• Title/Summary/Keyword: Function Domain

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Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

An Quantitative Analysis of Severity Classification and Burn Severity for the Large Forest Fire Areas using Normalized Burn Ratio of Landsat Imagery (Landsat 영상으로부터 정규탄화지수 추출과 산불피해지역 및 피해강도의 정량적 분석)

  • Won, Myoung-Soo;Koo, Kyo-Sang;Lee, Myung-Bo
    • Journal of the Korean Association of Geographic Information Studies
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    • v.10 no.3
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    • pp.80-92
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    • 2007
  • Forest fire is the dominant large-scale disturbance mechanism in the Korean temperate forest, and it strongly influences forest structure and function. Moreover burn severity incorporates both short- and long-term post-fire effects on the local and regional environment. Burn severity is defined by the degree to which an ecosystem has changed owing to the fire. Vegetation rehabilitation may specifically vary according to burn severity after fire. To understand burn severity and process of vegetation rehabilitation at the damaged area after large-fire is required a lot of man powers and budgets. However the analysis of burn severity in the forest area using satellite imagery can acquire rapidly information and more objective results remotely in the large-fire area. Space and airbone sensors have been used to map area burned, assess characteristics of active fires, and characterize post-fire ecological effects. For classifying fire damaged area and analyzing burn severity of Samcheok fire area occurred in 2000, Cheongyang fire in 2002, and Yangyang fire in 2005 we utilized Normalized Burn Ratio(NBR) technique. The NBR is temporally differenced between pre- and post-fire datasets to determine the extent and degree of change detected from burning. In this paper we use pre- and post-fire imagery from the Landsat TM and ETM+ imagery to compute the NBR and evaluate large-scale patterns of burn severity at 30m spatial resolution. 65% in the Samcheok fire area, 91% in the Cheongyang fire area and 65% in the Yangyang fire area were corresponded to burn severity class above 'High'. Therefore the use of a remotely sensed Differenced Normalized Burn Ratio(${\Delta}NBR$) by RS and GIS allows for the burn severity to be quantified spatially by mapping damaged domain and burn severity across large-fire area.

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A Study on the Component-based GIS Development Methodology using UML (UML을 활용한 컴포넌트 기반의 GIS 개발방법론에 관한 연구)

  • Park, Tae-Og;Kim, Kye-Hyun
    • Journal of Korea Spatial Information System Society
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    • v.3 no.2 s.6
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    • pp.21-43
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    • 2001
  • The environment to development information system including a GIS has been drastically changed in recent years in the perspectives of the complexity and diversity of the software, and the distributed processing and network computing, etc. This leads the paradigm of the software development to the CBD(Component Based Development) based object-oriented technology. As an effort to support these movements, OGC has released the abstract and implementation standards to enable approaching to the service for heterogeneous geographic information processing. It is also common trend in domestic field to develop the GIS application based on the component technology for municipal governments. Therefore, it is imperative to adopt the component technology considering current movements, yet related research works have not been made. This research is to propose a component-based GIS development methodology-ATOM(Advanced Technology Of Methodology)-and to verify its adoptability through the case study. ATOM can be used as a methodology to develop component itself and enterprise GIS supporting the whole procedure for the software development life cycle based on conventional reusable component. ATOM defines stepwise development process comprising activities and work units of each process. Also, it provides input and output, standardized items and specs for the documentation, detailed instructions for the easy understanding of the development methodology. The major characteristics of ATOM would be the component-based development methodology considering numerous features of the GIS domain to generate a component with a simple function, the smallest size, and the maximum reusability. The case study to validate the adoptability of the ATOM showed that it proves to be a efficient tool for generating a component providing relatively systematic and detailed guidelines for the component development. Therefore, ATOM would lead to the promotion of the quality and the productivity for developing application GIS software and eventually contribute to the automatic production of the GIS software, the our final goal.

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A Study on the Positive Emotional Effects on Heart Rate Variability - Focused on Effects of '2002 FIFA World Cup' Sports Event on Emotion and General Health of Korean People - (긍정적 감성경험에 의한 심박변이도의 변화에 대한 연구 - 2002 한일 월드컵 행사가 한국의 국민 정서와 건강에 미친 영향을 중심으로 -)

  • Jeong Kee-Sam;Lee Byung-Chae;Choi Whan-Seok;Kim Bom-Taeck;Woo Jong-Min;Lee Kwae-Hi;Kim Min
    • Science of Emotion and Sensibility
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    • v.9 no.2
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    • pp.111-118
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    • 2006
  • The purpose of the study is to examine the effects of the positive menial stress, eustress, on autonomic nervous system(ANS) and human health. For this, we analyzed heart rate variability(HRV) parameters, the most promising markers of ANS function to assess the changes of emotional and physiological states of human body. We measured HRV Signal of World Cup group(281 male subjects: $29.8{\pm}5.6yr$., 187 female subjects: $29.0{\pm}5.4yr$.) in two stadiums at least an hour before the game during '2002 FIFA World Cup Korea/Japan' event. We also measured control group's(331 male subjects: $30.9{\pm}4.7 yr$., 344 female subjects: $30.2{\pm}5.2 yr$.) in the health promotion centers in two university hospitals at least a month before and after the world cup event period. Considering physiological differences between males and females, the data analysis was applied to 'male group' and 'female group' separately. As a result, some tendency was observed that is different from what we have known as the stress reaction. In general, all parameter values except that of mean heart rate tend to decrease under stressed condition. However, under eustressed condition, both heart rate and standard deviation of the Normal to Normal intervals(SDNN) were higher then those of normal condition(p<0.05). Especially, in case of female group, contrary to distressed condition, every frequency-domain powers showed tile higher value(p<0.05, p<0.001). Considering that decrease of HRV indicates the loss of one's health, the increase of SDNN and frequency parameters means that homeostasis control mechanism of ANS is functioning positively. Accordingly, induction of eustress from international sports event may affect positively to the people's health.

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Studies on the Function of the Rv2435c Gene of the Mycobacterium bovis BCG (Mycobacterium bovis BCG Rv2435c 유전자의 기능에 대한 연구)

  • Lee Seung-Sil;Bae Young-Min
    • Journal of Life Science
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    • v.15 no.3 s.70
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    • pp.415-422
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    • 2005
  • library of the mutants was prepared by transposon mutagenesis of the Mycobacterium bovis BCG. We screened this library for the resistance to an anti-tuberculosis antibiotic, PA-824. Most of the mutants resistant to the PA-824 were not able to synthesize the coenzyme $F_{420}$ which is normally produced by the wild type M. bovis BCG strains. HPLC analysis of the cellular extract showed that one of those mutants which lost the ability to synthesize $F_{420}$ still produced F0. The insertion site of the transposon in this mutant was determined by an inverse PCR and the transposon was found to be inserted in the Rv2435c open reading frame (ORF). Rv2435c ORF is predicted to encode an 80.3 kDa protein. Rv2435c protein appears to be bound to the cytoplasmic membrane, its N-terminal present in the periplasm and C-terminal in the cytoplasm. The C-terminal portion of this protein is highly homologous with the adenylyl cyclases of both prokaryotes and eukaryotes. There are 15 ORFs which have homology with the class III AC proteins in the genome of the M. tuberculosis and M. bovis. Two of those, Rv1625c and Rv2435c, are highly homologous with the mammalian ACs. We cloned the cytoplasmic domain of the Rv2435c ORF and expressed it with six histidine residues attached on its C-terminal in Escherichia coli to find out if this protein is a genuine AC. Production of that protein in E. coli was proved by purifying the histidine-tagged protein by using the Ni-NTA resin. This protein, however, failed to complement the cya mutation in E. coli, indicating that this protein lacks the AC activity. All of the further attempts to convert this protein to a functional AC by a mutagenesis with UV or hydroxylamine, or construction of several different fusion proteins with Rv1625c failed. It is, therefore, possible that Rv2435c protein might affect the conversion of F0 to $F_{420}$ not by synthesizing cAMP but by some other way.

Techniques for Acquisition of Moving Object Location in LBS (위치기반 서비스(LBS)를 위한 이동체 위치획득 기법)

  • Min, Gyeong-Uk;Jo, Dae-Su
    • The KIPS Transactions:PartD
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    • v.10D no.6
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    • pp.885-896
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    • 2003
  • The typws of service using location Information are being various and extending their domain as wireless internet tochnology is developing and its application par is widespread, so it is prospected that LBS(Location-Based Services) will be killer application in wireless internet services. This location information is basic and high value-added information, and this information services make prior GIS(Geographic Information System) to be useful to anybody. The acquisition of this location information from moving object is very important part in LBS. Also the interfacing of acquisition of moving object between MODB and telecommunication network is being very important function in LBS. After this, when LBS are familiar to everybody, we can predict that LBS system load is so heavy for the acquisition of so many subscribers and vehicles. That is to say, LBS platform performance is fallen off because of overhead increment of acquiring moving object between MODB and wireless telecommunication network. So, to make stable of LBS platform, in this MODB system, acquisition of moving object location par as reducing the number of acquisition of unneccessary moving object location. We study problems in acquiring a huge number of moving objects location and design some acquisition model using past moving patternof each object to reduce telecommunication overhead. And after implementation these models, we estimate performance of each model.

Long-term Results of Taking Anti-oxidant Nutritional Supplement in Intermediate Age-related Macular Degeneration (중기 나이관련황반변성 환자에서 항산화영양제 복용 후 장기 관찰 결과)

  • Bang, Seul Ki;Kim, Eung Suk;Kim, Jong Woo;Shin, Jae Pil;Lee, Ji Eun;Yu, Hyeong Gon;Huh, Kuhl;Yu, Seung-Young
    • Journal of The Korean Ophthalmological Society
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    • v.59 no.12
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    • pp.1152-1159
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    • 2018
  • Purpose: We prospectively investigated clinical changes and long-term outcomes after administration of the drugs recommended by the Age-Related Eye Disease Study-2 to patients with intermediate age-related macular degeneration (AMD). Methods: This prospective multicenter study enrolled 79 eyes of 55 patients taking lutein and zeaxanthin. The primary endpoint was contrast sensitivity; this was checked every 12 months for a total of 36 months after treatment commenced. The secondary endpoints were visual acuity, central macular thickness, and drusen volume; the latter two parameters were assessed using spectral domain optical coherence tomography. Results: The mean patient age was $72.46{\pm}7.16years$. Contrast sensitivity gradually improved at both three and six cycles per degree. The corrected visual acuity was $0.13{\pm}0.14logMAR$ and did not change significantly over the 36 months. Neither the central macular thickness nor drusen volume changed significantly. Conclusions: Contrast sensitivity markedly improved after treatment, improving vision and patient satisfaction. Visual acuity, central retinal thickness, and drusen volume did not deteriorate. Therefore, progression of AMD and visual function deterioration were halted.

A Study on the Emotional Happiness of Human (인간의 감성적 행복감에 관한 연구)

  • Jeong, Cheol-Yeong
    • Journal of Korea Entertainment Industry Association
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    • v.13 no.6
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    • pp.211-220
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    • 2019
  • It helps to wisely abstain from errors of the a priori subjective emotions related to human emotions, and orders emotions to make rational choices. These emotional happiness of human and moral sensitivities work directly or indirectly in rational choice of rational thought and reason. Abraham would have been troubled by the divine mandate to sacrifice a son who was only one, and a son who had been healed. Was his reason reasonable at this time? In rational reason, it can be said that the act of dedicating his son is an appropriate act, but is it possible in the human mind? Aristoteles also called human virtue virtue in good for human beings. Because happiness is also a mental activity, we have to know a certain degree about the mind. This ψυχή(psyche, spirit) spirit is an irrational element that is invisible but an intervention in rational principles. Also C. G. Jung states that all human beings have four dynamic psychological functions that are not visible, and that the mind is driven by these four functional dimensions. This means that the elements of S, Sensing, N, Intuition, T, Thinking, and Feeling are combined. David Hume also emphasized the principle of empathy, asserting that morality can not be derived from reason, and Max Ferdinand Scheler, before grasping the visual characteristics of a person, has already captured the whole feeling of the person, And that the value given to this feeling is the value, and that the function of emotion that is elevated to the perceived object by grasping the value through this process and the value is always preceded by the reason. Emmanuel Levinas states that emotional emotions of love are ahead of reason and that emotions precede human reasoning and rationality is the inability of emotional control that we need rational thought and rational and wise action as reason of control and temperance. As part of human emotional education, in the 7th curriculum, Bloom's cognitive, perceptive, and behavioral domain, which is a person with integrated thinking, is trying to be a moral practitioner. It focuses on how to act according to the direction of emotions for virtuous acts and how to develop emotions for emotions on behalf of vicious acts. We can design the possibility and direction of cultivating human emotions and emotional happiness and happy sensitivities by the principle of strengthening virtue and the principle of elimination of ill feeling.

A Study on the Social Venture Startup Phenomenon Using the Grounded Theory Approach (근거이론 접근법을 이용한 소셜벤처 창업 현상에 관한 고찰)

  • Seol, Byung Moon;Kim, Young Lag
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.18 no.1
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    • pp.67-83
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    • 2023
  • The social venture start-up phenomenon is found from the perspectives of social enterprise and for-profit enterprise. This study aims to fundamentally explore the start-up phenomenon of social ventures from these two perspectives. Considering the lack of prior research that researched both social and commercial perspectives at the same time, this paper analyzed using grounded theory approach of Strauss & Corbin(1998), an inductive research method that analyzes based on prior research and interview data. In order to collect data for this study, eight corporate representatives currently operating social ventures were interviewed and data and phenomena were analyzed. This progressed to a theoretical saturation where no additional information was derived. The analysis results of this study using the grounded theory approach are as follows. As a result of open coding and axial coding, 147 concepts and 70 subcategories were derived, and 18 categories were derived through the final abstraction process. In the selective coding, 'expansion of social venture entry in the social domain' and 'expansion of social function of for-profit companies' were selected as key categories, and a story line was formed around this. In this study, we saw that it is necessary to conduct academic research and analysis on the competitive factors required for companies that pursue the values of two conflicting relationships, such as social ventures, to survive with competitiveness. In practice, concepts such as collaboration with for-profit companies, value combination, entrepreneurship competency and performance improvement, social value execution competency reinforcement, communication strategy, for-profit enterprise value investment, and entrepreneur management competency were derived. This study explains the social venture phenomenon for social enterprises, commercial enterprises, and entrepreneurs who want to enter the social venture field. It is expected to provide the implications necessary for successful social venture startups.

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Study on the Difference in Intake Rate by Kidney in Accordance with whether the Bladder is Shielded and Injection method in 99mTc-DMSA Renal Scan for Infants (소아 99mTc-DMSA renal scan에서 방광차폐유무와 방사성동위원소 주입방법에 따른 콩팥섭취율 차이에 관한 연구)

  • Park, Jeong Kyun;Cha, Jae Hoon;Kim, Kwang Hyun;An, Jong Ki;Hong, Da Young;Seong, Hyo Jin
    • The Korean Journal of Nuclear Medicine Technology
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    • v.20 no.2
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    • pp.27-31
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    • 2016
  • Purpose $^{99m}Tc-DMSA$ renal scan is a test for the comparison of the function by imaging the parenchyma of the kidneys by the cortex of a kidney and by computing the intake ratio of radiation by the left and right kidney. Since the distance between the kidneys and the bladder is not far given the bodily structure of an infant, the bladder is included in the examination domain. Research was carried out with the presumption that counts of bladder would impart an influence on the kidneys at the time of this renal scan. In consideration of the special feature that only a trace amount of a RI is injected in a pediatric examination, research on the method of injection was also carried out concurrently. Materials and Methods With 34 infants aged between 1 month to 12 months for whom a $^{99m}Tc-DMSA$ renal scan was implemented on the subjects, a Post IMAGE was acquired in accordance with the test time after having injected the same quantity of DMSA of 0.5mCi. Then, after having acquired an additional image by shielding the bladder by using a circular lead plate for comparison purposes, a comparison was made by illustrating the percentile of (Lt. Kidney counts + Rt. Kidney counts)/ Total counts, by drawing the same sized ROI (length of 55.2mm X width of 70.0mm). In addition, in the format of a 3-way stopcock, a Heparin cap and direct injection into the patient were performed in accordance with RI injection methods. The differences in the count changes in accordance with each of the methods were compared by injecting an additional 2cc of saline into the 3-way stopcock and Heparin cap. Results The image prior to shielding of the bladder displayed a kidney intake rate with a deviation of $70.9{\pm}3.18%$ while the image after the shielding of the bladder displayed a kidney intake rate with a deviation of $79.4{\pm}5.19%$, thereby showing approximately 6.5~8.5% of difference. In terms of the injection method, the method that used the 3-way form, a deviation of $68.9{\pm}2.80%$ prior to the shielding and a deviation of $78.1{\pm}5.14%$ after the shielding were displayed. In the method of using a Heparin cap, a deviation of $71.3{\pm}5.14%$ prior to the shielding and a deviation of $79.8{\pm}3.26%$ after the shielding were displayed. Lastly, in the method of direct injection into the patient, a deviation of $75.1{\pm}4.30%$ prior to the shielding and a deviation of $82.1{\pm}2.35%$ after the shielding were displayed, thereby illustrating differences in the kidney intake rates in the order of direct injection, a Heparin cap and the 3-way methods. Conclusion Since a substantially minute quantity of radiopharmaceuticals is injected for infants in comparison to adults, the cases of having shielded the bladder by removing radiation of the bladder displayed kidney intake rates that are improved from those of the cases of not having shielded the bladder. Although there are difficulties in securing blood vessels, it is deemed that the method of direct injection would be more helpful in acquisition of better images since it displays improved kidney intake rate in comparison to other methods.

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