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Two-Stage Forecasting Using Change-Point Detection and Artificial Neural Networks for Stock Price Index (주가지수예측에서의 변환시점을 반영한 이단계 신경망 예측모형)

  • Oh, Kyong-Joo;Kim, Kyoung-Jae;Han, In-Goo
    • Asia pacific journal of information systems
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    • v.11 no.4
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    • pp.99-111
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    • 2001
  • The prediction of stock price index is a very difficult problem because of the complexity of stock market data. It has been studied by a number of researchers since they strongly affect other economic and financial parameters. The movement of stock price index has a series of change points due to the strategies of institutional investors. This study presents a two-stage forecasting model of stock price index using change-point detection and artificial neural networks. The basic concept of this proposed model is to obtain intervals divided by change points, to identify them as change-point groups, and to use them in stock price index forecasting. First, the proposed model tries to detect successive change points in stock price index. Then, the model forecasts the change-point group with the backpropagation neural network(BPN). Finally, the model forecasts the output with BPN. This study then examines the predictability of the integrated neural network model for stock price index forecasting using change-point detection.

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Developing a new index to assess varicella outbreak (수두 유행을 평가하기 위한 신규 지표 개발)

  • Yang, Kiwook;Seo, Incheol
    • Journal of Yeungnam Medical Science
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    • v.34 no.2
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    • pp.222-230
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    • 2017
  • Background: Varicella is the most common infectious disease reported despite the high vaccination rate. Interventions that target humans are particularly effective for varicella because humans are its only natural host. On the other hand, the existing national varicella surveillance systems lack the information to identify an outbreak. Therefore, a new index to assess varicella outbreaks was developed. Methods: The residential addresses of 2,718 varicella cases reported in Daegu in 2016 were converted to geographic coordinates and the distances between new varicella case and previous cases within 21 days were calculated from the date analyzed. Two cases were considered to be adjacent if the distance between them was less than 1 km. Finally, a proximity index was introduced by dividing the number of adjacent cases by the number of new cases on the date analyzed. Results: First, time-series charts and scatter plots were used to verify that the proximity index reflected the spatial closeness of the different varicella cases. The proximity index is helpful in identifying outbreaks from a list of single varicella cases. In addition, in this study, a new epidemic characteristic of varicella based on the proximity index was shown. Conclusion: The proximity index introduced in this study can be used to determine the likelihood of an outbreak from a single case of varicella, and it can be embedded in a web-based national varicella surveillance system that is currently in operation.

Cost-Effective Replication Schemes for Query Load Balancing in DHT-Based Peer-to-Peer File Searches

  • Cao, Qi;Fujita, Satoshi
    • Journal of Information Processing Systems
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    • v.10 no.4
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    • pp.628-645
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    • 2014
  • In past few years, distributed hash table (DHT)-based P2P systems have been proven to be a promising way to manage decentralized index information and provide efficient lookup services. However, the skewness of users' preferences regarding keywords contained in a multi-keyword query causes a query load imbalance that combines both routing and response load. This imbalance means long file retrieval latency that negatively influences the overall system performance. Although index replication has a great potential for alleviating this problem, existing schemes did not explicitly address it or incurred high cost. To overcome this issue, we propose, in this paper, an integrated solution that consists of three replication schemes to alleviate query load imbalance while minimizing the cost. The first scheme is an active index replication that is used in order to decrease routing load in the system and to distribute response load of an index among peers that store replicas of the index. The second scheme is a proactive pointer replication that places location information of each index to a predetermined number of peers for reducing maintenance cost between the index and its replicas. The third scheme is a passive index replication that guarantees the maximum query load of peers. The result of simulations indicates that the proposed schemes can help alleviate the query load imbalance of peers. Moreover, it was found by comparison that our schemes are more cost-effective on placing replicas than PCache and EAD.

STADIUM: Species-Specific tRNA Adaptive Index Compendium

  • Yoon, Jonghwan;Chung, Yeun-Jun;Lee, Minho
    • Genomics & Informatics
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    • v.16 no.4
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    • pp.28.1-28.6
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    • 2018
  • Due to the increasing interest in synonymous codons, several codon bias-related terms were introduced. As one measure of them, the tRNA adaptation index (tAI) was invented about a decade ago. The tAI is a measure of translational efficiency for a gene and is calculated based on the abundance of intracellular tRNA and the binding strength between a codon and a tRNA. The index has been widely used in various fields of molecular evolution, genetics, and pharmacology. Afterwards, an improved version of the index, named specific tRNA adaptation index (stAI), was developed by adapting tRNA copy numbers in species. Although a subsequently developed webserver (stAIcalc) provided tools that calculated stAI values, it was not available to access pre-calculated values. In addition to about 100 species in stAIcalc, we calculated stAI values for whole coding sequences in 148 species. To enable easy access to this index, we constructed a novel web database, named STADIUM (Species-specific tRNA adaptive index compendium). STADIUM provides not only the stAI value of each gene but also statistics based on pathway-based classification. The database is expected to help researchers who have interests in codon optimality and the role of synonymous codons. STADIUM is freely available at http://stadium.pmrc.re.kr.

Effect of Foulant Characteristics on Membrane Fouling Index (오염물질의 특성이 막오염 지수에 미치는 영향)

  • Park, Chanhyuk;Kim, Hana;Hong, Seungkwan
    • Journal of Korean Society of Water and Wastewater
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    • v.19 no.6
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    • pp.775-780
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    • 2005
  • This study was performed to investigate the effect of foulant characteristics on Membrane fouling index such as Silt Density Index (SDI) and Modified Fouling Index (MFI). A linear relationship was found relating the fouling index (both SDI and MFI) on particle concentration, but fouling index values were nonlinearly (exponentially) with increasing organic concentration. When organic matter was the primary cause of fouling, the MFI was not accurately predicted due to internal fouling such as pore adsorption. The fouling index was determined mainly by particle characteristics when both particle and organic coexisted in the feed water. This observation was attributed to lessening of organic pore adsorption by particle cake layer formed on the membrane surface. Bench-scale actual fouling experiments demonstrated that permeate flux declines much faster with feed water containing particles than organic matters although fouling potential predicted by SDI values were identical, indicating that the accurate prediction of fouling potential requires the development of fouling index reflecting different foulant characteristics.

A STUDY ON THE ORAL HYGIENE STATUS OF RESIDENTS WHO LIVED IN LARGE CITIES AND RURAL AREA (대도시 및 농촌지역 주민의 구강위생실태 조사 연구)

  • Choi, Eu-Gene
    • The Journal of the Korean dental association
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    • v.22 no.2 s.177
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    • pp.141-148
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    • 1984
  • The auther had studied on the debri index, calculus index and simplified oral hygiene index, which was made according to the oral examination criteria recommened by WHO in 1971. The examined persons were 14,825 persons who lived in large cities and rural area. The obtained results were as follows: 1. the simplified oral hygiene index were 1.81 in male and 1.54 in female who lived I large cities. In rural area, the simplified oral hygiene index were 2.23 in male and 1.92 in female. 2. the debri index, calculus index and oral hygiene index were lower in upper jaw than in lower jaw. 3. According to the aging, debri, index, calculus index and simplified oral hygiene index score wee increased. 4. Dental health education what had done was not so effective on oral hygiene.

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Shortened Problem Gambling Severity Index for Telephone Surveys (전화조사를 위한 단축형 한국판 문제 도박 지표의 개발)

  • Kwon, Sun-Jung;Cho, Sung-Kyum
    • Survey Research
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    • v.11 no.3
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    • pp.19-32
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    • 2010
  • This paper discusses how we developed an index for measuring problem gambling severity and determined the cutoff score for identifying addicts. This index uses fewer items than the current index and will be particularly useful for telephone surveys. We selected four items among the nine Korean Problem Gambling Severity Index (K-PGSI) items based on our statistical analysis of a survey of 501 gamblers. We applied this four-item index to a survey of 1,584 adults. The analysis of this survey proved the validity of the reduced index. The sensitivity and specificity of this index was 1.00 and 0.99 respectively, showing again the usefulness of this scale.

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A Novel Reversible Data Hiding Scheme for VQ-Compressed Images Using Index Set Construction Strategy

  • Qin, Chuan;Chang, Chin-Chen;Chen, Yen-Chang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.7 no.8
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    • pp.2027-2041
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    • 2013
  • In this paper, we propose a novel reversible data hiding scheme in the index tables of the vector quantization (VQ) compressed images based on index set construction strategy. On the sender side, three index sets are constructed, in which the first set and the second set include the indices with greater and less occurrence numbers in the given VQ index table, respectively. The index values in the index table belonging to the second set are added with prefixes from the third set to eliminate the collision with the two derived mapping sets of the first set, and this operation of adding prefixes has data hiding capability additionally. The main data embedding procedure can be achieved easily by mapping the index values in the first set to the corresponding values in the two derived mapping sets. The same three index sets reconstructed on the receiver side ensure the correctness of secret data extraction and the lossless recovery of index table. Experimental results demonstrate the effectiveness of the proposed scheme.

Developing drilling rate index prediction: A comparative study of RVR-IWO and RVR-SFL models for rock excavation projects

  • Hadi Fattahi;Nasim Bayat
    • Geomechanics and Engineering
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    • v.36 no.2
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    • pp.111-119
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    • 2024
  • In the realm of rock excavation projects, precise estimation of the drilling rate index stands as a pivotal factor in strategic planning and cost assessment. This study introduces and evaluates two pioneering computational intelligence models designed for the prognostication of the drilling rate index, a pivotal parameter with direct implications for cost estimation in rock excavation projects. These models, denoted as the Relevance Vector Regression (RVR) optimized with the Invasive Weed Optimization algorithm (IWO) (RVR-IWO model) and the RVR integrated with the Shuffled Frog Leaping algorithm (SFL) (RVR-SFL model), represent a groundbreaking approach to forecasting drilling rate index. The RVR-IWO and RVR-SFL models were meticulously devised to harness the capabilities of computational intelligence and optimization techniques for drilling rate index estimation. This research pioneers the integration of IWO and SFL with RVR, constituting an unprecedented effort in forecasting drilling rate index. The primary objective of this study was to gauge the precision and dependability of these models in forecasting the drilling rate index, revealing significant distinctions between the two. In terms of predictive precision, the RVR-IWO model emerged as the superior choice when compared to the RVR-SFL model, underscoring the remarkable efficacy of the Invasive Weed Optimization algorithm. The RVR-IWO model delivered noteworthy results, boasting a Variance Account for (VAF) of 0.8406, a Mean Squared Error (MSE) of 0.0114, and a Squared Correlation Coefficient (R2) of 0.9315. On the contrary, the RVR-SFL model exhibited slightly lower precision, yielding an MSE of 0.0160, a VAF of 0.8205, and an R2 of 0.9120. These findings serve to highlight the potential of the RVR-IWO model as a formidable instrument for drilling rate index prediction, particularly within the framework of rock excavation projects. This research not only makes a significant contribution to the realm of drilling engineering but also underscores the broader adaptability of the RVR-IWO model in tackling an array of challenges within the domain of rock engineering. Ultimately, this study advances the comprehension of drilling rate index estimation and imparts valuable insights into the practical implementation of computational intelligence methodologies within the realm of engineering projects.

Modified Tei index in patients with Kawasaki disease by tissue doppler imaging (가와사키병 환아에서 Tissue doppler imaging으로 측정한 modified Tei 지수)

  • Kim, Hee Jung;Cha, Jung Hwa;Hong, Young Mi
    • Clinical and Experimental Pediatrics
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    • v.49 no.11
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    • pp.1202-1210
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    • 2006
  • Purpose : A quantitative and easily measured Doppler index of combined systolic and diastolic ventricular myocardial performance (Tei index) was recently proposed as a potentially useful predictor of global myocardial performance. However, presence of heart rate fluctuation makes it unreliable. Therefore, the modified Tei index was introduced by using tissue Doppler imaging (TDI) which enables measuring contraction and relaxation velocities from myocardium simultaneously. The purpose of this study was to investigate the effectiveness of the modified Tei index in the evaluation of global cardiac function. Methods : Forty eight patients in the acute phase of Kawasaki disease (KD) were studied. These patients were divided into two groups according to the modified Tei index. TDI and conventional echocardiography were performed. Systolic velocity, systolic displacement, E' velocity, E' displacement, A' velocity and A' displacement were measured at the base, mid-septum and the apex of the interventricular septum. Ejection fraction (EF), Tei index and modified Tei index were estimated. Results : Modified Tei index correlated negatively with systolic displacement, E' displacement and A' displacement at the base. Modified Tei index correlated positively with ESR and CRP. EF and Tei index were normal in KD patients. Conclusion : Modified Tei index is a safe, feasible and sensitive index for evaluating global ventricular functions in spite of normal EF and Tei index in KD.