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Chart-based Stock Price Prediction by Combing Variation Autoencoder and Attention Mechanisms (변이형 오토인코더와 어텐션 메커니즘을 결합한 차트기반 주가 예측)

  • Sanghyun Bae;Byounggu Choi
    • Information Systems Review
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    • v.23 no.1
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    • pp.23-43
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    • 2021
  • Recently, many studies have been conducted to increase the accuracy of stock price prediction by analyzing candlestick charts using artificial intelligence techniques. However, these studies failed to consider the time-series characteristics of candlestick charts and to take into account the emotional state of market participants in data learning for stock price prediction. In order to overcome these limitations, this study produced input data by combining volatility index and candlestick charts to consider the emotional state of market participants, and used the data as input for a new method proposed on the basis of combining variantion autoencoder (VAE) and attention mechanisms for considering the time-series characteristics of candlestick chart. Fifty firms were randomly selected from the S&P 500 index and their stock prices were predicted to evaluate the performance of the method compared with existing ones such as convolutional neural network (CNN) or long-short term memory (LSTM). The results indicated the method proposed in this study showed superior performance compared to the existing ones. This study implied that the accuracy of stock price prediction could be improved by considering the emotional state of market participants and the time-series characteristics of the candlestick chart.

Development of ATSC3.0 based UHDTV Broadcasting System providing Ultra-high-quality Service that supports HDR/WCG Video and 3D Audio, and a Fixed UHD/Mobile HD Service (HDR/WCG 비디오와 3D 오디오를 지원하는 초고품질 방송서비스와 고정 UHD/이동 HD 방송 서비스를 제공하는 ATSC 3.0 기반 UHDTV 방송 시스템 개발)

  • Ki, Myungseok;Seok, Jinwuk;Beack, Seungkwon;Jang, Daeyoung;Lee, Taejin;Kim, Hui Yong;Oh, Hyeju;Lim, Bo-mi;Bae, Byungjun;Kim, Heung Mook;Choi, Jin Soo
    • Journal of Broadcast Engineering
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    • v.22 no.6
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    • pp.829-849
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    • 2017
  • Due to the large-scale TV display, the convergence of broadcasting and broadband, and the advancement of signal compression and transmission technology, terrestrial digital broadcasting has evolved into UHD broadcasting capable of providing simultaneous broadcasting of fixed UHD and mobile HD. The Korean standard for terrestrial UHDTV broadcasting is based on ATSC 3.0, the broadcasting standard of North America. The terrestrial UHDTV broadcasting standard chose that as a new AV codec standard, HEVC video codec which can compress with higher efficiency compared to AVC, and MPEG-H 3D audio codec for realistic audio. Also, DASH and MMT are adopted as transmission format instead of MPEG-2 TS to support broadband as well as broadcasting network, and in order to provide 4K UHD/mobile HD service simultaneously ROUTE multiplexing technology is applied. In this paper, we propose an audio/video encoder, which is required to provide HDR/WCG supported high quality video service, 10.2 channel/4 object supporting stereo sound service, fixed UHD and mobile HD simultaneous broadcasting service based on ATSC3.0, also we implemented the ATSC 3.0 LDM system for ROUTE/DASH packager, multiplexing system and physical layer transmission/reception, and verified the service ability by applying it to real time broadcast environment.

Improved AR-FGS Coding Scheme for Scalable Video Coding (확장형 비디오 부호화(SVC)의 AR-FGS 기법에 대한 부호화 성능 개선 기법)

  • Seo, Kwang-Deok;Jung, Soon-Heung;Kim, Jin-Soo;Kim, Jae-Gon
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.31 no.12C
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    • pp.1173-1183
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    • 2006
  • In this paper, we propose an efficient method for improving visual quality of AR-FGS (Adaptive Reference FGS) which is adopted as a key scheme for SVC (Scalable Video Coding) or H.264 scalable extension. The standard FGS (Fine Granularity Scalability) adopts AR-FGS that introduces temporal prediction into FGS layer by using a high quality reference signal which is constructed by the weighted average between the base layer reconstructed imageand enhancement reference to improve the coding efficiency in the FGS layer. However, when the enhancement stream is truncated at certain bitstream position in transmission, the rest of the data of the FGS layer will not be available at the FGS decoder. Thus the most noticeable problem of using the enhancement layer in prediction is the degraded visual quality caused by drifting because of the mismatch between the reference frame used by the FGS encoder and that by the decoder. To solve this problem, we exploit the principle of cyclical block coding that is used to encode quantized transform coefficients in a cyclical manner in the FGS layer. Encoding block coefficients in a cyclical manner places 'higher-value' bits earlier in the bitstream. The quantized transform coefficients included in the ealry coding cycle of cyclical block coding have higher probability to be correctly received and decoded than the others included in the later cycle of the cyclical block coding. Therefore, we can minimize visual quality degradation caused by bitstream truncation by adjusting weighting factor to control the contribution of the bitstream produced in each coding cycle of cyclical block coding when constructing the enhancement layer reference frame. It is shown by simulations that the improved AR-FGS scheme outperforms the standard AR-FGS by about 1 dB in maximum in the reconstructed visual quality.

Micro-CT System for Small Animal Imaging (소동물영상을 위한 마이크로 컴퓨터단층촬영장치)

  • Nam, Ki-Yong;Kim, Kyong-Woo;Kim, Jae-Hee;Son, Hyun-Hwa;Ryu, Jeong-Hyun;Kang, Seoung-Hoon;Chon, Kwon-Su;Park, Seong-Hoon;Yoon, Kwon-Ha
    • Progress in Medical Physics
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    • v.19 no.2
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    • pp.102-112
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    • 2008
  • We developed a high-resolution micro-CT system based on rotational gantry and flat-panel detector for live mouse imaging. This system is composed primarily of an x-ray source with micro-focal spot size, a CMOS (complementary metal oxide semiconductor) flat panel detector coupled with Csl (TI) (thallium-doped cesium iodide) scintillator, a linearly moving couch, a rotational gantry coupled with positioning encoder, and a parallel processing system for image data. This system was designed to be of the gantry-rotation type which has several advantages in obtaining CT images of live mice, namely, the relative ease of minimizing the motion artifact of the mice and the capability of administering respiratory anesthesia during scanning. We evaluated the spatial resolution, image contrast, and uniformity of the CT system using CT phantoms. As the results, the spatial resolution of the system was approximately the 11.3 cycles/mm at 10% of the MTF curve, and the radiation dose to the mice was 81.5 mGy. The minimal resolving contrast was found to be less than 46 CT numbers on low-contrast phantom imaging test. We found that the image non-uniformity was approximately 70 CT numbers at a voxel size of ${\sim}55{\times}55{\times}X100\;{\mu}^3$. We present the image test results of the skull and lung, and body of the live mice.

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Dual Codec Based Joint Bit Rate Control Scheme for Terrestrial Stereoscopic 3DTV Broadcast (지상파 스테레오스코픽 3DTV 방송을 위한 이종 부호화기 기반 합동 비트율 제어 연구)

  • Chang, Yong-Jun;Kim, Mun-Churl
    • Journal of Broadcast Engineering
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    • v.16 no.2
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    • pp.216-225
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    • 2011
  • Following the proliferation of three-dimensional video contents and displays, many terrestrial broadcasting companies have been preparing for stereoscopic 3DTV service. In terrestrial stereoscopic broadcast, it is a difficult task to code and transmit two video sequences while sustaining as high quality as 2DTV broadcast due to the limited bandwidth defined by the existing digital TV standards such as ATSC. Thus, a terrestrial 3DTV broadcasting with a heterogeneous video codec system, where the left image and right images are based on MPEG-2 and H.264/AVC, respectively, is considered in order to achieve both high quality broadcasting service and compatibility for the existing 2DTV viewers. Without significant change in the current terrestrial broadcasting systems, we propose a joint rate control scheme for stereoscopic 3DTV service based on the heterogeneous dual codec systems. The proposed joint rate control scheme applies to the MPEG-2 encoder a quadratic rate-quantization model which is adopted in the H.264/AVC. Then the controller is designed for the sum of the left and right bitstreams to meet the bandwidth requirement of broadcasting standards while the sum of image distortions is minimized by adjusting quantization parameter obtained from the proposed optimization scheme. Besides, we consider a condition on maintaining quality difference between the left and right images around a desired level in the optimization in order to mitigate negative effects on human visual system. Experimental results demonstrate that the proposed bit rate control scheme outperforms the rate control method where each video coding standard uses its own bit rate control algorithm independently in terms of the increase in PSNR by 2.02%, the decrease in the average absolute quality difference by 77.6% and the reduction in the variance of the quality difference by 74.38%.

Real data-based active sonar signal synthesis method (실데이터 기반 능동 소나 신호 합성 방법론)

  • Yunsu Kim;Juho Kim;Jongwon Seok;Jungpyo Hong
    • The Journal of the Acoustical Society of Korea
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    • v.43 no.1
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    • pp.9-18
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    • 2024
  • The importance of active sonar systems is emerging due to the quietness of underwater targets and the increase in ambient noise due to the increase in maritime traffic. However, the low signal-to-noise ratio of the echo signal due to multipath propagation of the signal, various clutter, ambient noise and reverberation makes it difficult to identify underwater targets using active sonar. Attempts have been made to apply data-based methods such as machine learning or deep learning to improve the performance of underwater target recognition systems, but it is difficult to collect enough data for training due to the nature of sonar datasets. Methods based on mathematical modeling have been mainly used to compensate for insufficient active sonar data. However, methodologies based on mathematical modeling have limitations in accurately simulating complex underwater phenomena. Therefore, in this paper, we propose a sonar signal synthesis method based on a deep neural network. In order to apply the neural network model to the field of sonar signal synthesis, the proposed method appropriately corrects the attention-based encoder and decoder to the sonar signal, which is the main module of the Tacotron model mainly used in the field of speech synthesis. It is possible to synthesize a signal more similar to the actual signal by training the proposed model using the dataset collected by arranging a simulated target in an actual marine environment. In order to verify the performance of the proposed method, Perceptual evaluation of audio quality test was conducted and within score difference -2.3 was shown compared to actual signal in a total of four different environments. These results prove that the active sonar signal generated by the proposed method approximates the actual signal.