• Title/Summary/Keyword: Auto-encoder모델

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Deep Learning-Based Stock Fluctuation Prediction According to Overseas Indices and Trading Trend by Investors (해외지수와 투자자별 매매 동향에 따른 딥러닝 기반 주가 등락 예측)

  • Kim, Tae Seung;Lee, Soowon
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.9
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    • pp.367-374
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    • 2021
  • Stock price prediction is a subject of research in various fields such as economy, statistics, computer engineering, etc. In recent years, researches on predicting the movement of stock prices by learning artificial intelligence models from various indicators such as basic indicators and technical indicators have become active. This study proposes a deep learning model that predicts the ups and downs of KOSPI from overseas indices such as S&P500, past KOSPI indices, and trading trends by KOSPI investors. The proposed model extracts a latent variable using a stacked auto-encoder to predict stock price fluctuations, and predicts the fluctuation of the closing price compared to the market price of the day by learning an LSTM suitable for learning time series data from the extracted latent variable to decide to buy or sell based on the value. As a result of comparing the returns and prediction accuracy of the proposed model and the comparative models, the proposed model showed better performance than the comparative models.

Implementation of Git's Commit Message Complex Classification Model for Software Maintenance

  • Choi, Ji-Hoon;Kim, Joon-Yong;Park, Seong-Hyun
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.131-138
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    • 2022
  • Git's commit message is closely related to the project life cycle, and by this characteristic, it can greatly contribute to cost reduction and improvement of work efficiency by identifying risk factors and project status of project operation activities. Among these related fields, there are many studies that classify commit messages as types of software maintenance, and the maximum accuracy among the studies is 87%. In this paper, the purpose of using a solution using the commit classification model is to design and implement a complex classification model that combines several models to increase the accuracy of the previously published models and increase the reliability of the model. In this paper, a dataset was constructed by extracting automated labeling and source changes and trained using the DistillBERT model. As a result of verification, reliability was secured by obtaining an F1 score of 95%, which is 8% higher than the maximum of 87% reported in previous studies. Using the results of this study, it is expected that the reliability of the model will be increased and it will be possible to apply it to solutions such as software and project management.

Style-Based Transformer for Time Series Forecasting (시계열 예측을 위한 스타일 기반 트랜스포머)

  • Kim, Dong-Keon;Kim, Kwangsu
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.12
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    • pp.579-586
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    • 2021
  • Time series forecasting refers to predicting future time information based on past time information. Accurately predicting future information is crucial because it is used for establishing strategies or making policy decisions in various fields. Recently, a transformer model has been mainly studied for a time series prediction model. However, the existing transformer model has a limitation in that it has an auto-regressive structure in which the output result is input again when the prediction sequence is output. This limitation causes a problem in that accuracy is lowered when predicting a distant time point. This paper proposes a sequential decoding model focusing on the style transformation technique to handle these problems and make more precise time series forecasting. The proposed model has a structure in which the contents of past data are extracted from the transformer-encoder and reflected in the style-based decoder to generate the predictive sequence. Unlike the decoder structure of the conventional auto-regressive transformer, this structure has the advantage of being able to more accurately predict information from a distant view because the prediction sequence is output all at once. As a result of conducting a prediction experiment with various time series datasets with different data characteristics, it was shown that the model presented in this paper has better prediction accuracy than other existing time series prediction models.

Latent Shifting and Compensation for Learned Video Compression (신경망 기반 비디오 압축을 위한 레이턴트 정보의 방향 이동 및 보상)

  • Kim, Yeongwoong;Kim, Donghyun;Jeong, Se Yoon;Choi, Jin Soo;Kim, Hui Yong
    • Journal of Broadcast Engineering
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    • v.27 no.1
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    • pp.31-43
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    • 2022
  • Traditional video compression has developed so far based on hybrid compression methods through motion prediction, residual coding, and quantization. With the rapid development of technology through artificial neural networks in recent years, research on image compression and video compression based on artificial neural networks is also progressing rapidly, showing competitiveness compared to the performance of traditional video compression codecs. In this paper, a new method capable of improving the performance of such an artificial neural network-based video compression model is presented. Basically, we take the rate-distortion optimization method using the auto-encoder and entropy model adopted by the existing learned video compression model and shifts some components of the latent information that are difficult for entropy model to estimate when transmitting compressed latent representation to the decoder side from the encoder side, and finally compensates the distortion of lost information. In this way, the existing neural network based video compression framework, MFVC (Motion Free Video Compression) is improved and the BDBR (Bjøntegaard Delta-Rate) calculated based on H.264 is nearly twice the amount of bits (-27%) of MFVC (-14%). The proposed method has the advantage of being widely applicable to neural network based image or video compression technologies, not only to MFVC, but also to models using latent information and entropy model.

Exploring performance improvement through split prediction in stock price prediction model (주가 예측 모델에서의 분할 예측을 통한 성능향상 탐구)

  • Yeo, Tae Geon Woo;Ryu, Dohui;Nam, Jungwon;Oh, Hayoung
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.26 no.4
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    • pp.503-509
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    • 2022
  • The purpose of this study is to set the rate of change between the market price of the next day and the previous day to be predicted as the predicted value, and the market price for each section is generated by dividing the stock price ranking of the next day to be predicted at regular intervals, which is different from the previous papers that predict the market price. We would like to propose a new time series data prediction method that predicts the market price change rate of the final next day through a model using the rate of change as the predicted value. The change in the performance of the model according to the degree of subdivision of the predicted value and the type of input data was analyzed.

Convolutional Autoencoder based Stress Detection using Soft Voting (소프트 보팅을 이용한 합성곱 오토인코더 기반 스트레스 탐지)

  • Eun Bin Choi;Soo Hyung Kim
    • Smart Media Journal
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    • v.12 no.11
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    • pp.1-9
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    • 2023
  • Stress is a significant issue in modern society, often triggered by external or internal factors that are difficult to manage. When high stress persists over a long term, it can develop into a chronic condition, negatively impacting health and overall well-being. However, it is challenging for individuals experiencing chronic stress to recognize their condition, making early detection and management crucial. Using biosignals measured from wearable devices to detect stress could lead to more effective management. However, there are two main problems with using biosignals: first, manually extracting features from these signals can introduce bias, and second, the performance of classification models can vary greatly depending on the subject of the experiment. This paper proposes a model that reduces bias using convo utional autoencoders, which can represent the key features of data, and enhances generalizability by employing soft voting, a method of ensemble learning, to minimize performance variability. To verify the generalization performance of the model, we evaluate it using LOSO cross-validation method. The model proposed in this paper has demonstrated superior accuracy compared to previous studies using the WESAD dataset.

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Comparative Study of Anomaly Detection Accuracy of Intrusion Detection Systems Based on Various Data Preprocessing Techniques (다양한 데이터 전처리 기법 기반 침입탐지 시스템의 이상탐지 정확도 비교 연구)

  • Park, Kyungseon;Kim, Kangseok
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.11
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    • pp.449-456
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    • 2021
  • An intrusion detection system is a technology that detects abnormal behaviors that violate security, and detects abnormal operations and prevents system attacks. Existing intrusion detection systems have been designed using statistical analysis or anomaly detection techniques for traffic patterns, but modern systems generate a variety of traffic different from existing systems due to rapidly growing technologies, so the existing methods have limitations. In order to overcome this limitation, study on intrusion detection methods applying various machine learning techniques is being actively conducted. In this study, a comparative study was conducted on data preprocessing techniques that can improve the accuracy of anomaly detection using NGIDS-DS (Next Generation IDS Database) generated by simulation equipment for traffic in various network environments. Padding and sliding window were used as data preprocessing, and an oversampling technique with Adversarial Auto-Encoder (AAE) was applied to solve the problem of imbalance between the normal data rate and the abnormal data rate. In addition, the performance improvement of detection accuracy was confirmed by using Skip-gram among the Word2Vec techniques that can extract feature vectors of preprocessed sequence data. PCA-SVM and GRU were used as models for comparative experiments, and the experimental results showed better performance when sliding window, skip-gram, AAE, and GRU were applied.

A Deep Learning-based Streetscapes Safety Score Prediction Model using Environmental Context from Big Data (빅데이터로부터 추출된 주변 환경 컨텍스트를 반영한 딥러닝 기반 거리 안전도 점수 예측 모델)

  • Lee, Gi-In;Kang, Hang-Bong
    • Journal of Korea Multimedia Society
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    • v.20 no.8
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    • pp.1282-1290
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    • 2017
  • Since the mitigation of fear of crime significantly enhances the consumptions in a city, studies focusing on urban safety analysis have received much attention as means of revitalizing the local economy. In addition, with the development of computer vision and machine learning technologies, efficient and automated analysis methods have been developed. Previous studies have used global features to predict the safety of cities, yet this method has limited ability in accurately predicting abstract information such as safety assessments. Therefore we used a Convolutional Context Neural Network (CCNN) that considered "context" as a decision criterion to accurately predict safety of cities. CCNN model is constructed by combining a stacked auto encoder with a fully connected network to find the context and use it in the CNN model to predict the score. We analyzed the RMSE and correlation of SVR, Alexnet, and Sharing models to compare with the performance of CCNN model. Our results indicate that our model has much better RMSE and Pearson/Spearman correlation coefficient.

Design of Facility Crack Detection Model using Transfer Learning (전이학습을 활용한 시설물 균열 탐지 모델 설계)

  • Kim, Jun-Yeong;Park, Jun;Park, Sung Wook;Lee, Han-Sung;Jung, Se-Hoon;Sim, Cun-Bo
    • Proceedings of the Korea Information Processing Society Conference
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    • 2021.11a
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    • pp.827-829
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    • 2021
  • 현대사회의 시설물 중 다수가 콘크리트를 사용하여 건설되었고, 재료적 성질로 인해 균열, 박락, 백태 등의 손상이 발생하고 있고 시설물 관리가 요구되고 있다. 하지만, 현재 시설물 관리는 사람의 육안 점검을 정기적으로 수행하고 있으나, 높은 시설물이나 맨눈으로 확인할 수 없는 시설물의 경우 관리가 어렵다. 이에 본 논문에서는 다양한 영상장비를 활용해 시설물의 이미지에서 균열을 분류하는 알고리즘을 제안한다. 균열 분류 알고리즘은 산업 이상 감지 데이터 세트인 MVTec AD 데이터 세트를 사전 학습하고 L2 auto-encoder를 사용하여 균열을 분류한다. MVTec AD 데이터 세트를 사전학습시킴으로써 균열, 박락, 백태 등의 특징을 학습시킬 수 있을 것으로 기대한다.

Generating Synthetic Raman Spectra of DMMP and 2-CEES by Mathematical Transforms and Deep Generative Models (수학적 변환과 심층 생성 모델을 활용한 DMMP와 2-CEES의 모의 라만 분광 생성)

  • Sungwon Park;Boseong Jeong;Hongjoong Kim
    • Journal of the Korea Institute of Military Science and Technology
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    • v.26 no.5
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    • pp.422-430
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    • 2023
  • To build an automated system detecting toxic chemicals from Raman spectra, we have to obtain sufficient data of toxic chemicals. However, it usually costs high to gather Raman spectra of toxic chemicals in diverse situations. Tackling this problem, we develop methods to generate synthetic Raman spectra of DMMP and 2-CEES without actual experiments. First, we propose certain mathematical transforms to augment few original Raman spectra. Then, we train deep generative models to generate more realistic and diverse data. Analyzing synthetic Raman spectra of toxic chemicals generated by our methods through visualization, we qualitatively verify that the data are sufficiently similar to original data and diverse. For conclusion, we obtain a synthetic dataset of DMMP and 2-CEES with the proposed algorithm.