• The Korean Journal of Financial Management
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• v.17 no.1
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• pp.161-180
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• 2000

본 연구는 주가를 예측하는데 있어서 선형 회귀모형을 이용하는 방법과 비선형 인공신경망 모형을 이용하는 방법을 비교 분석하여, 어떤 모형이 더 우수한 예측성과를 내는지를 검증한다. 자본시장에서 투자자들은 접근하는 정보가 다르고 각기 상이한 예측 변수들을 토대로 나름대로의 예측치를 만들어 낸다. 이렇게 볼 때 개별 투자자들이 이용하는 다양한 정보집합을 결합하여 단일의 뛰어난 정보집합을 만들어내는 것은 매우 어려운 과제이다. 따라서 본 연구에서는 이용 가능한 소수의 예측 변수들을 어떤 방식으로 결합하는 것이 예측오차의 분산을 최소화할 수 있는지에 대한 현실적인 접근방법을 모색하고자 한다. 거시경제변수나 시장자료를 입력변수로 사용한 기존 연구와는 달리 본 연구에서는 재무제표 정보를 입력변수로 사용하였다 즉, 대차대조표의 최종요약치인 주당 지분의 장부가치와 손익계산서의 최종요약치인 주당 순이익을 입력변수로 사용했으며 1991년부터 1995년까지의 추정(학습)결과를 토대로 모형을 선택하여 1996년의 제무제표 정보로 1997년의 주가를 예측하는 것이 본 연구의 과제이다. 연구결과, 대체로 선형회귀모형에 비해 비선형 신경망 모형이 예측오차의 분산을 감소시키는 것으로 나타났다.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2006.06a
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• pp.195-202
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• 2006

본 연구에서는 보다 효과적인 기업부도예측을 위하여, 동계적 방법과 인공지능 방법을 결합한 통합모형을 제시하였다. 이를 위하여 통계적인 모형 중에서 가장 널리 활용되고 있는 다변량 판별분석, 로지스틱 회귀분석과 인공 지능적인 방법으로서 최근 널리 사용되고 있는 인공신경망, 규칙유도기법, 베이지안 망의 5가지 방법론을 통합한 Voting with Performance & Weights from ANN(WP-ANN) 통합모형을 제시하였다. 실험결과, 본 연구에서 제안한 WP-ANN 통합모형은 다변량 판별분석, 로지스탁 회귀분석, 인공신경망, 규칙유도기법, 베이지안 망 등의 단일모형과 비교한 결과 가장 예측정확성이 유수한 것으로 나타났다. 따라서 본 연구를 통해 기업부도예측에 있어서 WP-ANN 통합모형이 기존의 모형들에 비해 우수한 예측정확성을 나타냄을 알 수 있었다.

• The Journal of the Korea Contents Association
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• v.6 no.12
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• pp.80-88
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• 2006

In Object-Oriented Paradigm, various cohesion measurements have been studied taking into account reference relation among components - like attributes and methods - that belong to a class. In addition, a number of methods have taken into research utilizing manual analysis, that is performed by developer's intuition and experience, and automatic analysis in refactoring field. The verification of objective criteria is demanded in order to process automatic refactoring. In this paper, we propose a method exploiting logistic regression and neural network for analysis of the relationship between six factors considering reference relation and method location among classes. Experimental results demonstrate that the logistic regression predicts the results up to 97% and the neural network predicts the outcomes up to 90%. Hence, we conclude that the logistic regression based method is more effective to predict the method location. Moreover, more than 90% of experimental results from both methods show that the six factors used in Move Method in refactoring are suitable to be used as an objective criteria.

• Journal of Navigation and Port Research
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• v.44 no.3
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• pp.187-194
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• 2020

It is very important to forecast freight volume accurately to establish major port policies and future operation plans. Thus, related studies are being conducted because of this importance. In this paper, stepwise regression analysis and artificial neural network model were analyzed to compare the predictive power of each model on Gwangyang Port, the largest domestic port for coal and iron ore transportation. Data of a total of 121 months J anuary 2009-J anuary 2019 were used. Factors affecting coal and iron ore trade volume were selected and classified into supply-related factors and market/economy-related factors. In the stepwise regression analysis, the tonnage of ships entering the port, coal price, and dollar exchange rate were selected as the final variables in case of the Gwangyang Port coal volume forecasting model. In the iron ore volume forecasting model, the tonnage of ships entering the port and the price of iron ore were selected as the final variables. In the analysis using the artificial neural network model, trial-and-error method that various Hyper-parameters affecting the performance of the model were selected to identify the most optimal model used. The analysis results showed that the artificial neural network model had better predictive performance than the stepwise regression analysis. The model which showed the most excellent performance was the Gwangyang Port Coal Volume Forecasting Artificial Neural Network Model. In comparing forecasted values by various predictive models and actually measured values, the artificial neural network model showed closer values to the actual highest point and the lowest point than the stepwise regression analysis.

• Journal of Industrial Convergence
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• v.16 no.4
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• pp.33-46
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• 2018

Personal credit scoring is an effective tool for banks to properly guide decision profitably on granting loans. Recently, many classification algorithms and models are used in personal credit scoring. Personal credit scoring technology is usually divided into statistical method and non-statistical method. Statistical method includes linear regression, discriminate analysis, logistic regression, and decision tree, etc. Non-statistical method includes linear programming, neural network, genetic algorithm and support vector machine, etc. But for the development of the credit scoring model, there is no consistent conclusion to be drawn regarding which method is the best. In this paper, we will compare the performance of the most common scoring techniques such as logistic regression, neural network, and support vector machines using personal credit data of the financial institution in China. Specifically, we build three models respectively, classify the customers and compare analysis results. According to the results, support vector machine has better performance than logistic regression and neural networks.

• Journal of Intelligence and Information Systems
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• v.4 no.1
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• pp.79-87
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• 1998

정확한 태풍진로 예측은 동아시아 최대의 자연재해인 태풍의 피해를 최소화하는데 필수적이다. 기상역학에 기초를 둔 수치모델과 회귀분석등의 통계적 접근법이 사용되어왔다. 본 논문에서는 비선형 신경망모델인 다층퍼셉트론을 제안한다. 즉, 태풍진로예측을 이동경로, 속도, 기압 등의 변수로 이루어진 시계열의 예측으로 본다. 1945년부터 1989년까지 한반도에 접근한 태풍 데이터를 이용하여 제안된 신경망을 학습한 후, 94, 95년도에 접근한 태풍의 진로를 예측하였다. 신경망의 예측성능은 수치모델의 성능보다 조금 우수하거나 비슷하였다. 신경망의 성능은 충분히 더 향상될 수 있는 여지가 있다. 또한, 고가의 슈퍼컴퓨터로 여러 시간 계산을 해야하는 수치모델에 비하여 PC상에서 수초만에 계산을 할 수 있는 신경망 모델은 비용 면에서도 장점이 있다.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.357-357
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• 2021

홍수로 인한 침수피해 발생을 최소화하기 위해 정확한 하천의 수위 예측과 리드타임 확보가 매우 중요하다. 특히 조석현상의 영향을 받는 감조하천의 경우 기존의 물리적 수문모형의 적용이 제한되어 하천수위 예측의 정확도가 떨어지기도 한다. 따라서 본 연구에서는 이러한 감조하천 수위 예측의 정확도를 높이기 위해 조석현상을 분리하고 인공신경망을 활용하는 하이브리드 모델을 제안 하였으며 다중 선형회귀분석과 비교 분석하였다. 감조하천에 위치한 교량의 수위데이터에서 Stationary Wavelet Transform으로 조석현상을 분리하였으며, 이외의 수위에 영향을 주는 time series data와 인공신경망(ANN)을 활용하여 1시간, 2시간, 3시간 후의 수위를 예측하였다. 하이브리드 모델은 96% 이상의 정확도를 보였으며 다중 선형회귀 분석과 비교하여도 높은 정확성을 보여주었다.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.29 no.4
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• pp.180-188
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• 2017

Recently, as the strength of winds and waves increases due to the climate change, abnormal waves such as swells have been also increased, which results in the increase of downtime events of loading/unloading in a harbour. To reduce the downtime events, breakwaters were constructed in a harbour to improve the tranquility. However, it is also important and useful for efficient port operation by predicting accurately and also quickly the downtime events when the harbour operation is in a limiting condition. In this study, numerical simulations were carried out to calculate the wave conditions based on the forecasted wind data in offshore area/outside harbour and also the long-term observation was carried out to obtain the wave data in a harbour. A forecasting method was designed using an auto-regressive (AR) and artificial neural networks (ANN) models in order to establish the relationship between the wave conditions calculated by wave model (SWAN) in offshore area and observed ones in a harbour. To evaluate the applicability of the proposed method, this method was applied to predict wave heights in a harbour and to forecast the downtime events in Pohang New Harbour with highly complex topography were compared. From the verification study, it was observed that the ANN model was more accurate than the AR model.

• Journal of the Korean Data and Information Science Society
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• v.22 no.2
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• pp.335-351
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• 2011

In order to resolve data scarcity problem related to crisis, Oh and Kim (2007) proposed to use stability oriented approach which focuses a base period of financial market, fits asymptotic stationary autoregressive model to the base period and then compares the fitted model with the current market situation. Based on such approach, they developed financial market instability index. However, since neural network, their major tool, depends on the base period too heavily, their instability index tends to suffer from inaccuracy. In this study, we consider linear asymptotic stationary autoregressive model and neural network to fit the base period and produce two instability indexes independently. Then the two indexes are combined into one integrated instability index via newly proposed combining method. It turns out that the combined instability performs reliably well.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.11 no.5
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• pp.915-920
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• 2007

Using the existing algorithms that estimate the background noise, the detection probability for the week tonals is low and for the even week tonals, there is a limit not detected. Therefore it is required to algorithms which can improve the performance of the tonal extraction. Recently, many researches using artificial neural networks in sonar signal processing are performed. We propose a neural network with double feedback that can remove automatically the background noise and detect the even week tonals buried in background noise, therefore not detected by growing the week tonals lastingly for a certain time. For the real underwater target, experiments for the tonal extraction are performed by using the existing algorithms that estimate the background noise and the proposed neural network. As a result of the experiment, a method using the proposed neural network showed the better performance of the tonal extraction in comparison with the existing algorithms.