• Title/Summary/Keyword: 회귀 모델

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A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

Comparison of Property Changes of Black Jujube and Zizyphus jujube Extracts during Lactic Acid Fermentation (흑대추와 일반 건조대추의 추출 및 유산발효과정 중 특성 변화)

  • Auh, Mi Sun;Kim, Yi Seul;Ahn, Seung Joon;Ahn, Jun Bae;Kim, Kwang Yup
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.41 no.10
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    • pp.1346-1355
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    • 2012
  • This study was carried out to investigate the characteristics of black jujube and Zizyphus jujube extracts during lactic acid fermentation. Both extracts were fermented using Lactobacillus fermentum YL-3. As a result, viable cell number rapidly increased until 24 hours, after which it gradually decreased. Before lactic acid fermentation, the $IC_{50}$ of black jujube, which was 0.014 mg/mL, was lower than that of Zizyphus jujube. Further, black jujube showed stronger antioxidant activity (374.21 mg AA eq/g) than Zizyphus jujube. Contents of total polyphenolics in both extracts were 15.46 mg/g and 13.61 mg/g, respectively, whereas contents of total flavonoids were 374.21 ${\mu}g/g$ and 64.25 ${\mu}g/g$. After lactic acid fermentation, there was no significant increase in DPPH or ABTS free radical scavenging activity. Total polyphenolic content of Zizyphus jujube decreased to 12.39 mg/g upon fermentation, whereas flavonoid content significantly increased to 291.58 ${\mu}g/g$. Further, polyphenolic and flavonoid contents of black jujube increased from 15.46 mg/g to 17.46 mg/g and from 374.21 ${\mu}g/g$ to 1,135.29 ${\mu}g/g$, respectively. These results demonstrate that 9-Times Steamed and Dried increased functional components. Especially, lactic acid fermented black jujube showed remarkably high antioxidant activity. These results confirm the potential use of lactic acid fermented black jujube as a valuable resource for the development of functional foods.

The Increased Expression of Gelatinolytic Proteases Due to Cigarette Smoking Exposure in the Lung of Guinea Pig (기니픽에서 흡연 노출에 의한 젤라틴 분해 단백 효소의 발현 양상에 관한 연구)

  • Kang, Min-Jong;Lee, Jae-Ho;Yoo, Chul-Gyu;Lee, Choon-Taek;Chung, Hee-Soon;Seo, Jeong-Wook;Kim, Young-Whan;Han, Sung-Koo;Shim, Young-Soo
    • Tuberculosis and Respiratory Diseases
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    • v.50 no.4
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    • pp.426-436
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    • 2001
  • Background : Chronic obstructive pulmonary disease(COPD) is one of the major contributors to morbidity and mortality among the adult population. Cigarette smoking(CS) is undoubtedly the single most important factor in the pathogenesis of COPD. However, its mechanism is unclear. The current hypothesis regarding the pathogenesis of COPD postulates that an imbalance between proteases and antiproteases leads to the destructive changes in the lung parenchyma. This study had two aims. First, to evaluate the effect of CS exposure on histologic changes of the lung parenchyme, and second, to evaluate the effect of CS exposure on the expression of the gelatinolytic enzymes in BAL fluid cells in guinea pigs. Methods : Two groups of five guinea pigs were exposed to the whole smoke of 20 commercial cigarettes per day, 5 hours/day, 5 days/week, for 6weeks, and 12 weeks, respectively, using a smoking apparatus. Five age-matched guinea pigs exposed to room air were used as controls. Five or more sections were microscopically extamined(${\times}400$) and the number of cellular infiltration of the alveolar wall was measured in order to evaluate the effect of CS exposure on the histologic changes of lung parenchyme. The statistical significance was analyzed by a linear regression method. To evaluate the expression of the gelatinolytic enzymes in intraalveolar cells, BAL fluid was obtained and the intraalveolar cells were separated by centrifugation (500 g for 10 min at $4^{\circ}C$). Two sets of culture plates were loaded with $1{\times}10^6$ intraalveolar cells. One plate, contained O.1mM EDTA, a inhibitor of matrix metalloproteases(MMPs), and the other plate had no EDTA. Both plates were incubated for 48 hours at $37^{\circ}C$. After incubation, gelatinolytic protease expression in the supernatants was analyzed by gelatin zymography. Results : At the end of CS exposure, the level of blood carboxy Hb had increased significantly(4.1g/dl in control group, 24g/dl immediately after CS exposure, 18g/dl 30 min after CS exposure, 15g/dl 1 hour after CS exposure). Alveolar inflammatory cells were identified in the CS exposed guinea pigs. The number of alveolar cellular cells observed in a microscopic field ($400{\times}$) was $121.4{\pm}7.2$, $158.0{\pm}20.2$, $196.8{\pm}32.8$, in the control, the 6 weeks, and the 12 weeks group, respectively. The increased extent of inflammatory cellular infiltration of the lung parenchema showed a statistically significant linear relationship with the duration of CS exposure(p=0.001, $r^2=0.675$). Several types of gelatinolytic enzymes in the intraalveolar cells of CS exposed guinea pigs were expressed, of which some were inhibited by EDT A. However, the gelatinolytic enzymes were not expressed in the control groups. Conclusion : CS exposure increases inflammatory cellular infiltration of the alveolar wall and the expression of gelatinolytic proteases in guinea pigs. EDTA inhibits some of the gelatinolytic proteases. These findings suggest a possibility that CS exposure may increase MMP expression in the lungs of guinea pigs.

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M-mode Ultrasound Assessment of Diaphragmatic Excursions in Chronic Obstructive Pulmonary Disease : Relation to Pulmonary Function Test and Mouth Pressure (만성폐쇄성 폐질환 환자에서 M-mode 초음파로 측정한 횡격막 운동)

  • Lim, Sung-Chul;Jang, Il-Gweon;Park, Hyeong-Kwan;Hwang, Jun-Hwa;Kang, Yu-Ho;Kim, Young-Chul;Park, Kyung-Ok
    • Tuberculosis and Respiratory Diseases
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    • v.45 no.4
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    • pp.736-745
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    • 1998
  • Background: Respiratory muscle interaction is further profoundly affected by a number of pathologic conditions. Hyperinflation may be particularly severe in chronic obstructive pulmonary disease(COPD) patients, in whom the functional residual capacity(FRC) often exceeds predicted total lung capacity(TLC). Hyperinflation reduces the diaphragmatic effectiveness as a pressure generator and reduces diaphragmatic contribution to chest wall motion. Ultrasonography has recently been shown to be a sensitive and reproducible method of assessing diaphragmatic excursion. This study was performed to evaluate how differences of diaphragmatic excursion measured by ultrasonography associate with normal subjects and COPD patients. Methods: We measured diaphragmatic excursions with ultrasonography on 28 healthy subjects(l6 medical students, 12 age-matched control) and 17 COPD patients. Ultrasonographic measurements were performed during tidal breathing and maximal respiratory efforts approximating vital capacity breathing using Aloka KEC-620 with 3.5 MHz transducer. Measurements were taken in the supine posture. The ultrasonographic probe was positioned transversely in the midclavicular line below the right subcostal margin. After detecting the right hemidiaphragm in the B-mode the ultrasound beam was then positioned so that it was approximately parallel to the movement of middle or posterior third of right diaphragm. Recordings in the M-mode at this position were made throughout the test. Measurements of diaphragmatic excursion on M-mode tracing were calculated by the average gap in 3 times-respiration cycle. Pulmonary function test(SensorMedics 2800), maximal inspiratory(PImax) and expiratory mouth pressure(PEmax, Vitalopower KH-101, Chest) were measured in the seated posture. Results: During the tidal breathing, diaphragmatic excursions were recorded $1.5{\pm}0.5cm$, $1.7{\pm}0.5cm$ and $1.5{\pm}0.6cm$ in medical students, age-matched control group and COPD patients, respectively. Diaphragm excursions during maximal respiratory efforts were significantly decreased in COPD patients ($3.7{\pm}1.3cm$) when compared with medical students, age-matched control group($6.7{\pm}1.3cm$, $5.8{\pm}1.2cm$, p< 0.05}. During maximal respiratory efforts in control subjects, diaphragm excursions were correlated with $FEV_1$, FEVl/FVC, PEF, PIF, and height. In COPD patients, diaphragm excursions during maximal respiratory efforts were correlated with PEmax(maximal expiratory pressure), age, and %FVC. In multiple regression analysis, the combination of PEmax and age was an independent marker of diaphragm excursions during maximal respiratory efforts with COPD patients. Conclusion: COPD subjects had smaller diaphragmatic excursions during maximal respiratory efforts than control subjects. During maximal respiratory efforts in COPD patients, diaphragm excursions were well correlated with PEmax. These results suggest that diaphragm excursions during maximal respiratory efforts with COPD patients may be valuable at predicting the pulmonary function.

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Impact of Semantic Characteristics on Perceived Helpfulness of Online Reviews (온라인 상품평의 내용적 특성이 소비자의 인지된 유용성에 미치는 영향)

  • Park, Yoon-Joo;Kim, Kyoung-jae
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.29-44
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    • 2017
  • In Internet commerce, consumers are heavily influenced by product reviews written by other users who have already purchased the product. However, as the product reviews accumulate, it takes a lot of time and effort for consumers to individually check the massive number of product reviews. Moreover, product reviews that are written carelessly actually inconvenience consumers. Thus many online vendors provide mechanisms to identify reviews that customers perceive as most helpful (Cao et al. 2011; Mudambi and Schuff 2010). For example, some online retailers, such as Amazon.com and TripAdvisor, allow users to rate the helpfulness of each review, and use this feedback information to rank and re-order them. However, many reviews have only a few feedbacks or no feedback at all, thus making it hard to identify their helpfulness. Also, it takes time to accumulate feedbacks, thus the newly authored reviews do not have enough ones. For example, only 20% of the reviews in Amazon Review Dataset (Mcauley and Leskovec, 2013) have more than 5 reviews (Yan et al, 2014). The purpose of this study is to analyze the factors affecting the usefulness of online product reviews and to derive a forecasting model that selectively provides product reviews that can be helpful to consumers. In order to do this, we extracted the various linguistic, psychological, and perceptual elements included in product reviews by using text-mining techniques and identifying the determinants among these elements that affect the usability of product reviews. In particular, considering that the characteristics of the product reviews and determinants of usability for apparel products (which are experiential products) and electronic products (which are search goods) can differ, the characteristics of the product reviews were compared within each product group and the determinants were established for each. This study used 7,498 apparel product reviews and 106,962 electronic product reviews from Amazon.com. In order to understand a review text, we first extract linguistic and psychological characteristics from review texts such as a word count, the level of emotional tone and analytical thinking embedded in review text using widely adopted text analysis software LIWC (Linguistic Inquiry and Word Count). After then, we explore the descriptive statistics of review text for each category and statistically compare their differences using t-test. Lastly, we regression analysis using the data mining software RapidMiner to find out determinant factors. As a result of comparing and analyzing product review characteristics of electronic products and apparel products, it was found that reviewers used more words as well as longer sentences when writing product reviews for electronic products. As for the content characteristics of the product reviews, it was found that these reviews included many analytic words, carried more clout, and related to the cognitive processes (CogProc) more so than the apparel product reviews, in addition to including many words expressing negative emotions (NegEmo). On the other hand, the apparel product reviews included more personal, authentic, positive emotions (PosEmo) and perceptual processes (Percept) compared to the electronic product reviews. Next, we analyzed the determinants toward the usefulness of the product reviews between the two product groups. As a result, it was found that product reviews with high product ratings from reviewers in both product groups that were perceived as being useful contained a larger number of total words, many expressions involving perceptual processes, and fewer negative emotions. In addition, apparel product reviews with a large number of comparative expressions, a low expertise index, and concise content with fewer words in each sentence were perceived to be useful. In the case of electronic product reviews, those that were analytical with a high expertise index, along with containing many authentic expressions, cognitive processes, and positive emotions (PosEmo) were perceived to be useful. These findings are expected to help consumers effectively identify useful product reviews in the future.

Analysis of promising countries for export using parametric and non-parametric methods based on ERGM: Focusing on the case of information communication and home appliance industries (ERGM 기반의 모수적 및 비모수적 방법을 활용한 수출 유망국가 분석: 정보통신 및 가전 산업 사례를 중심으로)

  • Jun, Seung-pyo;Seo, Jinny;Yoo, Jae-Young
    • Journal of Intelligence and Information Systems
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    • v.28 no.1
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    • pp.175-196
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    • 2022
  • Information and communication and home appliance industries, which were one of South Korea's main industries, are gradually losing their export share as their export competitiveness is weakening. This study objectively analyzed export competitiveness and suggested export-promising countries in order to help South Korea's information communication and home appliance industries improve exports. In this study, network properties, centrality, and structural hole analysis were performed during network analysis to evaluate export competitiveness. In order to select promising export countries, we proposed a new variable that can take into account the characteristics of an already established International Trade Network (ITN), that is, the Global Value Chain (GVC), in addition to the existing economic factors. The conditional log-odds for individual links derived from the Exponential Random Graph Model (ERGM) in the analysis of the cross-border trade network were assumed as a proxy variable that can indicate the export potential. In consideration of the possibility of ERGM linkage, a parametric approach and a non-parametric approach were used to recommend export-promising countries, respectively. In the parametric method, a regression analysis model was developed to predict the export value of the information and communication and home appliance industries in South Korea by additionally considering the link-specific characteristics of the network derived from the ERGM to the existing economic factors. Also, in the non-parametric approach, an abnormality detection algorithm based on the clustering method was used, and a promising export country was proposed as a method of finding outliers that deviate from two peers. According to the research results, the structural characteristic of the export network of the industry was a network with high transferability. Also, according to the centrality analysis result, South Korea's influence on exports was weak compared to its size, and the structural hole analysis result showed that export efficiency was weak. According to the model for recommending promising exporting countries proposed by this study, in parametric analysis, Iran, Ireland, North Macedonia, Angola, and Pakistan were promising exporting countries, and in nonparametric analysis, Qatar, Luxembourg, Ireland, North Macedonia and Pakistan were analyzed as promising exporting countries. There were differences in some countries in the two models. The results of this study revealed that the export competitiveness of South Korea's information and communication and home appliance industries in GVC was not high compared to the size of exports, and thus showed that exports could be further reduced. In addition, this study is meaningful in that it proposed a method to find promising export countries by considering GVC networks with other countries as a way to increase export competitiveness. This study showed that, from a policy point of view, the international trade network of the information communication and home appliance industries has an important mutual relationship, and although transferability is high, it may not be easily expanded to a three-party relationship. In addition, it was confirmed that South Korea's export competitiveness or status was lower than the export size ranking. This paper suggested that in order to improve the low out-degree centrality, it is necessary to increase exports to Italy or Poland, which had significantly higher in-degrees. In addition, we argued that in order to improve the centrality of out-closeness, it is necessary to increase exports to countries with particularly high in-closeness. In particular, it was analyzed that Morocco, UAE, Argentina, Russia, and Canada should pay attention as export countries. This study also provided practical implications for companies expecting to expand exports. The results of this study argue that companies expecting export expansion need to pay attention to countries with a relatively high potential for export expansion compared to the existing export volume by country. In particular, for companies that export daily necessities, countries that should pay attention to the population are presented, and for companies that export high-end or durable products, countries with high GDP, or purchasing power, relatively low exports are presented. Since the process and results of this study can be easily extended and applied to other industries, it is also expected to develop services that utilize the results of this study in the public sector.

The Characteristics and Performances of Manufacturing SMEs that Utilize Public Information Support Infrastructure (공공 정보지원 인프라 활용한 제조 중소기업의 특징과 성과에 관한 연구)

  • Kim, Keun-Hwan;Kwon, Taehoon;Jun, Seung-pyo
    • Journal of Intelligence and Information Systems
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    • v.25 no.4
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    • pp.1-33
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    • 2019
  • The small and medium sized enterprises (hereinafter SMEs) are already at a competitive disadvantaged when compared to large companies with more abundant resources. Manufacturing SMEs not only need a lot of information needed for new product development for sustainable growth and survival, but also seek networking to overcome the limitations of resources, but they are faced with limitations due to their size limitations. In a new era in which connectivity increases the complexity and uncertainty of the business environment, SMEs are increasingly urged to find information and solve networking problems. In order to solve these problems, the government funded research institutes plays an important role and duty to solve the information asymmetry problem of SMEs. The purpose of this study is to identify the differentiating characteristics of SMEs that utilize the public information support infrastructure provided by SMEs to enhance the innovation capacity of SMEs, and how they contribute to corporate performance. We argue that we need an infrastructure for providing information support to SMEs as part of this effort to strengthen of the role of government funded institutions; in this study, we specifically identify the target of such a policy and furthermore empirically demonstrate the effects of such policy-based efforts. Our goal is to help establish the strategies for building the information supporting infrastructure. To achieve this purpose, we first classified the characteristics of SMEs that have been found to utilize the information supporting infrastructure provided by government funded institutions. This allows us to verify whether selection bias appears in the analyzed group, which helps us clarify the interpretative limits of our study results. Next, we performed mediator and moderator effect analysis for multiple variables to analyze the process through which the use of information supporting infrastructure led to an improvement in external networking capabilities and resulted in enhancing product competitiveness. This analysis helps identify the key factors we should focus on when offering indirect support to SMEs through the information supporting infrastructure, which in turn helps us more efficiently manage research related to SME supporting policies implemented by government funded institutions. The results of this study showed the following. First, SMEs that used the information supporting infrastructure were found to have a significant difference in size in comparison to domestic R&D SMEs, but on the other hand, there was no significant difference in the cluster analysis that considered various variables. Based on these findings, we confirmed that SMEs that use the information supporting infrastructure are superior in size, and had a relatively higher distribution of companies that transact to a greater degree with large companies, when compared to the SMEs composing the general group of SMEs. Also, we found that companies that already receive support from the information infrastructure have a high concentration of companies that need collaboration with government funded institution. Secondly, among the SMEs that use the information supporting infrastructure, we found that increasing external networking capabilities contributed to enhancing product competitiveness, and while this was no the effect of direct assistance, we also found that indirect contributions were made by increasing the open marketing capabilities: in other words, this was the result of an indirect-only mediator effect. Also, the number of times the company received additional support in this process through mentoring related to information utilization was found to have a mediated moderator effect on improving external networking capabilities and in turn strengthening product competitiveness. The results of this study provide several insights that will help establish policies. KISTI's information support infrastructure may lead to the conclusion that marketing is already well underway, but it intentionally supports groups that enable to achieve good performance. As a result, the government should provide clear priorities whether to support the companies in the underdevelopment or to aid better performance. Through our research, we have identified how public information infrastructure contributes to product competitiveness. Here, we can draw some policy implications. First, the public information support infrastructure should have the capability to enhance the ability to interact with or to find the expert that provides required information. Second, if the utilization of public information support (online) infrastructure is effective, it is not necessary to continuously provide informational mentoring, which is a parallel offline support. Rather, offline support such as mentoring should be used as an appropriate device for abnormal symptom monitoring. Third, it is required that SMEs should improve their ability to utilize, because the effect of enhancing networking capacity through public information support infrastructure and enhancing product competitiveness through such infrastructure appears in most types of companies rather than in specific SMEs.