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A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

A Study on Public Interest-based Technology Valuation Models in Water Resources Field (수자원 분야 공익형 기술가치평가 시스템에 대한 연구)

  • Ryu, Seung-Mi;Sung, Tae-Eung
    • Journal of Intelligence and Information Systems
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    • v.24 no.3
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    • pp.177-198
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    • 2018
  • Recently, as economic property it has become necessary to acquire and utilize the framework for water resource measurement and performance management as the property of water resources changes to hold "public property". To date, the evaluation of water technology has been carried out by feasibility study analysis or technology assessment based on net present value (NPV) or benefit-to-cost (B/C) effect, however it is not yet systemized in terms of valuation models to objectively assess an economic value of technology-based business to receive diffusion and feedback of research outcomes. Therefore, K-water (known as a government-supported public company in Korea) company feels the necessity to establish a technology valuation framework suitable for technical characteristics of water resources fields in charge and verify an exemplified case applied to the technology. The K-water evaluation technology applied to this study, as a public interest goods, can be used as a tool to measure the value and achievement contributed to society and to manage them. Therefore, by calculating the value in which the subject technology contributed to the entire society as a public resource, we make use of it as a basis information for the advertising medium of performance on the influence effect of the benefits or the necessity of cost input, and then secure the legitimacy for large-scale R&D cost input in terms of the characteristics of public technology. Hence, K-water company, one of the public corporation in Korea which deals with public goods of 'water resources', will be able to establish a commercialization strategy for business operation and prepare for a basis for the performance calculation of input R&D cost. In this study, K-water has developed a web-based technology valuation model for public interest type water resources based on the technology evaluation system that is suitable for the characteristics of a technology in water resources fields. In particular, by utilizing the evaluation methodology of the Institute of Advanced Industrial Science and Technology (AIST) in Japan to match the expense items to the expense accounts based on the related benefit items, we proposed the so-called 'K-water's proprietary model' which involves the 'cost-benefit' approach and the FCF (Free Cash Flow), and ultimately led to build a pipeline on the K-water research performance management system and then verify the practical case of a technology related to "desalination". We analyze the embedded design logic and evaluation process of web-based valuation system that reflects characteristics of water resources technology, reference information and database(D/B)-associated logic for each model to calculate public interest-based and profit-based technology values in technology integrated management system. We review the hybrid evaluation module that reflects the quantitative index of the qualitative evaluation indices reflecting the unique characteristics of water resources and the visualized user-interface (UI) of the actual web-based evaluation, which both are appended for calculating the business value based on financial data to the existing web-based technology valuation systems in other fields. K-water's technology valuation model is evaluated by distinguishing between public-interest type and profitable-type water technology. First, evaluation modules in profit-type technology valuation model are designed based on 'profitability of technology'. For example, the technology inventory K-water holds has a number of profit-oriented technologies such as water treatment membranes. On the other hand, the public interest-type technology valuation is designed to evaluate the public-interest oriented technology such as the dam, which reflects the characteristics of public benefits and costs. In order to examine the appropriateness of the cost-benefit based public utility valuation model (i.e. K-water specific technology valuation model) presented in this study, we applied to practical cases from calculation of benefit-to-cost analysis on water resource technology with 20 years of lifetime. In future we will additionally conduct verifying the K-water public utility-based valuation model by each business model which reflects various business environmental characteristics.

The Variation of Natural Population of Pinus densiflora S. et Z. in Korea -Characteristics of Needle and Wood of Wangsan, Bonghwa and Yangju Populations- (소나무 천연집단(天然集團)의 변이(變移)에 관(關)한 연구(硏究)(VII) -왕산(旺山), 봉화(奉化), 양주집단(楊州集團)의 침엽(針葉) 및 재질형질(材質形質)-)

  • Yim, Kyong Bin;Lee, Kyong Jae
    • Journal of Korean Society of Forest Science
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    • v.40 no.1
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    • pp.1-18
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    • 1978
  • Three Pinus densiflora populations as shown in location map (Fig. 1) were studied in 1977. These succeed the population numbers 10, 11 and 12 after the preceeding populations. Following the previous study methods, 20 trees were chosen from each population and the morphological characteristics such as tree forms, branching habit, needle and wood properties were investigated. The results are summerized as follows; 1. The mean stand ages were ranged from 40 to 45. The growth performances of trees of population 10 and 11 was similar, but 12 seemed to be inferior more or less. 2. The ratios of clear bole length was 0.53 in population 12 as the highest but 0.43 for population 10 as the lowest. 3. The population 12 was considered to be a stand of the coarser branching habit having the crown index (The maximum crown diameter/the crown length) 1.65 though the mean branching angle indicates almost horizontal. 4. The differences were observed in the clear bole length ratios and crown-indices between populations as shown in Fig. 3 and 4. 5. No inter-population differences in serration density of needle was shown but significant inter and intra-population and individual differences (within population) in number of stomata rows and resin duct. 6. Population 12 shown 0.119 of resin duct index as the maximum. 7. The pattern of diameter growth, analyses based on the width of 10-year-ring segment unit (for example, the 1st segment denotes the width between pith center and 10th year ring and the 2nd one is from 11th to 20th year ring and so on.), was alike among populations as shown in Fig. 9. 8. No significant differences between population in mean summer wood percentages as well as in wood specific gravity was observed. The values of wood specific gravity were increased with the increase of ages in population 10 and 11 however vice versa in population 12. 9. The fiber length was increased with the increase of age but no differences between populations as shown in Fig. 12.

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The Variation of Natural Population of Pinus densiflora S. et Z. in Korea (IX) -Needle and Wood Characteristics of Six Populations- (소나무천연집단(天然集團)의 변이(變異)에 관(關)한 연구(硏究)(IX) -광주(廣州), 제천(堤川), 보은(報恩), 무주(茂朱), 구례(求禮), 제주집단(濟州集團)의 침엽(針葉) 및 재질형질(材質形質)-)

  • Yim, Kyong Bin;Lee, Kyong Jae
    • Journal of Korean Society of Forest Science
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    • v.44 no.1
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    • pp.1-25
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    • 1979
  • Six natural populations of Pinus densiflora S. et Z. as shown in the location map (Flg 1) were studied during 1978. The numerial pouplation codes, 13 to 18. The results of populations 1 to 12 were reported in previous papers. Following the study methods described before, 20 trees were sampled from each population and morpological characteristics such as stem forms, branching habit needle and wood properties investigated. The results are summerized as follows; 1. The mean stand ages were ranged from 36 to 97 of years. The growth performances of trees of population 14. 15 and 18 was similar, but 13, 16, and 17 seemed to be inferior more or less. 2. The ratios of clear bole length were 0.70 in population 18 as the highest but 0.28 for population 16 as the lowest. 3. The population 17 was considered to be a stand of the coarser branching habit having the crown index (The maximum crown diameter/the crown height) 158 though the branching angles were almost horizontal. 4. The differences were observed in the clear bole length ratios and crown-indices between population as shown In Fig. 3 and 4. 5. As to the serration density, number of stomata row and resin duct; the significant differences exist between individual trees within population and also between populations. 6. Population 18 shown resin duct index 0.119 as the maximum. 7. The patterns of diameter growth, based on the width of 10-year-ring segment unit(for example, the 1st segment denotes the with between pith center and 10th year ring and the 2nd one is from 11th to 20th ring and so on.), were alike among populations as shown in Fig 9. 8. Significant differences between population in mean summer wood percentage as well as in wood specific gravity was observed. The values of wood specific gravity were increased with the increase of ages in population 14, 18 however vice versa in population 13, 15, and 17. 9. The fiber length was mereased with the increased of age but no differences between populations as shown in Fig. 12.

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Pharmacokinetics of ofloxacin in Patients with Multidrug-Resistant Tuberculosis (다제내성결핵 환자에서 ofloxacin의 약동학적 분석)

  • Park, Seung-Kyu;Yoon, Young-Ran;Lee, Woo-Chul;Jun, Hyung-Min;Shon, Ji-Hong;Kim, Kyoung-Ah;Park, Ji-Young;Shin, Jae-Gook
    • Tuberculosis and Respiratory Diseases
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    • v.52 no.2
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    • pp.128-136
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    • 2002
  • Background: There are few studies that have reported on the pharmacokinetic(PK) disposition of fluoroquinolones in patients with multi-drug resistant tuberculosis(MDR-Tb), even though fluoroquinolones are frequently co-prescribed to those patients. In this study, the PK disposition of ofloxacin, a fluoroquinolone, was evaluated in patients with MD R -Tb. Methods: Twenty patients with MDR-Tb were given 2nd line Tb drugs including ofloxacin (300mg twice a day), prothionamide, cycloserine, para-aminosalicylic acid, kanamycin, and streptomycin. The patients were grouped according to their body mass index(BMI) as an index of emaciation (group A : 18.5$\leq$BMI <23, group B : BMI < 18.5). Blood samples were serially drawn and urine samples were collected upto 24 hours after the last dose of those drugs at steady state (over 1 month). The ofloxacin concentrations were determined using HPLC (High Performance Liquid Chromatography). Results: The AUC of ofloxacin in group B was greater than that in group A ($31.4{\pm}8.9{\mu}g/ml{\cdot}h$ vs. $24.1{\pm}6.2{\mu}g/ml{\cdot}h$)(Check the symbols), (p<0.05). The total clearance(Cl/F) of ofloxacin was $0.16{\pm}0.03$ L/h/kg in group A, and $0.14{\pm}0.03$ L/h/kg in group B. The half-lives of ofloxacin in two groups were similar (group A : $5.3{\pm}0.8$ hours, group B : $5.7{\pm}0.9$ hours). In addition, the other PK parameters in two groups were also similar. Conclusions: The pharmacokinetics of ofloxacin in patients with MDR-Tb appears to be comparable with those of normal subjects, and the extent of emaciation appears to have an influence on the pharmacokinetics of ofloxaicn in chronic debilitated MDR-Tb patients.

Estimating the Carrying Capacity of a Coastal Bay for Oyster Culture -I . Estimating a Food Supply to Oysters Using an Eco-hydrodynamic Model in Geoie-Hansan Bay- (굴 양식수역의 환경용량 산정 -I. 생태계 모델을 이용한 거제 · 한산만 굴 먹이 공급량 추정)

  • Park Jong Soo;Kim Hyung Chul;Choi Woo Jeung;Lee Won Chan;Park Chung Kil
    • Korean Journal of Fisheries and Aquatic Sciences
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    • v.35 no.4
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    • pp.395-407
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    • 2002
  • A 3D hydrodynamic-ecological coupled model was applied to estimate a food supply to oysters in Geoje-Hansan Bay where is one of the oyster culturing sites in Korea, In this study, the primary productivity (PP) was adopted as an index of food supply, and the spatial patterns of average chlorophyll a concentration during a culturing seasons from September to May of the following year were simulated by the model, The numerical result showed that PP was high in the inner part of the bay and the adjacent areas of Hwado island, but low in the outer. This result indicates that PP is essentially influenced by anthropogenic nutrient loadings in the system. The model was calibrated using the field data in May which is non culturing season of oysters and a simulated phytoplankton biomass agreed fairly well with the observed data ($R^{2}=0.70$, $RE=10.3\%$). The computed food supply varied from 0.19 to $1.27\;gC/m^{2}/day$ with a mean value of $0.62 gC/m^{2}/day$ from September to May. The highest value was showed in May ($1.27 gC/m^{2}/day$) and the lowest was in February ($0.19 gC/m^{2}/day$).

A Review of Questionnaire for the Clinical Trials on Chronic Low Back Pain (만성 요통 임상연구에 사용된 설문지 현황 고찰)

  • Kim, Doo-Hee;Shin, Woo-Suk;Lee, Jin-Won;Park, Won-Hyung;Cha, Yun-Yeop;Ko, Youn-Seok;Lee, Jung-Han;Chung, Won-Suk;Shin, Byung-Cheul;Song, Yun-Kyung;Go, Ho-Yeon;Sun, Seong-Ho;Jeon, Chan-Yong;Jang, Bo-Hyoung;Ko, Seong-Gyu
    • Journal of Korean Medicine Rehabilitation
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    • v.23 no.4
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    • pp.95-115
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    • 2013
  • Objectives The aim of this review is to provide fundamental data for low back pain scales which can be used in clinical trial. Methods We investigated the latest studies on chronic low back pain via PubMed. And we also investigated domestic studies through "http://oasis.kiom.re.kr". 95 research papers were analyzed. Scales were classified into pain scale, function scale, generic health status scale and psychological scale. Results 1) According to foreign clinical studies, Visual Analog Scale (VAS) and Numerical Rating Scale (NRS) were used 18 times as pain scale. Oswestry Disability Index (ODI) was used 20 times as function scale, Roland-Morris Disability Questionnaire (RMDQ) was 17, and Hannover Functional Ability Questionnaire (HFAQ) was used 3 times. 36-item Short Form Health Survey (SF-36) was used 13 times as generic health status scale, Euroqol-5 Dimentions Questionnaire (EQ-5D) was 11, and 12-item Short Form Health Survey (SF-12) was used 3 times. Fear-Avoidance Beliefs Questionnaire (FABQ) was used 9 times as psychological scale, Pain Catastrophizing Scale (PCS) and Tampa Scale for Kinesiophobia (TSK-R) both were used 3 times. 2) According to domestic clinical studies, VAS was used 37 times as pain scale, NRS was 11, and Short Form McGill Pain Questionnaire (SF-MPQ) was used 6 times. ODI was used 30 times as function scale, RMDQ was 2 times only. SF-36 was used once as generic health status scale and Beck's Depression Inventory (BDI) was used 3 times as psychological scale. Conclusions We recommend VAS or NRS as a measure to evaluate pain, and ODI as a measure to evaluate functional disability. And we also recommend SF-36 or SF-12 and EQ-5D as a measure to evaluate generic health status. Finally, we recommend FABQ for use in measuring psychological scale.

A STATISTICAL ANALYSIS OF SOLAR WIND DYNAMIC PRESSURE PULSES DURING GEOMAGNETIC STORMS (지자기폭풍 기간 동안의 태양풍 동압력 펄스에 관한 통계적 분석)

  • Baek, J.H.;Lee, D.Y.;Kim, K.C.;Choi, C.R.;Moon, Y.J.;Cho, K.S.;Park, Y.D.
    • Journal of Astronomy and Space Sciences
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    • v.22 no.4
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    • pp.419-430
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    • 2005
  • We have carried out a statistical analysis on solar wind dynamic pressure pulses during geomagnetic storms. The Dst index was used to identify 111 geomagnetic storms that occurred in the time interval from 1997 through 2001. We have selected only the events having the minimum Dst value less than -50 nT. In order to identify the pressure impact precisely, we have used the horizontal component data of the magnetic field H (northward) at low latitudes as well as the solar wind pressure data themselves. Our analysis leads to the following results: (1) The enhancement of H due to a pressure pulse tends to be proportional to the magnitude of minimum Dst value; (2) The occurrence frequency of pressure pulses also increases with storm intensity. (3) For about $30\%$ of our storms, the occurrence frequency of pressure pulses is greater than $0.4\#/hr$, implying that to. those storms the pressure pulses occur more frequently than do periodic substorms with an average substorm duration of 2.5 hrs. In order to understand the origin of these pressure pulses, we have first examined responsible storm drivers. It turns out that $65\%$ of the studied storms we driven by coronal mass ejections (CMEs) while others are associated with corotating interaction regions $(6.3\%)$ or Type II bursts $(7.2\%)$. Out of the storms that are driven by CMEs, over $70\%$ show that the main phase interval overlaps with the sheath, namely, the region between CME body and the shock, and with the leading region of a CME. This suggests that the origin of the frequent pressure pulses is often due to density fluctuations in the sheath region and the leading edge of the CME body.

Usefulness of Serum Thymidine Kinase 1 as a Biomarker for Aggressive Clinical Behavior in B-cell Lymphoma (B세포림프종의 임상적 악성도 표지자로서 혈청 Thymidine Kinase 1의 유용성)

  • Kim, Heyjin;Kang, Hye Jin;Lee, Jin Kyung;Hong, Young Jun;Hong, Seok-Il;Chang, Yoon Hwan
    • Laboratory Medicine Online
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    • v.6 no.1
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    • pp.25-30
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    • 2016
  • Background: The cell cycle-dependent enzyme thymidine kinase 1 (TK1) is known to increase during cancer cell proliferation and has been reported as a prognostic marker for various hematologic malignancies and solid tumors. This study aimed to determine the reference interval in Korean healthy controls and to evaluate the usefulness of TK1 as a biomarker for aggressive clinical behavior in B-cell lymphoma patients. Methods: We enrolled 72 previously untreated patients with B-cell lymphoma and 143 healthy controls. Serum TK1 levels were measured by chemiluminescence immunoassay ($Liaison^{(R)}$, DiaSorin, USA). We established the reference intervals in healthy controls. The diagnostic performance of serum TK1 was studied using receiver operating characteristic (ROC) analysis, and the correlation between the cutoff level for serum TK1 and clinical characteristics of B-cell lymphoma was evaluated. Results: The reference range (95th percentile) of serum TK1 in healthy controls was 5.4-21.8 U/L. There was a clear difference in TK1 levels between patients with B-cell lymphoma and healthy controls ($40.6{\pm}68.5$ vs. $11.8{\pm}4.4U/L$, P <0.001). The area under the curve of serum TK1 for the diagnosis of B-cell lymphoma was 0.73 (cutoff, 15.2 U/L; sensitivity, 59.7%; specificity, 83.2%). An increased TK1 level (${\geq}15.2U/L$) correlated with the advanced clinical stage (P <0.001), bone marrow involvement (P =0.013), international prognostic index score (P =0.001), lactate dehydrogenase level (P =0.001), low Hb level (<12 g/dL) (P =0.028), and lymphocyte count (P =0.023). Conclusions: The serum TK1 level could serve as a useful biomarker for aggressive clinical behavior in B-cell lymphoma patients.

The Variation of Natural Population of Pinus densiflora S. et Z. in Korea (V) -Characteristics of Needle and Wood of Injye, Jeongsun, Samchuk Populations- (소나무 천연집단(天然集團)의 변이(變異)에 관(關)한 연구(硏究)(V) -인제(麟蹄), 정선(旌善), 삼척집단(三陟集團)의 침엽(針葉) 및 재질형질(材質形質)-)

  • Yim, Kyong Bin;Kwon, Ki Won;Lee, Kyong Jae
    • Journal of Korean Society of Forest Science
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    • v.36 no.1
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    • pp.9-25
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    • 1977
  • As a successive work of the variation studies of natural Pinus densiflora stands, some characteristics of individual trees of the three natural populations selected from the Kwang-won Province, the middle-east part of Korean peninsula, as shown in the location map, were investigated. And the statiscal differences between individuals within population, and between populations were analysed. Twenty trees from each population were selected for this study purpose. Doing this, those trees lagged in growth, usually showing poorer form, were eliminated. The results obtained are summarized as follows: 1. Though the average population ages had the ranage between 50 and 63, the growth of height or diameter was similar. Population No.9 is, however, considered to have better tree forms at glance. Population No.8 showed the heighest value not only in the clear-stem-length ratio. 0.53 but also in the crown-index 0.91. The higher value can be result from those trees having long lateral branches and relatively short crown height, meaning undesirable crown shape. In regard to the fine branchedness and the acuteness of branching angle, the population No.9. is considered to be a better one, whereas there was almost no difference in crown height among populations. 2. Checking the frequency distributions of the ratio of the clear-stem-height to the total height and the crown-indices, some difference between populations are considered. These might be attributed to the previous way of stand mangement which alters the density. 3. In the serration density, the average number of 54 per 1cm needle length, the significant differences exist between individual trees within population but not between populations. A few trees which extremly high serration density were observed. As in serration, so tendencies were in the number of stomata row and resin duct. 4. The population 8 had the resin duct index value of 0.074 as the highest which was twice or triple of the other ones. 5. The patterns of increasing process of the average 10-year-ring-segment were not similar till the 30 years of age, but beyond this, the tendency lines were aggregated. 6. Regading the average summer wood ratio, no diffrence between populations, but in the ranges, i.e. 23 to 30 in population No.8. and 16 to 36 in population No.9., with regad to the specific gravity of wood, there were hardly observed any difference between populations even in the ranges values. As the increase of tree ages, the increase of specific gravity was followed but the increasing patterns were not similar between populations. 7. No significant differences between populations in the average tracheid length and the range were detected. However, the length was increased according to the age increase. The increasing pattern was same between populations.

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