• Title/Summary/Keyword: ANN 모델

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Using Hidden Markov Model for Stock Flow Forecasting (주식 예측을 위한 은닉 마코프 모델의 이용)

  • Park, Hyoung-Joon;Hong, Da-Hye;Kim, Moon-Hyun
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.1860-1861
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    • 2007
  • 주식 예측은 주식 시장이 생긴 이래로 투자자들이나, 금융 전문가들 사이에서 매우 중요한 일이 되어 왔다. 그러한 중요성으로 인해 엘리오트 파동이론과 같은 많은 주식 예측 기법이 제시되었고, 또한 이러한 예�G의 자동화를 위해 인공지능분야에서도 많은 연구가 있어왔다. 주가 예측에 패턴인식 방법을 적용한 기존의 연구로는 주로 ANN(Artificial Neural Network)방식과 은닉 마코프 모델(HMM, Hidden Markov Model)이 있었고, 본 논문에서는 HMM을 이용한 방법을 제안한다. HMM은 시간 순차적인 패턴을 가지는 모델의 인식에 좋은 성능을 보여 주로 음성인식 분야에서 많이 이용되고 있다. 주식 변화 역시 시간 순차적 흐름에 따라 기울기의 변화가 어느 정도 일정한 패턴을 가지는 성질이 있고, 이것은 HMM을 이용한 패턴인식으로 주식의 앞으로의 변화를 예측하기에 적합한 요인이 된다. 본 논문에서는 이를 위해 다음과 같은 과정을 걸쳤다. 첫 번째로 실존 회사의 장기간의 주식 테이터를 기반으로 여러 개의 HMM모델을 학습 하였다. 두 번째로 예측하고자 하는 기간 이전의 주식 변화 데이터를 입력으로 하여, 이전에 이와 유사한 패턴이 있었는지를 HMM을 통해 알아냈다. 마지막으로 이렇게 알아낸 패턴을 이용하여 앞으로의 주식 변화를 예측하였다. 실험은 실제 주식 변화와 예측값의 비교를 통해 정확도를 검증하였다.

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Development of Prediction Models of Dressroom Surface Condensation - A nodal network model and a data-driven model - (드레스룸 표면 결로 발생 예측 모델 개발 - 노달 모델과 데이터 기반 모델 -)

  • Ju, Eun Ji;Lee, June Hae;Park, Cheol-Soo;Yeo, Myoung Souk
    • Journal of the Architectural Institute of Korea Structure & Construction
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    • v.36 no.3
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    • pp.169-176
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    • 2020
  • The authors developed a nodal network model that simulates the flow of moist air and the thermal behavior of a target area. The nodal network model was enhanced using a parameter estimation technique based on the measured temperature, humidity, and schedule data. However, the nodal model is not good enough for predicting humidity of the target space, having 55.6% of CVRMSE. It is because re-evaporation effect could not be modeled due to uncertain factors in the field measurement. Hence, a data-driven model was introduced using an artificial neural network (ANN). It was found that the data-driven model is suitable for predicting the condensation compared to the nodal model satisfying ASHRAE Guideline with 3.36% of CVRMSE for temprature, relative humidity, and surface temperature on average. The model will be embedded in automated devices for real-time predictive control, to minimize the risk of surface condensation at dressroom in an apartment housing.

Forecasting Chemical Tanker Freight Rate with ANN

  • Lim, Sangseop;Kim, Seokhun
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.4
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    • pp.113-118
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    • 2021
  • In this paper, we propose an efficient dynamic workload balancing strategy which improves the performance of high-performance computing system. The key idea of this dynamic workload balancing strategy is to minimize execution time of each job and to maximize the system throughput by effectively using system resource such as CPU, memory. Also, this strategy dynamically allocates job by considering demanded memory size of executing job and workload status of each node. If an overload node occurs due to allocated job, the proposed scheme migrates job, executing in overload nodes, to another free nodes and reduces the waiting time and execution time of job by balancing workload of each node. Through simulation, we show that the proposed dynamic workload balancing strategy based on CPU, memory improves the performance of high-performance computing system compared to previous strategies.

Improving Dense Retrieval Performance by Extracting Hard Negative and Mitigating False Negative Problem (검색 모델 성능 향상을 위한 Hard Negative 추출 및 False Negative 문제 완화 방법)

  • Seong-Heum Park;Hongjin Kim;Jin-Xia Huang;Oh-Woog Kwon;Harksoo Kim
    • Annual Conference on Human and Language Technology
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    • 2023.10a
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    • pp.366-371
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    • 2023
  • 신경망 기반의 검색 모델이 활발히 연구됨에 따라 효과적인 대조학습을 위한 다양한 네거티브 샘플링 방법이 제안되고 있다. 대표적으로, ANN전략은 하드 네거티브 샘플링 방법으로 질문에 대해 검색된 후보 문서들 중에서 정답 문서를 제외한 상위 후보 문서를 네거티브로 사용하여 검색 모델의 성능을 효과적으로 개선시킨다. 하지만 질문에 부착된 정답 문서를 통해 후보 문서를 네거티브로 구분하기 때문에 실제로 정답을 유추할 수 있는 후보 문서임에도 불구하고 네거티브로 분류되어 대조학습을 진행할 수 있다는 문제점이 있다. 이러한 가짜 네거티브 문제(False Negative Problem)는 학습과정에서 검색 모델을 혼란스럽게 하며 성능을 감소시킨다. 본 논문에서는 False Negative Problem를 분석하고 이를 완화시키기 위해 가짜 네거티브 분류기(False Negative Classifier)를 소개한다. 실험은 오픈 도메인 질의 응답 데이터셋인 Natural Question에서 진행되었으며 실제 False Negative를 확인하고 이를 판별하여 기존 성능보다 더 높은 성능을 얻을 수 있음을 보여준다.

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A Condition Rating Method of Bridges using an Artificial Neural Network Model (인공신경망모델을 이용한 교량의 상태평가)

  • Oh, Soon-Taek;Lee, Dong-Jun;Lee, Jae-Ho
    • Journal of the Korean Society for Railway
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    • v.13 no.1
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    • pp.71-77
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    • 2010
  • It is increasing annually that the cost for bridge Maintenance Repair & Rehabilitation (MR&R) in developed countries. Based on Intelligent Technology, Bridge Management System (BMS) is developed for optimization of Life Cycle Cost (LCC) and reliability to predict long-term bridge deteriorations. However, such data are very limited amongst all the known bridge agencies, making it difficult to reliably predict future structural performances. To alleviate this problem, an Artificial Neural Network (ANN) based Backward Prediction Model (BPM) for generating missing historical condition ratings has been developed. Its reliability has been verified using existing condition ratings from the Maryland Department of Transportation, USA. The function of the BPM is to establish the correlations between the known condition ratings and such non-bridge factors as climate and traffic volumes, which can then be used to obtain the bridge condition ratings of the missing years. Since the non-bridge factors used in the BPM can influence the variation of the bridge condition ratings, well-selected non-bridge factors are critical for the BPM to function effectively based on the minimized discrepancy rate between the BPM prediction result and existing data (deck; 6.68%, superstructure; 6.61%, substructure; 7.52%). This research is on the generation of usable historical data using Artificial Intelligence techniques to reliably predict future bridge deterioration. The outcomes (Long-term Bridge deterioration Prediction) will help bridge authorities to effectively plan maintenance strategies for obtaining the maximum benefit with limited funds.

Application of recurrent neural network for inflow prediction into multi-purpose dam basin (다목적댐 유입량 예측을 위한 Recurrent Neural Network 모형의 적용 및 평가)

  • Park, Myung Ky;Yoon, Yung Suk;Lee, Hyun Ho;Kim, Ju Hwan
    • Journal of Korea Water Resources Association
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    • v.51 no.12
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    • pp.1217-1227
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    • 2018
  • This paper aims to evaluate the applicability of dam inflow prediction model using recurrent neural network theory. To achieve this goal, the Artificial Neural Network (ANN) model and the Elman Recurrent Neural Network(RNN) model were applied to hydro-meteorological data sets for the Soyanggang dam and the Chungju dam basin during dam operation period. For the model training, inflow, rainfall, temperature, sunshine duration, wind speed were used as input data and daily inflow of dam for 10 days were used for output data. The verification was carried out through dam inflow prediction between July, 2016 and June, 2018. The results showed that there was no significant difference in prediction performance between ANN model and the Elman RNN model in the Soyanggang dam basin but the prediction results of the Elman RNN model are comparatively superior to those of the ANN model in the Chungju dam basin. Consequently, the Elman RNN prediction performance is expected to be similar to or better than the ANN model. The prediction performance of Elman RNN was notable during the low dam inflow period. The performance of the multiple hidden layer structure of Elman RNN looks more effective in prediction than that of a single hidden layer structure.

Estimation of Significant Wave Heights from X-Band Radar Based on ANN Using CNN Rainfall Classifier (CNN 강우여부 분류기를 적용한 ANN 기반 X-Band 레이다 유의파고 보정)

  • Kim, Heeyeon;Ahn, Kyungmo;Oh, Chanyeong
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.33 no.3
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    • pp.101-109
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    • 2021
  • Wave observations using a marine X-band radar are conducted by analyzing the backscattered radar signal from sea surfaces. Wave parameters are extracted using Modulation Transfer Function obtained from 3D wave number and frequency spectra which are calculated by 3D FFT of time series of sea surface images (42 images per minute). The accuracy of estimation of the significant wave height is, therefore, critically dependent on the quality of radar images. Wave observations during Typhoon Maysak and Haishen in the summer of 2020 show large errors in the estimation of the significant wave heights. It is because of the deteriorated radar images due to raindrops falling on the sea surface. This paper presents the algorithm developed to increase the accuracy of wave heights estimation from radar images by adopting convolution neural network(CNN) which automatically classify radar images into rain and non-rain cases. Then, an algorithm for deriving the Hs is proposed by creating different ANN models and selectively applying them according to the rain or non-rain cases. The developed algorithm applied to heavy rain cases during typhoons and showed critically improved results.

Development of Prediction Model for Greenhouse Control based on Machine Learning (머신러닝 기반의 온실 제어를 위한 예측모델 개발)

  • Kim, Sang Yeob;Park, Kyoung Sub;Lee, Sang Min;Heo, Byeong Mun;Ryu, Keun Ho
    • Journal of Digital Contents Society
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    • v.19 no.4
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    • pp.749-756
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    • 2018
  • In this study, we developed a prediction model for greenhouse control using machine learning technique. The prediction model was developed using measured data (2016) on greenhouse in the Protected Horticulture Research Institute. In order to improve the predictive performance of model and to ensure the reliability of data, the dimension of the data was reduced by correlation analysis. The dataset were divided into spring, summer, autumn, and winter considering the seasonal characteristics. An artificial neural network, recurrent neural network, and multiple regression model were constructed as a machine leaning based prediction model and evaluated by comparative analysis with real dataset. As a result, ANN showed good performance in selected dataset, while MRM showed good performance in full dataset.

2D Analytical Model to Evaluate Behavior of Pipeline in Lowering Phase (자원 이송용 파이프라인의 내리기 단계에서 평면 거동 평가를 위한 해석 모델)

  • Jung Suk Kim;Ki Yong Ann
    • Journal of the Korean Recycled Construction Resources Institute
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    • v.11 no.4
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    • pp.467-475
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    • 2023
  • To ensure the safety of the pipeline against large deformation of the pipeline during lowering construction, the analysis for pipeline becomes emphasized. The FE analysis has a lower efficiency at calculating time, while it could be obtained high accuracy. In this paper, a reasonable analytical model for analysis of pipeline is proposed during lowering-in. This analytical model is partitioned considering the geometrical characteristics and modeled as two parameters Beam On Elastic Foundation and Euler-Bernoulli beam considering the boundary condition. This takes into account the pipeline-soil interaction and the axial forces acting on the pipeline. Previous model can only be applied to standardized conditions, whereas the proposed model defined as Segmented Pipeline Model can be considered for the majority of construction conditions occurred during lowering-in. In addition, minimized assumptions and segmented elements lead to improve the convenience and applicability of modeling. Nevertheless, the model shows accurate results compared to the FE model. Accordingly, it is expected that it will be used efficiently for configuration management as well as safety assessment of pipeline during lowering-in.

Prediction of Ammonia Emission Rate from Field-applied Animal Manure using the Artificial Neural Network (인공신경망을 이용한 시비된 분뇨로부터의 암모니아 방출량 예측)

  • Moon, Young-Sil;Lim, Youngil;Kim, Tae-Wan
    • Korean Chemical Engineering Research
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    • v.45 no.2
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    • pp.133-142
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    • 2007
  • As the environmental pollution caused by excessive uses of chemical fertilizers and pesticides is aggravated, organic farming using pasture and livestock manure is gaining an increased necessity. The application rate of the organic farming materials to the field is determined as a function of crops and soil types, weather and cultivation surroundings. When livestock manure is used for organic farming materials, the volatilization of ammonia from field-spread animal manure is a major source of atmospheric pollution and leads to a significant reduction in the fertilizer value of the manure. Therefore, an ammonia emission model should be presented to reduce the ammonia emission and to know appropriate application rate of manure. In this study, the ammonia emission rate from field-applied pig manure is predicted using an artificial neural network (ANN) method, where the Michaelis-Menten equation is employed for the ammonia emission rate model. Two model parameters (total loss of ammonia emission rate and time to reach the half of the total emission rate) of the model are predicted using a feedforward-backpropagation ANN on the basis of the ALFAM (Ammonia Loss from Field-applied Animal Manure) database in Europe. The relative importance among 15 input variables influencing ammonia loss is identified using the weight partitioning method. As a result, the ammonia emission is influenced mush by the weather and the manure state.