• Title/Summary/Keyword: Data Optimization

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MDP(Markov Decision Process) Model for Prediction of Survivor Behavior based on Topographic Information (지형정보 기반 조난자 행동예측을 위한 마코프 의사결정과정 모형)

  • Jinho Son;Suhwan Kim
    • Journal of Intelligence and Information Systems
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    • v.29 no.2
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    • pp.101-114
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    • 2023
  • In the wartime, aircraft carrying out a mission to strike the enemy deep in the depth are exposed to the risk of being shoot down. As a key combat force in mordern warfare, it takes a lot of time, effot and national budget to train military flight personnel who operate high-tech weapon systems. Therefore, this study studied the path problem of predicting the route of emergency escape from enemy territory to the target point to avoid obstacles, and through this, the possibility of safe recovery of emergency escape military flight personnel was increased. based problem, transforming the problem into a TSP, VRP, and Dijkstra algorithm, and approaching it with an optimization technique. However, if this problem is approached in a network problem, it is difficult to reflect the dynamic factors and uncertainties of the battlefield environment that military flight personnel in distress will face. So, MDP suitable for modeling dynamic environments was applied and studied. In addition, GIS was used to obtain topographic information data, and in the process of designing the reward structure of MDP, topographic information was reflected in more detail so that the model could be more realistic than previous studies. In this study, value iteration algorithms and deterministic methods were used to derive a path that allows the military flight personnel in distress to move to the shortest distance while making the most of the topographical advantages. In addition, it was intended to add the reality of the model by adding actual topographic information and obstacles that the military flight personnel in distress can meet in the process of escape and escape. Through this, it was possible to predict through which route the military flight personnel would escape and escape in the actual situation. The model presented in this study can be applied to various operational situations through redesign of the reward structure. In actual situations, decision support based on scientific techniques that reflect various factors in predicting the escape route of the military flight personnel in distress and conducting combat search and rescue operations will be possible.

Classification of Carbon-Based Global Marine Eco-Provinces Using Remote Sensing Data and K-Means Clustering (K-Means Clustering 기법과 원격탐사 자료를 활용한 탄소기반 글로벌 해양 생태구역 분류)

  • Young Jun Kim;Dukwon Bae;Jungho Im ;Sihun Jung;Minki Choo;Daehyeon Han
    • Korean Journal of Remote Sensing
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    • v.39 no.5_3
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    • pp.1043-1060
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    • 2023
  • An acceleration of climate change in recent years has led to increased attention towards 'blue carbon' which refers to the carbon captured by the ocean. However, our comprehension of marine ecosystems is still incomplete. This study classified and analyzed global marine eco-provinces using k-means clustering considering carbon cycling. We utilized five input variables during the past 20 years (2001-2020): Carbon-based Productivity Model (CbPM) Net Primary Production (NPP), particulate inorganic and organic carbon (PIC and POC), sea surface salinity (SSS), and sea surface temperature (SST). A total of nine eco-provinces were classified through an optimization process, and the spatial distribution and environmental characteristics of each province were analyzed. Among them, five provinces showed characteristics of open oceans, while four provinces reflected characteristics of coastal and high-latitude regions. Furthermore, a qualitative comparison was conducted with previous studies regarding marine ecological zones to provide a detailed analysis of the features of nine eco-provinces considering carbon cycling. Finally, we examined the changes in nine eco-provinces for four periods in the past (2001-2005, 2006-2010, 2011-2015, and 2016-2020). Rapid changes in coastal ecosystems were observed, and especially, significant decreases in the eco-provinces having higher productivity by large freshwater inflow were identified. Our findings can serve as valuable reference material for marine ecosystem classification and coastal management, with consideration of carbon cycling and ongoing climate changes. The findings can also be employed in the development of guidelines for the systematic management of vulnerable coastal regions to climate change.

The Analysis of Dose in a Rectum by Multipurpose Brachytherapy Phantom (근접방사선치료용 다목적 팬톰을 이용한 직장 내 선량분석)

  • Huh, Hyun-Do;Kim, Seong-Hoon;Cho, Sam-Ju;Lee, Suk;Shin, Dong-Oh;Kwon, Soo-Il;Kim, Hun-Jung;Kim, Woo-Chul;K. Loh John-J.
    • Radiation Oncology Journal
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    • v.23 no.4
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    • pp.223-229
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    • 2005
  • Purpose: In this work we designed and made MPBP(Multi Purpose Brachytherapy Phantom). The MPBP enables one to reproduce the same patient set-up in MPBP as the treatment of the patient and we tried to get an exact analysis of rectal doses in the phantom without need of in-vivo dosimetry. Materials and Methods: Dose measurements were tried at a point of rectum 1, the reference point of rectum, with a diode detector for 4 patients treated with tandem and ovoid for a brachytherapy of a cervix cancer. Total 20 times of rectal dose measurements were made with 5 times a patient. The set-up variation of the diode detector was analyzed. The same patient set-ups were reproduced in self-made MPBP and then rectal doses were measured with TLD. Results: The measurement results of the diode detector showed that the set-up variation of the diode detector was the maximum $11.25{\pm}0.95mm$ in the y-direction for Patient 1 and the maximum $9.90{\pm}4.50mm,\;20.85{\pm}4.50mm,\;and\;19.15{\pm}3.33mm$ in the z-direction for Patient 2, 3, and 4, respectively. Un analyzing the degree of variation in 3 directions the more variation was showed in the z-direction than x- and y-direction except Patient 1. The results of TLD measurements in MPBP showed the relative maximum error of 8.6% and 7.7% at a point of rectum 1 for Patient 1 and 4, respectively and 1.7% and 1.2% for Patient 2 and 3, respectively. The doses measured at R1 and R2 were higher than those calculated except R point of Patient 2. this can be thought to related to the algorithm of dose calculation, whcih corrects for air and water but is guessed not to consider the correction for the scattered rays, but by considering the self-error (${\pm}5%$) TLD has the relative error of values measured and calculated was analyzed to be in a good agreement within 15%. Conclusion: The reproducibility of dose measurements under the same condition as the treatment could be achieved owing to the self-made MPMP and the dose at the point of interest could be analyzed accurately. If a treatment is peformed after achieving dose optimization using the data obtained in the phantom, dose will be able to be minimized to important organs.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.