• Title/Summary/Keyword: Index Accuracy

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Very short-term rainfall prediction based on radar image learning using deep neural network (심층신경망을 이용한 레이더 영상 학습 기반 초단시간 강우예측)

  • Yoon, Seongsim;Park, Heeseong;Shin, Hongjoon
    • Journal of Korea Water Resources Association
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    • v.53 no.12
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    • pp.1159-1172
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    • 2020
  • This study applied deep convolution neural network based on U-Net and SegNet using long period weather radar data to very short-term rainfall prediction. And the results were compared and evaluated with the translation model. For training and validation of deep neural network, Mt. Gwanak and Mt. Gwangdeoksan radar data were collected from 2010 to 2016 and converted to a gray-scale image file in an HDF5 format with a 1km spatial resolution. The deep neural network model was trained to predict precipitation after 10 minutes by using the four consecutive radar image data, and the recursive method of repeating forecasts was applied to carry out lead time 60 minutes with the pretrained deep neural network model. To evaluate the performance of deep neural network prediction model, 24 rain cases in 2017 were forecast for rainfall up to 60 minutes in advance. As a result of evaluating the predicted performance by calculating the mean absolute error (MAE) and critical success index (CSI) at the threshold of 0.1, 1, and 5 mm/hr, the deep neural network model showed better performance in the case of rainfall threshold of 0.1, 1 mm/hr in terms of MAE, and showed better performance than the translation model for lead time 50 minutes in terms of CSI. In particular, although the deep neural network prediction model performed generally better than the translation model for weak rainfall of 5 mm/hr or less, the deep neural network prediction model had limitations in predicting distinct precipitation characteristics of high intensity as a result of the evaluation of threshold of 5 mm/hr. The longer lead time, the spatial smoothness increase with lead time thereby reducing the accuracy of rainfall prediction The translation model turned out to be superior in predicting the exceedance of higher intensity thresholds (> 5 mm/hr) because it preserves distinct precipitation characteristics, but the rainfall position tends to shift incorrectly. This study are expected to be helpful for the improvement of radar rainfall prediction model using deep neural networks in the future. In addition, the massive weather radar data established in this study will be provided through open repositories for future use in subsequent studies.

Comparative assessment and uncertainty analysis of ensemble-based hydrologic data assimilation using airGRdatassim (airGRdatassim을 이용한 앙상블 기반 수문자료동화 기법의 비교 및 불확실성 평가)

  • Lee, Garim;Lee, Songhee;Kim, Bomi;Woo, Dong Kook;Noh, Seong Jin
    • Journal of Korea Water Resources Association
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    • v.55 no.10
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    • pp.761-774
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    • 2022
  • Accurate hydrologic prediction is essential to analyze the effects of drought, flood, and climate change on flow rates, water quality, and ecosystems. Disentangling the uncertainty of the hydrological model is one of the important issues in hydrology and water resources research. Hydrologic data assimilation (DA), a technique that updates the status or parameters of a hydrological model to produce the most likely estimates of the initial conditions of the model, is one of the ways to minimize uncertainty in hydrological simulations and improve predictive accuracy. In this study, the two ensemble-based sequential DA techniques, ensemble Kalman filter, and particle filter are comparatively analyzed for the daily discharge simulation at the Yongdam catchment using airGRdatassim. The results showed that the values of Kling-Gupta efficiency (KGE) were improved from 0.799 in the open loop simulation to 0.826 in the ensemble Kalman filter and to 0.933 in the particle filter. In addition, we analyzed the effects of hyper-parameters related to the data assimilation methods such as precipitation and potential evaporation forcing error parameters and selection of perturbed and updated states. For the case of forcing error conditions, the particle filter was superior to the ensemble in terms of the KGE index. The size of the optimal forcing noise was relatively smaller in the particle filter compared to the ensemble Kalman filter. In addition, with more state variables included in the updating step, performance of data assimilation improved, implicating that adequate selection of updating states can be considered as a hyper-parameter. The simulation experiments in this study implied that DA hyper-parameters needed to be carefully optimized to exploit the potential of DA methods.

Prediction of Maximal Oxygen Uptake Ages 18~34 Years (18~34 남성의 최대산소 섭취량 추정)

  • Jeon, Yoo-Joung;Im, Jae-Hyeng;Lee, Byung-Kun;Kim, Chang-Hwan;Kim, Byeong-Wan
    • 한국체육학회지인문사회과학편
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    • v.51 no.3
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    • pp.373-382
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    • 2012
  • The purpose of this study is to predict VO2max with body index and submaximal metabolic responses. The subjects are consisted of 250 male aging from 18 to 34 and we separated them into two groups randomly; 179 for a sample, 71 for a cross-validation group. They went through maximal exercise testing with Bruce protocol, and we measured the metabolic responses in the end of the first(3 minute) and second stage(6 minute). To predict VO2max, we applied multiple regression analysis to the sample with stepwise method. Model 1's variables are weight, 6 minute HR and 6 minute VO2(R=0.64, SEE=4.74, CV=11.7%, p<.01), and the equation is VO2max(ml/kg/min)= 72.256-0.340(Weight)-0.220(6minHR)+0.013(6minVO2). Model 2's variables are weight, 6 minute HR, 6 minute VO2, and 6 minute VCO2(R=0.67, SEE=4.59, CV=11.3%, p<.01), and the equation is VO2max(ml/kg/min)= 68.699-0.277(Weight) -0.206(6minHR)+0.020(6minVO2)-0.009(6minVCO2). And the result did not show multicolinearity for both models. Model 2 demonstrated more correlation compared to Model 1. However, when we conducted cross-validation of those models with 71 men, measured VO2max and estimated VO2 Max had statistical significance with correlation (R=0.53, 0.56, P<.01). Although both models are functional with validity considering their simplicity and utility, Model 2 has more accuracy.

Emoticon by Emotions: The Development of an Emoticon Recommendation System Based on Consumer Emotions (Emoticon by Emotions: 소비자 감성 기반 이모티콘 추천 시스템 개발)

  • Kim, Keon-Woo;Park, Do-Hyung
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.227-252
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    • 2018
  • The evolution of instant communication has mirrored the development of the Internet and messenger applications are among the most representative manifestations of instant communication technologies. In messenger applications, senders use emoticons to supplement the emotions conveyed in the text of their messages. The fact that communication via messenger applications is not face-to-face makes it difficult for senders to communicate their emotions to message recipients. Emoticons have long been used as symbols that indicate the moods of speakers. However, at present, emoticon-use is evolving into a means of conveying the psychological states of consumers who want to express individual characteristics and personality quirks while communicating their emotions to others. The fact that companies like KakaoTalk, Line, Apple, etc. have begun conducting emoticon business and sales of related content are expected to gradually increase testifies to the significance of this phenomenon. Nevertheless, despite the development of emoticons themselves and the growth of the emoticon market, no suitable emoticon recommendation system has yet been developed. Even KakaoTalk, a messenger application that commands more than 90% of domestic market share in South Korea, just grouped in to popularity, most recent, or brief category. This means consumers face the inconvenience of constantly scrolling around to locate the emoticons they want. The creation of an emoticon recommendation system would improve consumer convenience and satisfaction and increase the sales revenue of companies the sell emoticons. To recommend appropriate emoticons, it is necessary to quantify the emotions that the consumer sees and emotions. Such quantification will enable us to analyze the characteristics and emotions felt by consumers who used similar emoticons, which, in turn, will facilitate our emoticon recommendations for consumers. One way to quantify emoticons use is metadata-ization. Metadata-ization is a means of structuring or organizing unstructured and semi-structured data to extract meaning. By structuring unstructured emoticon data through metadata-ization, we can easily classify emoticons based on the emotions consumers want to express. To determine emoticons' precise emotions, we had to consider sub-detail expressions-not only the seven common emotional adjectives but also the metaphorical expressions that appear only in South Korean proved by previous studies related to emotion focusing on the emoticon's characteristics. We therefore collected the sub-detail expressions of emotion based on the "Shape", "Color" and "Adumbration". Moreover, to design a highly accurate recommendation system, we considered both emotion-technical indexes and emoticon-emotional indexes. We then identified 14 features of emoticon-technical indexes and selected 36 emotional adjectives. The 36 emotional adjectives consisted of contrasting adjectives, which we reduced to 18, and we measured the 18 emotional adjectives using 40 emoticon sets randomly selected from the top-ranked emoticons in the KakaoTalk shop. We surveyed 277 consumers in their mid-twenties who had experience purchasing emoticons; we recruited them online and asked them to evaluate five different emoticon sets. After data acquisition, we conducted a factor analysis of emoticon-emotional factors. We extracted four factors that we named "Comic", Softness", "Modernity" and "Transparency". We analyzed both the relationship between indexes and consumer attitude and the relationship between emoticon-technical indexes and emoticon-emotional factors. Through this process, we confirmed that the emoticon-technical indexes did not directly affect consumer attitudes but had a mediating effect on consumer attitudes through emoticon-emotional factors. The results of the analysis revealed the mechanism consumers use to evaluate emoticons; the results also showed that consumers' emoticon-technical indexes affected emoticon-emotional factors and that the emoticon-emotional factors affected consumer satisfaction. We therefore designed the emoticon recommendation system using only four emoticon-emotional factors; we created a recommendation method to calculate the Euclidean distance from each factors' emotion. In an attempt to increase the accuracy of the emoticon recommendation system, we compared the emotional patterns of selected emoticons with the recommended emoticons. The emotional patterns corresponded in principle. We verified the emoticon recommendation system by testing prediction accuracy; the predictions were 81.02% accurate in the first result, 76.64% accurate in the second, and 81.63% accurate in the third. This study developed a methodology that can be used in various fields academically and practically. We expect that the novel emoticon recommendation system we designed will increase emoticon sales for companies who conduct business in this domain and make consumer experiences more convenient. In addition, this study served as an important first step in the development of an intelligent emoticon recommendation system. The emotional factors proposed in this study could be collected in an emotional library that could serve as an emotion index for evaluation when new emoticons are released. Moreover, by combining the accumulated emotional library with company sales data, sales information, and consumer data, companies could develop hybrid recommendation systems that would bolster convenience for consumers and serve as intellectual assets that companies could strategically deploy.

Clinical Application of Serum CEA, SCC, Cyfra21-1, and TPA in Lung Cancer (폐암환자에서 혈청 CEA, SCC, Cyfra21-1, TPA-M 측정의 의의)

  • Lee, Jun-Ho;Kim, Kyung-Chan;Lee, Sang-Jun;Lee, Jong-Kook;Jo, Sung-Jae;Kwon, Kun-Young;Han, Sung-Beom;Jeon, Young-June
    • Tuberculosis and Respiratory Diseases
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    • v.44 no.4
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    • pp.785-795
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    • 1997
  • Background : Tumor markers have been used in diagnosis, predicting the extent of disease, monitoring recurrence after therapy and prediction of prognosis. But the utility of markers in lung cancer has been limited by low sensitivity and specificity. TPA-M is recently developed marker using combined monoclonal antibody of Cytokeratin 8, 18, and 19. This study was conducted to evaluate the efficacy of new tumor marker, TPA-M by comparing the estabilished markers SCC, CEA, Cyfra21-1 in lung cancer. Method : An immunoradiometric assay of serum CEA, sec, Cyfra21-1, and TPA-M was performed in 49 pathologically confirmed lung cancer patients who visited Keimyung University Hospital from April 1996 to August 1996, and 29 benign lung diseases. Commercially available kits, Ab bead CEA (Eiken) to CEA, SCC RIA BEAD (DAINABOT) to SCC, CA2H (TFB) to Cyfra2H. and TPA-M (DAIICHI) to TPA-M were used for this study. Results : The mean serum values of lung cancer group and control group were $10.05{\pm}38.39{\mu}/L$, $1.59{\pm}0.94{\mu}/L$ in CEA, $3.04{\pm}5.79{\mu}/L$, $1.58{\pm}2.85{\mu}/L$ in SCC, $8.27{\pm}11.96{\mu}/L$, $1.77{\pm}2.72{\mu}/L$ in Cyfra21-1, and $132.02{\pm}209.35\;U/L$, $45.86{\pm}75.86\;U/L$ in TPA-M respectively. Serum values of Cyfra21-1 and TPA-M in lung cancer group were higher than control group (p<0.05). Using cutoff value recommended by the manufactures, that is $2.5{\mu}/L$ in CEA, $3.0{\mu}/L$ in Cyfra21-1, 70.0 U/L in TPA-M, and $2.0{\mu}/L$ in SCC, sensitivity and specificity of lung cancer were 33.3%, 78.6% in CEA, 50.0%, 89.7% in Cyfra21-1, 52.3%, 89.7% in TPA-M, 23.8%, 89.3% in SCC. Sensitivity and specificity of nonsmall cell lung cancer were 36.1%, 78.1% in CEA, 50.1%, 89.7% in Cyfra21-1, 53.1%, 89.7% in TPA-M, 33.8%, 89.3% in SCC. Sensitivity and specificity of small cell lung cancer were 25.0%, 78.5% in CEA, 50.0%, 89.6% in Cyfra21-1, 50.0%, 89.6% in TPA-M, 0%, 89.2% in SCC. Cutoff value according to ROC(Receiver operating characteristics) curve was $1.25{\mu}/L$ in CEA, $1.5{\mu}/L$ in Cyfra2-1, 35 U/L in TPA-M, $0.6{\mu}/L$ in SCC. With this cutoff value, sensitivity, specificity, accuracy and kappa index of Cyfra21-1 and TPA-M were better than CEA and SCC. SCC only was related with statistic significance to TNM stages, dividing to operable stages(TNM stage I to IIIA) and inoperable stages (IIIB and IV) (p<0.05). But no tumor markers showed any correlation with significance with tumor size(p>0.05). Conclusion : Serum TPA-M and Cyfra21-1 shows higher sensitivity and specificity than CEA and SCC in overall lung cancer and nonsmall cell lung cancer those were confirmed pathologically. SCC has higher specificity in nonsmall cell lung cancer. And the level of serum sec are signiticantly related with TNM staging.

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Development of Predictive Models for Rights Issues Using Financial Analysis Indices and Decision Tree Technique (경영분석지표와 의사결정나무기법을 이용한 유상증자 예측모형 개발)

  • Kim, Myeong-Kyun;Cho, Yoonho
    • Journal of Intelligence and Information Systems
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    • v.18 no.4
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    • pp.59-77
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    • 2012
  • This study focuses on predicting which firms will increase capital by issuing new stocks in the near future. Many stakeholders, including banks, credit rating agencies and investors, performs a variety of analyses for firms' growth, profitability, stability, activity, productivity, etc., and regularly report the firms' financial analysis indices. In the paper, we develop predictive models for rights issues using these financial analysis indices and data mining techniques. This study approaches to building the predictive models from the perspective of two different analyses. The first is the analysis period. We divide the analysis period into before and after the IMF financial crisis, and examine whether there is the difference between the two periods. The second is the prediction time. In order to predict when firms increase capital by issuing new stocks, the prediction time is categorized as one year, two years and three years later. Therefore Total six prediction models are developed and analyzed. In this paper, we employ the decision tree technique to build the prediction models for rights issues. The decision tree is the most widely used prediction method which builds decision trees to label or categorize cases into a set of known classes. In contrast to neural networks, logistic regression and SVM, decision tree techniques are well suited for high-dimensional applications and have strong explanation capabilities. There are well-known decision tree induction algorithms such as CHAID, CART, QUEST, C5.0, etc. Among them, we use C5.0 algorithm which is the most recently developed algorithm and yields performance better than other algorithms. We obtained data for the rights issue and financial analysis from TS2000 of Korea Listed Companies Association. A record of financial analysis data is consisted of 89 variables which include 9 growth indices, 30 profitability indices, 23 stability indices, 6 activity indices and 8 productivity indices. For the model building and test, we used 10,925 financial analysis data of total 658 listed firms. PASW Modeler 13 was used to build C5.0 decision trees for the six prediction models. Total 84 variables among financial analysis data are selected as the input variables of each model, and the rights issue status (issued or not issued) is defined as the output variable. To develop prediction models using C5.0 node (Node Options: Output type = Rule set, Use boosting = false, Cross-validate = false, Mode = Simple, Favor = Generality), we used 60% of data for model building and 40% of data for model test. The results of experimental analysis show that the prediction accuracies of data after the IMF financial crisis (59.04% to 60.43%) are about 10 percent higher than ones before IMF financial crisis (68.78% to 71.41%). These results indicate that since the IMF financial crisis, the reliability of financial analysis indices has increased and the firm intention of rights issue has been more obvious. The experiment results also show that the stability-related indices have a major impact on conducting rights issue in the case of short-term prediction. On the other hand, the long-term prediction of conducting rights issue is affected by financial analysis indices on profitability, stability, activity and productivity. All the prediction models include the industry code as one of significant variables. This means that companies in different types of industries show their different types of patterns for rights issue. We conclude that it is desirable for stakeholders to take into account stability-related indices and more various financial analysis indices for short-term prediction and long-term prediction, respectively. The current study has several limitations. First, we need to compare the differences in accuracy by using different data mining techniques such as neural networks, logistic regression and SVM. Second, we are required to develop and to evaluate new prediction models including variables which research in the theory of capital structure has mentioned about the relevance to rights issue.

A Study on Market Size Estimation Method by Product Group Using Word2Vec Algorithm (Word2Vec을 활용한 제품군별 시장규모 추정 방법에 관한 연구)

  • Jung, Ye Lim;Kim, Ji Hui;Yoo, Hyoung Sun
    • Journal of Intelligence and Information Systems
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    • v.26 no.1
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    • pp.1-21
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    • 2020
  • With the rapid development of artificial intelligence technology, various techniques have been developed to extract meaningful information from unstructured text data which constitutes a large portion of big data. Over the past decades, text mining technologies have been utilized in various industries for practical applications. In the field of business intelligence, it has been employed to discover new market and/or technology opportunities and support rational decision making of business participants. The market information such as market size, market growth rate, and market share is essential for setting companies' business strategies. There has been a continuous demand in various fields for specific product level-market information. However, the information has been generally provided at industry level or broad categories based on classification standards, making it difficult to obtain specific and proper information. In this regard, we propose a new methodology that can estimate the market sizes of product groups at more detailed levels than that of previously offered. We applied Word2Vec algorithm, a neural network based semantic word embedding model, to enable automatic market size estimation from individual companies' product information in a bottom-up manner. The overall process is as follows: First, the data related to product information is collected, refined, and restructured into suitable form for applying Word2Vec model. Next, the preprocessed data is embedded into vector space by Word2Vec and then the product groups are derived by extracting similar products names based on cosine similarity calculation. Finally, the sales data on the extracted products is summated to estimate the market size of the product groups. As an experimental data, text data of product names from Statistics Korea's microdata (345,103 cases) were mapped in multidimensional vector space by Word2Vec training. We performed parameters optimization for training and then applied vector dimension of 300 and window size of 15 as optimized parameters for further experiments. We employed index words of Korean Standard Industry Classification (KSIC) as a product name dataset to more efficiently cluster product groups. The product names which are similar to KSIC indexes were extracted based on cosine similarity. The market size of extracted products as one product category was calculated from individual companies' sales data. The market sizes of 11,654 specific product lines were automatically estimated by the proposed model. For the performance verification, the results were compared with actual market size of some items. The Pearson's correlation coefficient was 0.513. Our approach has several advantages differing from the previous studies. First, text mining and machine learning techniques were applied for the first time on market size estimation, overcoming the limitations of traditional sampling based- or multiple assumption required-methods. In addition, the level of market category can be easily and efficiently adjusted according to the purpose of information use by changing cosine similarity threshold. Furthermore, it has a high potential of practical applications since it can resolve unmet needs for detailed market size information in public and private sectors. Specifically, it can be utilized in technology evaluation and technology commercialization support program conducted by governmental institutions, as well as business strategies consulting and market analysis report publishing by private firms. The limitation of our study is that the presented model needs to be improved in terms of accuracy and reliability. The semantic-based word embedding module can be advanced by giving a proper order in the preprocessed dataset or by combining another algorithm such as Jaccard similarity with Word2Vec. Also, the methods of product group clustering can be changed to other types of unsupervised machine learning algorithm. Our group is currently working on subsequent studies and we expect that it can further improve the performance of the conceptually proposed basic model in this study.

Dose verification for Gated Volumetric Modulated Arc Therapy according to Respiratory period (호흡연동 용적변조 회전방사선치료에서 호흡주기에 따른 선량전달 정확성 검증)

  • Jeon, Soo Dong;Bae, Sun Myung;Yoon, In Ha;Kang, Tae Young;Baek, Geum Mun
    • The Journal of Korean Society for Radiation Therapy
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    • v.26 no.1
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    • pp.137-147
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    • 2014
  • Purpose : The purpose of this study is to verify the accuracy of dose delivery according to the patient's breathing cycle in Gated Volumetric Modulated Arc Therapy Materials and Methods : TrueBeam STxTM(Varian Medical System, Palo Alto, CA) was used in this experiment. The Computed tomography(CT) images that were acquired with RANDO Phantom(Alderson Research Laboratories Inc. Stamford. CT, USA), using Computerized treatment planning system(Eclipse 10.0, Varian, USA), were used to create VMAT plans using 10MV FFF with 1500 cGy/fx (case 1, 2, 3) and 220 cGy/fx(case 4, 5, 6) of doserate of 1200 MU/min. The regular respiratory period of 1.5, 2.5, 3.5 and 4.5 sec and the patients respiratory period of 2.2 and 3.5 sec were reproduced with the $QUASAR^{TM}$ Respiratory Motion Phantom(Modus Medical Devices Inc), and it was set up to deliver radiation at the phase mode between the ranges of 30 to 70%. The results were measured at respective respiratory conditions by a 2-Dimensional ion chamber array detector(I'mRT Matrixx, IBA Dosimetry, Germany) and a MultiCube Phantom(IBA Dosimetry, Germany), and the Gamma pass rate(3 mm, 3%) were compared by the IMRT analysis program(OmniPro I'mRT system software Version 1.7b, IBA Dosimetry, Germany) Results : The gamma pass rates of Case 1, 2, 3, 4, 5 and 6 were the results of 100.0, 97.6, 98.1, 96.3, 93.0, 94.8% at a regular respiratory period of 1.5 sec and 98.8, 99.5, 97.5, 99.5, 98.3, 99.6% at 2.5 sec, 99.6, 96.6, 97.5, 99.2, 97.8, 99.1% at 3.5 sec and 99.4, 96.3, 97.2, 99.0, 98.0, 99.3% at 4.5 sec, respectively. When a patient's respiration was reproduced, 97.7, 95.4, 96.2, 98.9, 96.2, 98.4% at average respiratory period of 2.2 sec, and 97.3, 97.5, 96.8, 100.0, 99.3, 99.8% at 3.5 sec, respectively. Conclusion : The experiment showed clinically reliable results of a Gamma pass rate of 95% or more when 2.5 sec or more of a regular breathing period and the patient's breathing were reproduced. While it showed the results of 93.0% and 94.8% at a regular breathing period of 1.5 sec of Case 5 and 6, it could be confirmed that the accurate dose delivery could be possible on the most respiratory conditions because based on the results of 100 patients's respiratory period analysis as no one sustained a respiration of 1.5 sec. But, pretreatment dose verification should be precede because we can't exclude the possibility of error occurrence due to extremely short respiratory period, also a training at the simulation and careful monitoring are necessary for a patient to maintain stable breathing. Consequently, more reliable and accurate treatments can be administered.

Development of a Stock Trading System Using M & W Wave Patterns and Genetic Algorithms (M&W 파동 패턴과 유전자 알고리즘을 이용한 주식 매매 시스템 개발)

  • Yang, Hoonseok;Kim, Sunwoong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.63-83
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    • 2019
  • Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

A Study on the Characteristics of Enterprise R&D Capabilities Using Data Mining (데이터마이닝을 활용한 기업 R&D역량 특성에 관한 탐색 연구)

  • Kim, Sang-Gook;Lim, Jung-Sun;Park, Wan
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.1-21
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    • 2021
  • As the global business environment changes, uncertainties in technology development and market needs increase, and competition among companies intensifies, interests and demands for R&D activities of individual companies are increasing. In order to cope with these environmental changes, R&D companies are strengthening R&D investment as one of the means to enhance the qualitative competitiveness of R&D while paying more attention to facility investment. As a result, facilities or R&D investment elements are inevitably a burden for R&D companies to bear future uncertainties. It is true that the management strategy of increasing investment in R&D as a means of enhancing R&D capability is highly uncertain in terms of corporate performance. In this study, the structural factors that influence the R&D capabilities of companies are explored in terms of technology management capabilities, R&D capabilities, and corporate classification attributes by utilizing data mining techniques, and the characteristics these individual factors present according to the level of R&D capabilities are analyzed. This study also showed cluster analysis and experimental results based on evidence data for all domestic R&D companies, and is expected to provide important implications for corporate management strategies to enhance R&D capabilities of individual companies. For each of the three viewpoints, detailed evaluation indexes were composed of 7, 2, and 4, respectively, to quantitatively measure individual levels in the corresponding area. In the case of technology management capability and R&D capability, the sub-item evaluation indexes that are being used by current domestic technology evaluation agencies were referenced, and the final detailed evaluation index was newly constructed in consideration of whether data could be obtained quantitatively. In the case of corporate classification attributes, the most basic corporate classification profile information is considered. In particular, in order to grasp the homogeneity of the R&D competency level, a comprehensive score for each company was given using detailed evaluation indicators of technology management capability and R&D capability, and the competency level was classified into five grades and compared with the cluster analysis results. In order to give the meaning according to the comparative evaluation between the analyzed cluster and the competency level grade, the clusters with high and low trends in R&D competency level were searched for each cluster. Afterwards, characteristics according to detailed evaluation indicators were analyzed in the cluster. Through this method of conducting research, two groups with high R&D competency and one with low level of R&D competency were analyzed, and the remaining two clusters were similar with almost high incidence. As a result, in this study, individual characteristics according to detailed evaluation indexes were analyzed for two clusters with high competency level and one cluster with low competency level. The implications of the results of this study are that the faster the replacement cycle of professional managers who can effectively respond to changes in technology and market demand, the more likely they will contribute to enhancing R&D capabilities. In the case of a private company, it is necessary to increase the intensity of input of R&D capabilities by enhancing the sense of belonging of R&D personnel to the company through conversion to a corporate company, and to provide the accuracy of responsibility and authority through the organization of the team unit. Since the number of technical commercialization achievements and technology certifications are occurring both in the case of contributing to capacity improvement and in case of not, it was confirmed that there is a limit in reviewing it as an important factor for enhancing R&D capacity from the perspective of management. Lastly, the experience of utility model filing was identified as a factor that has an important influence on R&D capability, and it was confirmed the need to provide motivation to encourage utility model filings in order to enhance R&D capability. As such, the results of this study are expected to provide important implications for corporate management strategies to enhance individual companies' R&D capabilities.