• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.

• Journal of Internet Computing and Services
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• v.17 no.1
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• pp.23-33
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• 2016

The current smart lighting is shaped to offer the lighting environment suitable for current context, after identifying user's action and location through a sensor. The sensor-based context awareness technology just considers a single user, and the studies to interpret many users' various context occurrences and conflicts lack. In existing studies, a fuzzy theory and algorithm including ReBa have been used as the methodology to solve context conflict. The fuzzy theory and algorithm including ReBa just avoid an opportunity of context conflict that may occur by providing services by each area, after the spaces where users are located are classified into many areas. Therefore, they actually cannot be regarded as customized service type that can offer personal preference-based context conflict. This paper proposes a priority-based LED lighting control system interpreting multiple context conflicts, which decides services, based on the granted priority according to context type, when service conflict is faced with, due to simultaneous occurrence of various contexts to many users. This study classifies the residential environment into such five areas as living room, 'bed room, study room, kitchen and bath room, and the contexts that may occur within each area are defined as 20 contexts such as exercising, doing makeup, reading, dining and entering, targeting several users. The proposed system defines various contexts of users using an ontology-based model and gives service of user oriented lighting environment through rule based on standard and context reasoning engine. To solve the issue of various context conflicts among users in the same space and at the same time point, the context in which user concentration is required is set in the highest priority. Also, visual comfort is offered as the best alternative priority in the case of the same priority. In this manner, they are utilized as the criteria for service selection upon conflict occurrence.

• Proceedings of the Korean Institute of Navigation and Port Research Conference
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• 2003.05a
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• pp.273-280
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• 2003

The purpose of this study is to identify and evaluate the competitiveness of ports in ASEAN(Association of Southeast Asian Nations), which plays a leading role in basing the hub of international logistics strategies as a countermeasure in changes of international logistics environments. This region represents most severe competition among Mega hub ports in the world in terms of container cargo throughput at the onset of the 21 st century. The research method in this study accounted for overlapping between attributes, and introduced the HFP method that can perform mathematical operations. The scope of this study was strictly confined to the ports of ASEAN. which cover the top 100 of 350 container ports that were presented in Containerization International Yearbook 2002 with reference to container throughput. The results of this study show Singapore in the number one position. Even compared with major ports in Korea (after getting comparative ratings and applying the same data and evaluation structure), the number one position still goes to Singapore and then Busan(2) and Manila(2), followed by Port Klang(4), Tanjugn Priok(5), Tanjung Perak(6), Bangkok(7), Inchon(8), Laem Chabang(9) and Penang(9). In terms of the main contributions of this study, it is the first empirical study to apply the combined attributes of detailed and representative attributes into the advanced HFP model which was enhanced by the KJ method to evaluate the port competitiveness in ASEAN. Up-to-now, none have comprehensively conducted researches with sophisticated port methodology that has discussed a variety of changes in port development and terminal transfers of major shipping lines. Moreover, through the comparative evaluation between major ports in Korea and ASEAN, the presentation of comparative competitiveness for Korea ports is a great achievement in this study. In order to reinforce this study, it needs further compensative research, including cost factors which could not be applied to modeling the subject ports by lack of consistently qualified in ASEAN.

• Journal of Korean Society of Transportation
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• v.20 no.7
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• pp.15-22
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• 2002

Transportation project appraisal should be precise in order to increase the social welfare and efficiency, and it has been evaluated by only a single criterion analysis such as benefit/cost analysis. However, this method cannot assess some qualitative items, and cannot get a proper solution for the clash of interests among various groups. Therefore, the multi-criteria analysis, which can control these problems, is needed, and then Saaty has developed one of these methods, AHP(Analytic Hierarchy Process) method. In AHP, the project is evaluated through weighted score of the criteria and the alternatives, which is surveyed by a questionnaire of specialists. It is based on some strict suppositions such as reciprocal comparison, homogeneity, expectation, independence relationship between multi-criteria, but supposing that each criterion has independence relation with others is too difficult in two reasons. First, in real situation, there cannot be perfect independence relationship between standards. Second, individuals, even though they are specialists of that area, do not feel the degree of independence relation as same as others. This paper develops a modified AHP method for solving this dependence relationship between multi-criteria. First of all. in this method, the degree of dependence relationship between multi-criteria that the specialist feels is surveyed and included to the weighted score of multi-criteria This study supposes three methods to implement this idea. The first model products the degree of dependence relationship in the first step for calculating the weighted score, and the others adjust the result of weighted score from the basic AHP method to the dependence relationship. One of the second methods distributes the cross weighted score to each standard by constant ratio, and the other splits them using Fuzzy measure such as Bel and Pl. Finally, in order to validate these methods, this paper applies them to evaluate the alternatives which can control public resentments against Korean rail path in a city area.

• Korean Journal of Environment and Ecology
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• v.33 no.4
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• pp.472-480
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• 2019

Selection of the plant material for planting to reduce fine dust should comprehensively consider the visual characteristics, such as the shape and texture of the plant leaves and form of bark, which affect the adsorption function of the plant. However, previous studies on reduction of fine dust through plants have focused on the absorption function rather than the adsorption function of plants and on foliage plants, which are indoor plants, rather than the outdoor plants. In particular, the criterion for selection of fine dust reduction species is not specific, so research on the selection criteria for plant materials for fine dust reduction in urban areas is needed. The purpose of this study is to identify the priorities of eight indicators that affect the fine dust reduction by using the fuzzy multi-criteria decision-making model (MCDM) and establish the tree selection criteria for the urban planting to reduce fine dust. For the purpose, we conducted a questionnaire survey of those who majored in fine dust-related academic fields and those with experience of researching fine dust. A result of the survey showed that the area of leaf and the tree species received the highest score as the factors that affect the fine dust reduction. They were followed by the surface roughness of leaves, tree height, growth rate, complexity of leaves, edge shape of leaves, and bark feature in that order. When selecting the species that have leaves with the coarse surface, it is better to select the trees with wooly, glossy, and waxy layers on the leaves. When considering the shape of the leaves, it is better to select the two-type or three-type leaves and palm-shaped leaves than the single-type leaves and to select the serrated leaves than the smooth edged leaves to increase the surface area for adsorbing fine dust in the air on the surface of the leaves. When considering the characteristics of the bark, it is better to select trees that have cork layers or show or are likely to show the bark loosening or cracks than to select those with lenticel or patterned barks. This study is significant in that it presents the priorities of the selection criteria of plant material based on the visual characteristics that affect the adsorption of fine dust for the planning of planting to reduce fine dust in the urban area. The results of this study can be used as basic data for the selection of trees for plantation planning in the urban area.

• Asian Pacific Journal of Cancer Prevention
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• v.15 no.14
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• pp.5721-5727
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• 2014

Objectives: To evaluate the performance of clustering methods used in the prognostic assessment of categorical clinical data for hepatocellular carcinoma (HCC) patients in China, and establish a predictable prognostic nomogram for clinical decisions. Materials and Methods: A total of 332 newly diagnosed HCC patients treated with hepatic resection during 2006-2009 were enrolled. Patients were regularly followed up at outpatient clinics. Clustering methods including the Average linkage, k-modes, fuzzy k-modes, PAM, CLARA, protocluster, and ROCK were compared by Monte Carlo simulation, and the optimal method was applied to investigate the clustering pattern of the indices including platelet count, platelet/lymphocyte ratio (PLR) and serum aspartate aminotransferase activity/platelet count ratio index (APRI). Then the clustering variable, age group, tumor size, number of tumor and vascular invasion were studied in a multivariable Cox regression model. A prognostic nomogram was constructed for clinical decisions. Results: The ROCK was best in both the overlapping and non-overlapping cases performed to assess the prognostic value of platelet-based indices. Patients with categorical platelet-based indices significantly split across two clusters, and those with high values, had a high risk of HCC recurrence (hazard ratio [HR] 1.42, 95% CI 1.09-1.86; p<0.01). Tumor size, number of tumor and blood vessel invasion were also associated with high risk of HCC recurrence (all p< 0.01). The nomogram well predicted HCC patient survival at 3 and 5 years. Conclusions: A cluster of platelet-based indices combined with other clinical covariates could be used for prognosis evaluation in HCC.

• Journal of Korean Society of Transportation
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• v.14 no.2
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• pp.137-155
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• 1996

본 논문은 다이아몬드 인터체인지에서의 유고감지모형 개발을 위해 퍼지이론을 응용한 연구를 문서화 한 것이다. 지금까지의 교차로와 일반도로(고속도로가 아닌)에서의 유고감지에 관한 연구는 초기에 불과하다. 기존의 알고리즘들은 필요한 데이터 보존의 어 려움과 유고감지의 특성과 관련된 기술적 어려움을 효과적으로 극복하지 못하고 있다. 본 연구의 목적은 다이아몬드 인터체인지에서의 유고감지를 위한 새로운 모형을 개발하는데 있다. 이 연구를 통하여 개발된 유고감지 모형은 차량차단 유고(lane-blocking incidents) 를 감지하는데, 감지의 범위는 차량차단 유고의 경향이 교통 장황에 특정한 패턴을 형성 하고 그에 따른 신호제어전략의 조정이 요구될 때에 국한된다. 이 모형은 전통적인 통계 치를 이용한 유고감지감 고유의 문제를 해결하며, 보다 정확하고 신뢰성 있는 유고감지를 위해 다양한 교통변수를 이용하여 전체적인 유고의 경향을 포착한다. 또한 이 모형은 실 시간 교통대응 다이아몬드 인터체인지 신호제어 시스템 (real-time traffic adaptive diamond interchange control system)의 구성요소로써 사용되며, 그리고 더 큰 교차로 시스템에의 상용을 위하여 확장이 용역하도록 설계되었다. 본 연구를 통해 개발된 프로 토타입(prototype) 유고감지 모형은 실제의 다이아몬드 인터체인지에 적용되어, 감지율, 오보율, 평감지시간의 세 달로써 성능이 평가되었다. 모형의 성능평가 결과는 무적이었으 며, 퍼지이론은 유고감지에 효과적인 접근방법임을 확인할 수 있었다.투자의 타당성을 실증적으로 보여 주고 있다.산정 절차 정립에 엇갈림 알고리즘을 활용하는 방안을 제시하였다.자함수를 추정한 뒤 이를 이용해 업종, 기업규모, 상품유형별로 적합한 모델(Fixed Effects Model)을 결정하고, 각각에 해당하는 통계모형을 구축하였다. 이 결과 (1) 업종 및 기업규모별로 그룹간에 유의한 특성이 발견되었으며, (2) R&D 및 광고투자는 기업의 시장성과를 설명하는 중요한 변수이나, (3) R&D 투자의 경우는 광고에 비해 불확실성이 존재하는 것으로 나타났고, (4) 수리모형에서 도출된 한계원리가 통계모형에서도 유효한 것으로 드러났다.등을 토대로 한 10대 산업을 육성하기 위하여 과학기술부는 기술수요조사를 바탕으로 49개 주요기술을 도출하여, 과학기술 일류 국가 실현, 국민소득 2만불 달성이라는 국가적 슬로건을 내걸고 “차세대 성장동력” 창출을 위한 범정부차원의 기획과 연구비의 집중투자를 추진하고 있다.달성하기 위해서는 종합류류 전산망의 시급한 구축과 함께 화물차의 적재율을 높이고 공차율을 낮출 수 있는 운송체계의 수립이 필요한 것으로 판단된다. 그라나 이러한 화물전용차선의 효과는 단기적인 치유책일 수밖에 없기 때문에 물류유통 시설의 확충을 위한 사회간접자본의 구축을 서둘러 시행하여야 할 것이다.으로 처리한 Machine oil, Phenthoate EC 및 Trichlorfon WP는 비교적 약효가 낮았다.>$^{\circ}$E/$\leq$30$^{\circ}$NW 단열군이 연구지역 내에서 지하수 유동성이 가장 높은 단열군으로 추정된다. 이러한 사실은 3개 시추공을 대상으로 실시한

• Journal of the Computational Structural Engineering Institute of Korea
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• v.27 no.6
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• pp.605-613
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• 2014

Epistemic uncertainty, the lack of knowledge, is often more important than aleatory uncertainty, variability, in estimating reliability of a system. While the probability theory is widely used for modeling aleatory uncertainty, there is no dominant approach to model epistemic uncertainty. Different approaches have been developed to handle epistemic uncertainties using various theories, such as probability theory, fuzzy sets, evidence theory and possibility theory. However, since these methods are developed from different statistics theories, it is difficult to interpret the result from one method to the other. The goal of this paper is to compare different methods in handling epistemic uncertainty in the view point of calculating the probability of failure. In particular, four different methods are compared; the probability method, the combined distribution method, interval analysis method, and the evidence theory. Characteristics of individual methods are compared in the view point of reliability analysis.

• Journal of the Korean Institute of Intelligent Systems
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• v.20 no.1
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• pp.140-145
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• 2010

In this work, to theoretically analyze the nonlinear charging characteristic, a Radial Basis Function Neural Network (RBFNN) is adopted. Based on the RBFNN, an charging characteristic tendency of a Linear Type Magnetic Flux Pump (LTMFP) is analyzed. In the paper, we developed the LTMFP that generates stable and controllable charging current and also experimentally investigated its charging characteristic in the cryogenic system. From these experimental results, the charging current of the LTMFP was also found to be frequency dependent with nonlinear quality due to the nonlinear magnetic behaviour of superconducting Nb foil. On the whole, in the case of essentially cryogenic experiment, since cooling costs loomed large in the cryogenic environment, it is difficult to carry out various experiments. Consequentially, in this paper, we estimated the nonlinear characteristic of charging current as well as realized the intelligent model via the design of RBFNN based on the experimental data. In this paper, we view RBF neural networks as predominantly data driven constructs whose processing is based upon an effective usage of experimental data through a prudent process of Fuzzy C-Means clustering method. Also, the receptive fields of the proposed RBF neural network are formed by the FCM clustering.

• Asian-Australasian Journal of Animal Sciences
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• v.32 no.7
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• pp.1015-1026
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• 2019

Objective: The objective of this study was to evaluate three different degrees of white striping (WS) addressing their automatic assessment and customer acceptance. The WS classification was performed based on a computer vision system (CVS), exploring different machine learning (ML) algorithms and the most important image features. Moreover, it was verified by consumer acceptance and purchase intent. Methods: The samples for image analysis were classified by trained specialists, according to severity degrees regarding visual and firmness aspects. Samples were obtained with a digital camera, and 25 features were extracted from these images. ML algorithms were applied aiming to induce a model capable of classifying the samples into three severity degrees. In addition, two sensory analyses were performed: 75 samples properly grilled were used for the first sensory test, and 9 photos for the second. All tests were performed using a 10-cm hybrid hedonic scale (acceptance test) and a 5-point scale (purchase intention). Results: The information gain metric ranked 13 attributes. However, just one type of image feature was not enough to describe the phenomenon. The classification models support vector machine, fuzzy-W, and random forest showed the best results with similar general accuracy (86.4%). The worst performance was obtained by multilayer perceptron (70.9%) with the high error rate in normal (NORM) sample predictions. The sensory analysis of acceptance verified that WS myopathy negatively affects the texture of the broiler breast fillets when grilled and the appearance attribute of the raw samples, which influenced the purchase intention scores of raw samples. Conclusion: The proposed system has proved to be adequate (fast and accurate) for the classification of WS samples. The sensory analysis of acceptance showed that WS myopathy negatively affects the tenderness of the broiler breast fillets when grilled, while the appearance attribute of the raw samples eventually influenced purchase intentions.