• 제목/요약/키워드: Artificial neural networks(ANN)

검색결과 365건 처리시간 0.029초

Trading Strategies in Bulk Shipping: the Application of Artificial Neural Networks

  • Yun, Hee-Sung;Lim, Sang-Seop;Lee, Ki-Hwan
    • 한국항해항만학회지
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    • 제40권5호
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    • pp.337-343
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    • 2016
  • The core decisions of bulk shipping businesses can be summarized as the timing and the choice of period for which carrying capacity is traded. In particular, frequent decisions to trade freight either with repeated spot transactions or with a one-off long-term deal critically impact business performance. Even though a variety of freight trading strategies can be employed to facilitate the decisions, chartering practitioners have not been active in utilizing these strategies, and academic research has rarely proposed applicable solutions. The specific properties of freight as a tradable commodity are not properly reflected in existing studies, and limitations have been reported in their application to the real world. This research focused on the establishment of applicable freight trading strategies by taking into account two properties of freight: time perishability and term-dependant pricing. In addition to traditional trading strategies, artificial neural networks were applied for the first time to the test of freight trading strategies. The performances of the trading strategies were measured and compared to produce a remarkable outperformance of the ANN. This research is expected to make a significant contribution to chartering practices by enhancing the quality of chartering decisions and eventually enabling the effective management of freight rate risk. In addition to methodological expansion, the result will propose a way to approach the controversial issue of freight market efficiency.

Prediction of behavior of fresh concrete exposed to vibration using artificial neural networks and regression model

  • Aktas, Gultekin;Ozerdem, Mehmet Sirac
    • Structural Engineering and Mechanics
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    • 제60권4호
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    • pp.655-665
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    • 2016
  • This paper aims to develop models to accurately predict the behavior of fresh concrete exposed to vibration using artificial neural networks (ANNs) model and regression model (RM). For this purpose, behavior of a full scale precast concrete mold was investigated experimentally and numerically. Experiment was performed under vibration with the use of a computer-based data acquisition system. Transducers were used to measure time-dependent lateral displacements at some points on mold while both mold is empty and full of fresh concrete. Modeling of empty and full mold was made using both ANNs and RM. For the modeling of ANNs: Experimental data were divided randomly into two parts. One of them was used for training of the ANNs and the remaining part was used for testing the ANNs. For the modeling of RM: Sinusoidal regression model equation was determined and the predicted data was compared with measured data. Finally, both models were compared with each other. The comparisons of both models show that the measured and testing results are compatible. Regression analysis is a traditional method that can be used for modeling with simple methods. However, this study also showed that ANN modeling can be used as an alternative method for behavior of fresh concrete exposed to vibration in precast concrete structures.

인공신경망에 의한 스터럽 없는 FRP 콘크리트 보의 전단강도 예측 (Prediction of Shear Strength of FRP Concrete Beams without Stirrups by Artificial Neural Networks)

  • 이차돈;김원철
    • 한국콘크리트학회:학술대회논문집
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    • 한국콘크리트학회 2008년도 추계 학술발표회 제20권2호
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    • pp.801-804
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    • 2008
  • FRP는 중량이 가볍고, 녹이 슬지 않으며 높은 인장 강도를 가진다. 철근에 비해 월등한 재료적 특성을 가지고 있는 FRP는 콘크리트 구조물에 철근이나 긴장재 대용으로 휨 보강재로써 널리 대체되어지고 있다. 현재 FRP 콘크리트 보의 전단강도를 산정함에 있어 설계지침들이 기존의 설계방식을 따르고 있지만 이들 설계 방식에서 제시한 식들은 매우 상이한 형태를 나타낸다. 이 연구에서는 FRP 콘크리트 보의 전단 강도를 예측하는 방법의 대안으로 인공신경망(이하 ANN) 기법을 채택하였다. 전단 강도에 미치는 영향 요소는 문헌조사에 의하여 선정된 후 ANN에 입력되었고, ANN은 데이터베이스를 통해 얻은 극한 전단 강도를 목표 값으로 하여 학습되었다. ANN을 이용하여 얻은 결과 값과 현존하는 이론식의 값을 비교한 결과 이 연구에서 개발한 ANN은 현재 사용하고 있는 예측 이론식에 비하여 더욱 정확하게 예측하였다.

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The Coupling Effects of Excitatory and Inhibitory Connections Between Chaotic Neurons Having Gaussian-shaped Refractory Function With Hysteresis

  • Park, Changkyu;Lee, Ju-Jang
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1998년도 제13차 학술회의논문집
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    • pp.356-361
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    • 1998
  • Neural Networks, modeled succinctly from the real nervous system of a living body, can be categorized into two folds; artificial neural network(ANN) and biological neural network(BNN). While the former has been developed to solve practical problems using function approximation capability, pattern classification) clustering algorithm, etc, the latter has been focused on verifying the information processing capability to which brain research gives an impetus, by mimicking real biological systems. However, BNN suffers Iron severe nonlinearities dealt with. A bridge between two neural networks is chaotic neural network(CNN), which simply delineate the real nor-vous system and comprises almost all the ANN structures by selecting parameters. Main research theme of this area is to develop an explanation tool to clarify the information processing mechanism in biological systems and its extension to engineering applications. The CNN has a Gaussian-shaped refractory function with hysteresis effect and the chaotic responses of it have been observed fur a wide range of parameter space. Through the examination of the coupling effects of excitatory and inhibitory connections, the secrets of information processing and memory structure will appear.

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DEVELOPMENT OF ARTIFICIAL NEURAL NETWORK MODELS SUPPORTING RESERVOIR OPERATION FOR THE CONTROL OF DOWNSTREAM WATER QUALITY

  • Chung, Se-Woong;Kim, Ju-Hwan
    • Water Engineering Research
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    • 제3권2호
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    • pp.143-153
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    • 2002
  • As the natural flows in rivers dramatically decrease during drought season in Korea, a deterioration of river water quality is accelerated. Thus, consideration of downstream water quality responding to changes in reservoir release is essential for an integrated watershed management with regards to water quantity and quality. In this study, water quality models based on artificial neural networks (ANNs) method were developed using historical downstream water quality (rm $\NH_3$-N) data obtained from a water treatment plant in Geum river and reservoir release data from Daechung dam. A nonlinear multiple regression model was developed and compared with the ANN models. In the models, the rm NH$_3$-N concentration for next time step is dependent on dam outflow, river water quality data such as pH, alkalinity, temperature, and rm $\NH_3$-N of previous time step. The model parameters were estimated using monthly data from Jan. 1993 to Dec. 1998, then another set of monthly data between Jan. 1999 and Dec. 2000 were used for verification. The predictive performance of the models was evaluated by comparing the statistical characteristics of predicted data with those of observed data. According to the results, the ANN models showed a better performance than the regression model in the applied cases.

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인공신경망 기반 실시간 소양강 수온 예측 (Artificial Neural Network-based Real Time Water Temperature Prediction in the Soyang River)

  • 정갑주;이종현;이근영;김범철
    • 전기학회논문지
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    • 제65권12호
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    • pp.2084-2093
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    • 2016
  • It is crucial to predict water temperature for aquatic ecosystem studies and management. In this paper, we first address challenging issues in predicting water temperature in a real time manner and propose a distributed computing model to address such issues. Then, we present an Artificial Neural Network (ANN)-based water temperature prediction model developed for the Soyang River and a cyberinfrastructure system called WT-Agabus to run such prediction models in an automated and real time manner. The ANN model is designed to use only weather forecast data (air temperature and rainfall) that can be obtained by invoking the weather forecasting system at Korea Meteorological Administration (KMA) and therefore can facilitate the automated and real time water temperature prediction. This paper also demonstrates how easily and efficiently the real time prediction can be implemented with the WT-Agabus prototype system.

Prediction of Hybrid fibre-added concrete strength using artificial neural networks

  • Demir, Ali
    • Computers and Concrete
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    • 제15권4호
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    • pp.503-514
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    • 2015
  • Fibre-added concretes are frequently used in large site applications such as slab and airports as well as in bearing system elements or prefabricated elements. It is very difficult to determine the mechanical properties of the fibre-added concretes by experimental methods in situ. The purpose of this study is to develop an artificial neural network (ANN) model in order to predict the compressive and bending strengths of hybrid fibre-added and non-added concretes. The strengths have been predicted by means of the data that has been obtained from destructive (DT) and non-destructive tests (NDT) on the samples. NDTs are ultrasonic pulse velocity (UPV) and Rebound Hammer Tests (RH). 105 pieces of cylinder samples with a dimension of $150{\times}300mm$, 105 pieces of bending samples with a dimension of $100{\times}100{\times}400mm$ have been manufactured. The first set has been manufactured without fibre addition, the second set with the addition of %0.5 polypropylene and %0.5 steel fibre in terms of volume, and the third set with the addition of %0.5 polypropylene, %1 steel fibre. The water/cement (w/c) ratio of samples parametrically varies between 0.3-0.9. The experimentally measured compressive and bending strengths have been compared with predicted results by use of ANN method.

기업부도예측을 위한 인공신경망 모형에서의 사례선택기법에 의한 데이터 마이닝 (Data Mining using Instance Selection in Artificial Neural Networks for Bankruptcy Prediction)

  • Kim, Kyoung-jae
    • 지능정보연구
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    • 제10권1호
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    • pp.109-123
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    • 2004
  • 기업부도예측은 재무와 경영의사결정문제에서의 주된 인공신경망 응용분야라 할 수 있다. 일반적으로 인공신경망은 이 분야에서 매우 좋은 성과를 보이는 것으로 알려져 있지만 종종 잡음이 심한 데이터에 대해서는 일관성 있고 예측가능한 성과를 보이지 못하는 경우가 있다. 특히 학습용 자료가 매우 많아서 학습시간과 자료수집비용이 과대한 경우에는 적절한 자료의 축소가 되지 않고는 인공신경망을 학습시키는 것이 불가능한 경우도 있다. 사례선택기법은 자료의 차원을 축약시켜 주며 직접적으로 자료를 축소시켜 주는 방법이다. 사례기반 학습기법에서는 이미 몇 연구가 사례선택기법의 필요성을 주장한 바 있으나 인공신경망 모형에서 사례선택기법의 필요성을 주장한 연구는 거의 없다. 본 연구에서는 기업부도예측을 위한 인공신경망 모형에서 유전자 알고리즘을 이용한 사례선택기법을 제안한다. 본 연구에서 유전자 알고리즘은 다층 인공신경망에서의 계층별 연결강도를 최적화하고, 동시에 학습에 적합한 사례를 선택한다. 유전자 알고리즘에 의해 결정된 계층별 연결강도는 역전파오류 학습기법에서 종종 발생하는 국부 최적해에 수렴하는 현상을 최소화해 줄 것으로 기대되고, 선택된 학습용 사례는 학습시간의 단축과 예측성과를 향상시켜 줄 것으로 기대된다. 본 연구에서는 제안한 모형과 주요 데이터 마이닝 기법들의 성과를 비교 연구한다. 실험결과, 제안된 방법이 인공신경망에서의 사례선택기법으로 유용한 것으로 나타났다.

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The prediction of interest rate using artificial neural network models

  • Hong, Taeho;Han, Ingoo
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1996년도 춘계공동학술대회논문집; 공군사관학교, 청주; 26-27 Apr. 1996
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    • pp.741-744
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    • 1996
  • Artifical Neural Network(ANN) models were used for forecasting interest rate as a new methodology, which has proven itself successful in financial domain. This research intended to construct ANN models which can maximize the performance of prediction, regarding Corporate Bond Yield (CBY) as interest rate. Synergistic Market Analysis (SMA) was applied to the construction of models [Freedman et al.]. In this aspect, while the models which consist of only time series data for corporate bond yield were devloped, the other models generated through conjunction and reorganization of fundamental variables and market variables were developed. Every model was constructed to predict 1,6, and 12 months after and we obtained 9 ANN models for interest rate forecasting. Multi-layer perceptron networks using backpropagation algorithm showed good performance in the prediction for 1 and 6 months after.

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가속도를 이용한 인공신경망 기반 실시간 손상검색기법 (ANN-based Real-Time Damage Detection Algorithm using Output-only Acceleration Signals)

  • 김정태;박재형;도한성
    • 한국전산구조공학회:학술대회논문집
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    • 한국전산구조공학회 2007년도 정기 학술대회 논문집
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    • pp.43-48
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    • 2007
  • In this study, an ANN-based damage detection algorithm using acceleration signals is developed for alarming locations of damage in beam-type structures. A new ANN-algorithm using output-only acceleration responses is designed for damage detection in real time. The cross-covariance of two acceleration signals measured at two different locations is selected as the feature representing the structural condition. Neural networks are trained for potential loading patterns and damage scenarios of the target structure for which its actual loadings are unknown. The feasibility and practicality of the proposed method are evaluated from laboratory-model tests on free-free beams for which accelerations were measured before and after several damage cases.

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