• Title/Summary/Keyword: Behavior Inference

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Order restricted inference for testing the investors' attention effect on stock returns (주식 수익률에 미치는 투자자들의 관심효과를 검정하기 위한 순서제약추론)

  • Kim, Youngrae;Lim, Johan;Lee, Sungim;Choi, Sujung
    • The Korean Journal of Applied Statistics
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    • v.31 no.3
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    • pp.409-416
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    • 2018
  • Significant research has been conducted in the financial sector on the behavior of investors in the stock market. In this paper, we directly measure the degree of interest using the ranking of the frequency mentioned in the stock message board operated by Daum Communications Corp. and test the fact that the higher ranking of the frequency results in the higher stock returns in order to investigate the attention effect on the stock returns in the Korean stock market. We also propose and apply the likelihood ratio test procedure for order restricted hypotheses in order to test the attention effect. The test results shows that the higher rank in the frequency mentioned in the message board is related to stock returns (p-value < $10^{-6}$). Therefore, we conclude that an investors' attention effects exist in the Korean stock market.

System for Real-Time Analysis of Body Posture of Home Inhabitant by Using a Tilt Sensor (기울기 센서를 이용한 홈 거주자의 실시간 자세분석 시스템)

  • Cha, Joo-Heon;Jun, Sung
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.35 no.2
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    • pp.135-141
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    • 2011
  • A smart home provides services that its inhabitant needs or wants, by integrating and simultaneously controlling various devices and sensors. In this study, we focused on a smart-home system for people with disabilities and for elderly people. We introduced a new type of system for real-time analysis of body posture of the inhabitants of a smart home. The system includes the concept that offers remote healthcare or medical services by using a 3D tilt sensor for recognizing the static and dynamic postures of inhabitants in real time. It consists of a smart-home server and a 3D tilt sensor, and it uses wireless technology to communicate with the inhabitants and thus enhance their mobility. The smart-home server includes the inference engine that differentiates the dynamic postures from the static ones. Finally, we also demonstrate the usefulness of the proposed system by applying it to a real environment.

Personalized Service Based on Context Awareness through User Emotional Perception in Mobile Environment (모바일 환경에서의 상황인식 기반 사용자 감성인지를 통한 개인화 서비스)

  • Kwon, Il-Kyoung;Lee, Sang-Yong
    • Journal of Digital Convergence
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    • v.10 no.2
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    • pp.287-292
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    • 2012
  • In this paper, user personalized services through the emotion perception required to support location-based sensing data preprocessing techniques and emotion data preprocessing techniques is studied for user's emotion data building and preprocessing in V-A emotion model. For this purpose the granular context tree and string matching based emotion pattern matching techniques are used. In addition, context-aware and personalized recommendation services technique using probabilistic reasoning is studied for personalized services based on context awareness.

Fuzzy Modeling for Nonlinear System Using Multiple Model Method (다중모델기법을 이용한 비선형시스템의 퍼지모델링)

  • Lee, Chul-Heui;Ha, Young-Ki;Seo, Seon-Hak
    • Journal of Industrial Technology
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    • v.17
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    • pp.323-330
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    • 1997
  • In this paper, a new approach to modeling of nonlinear systems using fuzzy theory is presented. To express the various and complex behavior of nonlinear system, we combine multiple model method with hierachical prioritized structure, and the mountain clustering technique is used in partitioning of system. TSK rule structure is adopted to form the fuzzy rules, and Back propagation algorithm is used for learning parameters in consequent parts of the rules. Also we soften the paradigm of Mamdani's inference mechanism by using Yager's S-OWA operators. Computer simulations are performed to verify the effectiveness of the proposed method.

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Fuzzy Theory and Reservoir Operation Guidelines for Agricultural Purposes (퍼지이론과 관개용 저수지의 조작)

  • 정하우;이남호
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.33 no.4
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    • pp.45-51
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    • 1991
  • The objective of this paper is to show how the fuzzy sets theory can be applied to the reservoir operation guidelines for agricultural purposes. The concepts of the theory has been resented as a new tool for the decision problems which contains fuzziness and it's application can be found in operations research, expert systems, robotics, fuzzy computers, and pattern recognition. The fuzzy control system for the reservoir operation composed of a set of reservoir operation rules and a fuzzy inference engine was built. Water demand for paddy fields, water availability, and inflow to a reservoir were selected as main factors which determine the magnitude of reservoir release. The behavior of the control system was evaluated for different level of water demand and the results seemed to be reasonable.

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PDC Intelligent control-based theory for structure system dynamics

  • Chen, Tim;Lohnash, Megan;Owens, Emmanuel;Chen, C.Y.J.
    • Smart Structures and Systems
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    • v.25 no.4
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    • pp.401-408
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    • 2020
  • This paper deals with the problem of global stabilization for a class of nonlinear control systems. An effective approach is proposed for controlling the system interaction of structures through a combination of parallel distributed compensation (PDC) intelligent controllers and fuzzy observers. An efficient approximate inference algorithm using expectation propagation and a Bayesian additive model is developed which allows us to predict the total number of control systems, thereby contributing to a more adaptive trajectory for the closed-loop system and that of its corresponding model. The closed-loop fuzzy system can be made as close as desired, so that the behavior of the closed-loop system can be rigorously predicted by establishing that of the closed-loop fuzzy system.

사회네트워크에서 잠재된 신뢰관계망 추론을 위한 ANFIS 모형

  • Song, Hui-Seok
    • Proceedings of the Korea Database Society Conference
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    • 2010.06a
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    • pp.277-287
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    • 2010
  • We are sometimes interacting with people who we know nothing and facing with the difficult task of making decisions involving risk in social network. To reduce risk, the topic of building Web of trust is receiving considerable attention in social network. The easiest approach to build Web of trust will be to ask users to represent level of trust explicitly toward another users. However, there exists sparsity issue in Web of trust which is represented explicitly by users as well as it is difficult to urge users to express their level of trustworthiness. We propose a fuzzy-based inference model for Web of trust using user behavior information in social network. According to the experiment result which is applied in Epinions.com, the proposed model show improved connectivity in resulting Web of trust as well as reduced prediction error of trustworthiness compared to existing computational model.

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Representation and inference of topological relations between objects for spatial situation awareness (상황인식을 위한 물체간 토폴로지관계의 표현 및 추론)

  • Minami, Takashi;Ryu, Jae-Kwan;Chong, Nak-Young
    • The Journal of Korea Robotics Society
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    • v.3 no.1
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    • pp.42-51
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    • 2008
  • Robots need to understand as much as possible about their environmental situation and react appropriately to any event that provokes changes in their behavior. In this paper, we pay attention to topological relations between spatial objects and propose a model of robotic cognition that represents and infers temporal relations. Specifically, the proposed model extracts specified features of the cooccurrence matrix represents from disparity images of the stereo vision system. More importantly, a habituation model is used to infer intrinsic spatial relations between objects. A preliminary experimental investigation is carried out to verify the validity of the proposed method under real test condition.

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Bayesian Inference for Censored Panel Regression Model

  • Lee, Seung-Chun;Choi, Byongsu
    • Communications for Statistical Applications and Methods
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    • v.21 no.2
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    • pp.193-200
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    • 2014
  • It was recognized by some researchers that the disturbance variance in a censored regression model is frequently underestimated by the maximum likelihood method. This underestimation has implications for the estimation of marginal effects and asymptotic standard errors. For instance, the actual coverage probability of the confidence interval based on a maximum likelihood estimate can be significantly smaller than the nominal confidence level; consequently, a Bayesian estimation is considered to overcome this difficulty. The behaviors of the maximum likelihood and Bayesian estimators of disturbance variance are examined in a fixed effects panel regression model with a limited dependent variable, which is known to have the incidental parameter problem. Behavior under random effect assumption is also investigated.

Goal Inference of Behavior-Based Agent Using Bayesian Network (베이지안 네트워크를 이용한 행동기반 에이전트의 목적추론)

  • 김경중;조성배
    • Proceedings of the Korean Information Science Society Conference
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    • 2002.10d
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    • pp.349-351
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    • 2002
  • 베이지안 네트워크는 변수들간의 원인-결과 관계를 확률적으로 모델링하기 위한 도구로서 소프트웨어 사용자의 목적을 추론하기 위해 널리 이용된다. 행동기반 로봇 설계는 반응적(reactive) 행동 모듈을 효과적으로 결합하여 복잡한 행동을 생성하기 위한 접근 방법이다. 행동의 결합은 로봇의 목표, 외부환경, 행동들 사이의 관계를 종합적으로 고려하여 동적으로 이루어진다. 그러나 현재의 결합 모델은 사전에 설계자에 의해 구조가 결정되는 고정적인 형태이기 때문에 환경의 변화에 맞게 목표를 변화시키지 못한다. 본 연구에서는 베이지안 네트워크를 이용하여 현재 상황에 가장 적합한 로봇의 목표를 설정하여 유연한 행동선택을 유도한다. Khepera 이동로봇 시뮬레이터를 이용하여 실험을 수행해 본 결과 베이지안 네트워크를 적용한 모델이 상황에 적합하게 목적을 선택하여 문제를 해결하는 것을 알 수 있었다.

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