• 제목/요약/키워드: Convolutional Neural Network

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딥러닝을 활용한 실시간 주식거래에서의 매매 빈도 패턴과 예측 시점에 관한 연구: KOSDAQ 시장을 중심으로 (A Study on the Optimal Trading Frequency Pattern and Forecasting Timing in Real Time Stock Trading Using Deep Learning: Focused on KOSDAQ)

  • 송현정;이석준
    • 한국정보시스템학회지:정보시스템연구
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    • 제27권3호
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    • pp.123-140
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    • 2018
  • Purpose The purpose of this study is to explore the optimal trading frequency which is useful for stock price prediction by using deep learning for charting image data. We also want to identify the appropriate time for accurate forecasting of stock price when performing pattern analysis. Design/methodology/approach In order to find the optimal trading frequency patterns and forecast timings, this study is performed as follows. First, stock price data is collected using OpenAPI provided by Daishin Securities, and candle chart images are created by data frequency and forecasting time. Second, the patterns are generated by the charting images and the learning is performed using the CNN. Finally, we find the optimal trading frequency patterns and forecasting timings. Findings According to the experiment results, this study confirmed that when the 10 minute frequency data is judged to be a decline pattern at previous 1 tick, the accuracy of predicting the market frequency pattern at which the market decreasing is 76%, which is determined by the optimal frequency pattern. In addition, we confirmed that forecasting of the sales frequency pattern at previous 1 tick shows higher accuracy than previous 2 tick and 3 tick.

Application of Deep Learning to the Forecast of Flare Classification and Occurrence using SOHO MDI data

  • Park, Eunsu;Moon, Yong-Jae;Kim, Taeyoung
    • 천문학회보
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    • 제42권2호
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    • pp.60.2-61
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    • 2017
  • A Convolutional Neural Network(CNN) is one of the well-known deep-learning methods in image processing and computer vision area. In this study, we apply CNN to two kinds of flare forecasting models: flare classification and occurrence. For this, we consider several pre-trained models (e.g., AlexNet, GoogLeNet, and ResNet) and customize them by changing several options such as the number of layers, activation function, and optimizer. Our inputs are the same number of SOHO)/MDI images for each flare class (None, C, M and X) at 00:00 UT from Jan 1996 to Dec 2010 (total 1600 images). Outputs are the results of daily flare forecasting for flare class and occurrence. We build, train, and test the models on TensorFlow, which is well-known machine learning software library developed by Google. Our major results from this study are as follows. First, most of the models have accuracies more than 0.7. Second, ResNet developed by Microsoft has the best accuracies : 0.77 for flare classification and 0.83 for flare occurrence. Third, the accuracies of these models vary greatly with changing parameters. We discuss several possibilities to improve the models.

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Comparison of Different CNN Models in Tuberculosis Detecting

  • Liu, Jian;Huang, Yidi
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권8호
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    • pp.3519-3533
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    • 2020
  • Tuberculosis is a chronic and delayed infection which is easily experienced by young people. According to the statistics of the World Health Organization (WHO), there are nearly ten million fell ill with tuberculosis and a total of 1.5 million people died from tuberculosis in 2018 (including 251000 people with HIV). Tuberculosis is the largest single infectious pathogen that leads to death. In order to help doctors with tuberculosis diagnosis, we compare the tuberculosis classification abilities of six popular convolutional neural network (CNN) models in the same data set to find the best model. Before training, we optimize three parts of CNN to achieve better results. We employ sigmoid function to replace the step function as the activation function. What's more, we use binary cross entropy function as the cost function to replace traditional quadratic cost function. Finally, we choose stochastic gradient descent (SGD) as gradient descent algorithm. From the results of our experiments, we find that Densenet121 is most suitable for tuberculosis diagnosis and achieve a highest accuracy of 0.835. The optimization and expansion depend on the increase of data set and the improvements of Densenet121.

Efficient Swimmer Detection Algorithm using CNN-based SVM

  • Hong, Dasol;Kim, Yoon
    • 한국컴퓨터정보학회논문지
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    • 제22권12호
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    • pp.79-85
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    • 2017
  • In this paper, we propose a CNN-based swimmer detection algorithm. Every year, water safety accidents have been occurred frequently, and accordingly, intelligent video surveillance systems are being developed to prevent accidents. Intelligent video surveillance system is a real-time system that detects objects which users want to do. It classifies or detects objects in real-time using algorithms such as GMM (Gaussian Mixture Model), HOG (Histogram of Oriented Gradients), and SVM (Support Vector Machine). However, HOG has a problem that it cannot accurately detect the swimmer in a complex and dynamic environment such as a beach. In other words, there are many false positives that detect swimmers as waves and false negatives that detect waves as swimmers. To solve this problem, in this paper, we propose a swimmer detection algorithm using CNN (Convolutional Neural Network), specialized for small object sizes, in order to detect dynamic objects and swimmers more accurately and efficiently in complex environment. The proposed CNN sets the size of the input image and the size of the filter used in the convolution operation according to the size of objects. In addition, the aspect ratio of the input is adjusted according to the ratio of detected objects. As a result, experimental results show that the proposed CNN-based swimmer detection method performs better than conventional techniques.

Visual Object Tracking Fusing CNN and Color Histogram based Tracker and Depth Estimation for Automatic Immersive Audio Mixing

  • Park, Sung-Jun;Islam, Md. Mahbubul;Baek, Joong-Hwan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권3호
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    • pp.1121-1141
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    • 2020
  • We propose a robust visual object tracking algorithm fusing a convolutional neural network tracker trained offline from a large number of video repositories and a color histogram based tracker to track objects for mixing immersive audio. Our algorithm addresses the problem of occlusion and large movements of the CNN based GOTURN generic object tracker. The key idea is the offline training of a binary classifier with the color histogram similarity values estimated via both trackers used in this method to opt appropriate tracker for target tracking and update both trackers with the predicted bounding box position of the target to continue tracking. Furthermore, a histogram similarity constraint is applied before updating the trackers to maximize the tracking accuracy. Finally, we compute the depth(z) of the target object by one of the prominent unsupervised monocular depth estimation algorithms to ensure the necessary 3D position of the tracked object to mix the immersive audio into that object. Our proposed algorithm demonstrates about 2% improved accuracy over the outperforming GOTURN algorithm in the existing VOT2014 tracking benchmark. Additionally, our tracker also works well to track multiple objects utilizing the concept of single object tracker but no demonstrations on any MOT benchmark.

딥 러닝과 마르코프 랜덤필드를 이용한 동영상 내 그림자 검출 (Moving Shadow Detection using Deep Learning and Markov Random Field)

  • 이종택;강현우;임길택
    • 한국멀티미디어학회논문지
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    • 제18권12호
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    • pp.1432-1438
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    • 2015
  • We present a methodology to detect moving shadows in video sequences, which is considered as a challenging and critical problem in the most visual surveillance systems since 1980s. While most previous moving shadow detection methods used hand-crafted features such as chromaticity, physical properties, geometry, or combination thereof, our method can automatically learn features to classify whether image segments are shadow or foreground by using a deep learning architecture. Furthermore, applying Markov Random Field enables our system to refine our shadow detection results to improve its performance. Our algorithm is applied to five different challenging datasets of moving shadow detection, and its performance is comparable to that of state-of-the-art approaches.

한국어 관객 평가기반 영화 평점 예측 CNN 구조 (CNN Architecture Predicting Movie Rating from Audience's Reviews Written in Korean)

  • 김형찬;오흥선;김덕수
    • 정보처리학회논문지:컴퓨터 및 통신 시스템
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    • 제9권1호
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    • pp.17-24
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    • 2020
  • 본 논문에서는 합성곱 신경망 기반의 영화 평점 예측 구조를 제안한다. 제안하는 구조는 문장 분류을 위하 고안된 TextCNN를 세 가지 측면에서 확장하였다. 첫 번째로 문자 임베딩을 이용하여 단어의 다양한 변형들을 처리할 수 있다. 두 번째로 주목 메커니즘을 적용하여 중요한 특징을 더욱 부각하였다. 세 번째로 활성 함수의 출력을 1-10 사이의 평점으로 만드는 점수 함수를 제안하였다. 제안하는 영화 평점 예측 구조를 평가하기 위해서 영화 리뷰 데이터를 이용하여 평가해 본 결과 기존의 방법을 사용했을 때보다 더욱 낮은 MSE를 확인하였다. 이는 제안하는 영화 평점 예측 구조의 우수성을 보여 주었다.

Multi-Task FaceBoxes: A Lightweight Face Detector Based on Channel Attention and Context Information

  • Qi, Shuaihui;Yang, Jungang;Song, Xiaofeng;Jiang, Chen
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제14권10호
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    • pp.4080-4097
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    • 2020
  • In recent years, convolutional neural network (CNN) has become the primary method for face detection. But its shortcomings are obvious, such as expensive calculation, heavy model, etc. This makes CNN difficult to use on the mobile devices which have limited computing and storage capabilities. Therefore, the design of lightweight CNN for face detection is becoming more and more important with the popularity of smartphones and mobile Internet. Based on the CPU real-time face detector FaceBoxes, we propose a multi-task lightweight face detector, which has low computing cost and higher detection precision. First, to improve the detection capability, the squeeze and excitation modules are used to extract attention between channels. Then, the textual and semantic information are extracted by shallow networks and deep networks respectively to get rich features. Finally, the landmark detection module is used to improve the detection performance for small faces and provide landmark data for face alignment. Experiments on AFW, FDDB, PASCAL, and WIDER FACE datasets show that our algorithm has achieved significant improvement in the mean average precision. Especially, on the WIDER FACE hard validation set, our algorithm outperforms the mean average precision of FaceBoxes by 7.2%. For VGA-resolution images, the running speed of our algorithm can reach 23FPS on a CPU device.

Feature Voting for Object Localization via Density Ratio Estimation

  • Wang, Liantao;Deng, Dong;Chen, Chunlei
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권12호
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    • pp.6009-6027
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    • 2019
  • Support vector machine (SVM) classifiers have been widely used for object detection. These methods usually locate the object by finding the region with maximal score in an image. With bag-of-features representation, the SVM score of an image region can be written as the sum of its inside feature-weights. As a result, the searching process can be executed efficiently by using strategies such as branch-and-bound. However, the feature-weight derived by optimizing region classification cannot really reveal the category knowledge of a feature-point, which could cause bad localization. In this paper, we represent a region in an image by a collection of local feature-points and determine the object by the region with the maximum posterior probability of belonging to the object class. Based on the Bayes' theorem and Naive-Bayes assumptions, the posterior probability is reformulated as the sum of feature-scores. The feature-score is manifested in the form of the logarithm of a probability ratio. Instead of estimating the numerator and denominator probabilities separately, we readily employ the density ratio estimation techniques directly, and overcome the above limitation. Experiments on a car dataset and PASCAL VOC 2007 dataset validated the effectiveness of our method compared to the baselines. In addition, the performance can be further improved by taking advantage of the recently developed deep convolutional neural network features.

Binary Hashing CNN Features for Action Recognition

  • Li, Weisheng;Feng, Chen;Xiao, Bin;Chen, Yanquan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제12권9호
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    • pp.4412-4428
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    • 2018
  • The purpose of this work is to solve the problem of representing an entire video using Convolutional Neural Network (CNN) features for human action recognition. Recently, due to insufficient GPU memory, it has been difficult to take the whole video as the input of the CNN for end-to-end learning. A typical method is to use sampled video frames as inputs and corresponding labels as supervision. One major issue of this popular approach is that the local samples may not contain the information indicated by the global labels and sufficient motion information. To address this issue, we propose a binary hashing method to enhance the local feature extractors. First, we extract the local features and aggregate them into global features using maximum/minimum pooling. Second, we use the binary hashing method to capture the motion features. Finally, we concatenate the hashing features with global features using different normalization methods to train the classifier. Experimental results on the JHMDB and MPII-Cooking datasets show that, for these new local features, binary hashing mapping on the sparsely sampled features led to significant performance improvements.