratings of test reviews is inferred by using a probabilistic method with sentiment features including sentiment patterns extracted from training reviews. As a result, it is shown that the result of rating inference with sentiment patterns are more accurate than that without sentiment patterns.

Predicting Cooperative Relationships between Engineering Companies in World Bank's ODA Projects (세계은행 공적개발원조사업의 엔지니어링 기업 간 협력관계 예측모델 개발)

  • Yu, Youngsu;Koo, Bonsang;Lee, Kwanhoon;Han, Seungheon
    • Korean Journal of Construction Engineering and Management
    • /
    • v.20 no.6
    • /
    • pp.107-116
    • /
    • 2019
  • Korean construction engineering firms want to pave the way for expansion of overseas markets through the World Bank's Official Development Assistance (ODA) projects as a way to improve their overseas project performance. However, since the World Bank project competes with global companies for limited projects, building partnerships with suitable business partners is essential to gain an upper hand in bidding competition and meet the institutional conditions of the recipient country. In this regard, many network studies have been conducted in the past through Social Network Analysis (SNA), but few have been analyzed based on the process of changes in the network. So, This study collected winning data from the three Southeast Asian countries that ended after the World Bank's ODA project performed smoothly, and established a learning-based link prediction model that reflected the dynamic nature of the network. As a result, the 11 main variables acting on building a cooperative relationship between winning companies were derived and the effect of each variables on the probability value of cooperation between individual links was identified.

Robo-Advisor Algorithm with Intelligent View Model (지능형 전망모형을 결합한 로보어드바이저 알고리즘)

  • Kim, Sunwoong
    • Journal of Intelligence and Information Systems
    • /
    • v.25 no.2
    • /
    • pp.39-55
    • /
    • 2019
  • Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.

A Basic Study for Sustainable Analysis and Evaluation of Energy Environment in Buildings : Focusing on Energy Environment Historical Data of Residential Buildings (빌딩의 지속가능 에너지환경 분석 및 평가를 위한 기초 연구 : 주거용 건물의 에너지환경 실적정보를 중심으로)

  • Lee, Goon-Jae
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.18 no.1
    • /
    • pp.262-268
    • /
    • 2017
  • The energy consumption of buildings is approximately 20.5% of the total energy consumption, and the interest in energy efficiency and low consumption of the building is increasing. Several studies have performed energy analysis and evaluation. Energy analysis and evaluation are effective when applied in the initial design phase. In the initial design phase, however, the energy performance is evaluated using general level information, such as glazing area and surface area. Therefore, the evaluation results of the detailed design stage, which is based on the drawings, including detailed information of the materials and facilities, will be different. Thus far, most studies have reported the analysis and evaluation at the detailed design stage, where detailed information about the materials installed in the building becomes clear. Therefore, it is possible to improve the accuracy of the energy environment analysis if the energy environment information generated during the life cycle of the building can be established and accurate information can be provided in the analysis at the initial design stage using a probability / statistical method. On the other hand, historical data on energy use has not been established in Korea. Therefore, this study performed energy environment analysis to construct the energy environment historical data. As a result of the research, information classification system, information model, and service model for acquiring and providing energy environment information that can be used for building lifecycle information of buildings are presented and used as the basic data. The results can be utilized in the historical data management system so that the reliability of analysis can be improved by supplementing the input information at the initial design stage. If the historical data is stacked, it can be used as learning data in methods, such as probability / statistics or artificial intelligence for energy environment analysis in the initial design stage.

A Study on Speech Recognition Using the HM-Net Topology Design Algorithm Based on Decision Tree State-clustering (결정트리 상태 클러스터링에 의한 HM-Net 구조결정 알고리즘을 이용한 음성인식에 관한 연구)

  • 정현열;정호열;오세진;황철준;김범국
    • The Journal of the Acoustical Society of Korea
    • /
    • v.21 no.2
    • /
    • pp.199-210
    • /
    • 2002
  • In this paper, we carried out the study on speech recognition using the KM-Net topology design algorithm based on decision tree state-clustering to improve the performance of acoustic models in speech recognition. The Korean has many allophonic and grammatical rules compared to other languages, so we investigate the allophonic variations, which defined the Korean phonetics, and construct the phoneme question set for phonetic decision tree. The basic idea of the HM-Net topology design algorithm is that it has the basic structure of SSS (Successive State Splitting) algorithm and split again the states of the context-dependent acoustic models pre-constructed. That is, it have generated. the phonetic decision tree using the phoneme question sets each the state of models, and have iteratively trained the state sequence of the context-dependent acoustic models using the PDT-SSS (Phonetic Decision Tree-based SSS) algorithm. To verify the effectiveness of the above algorithm we carried out the speech recognition experiments for 452 words of center for Korean language Engineering (KLE452) and 200 sentences of air flight reservation task (YNU200). Experimental results show that the recognition accuracy has progressively improved according to the number of states variations after perform the splitting of states in the phoneme, word and continuous speech recognition experiments respectively. Through the experiments, we have got the average 71.5%, 99.2% of the phoneme, word recognition accuracy when the state number is 2,000, respectively and the average 91.6% of the continuous speech recognition accuracy when the state number is 800. Also we haute carried out the word recognition experiments using the HTK (HMM Too1kit) which is performed the state tying, compared to share the parameters of the HM-Net topology design algorithm. In word recognition experiments, the HM-Net topology design algorithm has an average of 4.0% higher recognition accuracy than the context-dependent acoustic models generated by the HTK implying the effectiveness of it.

A Study on Measuring the Environmental Value of Gyeongnam Arboretum Using the CVM (가상가치측정법(CVM)을 이용한 경남수목원의 환경가치추정 연구)

  • Kang, Kee-Rae;Ha, Sung-Gyone;Lee, Kee-Cheol
    • Journal of the Korean Institute of Landscape Architecture
    • /
    • v.39 no.1
    • /
    • pp.46-55
    • /
    • 2011
  • The importance of forests and plants are appreciated by all of us, but it is often overlooked because we are surrounded by it. The arboretum is one of facilities which provide users with education on the environment, knowledge about plants, and recreation, playing a role as a nature school by exhibiting and collecting plants of various ecosystems. Anyone can enjoy fresh air, a pleasant environment, and knowledge about a wide variety of plants on the condition that they aactually visit it and pay the entrance fee. However, it has not been measured whether the expense which users pay to enjoy an arboretum is a true value of arboretums. The environment that arboretums offer is extra-market goods, or public goods. A variety of ideas and methods to measure the value of public goods have been researched among economists, statisticians, and mathematicians. The Contingent Valuation Method(CVM) is most widely used a s an assessment method on environment goods and adopted as an estimation method for compensation for restoration of the environment by the American Supreme Court. The purpose of this study is to suggest a current monetary value correspondingent to the value of arboretums by applying the CVM. The survey suggested that when an arboretum provides a high educational value and when the respondents have a higher income, it is more likely that they would be willing to pay for entrance into the arboretum. The quantified value in monetary terms for the environmental value of Gyeongnam Arboretum is WTP mean \15,648; WTP median \13,648; and WTP truncated \15,449 per visitor. In annual terms, the amounts are calculated at WTP mean \8,408,265,024; WTP median \7,333,589,024; and WTP truncated \8,301,334,762. These quantified amounts can be thought to represent the value of conservation of arboretums and awaken users to the precious value of nature. Also, they are helpful to let the general public have proper knowledge about and recognize the value of arboretums and forests.

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

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