• 제목/요약/키워드: Ann(Artificial Neural Network)

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기계학습 모형을 이용한 전환사채 행사 시점에 관한 연구 (A Study on the Timing of Convertible Bonds Using the Machine Learning Model)

  • 유재필
    • 한국융합학회논문지
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    • 제12권10호
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    • pp.81-88
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    • 2021
  • 전환사채는 채권과 주식의 성격을 모두 내포하고 있는 금융 상품인데 일반적으로 신용등급이 낮은 기업이 유동성을 확대하기 위해서 발행한다. 전환사채의 투자자와 발행 기업은 투자자의 전환권 행사 여부와 시점에 대한 의사결정 문제가 가장 중요한데 투자 판단 지표가 미약하기 때문에 정성적 판단에 의존한다. 따라서 본 논문은 과학적으로 전환권 행사 결정 문제에 인공신경망 기법을 적용하는 방안을 제안한다. 과거에 발행한 총 1,800개의 학습 데이터와 200개의 예측 실험 데이터로 구분을 하고 인공신경망 학습 모형을 구축한다. 그 결과 대부분의 그룹에서 패리티 성과가 우수하였고 평균 약 10% 이상의 초과 수익을 달성하였다. 특히 3~6 그룹에서는 평균 약 20% 이상의 초과 수익을 보였으며 그룹 6의 경우에는 약 37%의 초과 수익을 기록했다. 본 논문은 금융 분야에 4차 산업의 대표적 기술인 기계학습 기법을 융합·적용하여 의사결정 문제 해결에 집중했다는 것에서 의의가 있으며 데이터 접근에 한계가 많은 전환사채 상품을 대상으로 실험을 했다는 점에서 향후 다양한 연구에서 참고 문헌이 되기를 기대한다.

Future water quality analysis of the Anseongcheon River basin, Korea under climate change

  • Kim, Deokwhan;Kim, Jungwook;Joo, Hongjun;Han, Daegun;Kim, Hung Soo
    • Membrane and Water Treatment
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    • 제10권1호
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    • pp.1-11
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    • 2019
  • The Intergovernmental Panel on Climate Change (IPCC) Fifth Assessment Report (AR5) predicted that recent extreme hydrological events would affect water quality and aggravate various forms of water pollution. To analyze changes in water quality due to future climate change, input data (precipitation, average temperature, relative humidity, average wind speed and sunlight) were established using the Representative Concentration Pathways (RCP) 8.5 climate change scenario suggested by the AR5 and calculated the future runoff for each target period (Reference:1989-2015; I: 2016-2040; II: 2041-2070; and III: 2071-2099) using the semi-distributed land use-based runoff processes (SLURP) model. Meteorological factors that affect water quality (precipitation, temperature and runoff) were inputted into the multiple linear regression analysis (MLRA) and artificial neural network (ANN) models to analyze water quality data, dissolved oxygen (DO), biological oxygen demand (BOD), chemical oxygen demand (COD), suspended solids (SS), total nitrogen (T-N) and total phosphorus (T-P). Future water quality prediction of the Anseongcheon River basin shows that DO at Gongdo station in the river will drop by 35% in autumn by the end of the $21^{st}$ century and that BOD, COD and SS will increase by 36%, 20% and 42%, respectively. Analysis revealed that the oxygen demand at Dongyeongyo station will decrease by 17% in summer and BOD, COD and SS will increase by 30%, 12% and 17%, respectively. This study suggests that there is a need to continuously monitor the water quality of the Anseongcheon River basin for long-term management. A more reliable prediction of future water quality will be achieved if various social scenarios and climate data are taken into consideration.

Prediction of squeezing phenomenon in tunneling projects: Application of Gaussian process regression

  • Mirzaeiabdolyousefi, Majid;Mahmoodzadeh, Arsalan;Ibrahim, Hawkar Hashim;Rashidi, Shima;Majeed, Mohammed Kamal;Mohammed, Adil Hussein
    • Geomechanics and Engineering
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    • 제30권1호
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    • pp.11-26
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    • 2022
  • One of the most important issues in tunneling, is the squeezing phenomenon. Squeezing can occur during excavation or after the construction of tunnels, which in both cases could lead to significant damages. Therefore, it is important to predict the squeezing and consider it in the early design stage of tunnel construction. Different empirical, semi-empirical and theoretical-analytical methods have been presented to determine the squeezing. Therefore, it is necessary to examine the ability of each of these methods and identify the best method among them. In this study, squeezing in a part of the Alborz service tunnel in Iran was estimated through a number of empirical, semi- empirical and theoretical-analytical methods. Among these methods, the most robust model was used to obtain a database including 300 data for training and 33 data for testing in order to develop a machine learning (ML) method. To this end, three ML models of Gaussian process regression (GPR), artificial neural network (ANN) and support vector regression (SVR) were trained and tested to propose a robust model to predict the squeezing phenomenon. A comparative analysis between the conventional and the ML methods utilized in this study showed that, the GPR model is the most robust model in the prediction of squeezing phenomenon. The sensitivity analysis of the input parameters using the mutual information test (MIT) method showed that, the most sensitive parameter on the squeezing phenomenon is the tangential strain (ε_θ^α) parameter with a sensitivity score of 2.18. Finally, the GPR model was recommended to predict the squeezing phenomenon in tunneling projects. This work's significance is that it can provide a good estimation of the squeezing phenomenon in tunneling projects, based on which geotechnical engineers can take the necessary actions to deal with it in the pre-construction designs.

Forecasting Fish Import Using Deep Learning: A Comprehensive Analysis of Two Different Fish Varieties in South Korea

  • Abhishek Chaudhary;Sunoh Choi
    • 스마트미디어저널
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    • 제12권11호
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    • pp.134-144
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    • 2023
  • Nowadays, Deep Learning (DL) technology is being used in several government departments. South Korea imports a lot of seafood. If the demand for fishery products is not accurately predicted, then there will be a shortage of fishery products and the price of the fishery product may rise sharply. So, South Korea's Ministry of Ocean and Fisheries is attempting to accurately predict seafood imports using deep learning. This paper introduces the solution for the fish import prediction in South Korea using the Long Short-Term Memory (LSTM) method. It was found that there was a huge gap between the sum of consumption and export against the sum of production especially in the case of two species that are Hairtail and Pollock. An import prediction is suggested in this research to fill the gap with some advanced Deep Learning methods. This research focuses on import prediction using Machine Learning (ML) and Deep Learning methods to predict the import amount more precisely. For the prediction, two Deep Learning methods were chosen which are Artificial Neural Network (ANN) and Long Short-Term Memory (LSTM). Moreover, the Machine Learning method was also selected for the comparison between the DL and ML. Root Mean Square Error (RMSE) was selected for the error measurement which shows the difference between the predicted and actual values. The results obtained were compared with the average RMSE scores and in terms of percentage. It was found that the LSTM has the lowest RMSE score which showed the prediction with higher accuracy. Meanwhile, ML's RMSE score was higher which shows lower accuracy in prediction. Moreover, Google Trend Search data was used as a new feature to find its impact on prediction outcomes. It was found that it had a positive impact on results as the RMSE values were lowered, increasing the accuracy of the prediction.

부분방전 펄스파형의 시간-주파수분포의 웨이블렛 2D 압축기술을 이용한 복합부분방전원의 식별 (Discrimination of Multi-PD sources using wavelet 2D compression for T-F distribution of PD pulse waveform)

  • 이강원;김명룡;백광선;강성화;임기조
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2004년도 하계학술대회 논문집 C
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    • pp.1784-1786
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    • 2004
  • PD(Partial Discharge) signal emitted from PD sources has their intrinsic features in the region of time and frequency. STFT(Short Time Fourier Transform) shows time-frequency distribution at the same time. 2-Dimensional matrices(33${\times}$77) from STFT for PD pulse signals are a good feature vectors and can be decreased in dimension by wavelet 2D data compression technique. Decreased feature vectors(13${\times}$24) were used as inputs of Back-propagation ANN(Artificial Neural Network) for discrimination of Multi-PD sources(air discharge sources(3), surface discharge(1)). They are a good feature vectors for discriminating Multi-PD sources.

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모바일 장치에서 기계 학습 기법을 이용한 동적 전력 관리 (Dynamic Power Management using Machine Learning Technique in Mobile Devices)

  • 사욱환;이금석
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2005년도 가을 학술발표논문집 Vol.32 No.2 (1)
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    • pp.877-879
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    • 2005
  • 배터리를 이용하는 모바일 장비에서 전력 소비를 줄이기 위한 많은 연구들이 있다. 그 중에 동적 전력 관리(Dynamic Power Management)는 시스템의 각 컴포넌트의 상태를 쉽게 관찰할 수 있다는 측면에서 운영체제에서 접근하기 적합한 전력 관리 방법이다. 본 논문에서는 대표적인 모바일 장비인 노트북에서 하드 디스크의 전력소비를 줄이기 위하여 기계 학습 기반의 동적 전력 관리 방법을 제안한다. 하드 디스크 접근 패턴을 분석하여 Artificial Neural Network(ANN) 기법으로 모형을 만들고 이 모형을 바탕으로 하드 디스크의 다음 유휴기간을 예측하였다. 예측된 유휴기간 동안 하드 디스크로의 공급 전력을 감소시키지 않았을 경우에 소비하는 비용이 전력을 줄였다 다시 늘이는 비용보다 크다면 하드 디스크로 공급되는 전력을 줄임으로써 유휴기간 동안 낭비되는 배터리 전력을 줄일 수 있었다. 본 연구에서 생성된 모형을 하드 디스크 디바이스 드라이버에 적용하면 기존의 시간 경계 값을 이용한 방법에 비해 약 23.05W의 전력 소비 감소를 기대할 수 있다.

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물체의 3차원 운동방향 인식 (Recognition of the movement of a 3D object)

  • 이현정;조동섭
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1990년도 추계학술대회 논문집 학회본부
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    • pp.470-473
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    • 1990
  • In this thesis, the recognition method of the movement of an 3D object is presented. The information about the movement of a 3D object is used to recognize the object. There are 2 kinds of movements which are translation and rotation. A difference picture is obtained from a sequence of images of a moving object or a scene which is taken by a monocular stationary observer. The 3D movement of an object is recognized by the Artificial Neural Network(ANN) using the difference picture.

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가공특성 지식DB를 통한 고속가공에서 최적조건선정에 관한 연구 (A Study on Optimization of Cutting Conditions Using Machining Characteristics DB in High Speed Machining)

  • 원종률;남성호;홍원표;이석우;최헌종
    • 한국정밀공학회:학술대회논문집
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    • 한국정밀공학회 2005년도 춘계학술대회 논문집
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    • pp.163-168
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    • 2005
  • It is one of the most important things to determinate optimized cutting conditions which satisfy productivity and cost simultaneously in production and CAPP systems. These days many researchers have figured out the optimizing way for solutions of multi-object function to find the approach methods using algorithm such as genetic algorithm or tabu search, etc., instead of mathematical methods. The main creation of objective function is proposed by empirical method but which is difficult to set it up and to analysis. In this paper, an optimization method of cutting condition is shown using the ANN and GA for the multi-objective function in high speed machining.

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퍼멀로이 실딩캔의 강성증대 및 형상 정밀도를 위한 최적 헤밍 공정설계 (Hemming Process Design of the Permalloy Shielding Can for the Stiffness and Shape Accuracy)

  • 이선봉;김동환;김병민
    • 한국정밀공학회지
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    • 제19권5호
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    • pp.29-35
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    • 2002
  • This study shows the process design and forming analysis of permalloy shielding can that support the automobile multi-display parts to indicate the accurate information of car. This study is particularly important, since the accuracy of permalloy shielding can is known to affect the magnetic properties such as coercivity and permeability quite sensitively. The objective functions are defects such as hemming wind, hemming length, hemming wrap and tightness in prehemming process. The pre-hemming angle is considered as design parameter. The commercial finite element program PAM-STAMP™ was used to simulate the pre-hemming and hemming process. The ANN (Artificial Neural Network) has been implemented for minimizing of objective function and for investigating effect of punch angle relevant to the pre-hemming process. The results of analysis to validate the proposed design method are presented.

음성신호를 이용한 감성인식에서의 패턴인식 방법 (The Pattern Recognition Methods for Emotion Recognition with Speech Signal)

  • 박창현;심귀보
    • 제어로봇시스템학회논문지
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    • 제12권3호
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    • pp.284-288
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    • 2006
  • In this paper, we apply several pattern recognition algorithms to emotion recognition system with speech signal and compare the results. Firstly, we need emotional speech databases. Also, speech features for emotion recognition is determined on the database analysis step. Secondly, recognition algorithms are applied to these speech features. The algorithms we try are artificial neural network, Bayesian learning, Principal Component Analysis, LBG algorithm. Thereafter, the performance gap of these methods is presented on the experiment result section. Truly, emotion recognition technique is not mature. That is, the emotion feature selection, relevant classification method selection, all these problems are disputable. So, we wish this paper to be a reference for the disputes.