• Title/Summary/Keyword: Artificial Neural Networks

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The Permanent Deformation of Asphalt Pavement by Artificial Neural Networks (인공신경망을 이용한 아스팔트포장의 소성변형파손모형)

  • Lee, Kwan-Ho
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.8
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    • pp.3100-3105
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    • 2010
  • The permanent deformation of asphalt pavement is one of the most important load-related distresses in asphalt pavement. In order to evaluate the permanent deformation, the repeated triaxial load test with different temperature and air void of hot mix asphalt was carried out. The permanent deformation prediction model has been validated by the multiple regression approach and the artificial neural networks.

Using Genetic Algorithms to Support Artificial Neural Networks for the Prediction of the Korea stock Price Index

  • Kim, Kyoung-jae;Ingoo han
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.04a
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    • pp.347-356
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    • 2000
  • This paper compares four models of artificial neural networks (ANN) supported by genetic algorithms the prediction of stock price index. Previous research proposed many hybrid models of ANN and genetic algorithms(GA) in order to train the network, to select the feature subsets, and to optimize the network topologies. Most these studies, however, only used GA to improve a part of architectural factors of ANN. In this paper, GA simultaneously optimized multiple factors of ANN. Experimental results show that GA approach to simultaneous optimization for ANN (SOGANN3) outperforms the other approaches.

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The usefulness of overfitting via artificial neural networks for non-stationary time series

  • Ahn Jae-Joon;Oh Kyong-Joo;Kim Tae-Yoon
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1221-1226
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    • 2006
  • The use of Artificial Neural Networks (ANN) has received increasing attention in the analysis and prediction of financial time series. Stationarity of the observed financial time series is the basic underlying assumption in the practical application of ANN on financial time series. In this paper, we will investigate whether it is feasible to relax the stationarity condition to non-stationary time series. Our result discusses the range of complexities caused by non-stationary behavior and finds that overfitting by ANN could be useful in the analysis of such non-stationary complex financial time series.

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Using Evolutionary Optimization to Support Artificial Neural Networks for Time-Divided Forecasting: Application to Korea Stock Price Index

  • Oh, Kyong Joo
    • Communications for Statistical Applications and Methods
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    • v.10 no.1
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    • pp.153-166
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    • 2003
  • This study presents the time-divided forecasting model to integrate evolutionary optimization algorithm and change point detection based on artificial neural networks (ANN) for the prediction of (Korea) stock price index. The genetic algorithm(GA) is introduced as an evolutionary optimization method in this study. The basic concept of the proposed model is to obtain intervals divided by change points, to identify them as optimal or near-optimal change point groups, and to use them in the forecasting of the stock price index. The proposed model consists of three phases. The first phase detects successive change points. The second phase detects the change-point groups with the GA. Finally, the third phase forecasts the output with ANN using the GA. This study examines the predictability of the proposed model for the prediction of stock price index.

Adaptive Neuro Fuzzy Inference System (ANFIS) and Artificial Neural Networks (ANNs) for structural damage identification

  • Hakim, S.J.S.;Razak, H. Abdul
    • Structural Engineering and Mechanics
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    • v.45 no.6
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    • pp.779-802
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    • 2013
  • In this paper, adaptive neuro-fuzzy inference system (ANFIS) and artificial neural networks (ANNs) techniques are developed and applied to identify damage in a model steel girder bridge using dynamic parameters. The required data in the form of natural frequencies are obtained from experimental modal analysis. A comparative study is made using the ANNs and ANFIS techniques and results showed that both ANFIS and ANN present good predictions. However the proposed ANFIS architecture using hybrid learning algorithm was found to perform better than the multilayer feedforward ANN which learns using the backpropagation algorithm. This paper also highlights the concept of ANNs and ANFIS followed by the detail presentation of the experimental modal analysis for natural frequencies extraction.

Application of artificial neural networks to the response prediction of geometrically nonlinear truss structures

  • Cheng, Jin;Cai, C.S.;Xiao, Ru-Cheng
    • Structural Engineering and Mechanics
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    • v.26 no.3
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    • pp.251-262
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    • 2007
  • This paper examines the application of artificial neural networks (ANN) to the response prediction of geometrically nonlinear truss structures. Two types of analysis (deterministic and probabilistic analyses) are considered. A three-layer feed-forward backpropagation network with three input nodes, five hidden layer nodes and two output nodes is firstly developed for the deterministic response analysis. Then a back propagation training algorithm with Bayesian regularization is used to train the network. The trained network is then successfully combined with a direct Monte Carlo Simulation (MCS) to perform a probabilistic response analysis of geometrically nonlinear truss structures. Finally, the proposed ANN is applied to predict the response of a geometrically nonlinear truss structure. It is found that the proposed ANN is very efficient and reasonable in predicting the response of geometrically nonlinear truss structures.

Predicting Korea Composite Stock Price Index Movement Using Artificial Neural Network (인공신경망을 이용한 한국 종합주가지수의 방향성 예측)

  • 박종엽;한인구
    • Journal of Intelligence and Information Systems
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    • v.1 no.2
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    • pp.103-121
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    • 1995
  • This study proposes a artificial neural network method to predict the time to buy and sell the stocks listed on the Korea Composite Stock Price Index(KOSPI). Four types (NN1, NN2, NN3, NN4) of independent networks were developed to predict KOSPIs up/down direction after four weeks. These networks have a difference only in the length of learning period. NN5 - arithmetic average of four networks outputs - shows an higher accuracy than other network types and Multiple Linear Regression (MLR), and buying and selling simulation using systems outputs produces higher reture than buy-and-hold strategy.

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Simulation of Reservoir Sediment Deposition in Low-head Dams using Artificial Neural Networks

  • Idrees, Muhammad Bilal;Sattar, Muhammad Nouman;Lee, Jin-Young;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.159-159
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    • 2019
  • In this study, the simulation of sediment deposition at Sangju weir reservoir, South Korea, was carried out using artificial neural networks. The ANNs have typically been used in water resources engineering problems for their robustness and high degree of accuracy. Three basic variables namely turbid water inflow, outflow, and water stage have been used as input variables. It was found that ANNs were able to establish valid relationship between input variables and target variable of sedimentation. The R value was 0.9806, 0.9091, and 0.8758 for training, validation, and testing phase respectively. Comparative analysis was also performed to find optimum structure of ANN for sediment deposition prediction. 3-14-1 network architecture using BR algorithm outperformed all other combinations. It was concluded that ANN possess mapping capabilities for complex, non-linear phenomenon of reservoir sedimentation.

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Assessing the ductility of moment frames utilizing genetic algorithm and artificial neural networks

  • Mazloom, Moosa;Afkar, Hossein;Pourhaji, Pardis
    • Structural Monitoring and Maintenance
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    • v.5 no.4
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    • pp.445-461
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    • 2018
  • The aim of this research is to evaluate the effects of the number of spans, height of spans, number of floors, height of floors, column to beam moment of inertia ratio, and plastic joints distance of beams from columns on the ductility of moment frames. For the facility in controlling the ductility of the frames, this paper offers a simple relation instead of complex equations of different codes. For this purpose, 500 analyzed and designed frames were randomly selected, and their ductility was calculated by the use of nonlinear static analysis. The results cleared that the column-to-beam moment of inertia ratio had the highest effect on ductility, and if this relation was more than 2.8, there would be no need for using the complex relations of codes for controlling the ductility of frames. Finally, the ductility of the most frames of this research could be estimated by using the combination of genetic algorithm and artificial neural networks properly.

Immunological Recognition by Artificial Neural Networks

  • Xu, Jin;Jo, Junghyo
    • Journal of the Korean Physical Society
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    • v.73 no.12
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    • pp.1908-1917
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    • 2018
  • The binding affinity between the T-cell receptors (TCRs) and antigenic peptides mainly determines immunological recognition. It is not a trivial task that T cells identify the digital sequences of peptide amino acids by simply relying on the integrated binding affinity between TCRs and antigenic peptides. To address this problem, we examine whether the affinity-based discrimination of peptide sequences is learnable and generalizable by artificial neural networks (ANNs) that process the digital experimental amino acid sequence information of receptors and peptides. A pair of TCR and peptide sequences correspond to the input for ANNs, while the success or failure of the immunological recognition correspond to the output. The output is obtained by both theoretical model and experimental data. In either case, we confirmed that ANNs could learn the immunological recognition. We also found that a homogenized encoding of amino acid sequence was more effective for the supervised learning task.