• 제목/요약/키워드: In-Sample Prediction

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Separate Scale for Position Dependent Intra Prediction Combination of VVC

  • Yoon, Yong-Uk;Park, Dohyeon;Kim, Jae-Gon
    • 한국방송∙미디어공학회:학술대회논문집
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    • 한국방송∙미디어공학회 2019년도 추계학술대회
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    • pp.20-21
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    • 2019
  • The Joint Video Experts Team (JVET) has been working on the development of next generation of video coding standard called Versatile Video Coding (VVC). Position Dependent Intra Prediction Combination (PDPC) which is one of the major tools for intra prediction refines the prediction through a linear combination between the reconstructed samples and the predicted samples according to the sample position. In VVC WD6, nScale which is shift value that adjusts the weight is determined by the width and height of the current block. It may cause that PDPC is applied to regions that do not fit the characteristics of the current intra prediction mode. In this paper, we define nScale for each width and height so that the weight can be applied independently to the left and top reference samples, respectively. Experimental results show that, compared to VTM 6.0, the proposed method gives -0.01%, -0.04% and 0.01% Bjotegaard-Delta (BD)-rate performance, for Y, Cb, and Cr components, respectively, in All-Intra (AI) configuration.

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Structural Change in the Price-Dividend Ratio and Implications on Stock Return Prediction Regression

  • Lee, Ho-Jin
    • 재무관리연구
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    • 제24권2호
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    • pp.183-206
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    • 2007
  • The price-dividend ratio is one of the most frequently used financial variables to predict long-horizon stock return. However, the persistency of the price-dividend ratio is found to cause the spuriousness of the stock return prediction regression. The stable relationship between the stock price and the dividend, however, seems to weaken after World War II and to experience structural break. In this paper, we identify a structural change in the cointegrating relationship between the log of the stock price and the log of the dividend. Confirming a structural break in 1962, we subdivide the sample and apply the fully modified estimator to correct for the nonstationarity of the regressor. With the subdivided sample, we exercise the nonparametric bootstrap procedure to derive the empirical distribution of the test statistics and fail to find return predictability in each subsample period.

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Sentiment Shock and Housing Prices: Evidence from Korea

  • DONG-JIN, PYO
    • KDI Journal of Economic Policy
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    • 제44권4호
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    • pp.79-108
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    • 2022
  • This study examines the impact of sentiment shock, which is defined as a stochastic innovation to the Housing Market Confidence Index (HMCI) that is orthogonal to past housing price changes, on aggregate housing price changes and housing price volatility. This paper documents empirical evidence that sentiment shock has a statistically significant relationship with Korea's aggregate housing price changes. Specifically, the key findings show that an increase in sentiment shock predicts a rise in the aggregate housing price and a drop in its volatility at the national level. For the Seoul Metropolitan Region (SMR), this study also suggests that sentiment shock is positively associated with one-month-ahead aggregate housing price changes, whereas an increase in sentiment volatility tends to increase housing price volatility as well. In addition, the out-of-sample forecasting exercises conducted here reveal that the prediction model endowed with sentiment shock and sentiment volatility outperforms other competing prediction models.

Prediction of Heavy Metal Content in Compost Using Near-infrared Reflectance Spectroscopy

  • Ko, H.J.;Choi, H.L.;Park, H.S.;Lee, H.W.
    • Asian-Australasian Journal of Animal Sciences
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    • 제17권12호
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    • pp.1736-1740
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    • 2004
  • Since the application of relatively high levels of heavy metals in the compost poses a potential hazard to plants and animals, the content of heavy metals in the compost with animal manure is important to know if it is as a fertilizer. Measurement of heavy metals content in the compost by chemical methods usually requires numerous reagents, skilled labor and expensive analytical equipment. The objective of this study, therefore, was to explore the application of near-infrared reflectance spectroscopy (NIRS), a nondestructive, cost-effective and rapid method, for the prediction of heavy metals contents in compost. One hundred and seventy two diverse compost samples were collected from forty-seven compost facilities located along the Han river in Korea, and were analyzed for Cr, As, Cd, Cu, Zn and Pb levels using inductively coupled plasma spectrometry. The samples were scanned using a Foss NIRSystem Model 6500 scanning monochromator from 400 to 2,500 nm at 2 nm intervals. The modified partial least squares (MPLS), the partial least squares (PLS) and the principal component regression (PCR) analysis were applied to develop the most reliable calibration model, between the NIR spectral data and the sample sets for calibration. The best fit calibration model for measurement of heavy metals content in compost, MPLS, was used to validate calibration equations with a similar sample set (n=30). Coefficient of simple correlation (r) and standard error of prediction (SEP) were Cr (0.82, 3.13 ppm), As (0.71, 3.74 ppm), Cd (0.76, 0.26 ppm), Cu (0.88, 26.47 ppm), Zn (0.84, 52.84 ppm) and Pb (0.60, 2.85 ppm), respectively. This study showed that NIRS is a feasible analytical method for prediction of heavy metals contents in compost.

금융 지표와 파라미터 최적화를 통한 로보어드바이저 전략 도출 사례 (A Case of Establishing Robo-advisor Strategy through Parameter Optimization)

  • 강민철;임규건
    • 한국IT서비스학회지
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    • 제19권2호
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    • pp.109-124
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    • 2020
  • Facing the 4th Industrial Revolution era, researches on artificial intelligence have become active and attempts have been made to apply machine learning in various fields. In the field of finance, Robo Advisor service, which analyze the market, make investment decisions and allocate assets instead of people, are rapidly expanding. The stock price prediction using the machine learning that has been carried out to date is mainly based on the prediction of the market index such as KOSPI, and utilizes technical data that is fundamental index or price derivative index using financial statement. However, most researches have proceeded without any explicit verification of the prediction rate of the learning data. In this study, we conducted an experiment to determine the degree of market prediction ability of basic indicators, technical indicators, and system risk indicators (AR) used in stock price prediction. First, we set the core parameters for each financial indicator and define the objective function reflecting the return and volatility. Then, an experiment was performed to extract the sample from the distribution of each parameter by the Markov chain Monte Carlo (MCMC) method and to find the optimum value to maximize the objective function. Since Robo Advisor is a commodity that trades financial instruments such as stocks and funds, it can not be utilized only by forecasting the market index. The sample for this experiment is data of 17 years of 1,500 stocks that have been listed in Korea for more than 5 years after listing. As a result of the experiment, it was possible to establish a meaningful trading strategy that exceeds the market return. This study can be utilized as a basis for the development of Robo Advisor products in that it includes a large proportion of listed stocks in Korea, rather than an experiment on a single index, and verifies market predictability of various financial indicators.

Application of Artificial Neural Networks for Prediction of the Strength Properties of CSG Materials

  • Lim, Jeongyeul;Kim, Kiyoung;Moon, Hongduk;Jin, Guangri
    • 한국지반환경공학회 논문집
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    • 제19권5호
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    • pp.13-22
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    • 2018
  • The number of researches on the mechanical properties of cemented sand and gravel (CSG) materials and the application of the CSG Dam has been increased. In order to explain the technical scheme of strength prediction model about the artificial neural network, we obtained the sample data by orthogonal test using the PVA (Polyvinyl alcohol) fiber, different amount of cementing materials and age, and established the efficient evaluation and prediction system. Combined with the analysis about the importance of influence factors, the prediction accuracy was above 95%. This provides the scientific theory for the further application of CSG, and will also be the foundation to apply the artificial neural network theory further in water conservancy project for the future.

A Study on the Prediction of Community Smart Pension Intention Based on Decision Tree Algorithm

  • Liu, Lijuan;Min, Byung-Won
    • International Journal of Contents
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    • 제17권4호
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    • pp.79-90
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    • 2021
  • With the deepening of population aging, pension has become an urgent problem in most countries. Community smart pension can effectively resolve the problem of traditional pension, as well as meet the personalized and multi-level needs of the elderly. To predict the pension intention of the elderly in the community more accurately, this paper uses the decision tree classification method to classify the pension data. After missing value processing, normalization, discretization and data specification, the discretized sample data set is obtained. Then, by comparing the information gain and information gain rate of sample data features, the feature ranking is determined, and the C4.5 decision tree model is established. The model performs well in accuracy, precision, recall, AUC and other indicators under the condition of 10-fold cross-validation, and the precision was 89.5%, which can provide the certain basis for government decision-making.

대형반복삼축시험에 의한 강화노반 재료의 회복탄성계수 특성 분석 (Characteristics of Resilient Modulus of Reinforced-Roadbed Materials Using Large Repetitive Triaxial Test)

  • 임유진;이진욱;황정규;박미연
    • 한국철도학회:학술대회논문집
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    • 한국철도학회 2011년도 정기총회 및 추계학술대회 논문집
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    • pp.1115-1122
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    • 2011
  • Reinforced-Roadbed materials are usually composed of crushed stones. Repeated load application can induce deformation in the reinforced-roadbed layer so that it causes irregularity of track. Thus it is important to develop a prediction model of elastic modulus based on stress-strain relation under repeatitive load in order to investigate behavior of reinforced roadbed. The prediction model of elastic modulus of the material can be obtained from repeated triaxial test. However, a proper size of the sample for the test must be used. In this study, a large repeatitive triaxial test apparatus with the sample size of diameter of 30 cm and height of 60cm was adapted for performing test of the crushed stone reinforced-roadbed considering large particle size to get resilient modulus Mr. The obtained resilient modulus was compared to shear modulus obtained from mid size resonant column test. The sample size effect is somewhat large enough so that it is required to design a scale factor based on similarity law in order to use smaller samples for getting elastic modulus of the crushed stone reinforced-roadbed material. A scale factor could be obtained from this study.

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간호사의 조직몰입 예측요인 (The Prediction Factor on Organizational Commitment of the Nurse)

  • 문숙자;한상숙
    • 한국간호교육학회지
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    • 제15권1호
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    • pp.72-80
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    • 2009
  • Purpose: This study was designed to identify the prediction factors that influence nurses' organizational commitment. Method: The sample of this study consisted of 526 full-time nurses randomly picked at 19 general hospitals in Korea. The data was analyzed by computer using SPSS 15.0 for Pearson's correlation coefficient, and multiple regression analysis. Result: 1) According to general characteristics, nurses' organizational commitment levels among the sample were significantly different in age, religion, social status, marital status, clinical career, and department satisfaction. 2) Level of nurses' organizational commitment was average 2.70, job satisfaction 2.91, burnout 3.03, empowerment 3.36, autonomy 2.93, and self-efficacy 3.51. 3) Nurses' organizational commitment had significant positive correlations with job satisfaction, empowerment, self-regulation, social support, self-efficacy, clinical career, and personnel movement experience. On the other hand, it had significant negative correlations with occupational stress, burnout, and age. 4) The prediction factors which influence Nurses' organizational commitment were job satisfaction($\beta$=.405), burnout($\beta$=-.282), self-regulation($\beta$=.171), clinical career($\beta$=.135). These factors were approximately 49.6% reliable in explaining nurses' organizational commitment. Conclusion: These results can be used to develop hospitals' management strategies for increasing organizational commitment effectiveness and nursing productivity.

고차원 데이터에서 One-class SVM과 Spectral Clustering을 이용한 이진 예측 이상치 탐지 방법 (A Binary Prediction Method for Outlier Detection using One-class SVM and Spectral Clustering in High Dimensional Data)

  • 박정희
    • 한국멀티미디어학회논문지
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    • 제25권6호
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    • pp.886-893
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    • 2022
  • Outlier detection refers to the task of detecting data that deviate significantly from the normal data distribution. Most outlier detection methods compute an outlier score which indicates the degree to which a data sample deviates from normal. However, setting a threshold for an outlier score to determine if a data sample is outlier or normal is not trivial. In this paper, we propose a binary prediction method for outlier detection based on spectral clustering and one-class SVM ensemble. Given training data consisting of normal data samples, a clustering method is performed to find clusters in the training data, and the ensemble of one-class SVM models trained on each cluster finds the boundaries of the normal data. We show how to obtain a threshold for transforming outlier scores computed from the ensemble of one-class SVM models into binary predictive values. Experimental results with high dimensional text data show that the proposed method can be effectively applied to high dimensional data, especially when the normal training data consists of different shapes and densities of clusters.