• 제목/요약/키워드: Flow Field

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Effect of Additional 1 hour T-piece Trial on Weaning Outcome to the Patients at Minimum Pressure Support (최소압력보조 수준에서 추가적 1시간 T-piece 시도가 이탈에 미치는 영향)

  • Hong, Sang-Bum;Koh, Youn-Suck;Lim, Chae-Man;Ann, Jong-Jun;Park, Wann;Shim, Tae-Son;Lee, Sang-Do;Kim, Woo-Sung;Kim, Dong-Soon;Kim, Won-Dong
    • Tuberculosis and Respiratory Diseases
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    • 제45권4호
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    • pp.813-822
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    • 1998
  • Background: Extubation is recommended to be performed at minimum pressure support (PSmin) during the pressure support ventilation (PSV). In field, physicians sometimes perform additional 1 hr T-piece trial to the patient at PSmin to reduce re-intubation risk. Although it provides confirmation of patient's breathing reserve, weaning could be delayed due to increased airway resistance by endotracheal tube. Methods: To investigate the effect of additional 1 hr T-piece trial on weaning outcome, a prospective study was done in consecutive 44 patients who had received mechanical ventilation more than 3 days. Respiratory mechanics, hemodymic, and gas exchange measurements were done and the level of PSmin was calculated using the equation (PSmin=peak inspiratory flow rate $\times$ total ventilatory system resistance) at the 15cm $H_2O$ of pressure support. At PSmin, the patients were randomized into intervention (additional 1 hr T-piece trial) and control (extubation at PSmin). The measurements were repeated at PSmm, during weaning process (in cases of intervention), and after extubation. The weaning success was defined as spontaneous breathing more than 48hr after extubation. In intervention group, failure to continue weaning process was also considered as weaning failure. Results: Thirty-six patients with 42 times weaning trial were satisfied to the protocol. Mean PSmin level was 7.6 (${\pm}1.9$)cm $H_2O$. There were no differences in total ventilation times (TVT), APACHE III score, nutritional indices, and respiratory mechanics at PSmin between 2 groups. The weaning success rate and re-intubation rate were not different between intervention group (55% and 18% in each) and control group (70% and 20% in each) at first weaning trial. Work of breathing, pressure time product, and tidal volume were aggravated during 1 hr T-piece trial compared to those of PSmin in intervention group ($10.4{\pm}1.25$ and $1.66{\pm}1.08$ J/L in work of breathing) ($191{\pm}232$ and $287{\pm}217$cm $H_2O$ s/m in pressure time product) ($0.33{\pm}0.09$ and $0.29{\pm}0.09$ L in tidal volume) (P<0.05 in each). As in whole, TVT, and tidal volume at PSmin were significantly different between the patients with weaning success ($246{\pm}195$ hr, $0.43{\pm}0.11$ L) and the those with weaning failure ($407{\pm}248$ hr, $0.35{\pm}0.10$L) (P<0.05 in each). Conclusion : There were no advantage to weaning outcome by addition of 1 hr T-piece trial compared to prompt extubation to the patient at PS min.

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A Study on the Determinants of Patent Citation Relationships among Companies : MR-QAP Analysis (기업 간 특허인용 관계 결정요인에 관한 연구 : MR-QAP분석)

  • Park, Jun Hyung;Kwahk, Kee-Young;Han, Heejun;Kim, Yunjeong
    • Journal of Intelligence and Information Systems
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    • 제19권4호
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    • pp.21-37
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    • 2013
  • Recently, as the advent of the knowledge-based society, there are more people getting interested in the intellectual property. Especially, the ICT companies leading the high-tech industry are working hard to strive for systematic management of intellectual property. As we know, the patent information represents the intellectual capital of the company. Also now the quantitative analysis on the continuously accumulated patent information becomes possible. The analysis at various levels becomes also possible by utilizing the patent information, ranging from the patent level to the enterprise level, industrial level and country level. Through the patent information, we can identify the technology status and analyze the impact of the performance. We are also able to find out the flow of the knowledge through the network analysis. By that, we can not only identify the changes in technology, but also predict the direction of the future research. In the field using the network analysis there are two important analyses which utilize the patent citation information; citation indicator analysis utilizing the frequency of the citation and network analysis based on the citation relationships. Furthermore, this study analyzes whether there are any impacts between the size of the company and patent citation relationships. 74 S&P 500 registered companies that provide IT and communication services are selected for this study. In order to determine the relationship of patent citation between the companies, the patent citation in 2009 and 2010 is collected and sociomatrices which show the patent citation relationship between the companies are created. In addition, the companies' total assets are collected as an index of company size. The distance between companies is defined as the absolute value of the difference between the total assets. And simple differences are considered to be described as the hierarchy of the company. The QAP Correlation analysis and MR-QAP analysis is carried out by using the distance and hierarchy between companies, and also the sociomatrices that shows the patent citation in 2009 and 2010. Through the result of QAP Correlation analysis, the patent citation relationship between companies in the 2009's company's patent citation network and the 2010's company's patent citation network shows the highest correlation. In addition, positive correlation is shown in the patent citation relationships between companies and the distance between companies. This is because the patent citation relationship is increased when there is a difference of size between companies. Not only that, negative correlation is found through the analysis using the patent citation relationship between companies and the hierarchy between companies. Relatively it is indicated that there is a high evaluation about the patent of the higher tier companies influenced toward the lower tier companies. MR-QAP analysis is carried out as follow. The sociomatrix that is generated by using the year 2010 patent citation relationship is used as the dependent variable. Additionally the 2009's company's patent citation network and the distance and hierarchy networks between the companies are used as the independent variables. This study performed MR-QAP analysis to find the main factors influencing the patent citation relationship between the companies in 2010. The analysis results show that all independent variables have positively influenced the 2010's patent citation relationship between the companies. In particular, the 2009's patent citation relationship between the companies has the most significant impact on the 2010's, which means that there is consecutiveness regarding the patent citation relationships. Through the result of QAP correlation analysis and MR-QAP analysis, the patent citation relationship between companies is affected by the size of the companies. But the most significant impact is the patent citation relationships that had been done in the past. The reason why we need to maintain the patent citation relationship between companies is it might be important in the use of strategic aspect of the companies to look into relationships to share intellectual property between each other, also seen as an important auxiliary of the partner companies to cooperate with.

Derivation of Digital Music's Ranking Change Through Time Series Clustering (시계열 군집분석을 통한 디지털 음원의 순위 변화 패턴 분류)

  • Yoo, In-Jin;Park, Do-Hyung
    • Journal of Intelligence and Information Systems
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    • 제26권3호
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    • pp.171-191
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    • 2020
  • This study focused on digital music, which is the most valuable cultural asset in the modern society and occupies a particularly important position in the flow of the Korean Wave. Digital music was collected based on the "Gaon Chart," a well-established music chart in Korea. Through this, the changes in the ranking of the music that entered the chart for 73 weeks were collected. Afterwards, patterns with similar characteristics were derived through time series cluster analysis. Then, a descriptive analysis was performed on the notable features of each pattern. The research process suggested by this study is as follows. First, in the data collection process, time series data was collected to check the ranking change of digital music. Subsequently, in the data processing stage, the collected data was matched with the rankings over time, and the music title and artist name were processed. Each analysis is then sequentially performed in two stages consisting of exploratory analysis and explanatory analysis. First, the data collection period was limited to the period before 'the music bulk buying phenomenon', a reliability issue related to music ranking in Korea. Specifically, it is 73 weeks starting from December 31, 2017 to January 06, 2018 as the first week, and from May 19, 2019 to May 25, 2019. And the analysis targets were limited to digital music released in Korea. In particular, digital music was collected based on the "Gaon Chart", a well-known music chart in Korea. Unlike private music charts that are being serviced in Korea, Gaon Charts are charts approved by government agencies and have basic reliability. Therefore, it can be considered that it has more public confidence than the ranking information provided by other services. The contents of the collected data are as follows. Data on the period and ranking, the name of the music, the name of the artist, the name of the album, the Gaon index, the production company, and the distribution company were collected for the music that entered the top 100 on the music chart within the collection period. Through data collection, 7,300 music, which were included in the top 100 on the music chart, were identified for a total of 73 weeks. On the other hand, in the case of digital music, since the cases included in the music chart for more than two weeks are frequent, the duplication of music is removed through the pre-processing process. For duplicate music, the number and location of the duplicated music were checked through the duplicate check function, and then deleted to form data for analysis. Through this, a list of 742 unique music for analysis among the 7,300-music data in advance was secured. A total of 742 songs were secured through previous data collection and pre-processing. In addition, a total of 16 patterns were derived through time series cluster analysis on the ranking change. Based on the patterns derived after that, two representative patterns were identified: 'Steady Seller' and 'One-Hit Wonder'. Furthermore, the two patterns were subdivided into five patterns in consideration of the survival period of the music and the music ranking. The important characteristics of each pattern are as follows. First, the artist's superstar effect and bandwagon effect were strong in the one-hit wonder-type pattern. Therefore, when consumers choose a digital music, they are strongly influenced by the superstar effect and the bandwagon effect. Second, through the Steady Seller pattern, we confirmed the music that have been chosen by consumers for a very long time. In addition, we checked the patterns of the most selected music through consumer needs. Contrary to popular belief, the steady seller: mid-term pattern, not the one-hit wonder pattern, received the most choices from consumers. Particularly noteworthy is that the 'Climbing the Chart' phenomenon, which is contrary to the existing pattern, was confirmed through the steady-seller pattern. This study focuses on the change in the ranking of music over time, a field that has been relatively alienated centering on digital music. In addition, a new approach to music research was attempted by subdividing the pattern of ranking change rather than predicting the success and ranking of music.

A Study on Knowledge Entity Extraction Method for Individual Stocks Based on Neural Tensor Network (뉴럴 텐서 네트워크 기반 주식 개별종목 지식개체명 추출 방법에 관한 연구)

  • Yang, Yunseok;Lee, Hyun Jun;Oh, Kyong Joo
    • Journal of Intelligence and Information Systems
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    • 제25권2호
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    • pp.25-38
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    • 2019
  • Selecting high-quality information that meets the interests and needs of users among the overflowing contents is becoming more important as the generation continues. In the flood of information, efforts to reflect the intention of the user in the search result better are being tried, rather than recognizing the information request as a simple string. Also, large IT companies such as Google and Microsoft focus on developing knowledge-based technologies including search engines which provide users with satisfaction and convenience. Especially, the finance is one of the fields expected to have the usefulness and potential of text data analysis because it's constantly generating new information, and the earlier the information is, the more valuable it is. Automatic knowledge extraction can be effective in areas where information flow is vast, such as financial sector, and new information continues to emerge. However, there are several practical difficulties faced by automatic knowledge extraction. First, there are difficulties in making corpus from different fields with same algorithm, and it is difficult to extract good quality triple. Second, it becomes more difficult to produce labeled text data by people if the extent and scope of knowledge increases and patterns are constantly updated. Third, performance evaluation is difficult due to the characteristics of unsupervised learning. Finally, problem definition for automatic knowledge extraction is not easy because of ambiguous conceptual characteristics of knowledge. So, in order to overcome limits described above and improve the semantic performance of stock-related information searching, this study attempts to extract the knowledge entity by using neural tensor network and evaluate the performance of them. Different from other references, the purpose of this study is to extract knowledge entity which is related to individual stock items. Various but relatively simple data processing methods are applied in the presented model to solve the problems of previous researches and to enhance the effectiveness of the model. From these processes, this study has the following three significances. First, A practical and simple automatic knowledge extraction method that can be applied. Second, the possibility of performance evaluation is presented through simple problem definition. Finally, the expressiveness of the knowledge increased by generating input data on a sentence basis without complex morphological analysis. The results of the empirical analysis and objective performance evaluation method are also presented. The empirical study to confirm the usefulness of the presented model, experts' reports about individual 30 stocks which are top 30 items based on frequency of publication from May 30, 2017 to May 21, 2018 are used. the total number of reports are 5,600, and 3,074 reports, which accounts about 55% of the total, is designated as a training set, and other 45% of reports are designated as a testing set. Before constructing the model, all reports of a training set are classified by stocks, and their entities are extracted using named entity recognition tool which is the KKMA. for each stocks, top 100 entities based on appearance frequency are selected, and become vectorized using one-hot encoding. After that, by using neural tensor network, the same number of score functions as stocks are trained. Thus, if a new entity from a testing set appears, we can try to calculate the score by putting it into every single score function, and the stock of the function with the highest score is predicted as the related item with the entity. To evaluate presented models, we confirm prediction power and determining whether the score functions are well constructed by calculating hit ratio for all reports of testing set. As a result of the empirical study, the presented model shows 69.3% hit accuracy for testing set which consists of 2,526 reports. this hit ratio is meaningfully high despite of some constraints for conducting research. Looking at the prediction performance of the model for each stocks, only 3 stocks, which are LG ELECTRONICS, KiaMtr, and Mando, show extremely low performance than average. this result maybe due to the interference effect with other similar items and generation of new knowledge. In this paper, we propose a methodology to find out key entities or their combinations which are necessary to search related information in accordance with the user's investment intention. Graph data is generated by using only the named entity recognition tool and applied to the neural tensor network without learning corpus or word vectors for the field. From the empirical test, we confirm the effectiveness of the presented model as described above. However, there also exist some limits and things to complement. Representatively, the phenomenon that the model performance is especially bad for only some stocks shows the need for further researches. Finally, through the empirical study, we confirmed that the learning method presented in this study can be used for the purpose of matching the new text information semantically with the related stocks.

Corporate Default Prediction Model Using Deep Learning Time Series Algorithm, RNN and LSTM (딥러닝 시계열 알고리즘 적용한 기업부도예측모형 유용성 검증)

  • Cha, Sungjae;Kang, Jungseok
    • Journal of Intelligence and Information Systems
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    • 제24권4호
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    • pp.1-32
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    • 2018
  • In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.