• Journal of Korea Water Resources Association
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• v.32 no.6
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• pp.731-740
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• 1999

Autocorrelation function is widely used as a tool measuring linear dependence of hydrologic time series. However, it may not be appropriate for choosing decorrelation time or delay time ${\tau}_d$ which is essential in nonlinear dynamics domain and the mutual information have recommended for measuring nonlinear dependence of time series. Furthermore, some researchers have suggested that one should not choose a fixed delay time ${\tau}_d$ but, rather, one should choose an appropriate value for the delay time window ${\tau}_d={\tau}(m-1)$, which is the total time spanned by the components of each embedded point for the analysis of chaotic dynamics. Unfortunately, the delay time window cannot be estimated using the autocorrelation function or the mutual information. Basically, the delay time window is the optimal time for independence of time series and the delay time is the first locally optimal time. In this study, we estimate general dependence of hydrologic time series using the C-C method which can estimate both the delay time and the delay time window and the results may give us whether hydrologic time series depends on its linear or nonlinear characteristics which are very important for modeling and forecasting of underlying system.

• Journal of Intelligence and Information Systems
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• v.28 no.2
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• pp.33-55
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• 2022

This study analyzed the comments and the replies on internet news related to the presidential election in order to verify whether online discussions are properly conducted. According to Habermas' public sphere theory, discussions is an effort among participants to reach a social consensus through the deliberations that are based on open communications. We propose that if such discussions properly take place through the act of writing in the Internet space, the comments and the replies will show a certain difference in terms of the structure and the content. To validate, this study analyzed more than 40,000 comments collected from Daum News portal site in Korea. The topic of the related news was the presidential election, because it is a topic of which people are highly interested in and that comments are actively running. The result of the t-test and topic modeling result show that all the hypotheses were supported thus we conclude that online discussions properly took places. This study also showed that online comments are not chaotic remarks that relieve people's stresses, but rather an outcome of the deliberation processes moving towards a social consensus.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 1999.03a
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• pp.271-280
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• 1999

인공신경망을 시계열예측에 적용하는 경우에 고려되어야 할 문제중, 특히 모형에 적합한 입력변수의 생성이 중요시되고 있는데, 이러한 분야는 인공신경망의 모형생성과정에서 입력변수에 대한 전처리기법으로써 다양하게 제시되어 왔다. 가장 최근의 입력변수 전처리기법으로써 제시되고 있는 신호처리기법은 전통적 주기분할처리방법인 푸리에변환기법(Fourier transforms)을 비롯하여 이를 확장시킨 개념인 웨이블릿변환기법(wavelet transforms) 등으로 대별될 수 있다. 이는 기본적으로 시계열이 다수의 주기(cycle)들로 구성된 상이한 시계열들의 집합이라는 가정에서 출발하고 있다. 전통적으로 이러한 시계열은 전기 또는 전자공학에서 주파수영역분할, 즉 고주파 및 저주파수를 분할하기 위한 기법에 적용되어 왔다. 그러나, 최근에는 이러한 연구가 다양한 분야에 활발하게 응용되기 시작하였으며, 그 중의 대표적인 예가 바로 경영분야의 재무시계열에 대한 분석이다. 전통적으로 재무시계열은 장, 단기의사결정을 가진 시장참여자들간의 거래특성이 시계열에 각기 달리 가격으로 반영되기 때문에 이러한 상이한 집단들의 고요한 거래움직임으로 말미암아 예를 들어, 주식시장이 프랙탈구조를 가지고 있다고 보기도 한다. 이처럼 재무시계열은 다양한 사회현상의 집합체라고 볼 수 있으며, 그만큼 예측모형을 구축하는데 어려움이 따른다. 본 연구는 이러한 시계열의 주기적 특성에 기반을 둔 신호처리분석으로서 기존의 시계열로부터 노이즈를 줄여 주면서 보다 의미있는 정보로 변환시켜줄 수 있는 웨이블릿분석 방법론을 새로운 필터링기법으로 사용하여 현재 많은 연구가 진행되고 있는 인공신경망의 모형결합을 통해 기존연구과는 다른 새로운 통합예측방법론을 제시하고자 한다. 본 연구에서는 제시하는 통합방법론은 크게 2단계 과정을 거쳐 예측모형으로 완성이 된다. 즉, 1차 모형단계에서 원시 재무시계열은 먼저 웨이브릿분석을 통해서 노이즈가 필터링 되는 동시에, 과거 재무시계열의 프랙탈 구조, 즉 비선형적인 움직임을 보다 잘 반영시켜 주는 다차원 주기요소를 가지는 시계열로 분해, 생성되며, 이렇게 주기에 따라 장단기로 분할된 시계열들은 2차 모형단계에서 신경망의 새로운 입력변수로서 사용되어 최종적인 인공 신경망모델을 구축하는 데 반영된다. 기존의 주기분할방법론은 모형개발자입장에서 여러 가지 통계기준치중에서 최적의 기준치를 합리적으로 선택해야 하는 문제가 추가적으로 발생하며, 본 연구에서는 이상의 제반 문제들을 개선시키기 위해 통합방법론으로서 기존의 인공신경망모형을 구조적으로 확장시켰다. 이 모형에서 기존의 입력층 이전단계에 새로운 층이 정의된다. 이렇게 해서 생성된 새로운 통합모형은 기존모형에서 생성되는 기본적인 학습파라미터와 더불어, 본 연구에서 새롭게 제시된 주기분할층의 파라미터들이 모형의 학습성과를 높이기 위해 함께 고려된다. 한편, 이러한 학습과정에서 추가적으로 고려해야 할 파라미터 갯수가 증가함에 따라서, 본 모델의 학습성과가 local minimum에 빠지는 문제점이 발생될 수 있다. 즉, 웨이블릿분석과 인공신경망모형을 모두 전역적으로 최적화시켜야 하는 문제가 발생한다. 본 연구에서는 이 문제를 해결하기 위해서, 최근 local minimum의 가능성을 최소화하여 전역적인 학습성과를 높여 주는 인공지능기법으로서 유전자알고리즘기법을 본 연구이 통합모델에 반영하였다. 이에 대한 실증사례 분석결과는 일일 환율예측문제를 적용하였을 경우, 기존의 방법론보다 더 나운 예측성과를 타나내었다.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.46 no.5
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• pp.8-14
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• 2009

In the research field of speech recognition, pinpointing the endpoints of speech utterance even with the presence of background noise is of great importance. These noise present during recording introduce disturbances which complicates matters since what we just want is to get the stationary parameters corresponding to each speech section. One major cause of error in automatic recognition of isolated words is the inaccurate detection of the beginning and end boundaries of the test and reference templates, thus the necessity to find an effective method in removing the unnecessary regions of a speech signal. The conventional methods for speech endpoint detection are based on two linear time-domain measurements: the short-time energy, and short-time zero-crossing rate. They perform well for clean speech but their precision is not guaranteed if there is noise present, since the high energy and zero-crossing rate of the noise is mistaken as a part of the speech uttered. This paper proposes a novel approach in finding an apparent threshold between noise and speech based on Lyapunov Exponents (LEs). This proposed method adopts the nonlinear features to analyze the chaos characteristics of the speech signal instead of depending on the unreliable factor-energy. The excellent performance of this approach compared with the conventional methods lies in the fact that it detects the endpoints as a nonlinearity of speech signal, which we believe is an important characteristic and has been neglected by the conventional methods. The proposed method extracts the features based only on the time-domain waveform of the speech signal illustrating its low complexity. Simulations done showed the effective performance of the Proposed method in a noisy environment with an average recognition rate of up 92.85% for unspecified person.

• Journal of Korea Water Resources Association
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• v.31 no.6
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• pp.769-777
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• 1998

In this study, various time series are analyzed to check nonlinearities of the data. The nonlinearity of a system can be investigated by testing the randomness of the time series data. To test the randomness, four nonparametric test statistics and a new test statistic, called the BDS statistic are used and the results and the results are compared. The Brock, Dechert, and Scheinkman (BDS) statistic is originated from the statistical properties of the correlation integral which is used for searching for chaos and has been shown very effective in distinguishing nonlinear structures in dynamic systems from random structures. As a result of application to linear and nonlinear models which are well known, the BDS statistic is found to be more effective than nonparametric test statistics in identifying nonlinear structure in the time series. Hydrologic time series data are fitted to ARMA type models and the statistics are applied to the residuals. The results show that the BDS statistic can distinguish chaotic nonlinearity from randomness and that the BDS statistic can also be used for verifying the validity of the fitted model.

• Journal for History of Mathematics
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• v.25 no.4
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• pp.53-67
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• 2012

Today, it is necessary to calculate orbits with high accuracy in space flight. The key words of Poincar$\acute{e}$ in celestial mechanics are periodic solutions, invariant integrals, asymptotic solutions, characteristic exponents and the non existence of new single-valued integrals. Poincar$\acute{e}$ define an invariant integral of the system as the form which maintains a constant value at all time $t$, where the integration is taken over the arc of a curve and $Y_i$ are some functions of $x$, and extend 2 dimension and 3 dimension. Eigenvalues are classified as the form of trajectories, as corresponding to nodes, foci, saddle points and center. In periodic solutions, the stability of periodic solutions is dependent on the properties of their characteristic exponents. Poincar$\acute{e}$ called bifurcation that is the possibility of existence of chaotic orbit in planetary motion. Existence of near exceptional trajectories as Hadamard's accounts, says that there are probabilistic orbits. In this context we study the eigenvalue problem in early 20th century in three body problem by analyzing the works of Darwin, Bruns, Gyld$\acute{e}$n, Sundman, Hill, Lyapunov, Birkhoff, Painlev$\acute{e}$ and Hadamard.

• The Korean Journal of Air & Space Law and Policy
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• v.29 no.2
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• pp.205-237
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• 2014

Last 50 years there were a lot of space subjects launched by space activities of many states and these activities also had created tremendous, significant space debris contaminating the environment of outer space. The large number of space debris which are surrounding the earth have the serious possibilities of destroying a satellite or causing huge threat to the space vehicles. For example, Chinese anti-satellite missile test was conducted by China on January 11, 2007. As a consequence a Chinese weather satellite was destroyed by a kinetic kill vehicle traveling with a speed of 8 km/s in the opposite direction. Anti-satellite missile tests like this,contribute to the formation of enormous orbital space debris which can remain in orbit for many years and could interfere with future space activity (Kessler Syndrome). The test is the largest recorded creation of space debris in history with at least 2,317 pieces of trackable size (golf ball size and larger) and an estimated 150,000 debris particles and more. Several nations responded negatively to the test and highlighted the serious consequences of engaging in the militarization of space. The timing and occasion aroused the suspicion of its demonstration of anti-satellite (ASAT) capabilities following the Chinese test of an ASAT system in 2007 destroying a satellite but creating significant space debris. Therefore this breakup seemed to serve as a momentum of the UN Space Debris Mitigation Guidelines and the background of the EU initiatives for the International Code of Conduct for Outer Space Activities. The UN Space Debris Mitigation Guidelines thus adopted contain many technical elements that all the States involved in the outer space activities are expected to observe to produce least space debris from the moment of design of their launchers and satellites until the end of satellite life. Although the norms are on the voluntary basis which is normal in the current international space law environment where any attempt to formulate binding international rules has to face opposition and sometimes unnecessary screening from many corners of numerous countries. Nevertheless, because of common concerns of space-faring countries, the Guidelines could be adopted smoothly and are believed faithfully followed by most countries. It is a rare success story of international cooperation in the area of outer space. The EU has proposed an International Code of Conduct for Outer Space Activities as a transparency and confidence-building measure. It is designed to enhance the safety, security and sustainability of activities in outer space. The purpose of the Code to reduce the space debris, to allow exchange of the information on the space activities, and to protect the space objects through safety and security. Of the space issues, the space debris reduction and the space traffic management require some urgent attention. But the current legal instruments of the outer space do not have any binding rules to be applied thereto despite the incresing activities on the outer space. We need to start somewhere sometime soon before it's too late with the chaotic situation. In this article, with a view point of this problem, focused on the the Chinese test of an ASAT system in 2007 destroying a satellite but creating significant space debris and tried to analyse the issues of space debris reduction.

• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.177-192
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• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.