• Title/Summary/Keyword: Artificial neural networks(ANN)

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A Forecasting System for KOSPI 200 Option Trading using Artificial Neural Network Ensemble (인공신경망 앙상블을 이용한 옵션 투자예측 시스템)

  • 이재식;송영균;허성회
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2000.11a
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    • pp.489-497
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    • 2000
  • After IMF situation, the money market environment is changing rapidly. Therefore, many companies including financial institutions and many individual investors are concerned about forecasting the money market, and they make an effort to insure the various profit and hedge methods using derivatives like option, futures and swap. In this research, we developed a prototype of forecasting system for KOSPI 200 option, especially call option, trading using artificial neural networks(ANN), To avoid the overfitting problem and the problem involved int the choice of ANN structure and parameters, we employed the ANN ensemble approach. We conducted two types of simulation. One is conducted with the hold signals taken into account, and the other is conducted without hold signals. Even though our models show low accuracy for the sample set extracted from the data collected in the early stage of IMF situation, they perform better in terms of profit and stability than the model that uses only the theoretical price.

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A Methodology of Databased Energy Demand Prediction Using Artificial Neural Networks for a Urban Community (인공신경망을 이용한 데이터베이스 기반의 광역단지 에너지 수요예측 기법 개발)

  • Kong, Dong-Seok;Kwak, Young-Hun;Lee, Byung-Jeong;Huh, Jung-Ho
    • 한국태양에너지학회:학술대회논문집
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    • 2009.04a
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    • pp.184-189
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    • 2009
  • In order to improve the operation of energy systems, it is necessary for the urban communities to have reliable optimization routines, both computerized and manual, implemented in their organizations. However, before a production plan for the energy system units can be constructed, a prediction of the energy systems first needs to be determined. So, several methodologies have been proposed for energy demand prediction, but due to uncertainties in urban community, many of them will fail in practice. The main topic of this paper has been the development of a method for energy demand prediction at urban community. Energy demand prediction is important input parameters to plan for the energy planing. This paper presents a energy demand prediction method which estimates heat and electricity for various building categories. The method has been based on artificial neural networks(ANN). The advantage of ANN with respect to the other method is their ability of modeling a multivariable problem given by the complex relationships between the variables. Also, the ANN can extract the relationships among these variables by means of learning with training data. In this paper, the ANN have been applied in oder to correlate weather conditions, calendar data, schedules, etc. Space heating, cooling, hot water and HVAC electricity can be predicted using this method. This method can produce 10% of errors hourly load profile from individual building to urban community.

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Artificial Neural Network with Firefly Algorithm-Based Collaborative Spectrum Sensing in Cognitive Radio Networks

  • Velmurugan., S;P. Ezhumalai;E.A. Mary Anita
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.17 no.7
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    • pp.1951-1975
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    • 2023
  • Recent advances in Cognitive Radio Networks (CRN) have elevated them to the status of a critical instrument for overcoming spectrum limits and achieving severe future wireless communication requirements. Collaborative spectrum sensing is presented for efficient channel selection because spectrum sensing is an essential part of CRNs. This study presents an innovative cooperative spectrum sensing (CSS) model that is built on the Firefly Algorithm (FA), as well as machine learning artificial neural networks (ANN). This system makes use of user grouping strategies to improve detection performance dramatically while lowering collaboration costs. Cooperative sensing wasn't used until after cognitive radio users had been correctly identified using energy data samples and an ANN model. Cooperative sensing strategies produce a user base that is either secure, requires less effort, or is faultless. The suggested method's purpose is to choose the best transmission channel. Clustering is utilized by the suggested ANN-FA model to reduce spectrum sensing inaccuracy. The transmission channel that has the highest weight is chosen by employing the method that has been provided for computing channel weight. The proposed ANN-FA model computes channel weight based on three sets of input parameters: PU utilization, CR count, and channel capacity. Using an improved evolutionary algorithm, the key principles of the ANN-FA scheme are optimized to boost the overall efficiency of the CRN channel selection technique. This study proposes the Artificial Neural Network with Firefly Algorithm (ANN-FA) for cognitive radio networks to overcome the obstacles. This proposed work focuses primarily on sensing the optimal secondary user channel and reducing the spectrum handoff delay in wireless networks. Several benchmark functions are utilized We analyze the efficacy of this innovative strategy by evaluating its performance. The performance of ANN-FA is 22.72 percent more robust and effective than that of the other metaheuristic algorithm, according to experimental findings. The proposed ANN-FA model is simulated using the NS2 simulator, The results are evaluated in terms of average interference ratio, spectrum opportunity utilization, three metrics are measured: packet delivery ratio (PDR), end-to-end delay, and end-to-average throughput for a variety of different CRs found in the network.

Landslide Susceptibility Prediction using Evidential Belief Function, Weight of Evidence and Artificial Neural Network Models (Evidential Belief Function, Weight of Evidence 및 Artificial Neural Network 모델을 이용한 산사태 공간 취약성 예측 연구)

  • Lee, Saro;Oh, Hyun-Joo
    • Korean Journal of Remote Sensing
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    • v.35 no.2
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    • pp.299-316
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    • 2019
  • The purpose of this study was to analyze landslide susceptibility in the Pyeongchang area using Weight of Evidence (WOE) and Evidential Belief Function (EBF) as probability models and Artificial Neural Networks (ANN) as a machine learning model in a geographic information system (GIS). This study examined the widespread shallow landslides triggered by heavy rainfall during Typhoon Ewiniar in 2006, which caused serious property damage and significant loss of life. For the landslide susceptibility mapping, 3,955 landslide occurrences were detected using aerial photographs, and environmental spatial data such as terrain, geology, soil, forest, and land use were collected and constructed in a spatial database. Seventeen factors that could affect landsliding were extracted from the spatial database. All landslides were randomly separated into two datasets, a training set (50%) and validation set (50%), to establish and validate the EBF, WOE, and ANN models. According to the validation results of the area under the curve (AUC) method, the accuracy was 74.73%, 75.03%, and 70.87% for WOE, EBF, and ANN, respectively. The EBF model had the highest accuracy. However, all models had predictive accuracy exceeding 70%, the level that is effective for landslide susceptibility mapping. These models can be applied to predict landslide susceptibility in an area where landslides have not occurred previously based on the relationships between landslide and environmental factors. This susceptibility map can help reduce landslide risk, provide guidance for policy and land use development, and save time and expense for landslide hazard prevention. In the future, more generalized models should be developed by applying landslide susceptibility mapping in various areas.

Evolutionary Optimization Design Technique for Control of Solid-Fluid Coupled Force (고체-유체 연성력 제어를 위한 진화적 최적설계)

  • Kim H.S.;Lee Y.S.
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2005.06a
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    • pp.503-506
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    • 2005
  • In this study, optimization design technique for control of solid-fluid coupled force (sloshing) using evolutionary method is suggested. Artificial neural networks(ANN) and genetic algorithm(GA) is employed as evolutionary optimization method. The ANN is used to analysis of the sloshing and the genetic algorithm is adopted as an optimization algorithm. In the creation of ANN learning data, the design of experiments is adopted to higher performance of the ANN learning using minimum learning data and ALE(Arbitrary Lagrangian Eulerian) numerical method is used to obtain the sloshing analysis results. The proposed optimization technique is applied to the minimization of sloshing of the water in the tank lorry with baffles under 2 second lane change.

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Real Time Flood Forecasting Using Artificial Neural Networks (인공신경망 이론을 이용한 실시간 홍수량 예측 및 해석)

  • Kang, Moon-Seong;Park, Seung-Woo
    • Proceedings of the Korean Society of Agricultural Engineers Conference
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    • 2002.10a
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    • pp.277-280
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    • 2002
  • An artificial neural network model was developed to analyze and forecast real time river runoff from the Naju watershed, in Korea. Model forecasts are very accurate (i.e., relative error is less than 3% and $R^2$ is great than 0.99) for calibration data sets. Increasing the time horizon for validation data sets, thus making the model suitable for flood forecasting, decreases the accuracy of the model. The resulting optimal EBPN models for forecasting real time runoff consists of ten rainfall and four and ten runoff data (ANN0410 and ANN1010 models). Performances of the ANN0410 and ANN1010 models remain satisfactory up to 6 hours (i.e., $R^2$ is great than 0.92).

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Comparison of Artificial Neural Networks for Low-Power ECG-Classification System

  • Rana, Amrita;Kim, Kyung Ki
    • Journal of Sensor Science and Technology
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    • v.29 no.1
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    • pp.19-26
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    • 2020
  • Electrocardiogram (ECG) classification has become an essential task of modern day wearable devices, and can be used to detect cardiovascular diseases. State-of-the-art Artificial Intelligence (AI)-based ECG classifiers have been designed using various artificial neural networks (ANNs). Despite their high accuracy, ANNs require significant computational resources and power. Herein, three different ANNs have been compared: multilayer perceptron (MLP), convolutional neural network (CNN), and spiking neural network (SNN) only for the ECG classification. The ANN model has been developed in Python and Theano, trained on a central processing unit (CPU) platform, and deployed on a PYNQ-Z2 FPGA board to validate the model using a Jupyter notebook. Meanwhile, the hardware accelerator is designed with Overlay, which is a hardware library on PYNQ. For classification, the MIT-BIH dataset obtained from the Physionet library is used. The resulting ANN system can accurately classify four ECG types: normal, atrial premature contraction, left bundle branch block, and premature ventricular contraction. The performance of the ECG classifier models is evaluated based on accuracy and power. Among the three AI algorithms, the SNN requires the lowest power consumption of 0.226 W on-chip, followed by MLP (1.677 W), and CNN (2.266 W). However, the highest accuracy is achieved by the CNN (95%), followed by MLP (76%) and SNN (90%).

Estimation of Surface Runoff from Paddy Plots using an Artificial Neural Network (인공신경망 기법을 이용한 논에서의 지표 유출량 산정)

  • Ahn, Ji-Hyun;Kang, Moon-Seong;Song, In-Hong;Lee, Kyong-Do;Song, Jeong-Heon;Jang, Jeong-Ryeol
    • Journal of The Korean Society of Agricultural Engineers
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    • v.54 no.4
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    • pp.65-71
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    • 2012
  • The objective of this study was to estimate surface runoff from rice paddy plots using an artificial neural network (ANN). A field experiment with three treatment levels was conducted in the NICS saemangum experimental field located in Iksan, Korea. The ANN model with the optimal network architectures, named Paddy1901 with 19 input nodes, 1 hidden layer with 16 neurons nodes, and 1 output node, was adopted to predict surface runoff from the plots. The model consisted of 7 parameters of precipitation, irrigation rate, ponding depth, average temperature, relative humidity, wind speed, and solar radiation on the daily basis. Daily runoff, as the target simulation value, was computed using a water balance equation. The field data collected in 2011 were used for training and validation of the model. The model was trained based on the error back propagation algorithm with sigmoid activation function. Simulation results for the independent training and testing data series showed that the model can perform well in simulating surface runoff from the study plots. The developed model has a main advantage that there is no requirement for any prior assumptions regarding the processes involved. ANN model thus can be a good tool to predict surface runoff from rice paddy fields.

Predicting the Impact of Subsurface heterogeneous Hydraulic Conductivity on the Stochastic Behavior of Well Draw down in a Confined Aquifer Using Artificial Neural Networks

  • Abdin Alaa El-Din;Abdeen Mostafa A. M.
    • Journal of Mechanical Science and Technology
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    • v.19 no.8
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    • pp.1582-1596
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    • 2005
  • Groundwater flow and behavior have to be investigated based on heterogeneous subsurface formation since the homogeneity assumption of this formation is not valid. Over the past twenty years, stochastic approach and Monte Carlo technique have been utilized very efficiently to understand the groundwater flow behavior. However, these techniques require lots of computational and numerical efforts according to the various researchers' comments. Therefore, utilizing new techniques with much less computational efforts such as Artificial Neural Network (ANN) in the prediction of the stochastic behavior for the groundwater based on heterogeneous subsurface formation is highly appreciated. The current paper introduces the ANN technique to investigate and predict the stochastic behavior of a well draw down in a confined aquifer based on subsurface heterogeneous hydraulic conductivity. Several ANN models are developed in this research to predict the unsteady two dimensional well draw down and its stochastic characteristics in a confined aquifer. The results of this study showed that ANN method with less computational efforts was very efficiently capable of simulating and predicting the stochastic behavior of the well draw down resulted from the continuous constant pumping in the middle of a confined aquifer with subsurface heterogeneous hydraulic conductivity.

Modeling of surface roughness in electro-discharge machining using artificial neural networks

  • Cavaleri, Liborio;Chatzarakis, George E.;Trapani, Fabio Di;Douvika, Maria G.;Roinos, Konstantinos;Vaxevanidis, Nikolaos M.;Asteris, Panagiotis G.
    • Advances in materials Research
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    • v.6 no.2
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    • pp.169-184
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    • 2017
  • Electro-Discharge machining (EDM) is a thermal process comprising a complex metal removal mechanism. This method works by forming of a plasma channel between the tool and the workpiece electrodes leading to the melting and evaporation of the material to be removed. EDM is considered especially suitable for machining complex contours with high accuracy, as well as for materials that are not amenable to conventional removal methods. However, several phenomena can arise and adversely affect the surface integrity of EDMed workpieces. These have to be taken into account and studied in order to optimize the process. Recently, artificial neural networks (ANN) have emerged as a novel modeling technique that can provide reliable results and readily, be integrated into several technological areas. In this paper, we use an ANN, namely, the multi-layer perceptron and the back propagation network (BPNN) to predict the mean surface roughness of electro-discharge machined surfaces. The comparison of the derived results with experimental findings demonstrates the promising potential of using back propagation neural networks (BPNNs) for getting a reliable and robust approximation of the Surface Roughness of Electro-discharge Machined Components.