• 제목/요약/키워드: Information Error

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High Resolution HC$_3$N Observations toward the Central Region of Sagittarius B2

  • H.S-Ching;Oh, M.ishi;M.Morimoto
    • Bulletin of the Korean Space Science Society
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    • 한국우주과학회 1993년도 한국우주과학회보 제2권2호
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    • pp.17-17
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    • 1993
  • The wall shear stress in the vicinity of end-to end anastomoses under steady flow conditions was measured using a flush-mounted hot-film anemometer(FMHFA) probe. The experimental measurements were in good agreement with numerical results except in flow with low Reynolds numbers. The wall shear stress increased proximal to the anastomosis in flow from the Penrose tubing (simulating an artery) to the PTFE: graft. In flow from the PTFE graft to the Penrose tubing, low wall shear stress was observed distal to the anastomosis. Abnormal distributions of wall shear stress in the vicinity of the anastomosis, resulting from the compliance mismatch between the graft and the host artery, might be an important factor of ANFH formation and the graft failure. The present study suggests a correlation between regions of the low wall shear stress and the development of anastomotic neointimal fibrous hyperplasia(ANPH) in end-to-end anastomoses. 30523 T00401030523 ^x Air pressure decay(APD) rate and ultrafiltration rate(UFR) tests were performed on new and saline rinsed dialyzers as well as those roused in patients several times. C-DAK 4000 (Cordis Dow) and CF IS-11 (Baxter Travenol) reused dialyzers obtained from the dialysis clinic were used in the present study. The new dialyzers exhibited a relatively flat APD, whereas saline rinsed and reused dialyzers showed considerable amount of decay. C-DAH dialyzers had a larger APD(11.70${\pm}$1.32mmHg/min)compared to CF dialyzers(4.32${\pm}$0.55mmHg/min)(p<0.05). However, there was no observable difference in the UFR between the two dialyzers. Neither APD nor UFR showed any significant increase with an increasing number of reuses for up to more than 20reuses. A substantial number of failures observed in APD(larger than 20mmHe/min)on the reused dialyzers(2 out of 40 CP and S out 26 C-DAK) were attributed to the Possible damage on the fibers. The CF 15-11 HFDs which failed APD test did not show changes in the UFR compared to normal dialyzers indicating that APD is a more sensitive test than UFR test to evaluate the integrity of the fibers. 30527 T00401030527 ^x For quantitative measurement of reflected light from a clinical diagnostic strip, a prototype old reflectance photometer was designed. The strip loader and cassette were made to obtain more accurate reflectance parameters. The strip was illuminated at 45˚c through optical fiber and the intensity of reflected light was determined at rectanguLat angle using a photodiode. The kubelka-munk coefficient and reflection optical density were determined ar four different wavelengths(500,550,570 and 610nm) for blood glucose strip. For higher concentration than 300mg/41 about glucose, a saturation state of abforbance was observed at 500,550 and 570nm. The correlation between glucose concentration and parameters was the best at 610nm. 30535 T00401030535 ^x Radiation-induced fibrosarcoma tumors were grown on the flanks of C3H mice. The mice were divided into two groups. One group was injected with Photofrin II, intravenously (2.5mg/kg body weight). The other group received no Photofrin II. Mice from both groups were irradialed for approximately 15 minutes at 100,300, or 500 mW/cm2 with the argon (488nm/514.5 nm), dye(628nm) and gold vapor (pulsed 628 nm) laser light. A photosensitizer behaved as an added absorber. Under our experimental conditions, the presence of Photolfrin II increased surface temperature by at least 40% and the temperature rise due to 300 mW/cm2 irradiation exceeded values for hyperthermia. Light and temperature distributions with depth were estimated by a computer model. The model demonstrated the influence of wavelength on the thermal process and proved to be a valuable tool to investigate internal temperature rise. 30536 T00401030536 ^x We investigated the structural geometry of thirty-eight Korean femurs. The purpose of this study is to identify major geometrical differences between Korean femurs 3nd others that we believe belong to Caucasians so that we would be able to get insights into the femoral component design that fits Asians including Koreans. We utilized computerized tomography (CT) images of femurs extracted from cadavers. The CT images were transformed into bitmap data by using a film scanner, and then analyzed by using a commercially available software called Image v.1.0 and a Macintosh IIci computer.The resulting data were compared with already published data. The major results show that the geometry of the Korean femurs is significantly different from that of Caucasians: (1) the anteversion angle and the canal flare index are greater by the amount of approximately 8˚ and 0.5, respectively, (2) the shape of the isthmus cross section is more round, and (3) the distance between the teaser trochanter and the proximal border of the isthmus is shelter by about 15 mm. The results suggested that the femoral component suitable for Asians should be different from the currently-used components designed and manufactured mostly by European or American companies. 30537 T00401030537 ^x It is well known that nonlinear propagation characteristics of the wave in the tissue may give very useful information for the medical diagnoisis. In this paper, a new method to detect nonlinear propagation characteristics of the internal vibration in the tissue for the low frequency mechanical vibration by using bispectral analysis is proposed. In the method, low frequency vibration of f0( = 100Hz) is applied on the surface of the object, and the waveform of the internal vibration x (t) is measured from Doppler frequency modulation of silmultaneously transmitted probing ultrasonic waves. Then, the bispectra of the signal x (t) at the frequencies (f0, f0) and (f0, 2f0) are calculated to estimate the nonlinear propagation characteristics as their magnitude ratio, w here since bispectrum is free from the gaussian additive noise we can get the value with high S/N. Basic experimental system is constructed by using 3.0 MHz probing ultrasonic waves and the several experiments are carried out for some phantoms. Results show the superiority of the proposed method to the conventional method using power spectrum and also its usefulness for the tissue characterization. 30541 T00401030541 ^x This paper describes the implementation of a computerized radial pulse diagnosis by aids of a clinical expert. On this base, we composed of the radial pulse diagnosis system in korean traditional medicine. The system composed of a radial pulse wave detection system and a radial pulse diagnosis system. With a detection system, we detected Inyoung and Cheongu radial pulse wave and processed it. Then, we have got the characteristic parameters of radial pulse wave and also quantified that according to the method of Inyoung-Cheongu Comparison Radial Pulse Diagnosis. We defined the jugement standard of radial pulse diagnosis system and then we confirmed the possibility for realization of automatic radial pulse diagnosis in korean traditional medicine. 30545 T00401030545 ^x Microspheres are expected to be applied to biomedical areas such as solid-phase immunoassays, drug delivery systems, immunomagnetic cell separation. To synthesize microspheres for biomedical application, "two stage shot growth method" was developed. The uniformity ratio of synthesized microspheres was always smaller than 1.05. And the surface charge density (or the number of ionizable functional groups) of the microspheres synthesized by "two stage shot growth method" was 6~13 times higher than that of the microspheres synthesized by conventional seeded batch copolymerization. As a previous step for biomedical application, adsorption experiments of bovine albumin on microspheres were carried out under various conditions. The maximum adsorbed amount was obtained in the neighborhood of pH 4.5. Isoelectric point of bovine albumin is pH 5.0, so experimental result shows that it shifted to acid area. The adsorption isotherm was obtained, the plateau region was always reached at 2.Og/L (bulk concentration of bovine albumin).The effect of the kind and the amount of surface functional group was also examined. 30575 T00401030575 ^x A medical image workstation was developed using multimedia technique. The system based on PC-486DX was designed to acquire medical images produced by medical imaging instruments and related audio information, that is, doctors' reporting results. Input information was processed and analyzed, then the results were presented in the form of graph and animation. All the informations of the system were hierarchically related with the image as the apex. Processing and analysis algorithms were implemented so that the diagnostic accuracy could be improved. The diagnosed information can be transferred for patient diagnosis through LAN(local area network). 30592 T00401030592 ^x In the conventional infrared imaging system, complex infrared lens systems are usually used for directing collimated narrow infrared beams into the high speed 2-dimensional optic scanner. In this paper, a simple reflective infrared optic system with a 2-dimensional optic scanner is proposed for the realization of medical infrared thermography system. It has been experimentally proven that the intfrared thermography system composed of the proposed optic system has the temperature resolution of 0.1˚c under the spatial resolution of lmrad, the image matrix size of 256 X 240, and tile imaging time of 4 seconds. 30593 T00401030593 ^x In this paper, MIIS (Medical Image Information System) has been designed and implemented using INGRES RDBMS, which is based on a client/server architecture. The implemented system allows users to register and retrieve patient information, medical images and diagnostic reports. It also provides the function to display these information on workstation windows simultaneously by using the designed menu-driven graphic user interface. The medical image compression/decompression techniques are implemented and integrated into the medical image database system for the efficient data storage and the fast access through the network. 30594 T00401030594 ^x In this paper, computerized BEAM was implemented for the space domain analysis of EEG. Trans-formation from temporal summation to two-dimensional mappings is formed by 4 nearest point inter-polaton method. Methods of representation of BEAM are two. One is dot density method which classify brain electrical potential 9 levels by dot density of gray levels and the other is colour method which classify brain electrical 12 levels by red-green colours. In this BEAM, instantaneous change and average energy distribution over any arbitrary time interval of brain electrical activity could be observed and analyzed easily. In the frequency domain, the distribution of energy spectrum of a special band can easily be distinguished normality and abnormality. 30608 T00401030608 ^x Laboratory information system (LIS) is a key tool to manage laboratory data in clinical pathology. Our department has developed an information system for routine hematology using down-sized computer system. We have used an IBM 486 compatible PC with 16MB main memory, 210 MB hard disk drive, 9 RS-232C port and 24 pin dot printer. The operating system and database management system were SCO UNIX and SCO foxbase, respectively. For program development, we used Xbase language provided by SCO foxbase. The C language was used for interface purpose. To make the system use friendly, pull-down menu was used. The system connected to our hospital information system via application program interface (API), so the information related to patient and request details is automatically transmitted to our computer. Our system interfaced with fwd complete blood count analyzers(Sysmex NE-8000 and Coulter STKS) for unidirectional data tansmission from analyzer to computer. The authors suggests that this system based on down-sized computer could provide a progressive approach to total LIS based on local area network, and the implemented system could serve as a model for other hospital's LIS for routine hematology. 30609 T00401030609 ^x To develop an artificial bone substitute that is gradually degraded and replaced by the regenerated natural bone, the authors designed a composite that is consisted of calcium phosphate and collagen. To use as the structural matrix of the composite, collagen was purified from human umbilical cord. The obtained collagen was treated by pepsin to remove telopeptides, and finally, the immune-free atelocollagen was produced: The cross linked atelocollagen was highly resistant to the collagenase induced collagenolysis. The cross linked collagen demonstrated an improved tensile strength. 30618 T00401030618 ^x This paper is a study on the design of adptive filter for QRS complex detection. We propose a simple adaptive algorithm to increase capability of noise cancelation in QRS complex detection with two stage adaptive filter. At the first stage, background noise is removed and at the next stage, only spectrum of QRS complex components is passed. Two adaptive filters can afford to keep track of the changes of both noise and QRS complex. Each adaptive filter consists of prediction error filter and FIR filter The impulse response of FIR filter uses coefficients of prediction error filter. The detection rates for 105 and 108 of MIT/BIH data base were 99.3% and 97.4% respectively. 30619 T00401030619 ^x To develop an artificial bone substitute that is gradually degraded and replaced by the regenerated natural bone, the authors designed and produced a composite that is consisted of calcium phosphate and collagen. Human umbilical cord origin pepsin treated type I atelocollagen was used as the structural matrix, by which sintered or non-sintered carbonate apatite was encapsulated to form an inorganic-organic composite. With cross linking atelocollagen by UV ray irradiation, the resistance to both compressive and tensile strength was increased. Collagen degradation by the collagenase induced collagenolysis was also decreased. 30620 T00401030620 ^x We have developed a monoleaflet polymer valve as an inexpensive and viable alternative, especially for short-term use in the ventricular assist device or total artificial heart. The frame and leaflet of the polymer valve were made from polyurethane, To evaluate the hemodynamic performance of the polymer valve a comparative study of flow dynamics past a polymer valve and a St. Jude Medical prosthetic valve under physiological pulsatile flow conditions in vitro was made. Comparisons between the valves were made on the transvalvular pressure drop, regurgitation volume and maximum valve opening area. The polymer valve showed smaller regurgitation volume and transvalvular pressure drop compared to the mechanical valve at higher heart rate. The results showed that the functional characteristics of the polymer valve compared favorably with those of the mechanical valve at higher heart rate. 30621 T00401030621 ^x Explosive evaporative removal process of biological tissue by absorption of a CW laser has been simulated by using gelatin and a multimode Nd:YAG laser. Because the point of maximun temperature of laser-irradiated gelatin exists below the surface due to surface cooling, evaporation at the boiling temperature is made explosively from below the surface. The important parameters of this process are the conduction loss to laser power absorption (defined as the conduction-to-laser power parameter, Nk), the convection heat transfer at the surface to conduction loss (defined as Bi), dimensionless extinction coefficient (defined as Br.), and dimensionless irradiation time (defined as Fo). Dependence of Fo on Nk and Bi has been observed by experiment, and the results have been compared with the numerical results obtained by solving a 2-dimensional conduction equation. Fo and explosion depth (from the surface to the point of maximun temperature) are increased when Nk and Bi are increased.To find out the minimum laser power for explosive evaporative removal process, steady state analysis has been also made. The limit of Nk to induce evaporative removal, which is proportional to the inverse of the laser power, has been obtained. 30622 T00401030622 ^x N1 and N2 gross neural action potentials were measured from the round window of the guinea pig cochlea at the onset of the acoustic stimuli. N1-N2 audiograms were made by means of regulating stimulant intensities in order to produce constant N1-N2 potentials as criteria for different input tone pip frequencies. The lowest threshold was measured with an input tone pip I5 dB SPL in intensity and 12 KHz in frequency when the animal was in normal physiological condition. The procedure of experimental measurements is explained in detail. This experimental approach is very useful for the investigation of the Cochlear function. Both noN1inear and active functions of the Cochlea can be monitored by N1-N2 audiograms. 30623 T00401030623 ^x In electrical impedance tomography(EIT), we use boundary current and voltage measurements toprovide the information about the cross-sectional distribution of electrical impedance or resistivity. One of the major problems in EIT has been the inaccessibility of internal voltage or current data in finding the internal impedance values. We propose a new image reconstruction method using internal current density data measured by NMR. We obtained a two-dimensional current density distribution within a phantom by processing the real and imaginary MR images from a 4.77 NMR machine. We implemented a resistivity mage reconstruction algorithm using the finite element method and sensitivity matrix. We presented computer simulation results of the mage reconstruction algorithm and furture direction of the research. 30624 T00401030624 ^x A new method of digital image analysis technique for discrimination of cancer cell was presented in this paper. The object image was the Thyroid eland cells image that was diagnosed as normal and abnormal (two types of abnormal: follicular neoplastic cell, and papillary neoplastic cell), respectively. By using the proposed region segmentation algorithm, the cells were segmented into nucleus. The 16 feature parameters were used to calculate the features of each nucleus. A9 a consequence of using dominant feature parameters method proposed in this paper, discrimination rate of 91.11% was obtained for Thyroid Gland cells. 30625 T00401030625 ^x An electrical stimulator was designed to induce locomotion for paraplegic patients caused by central nervous system injury. Optimal stimulus parameters, which can minimize muscle fatigue and can achieve effective muscle contraction were determined in slow and fast muscles in Sprague-Dawley rats. Stimulus patterns of our stimulator were designed to simulate electromyographic activity monitored during locomotion of normal subjects. Muscle types of the lower extremity were classified according to their mechanical property of contraction, which are slow muscle (msoleus m.) and fast muscle (medial gastrocneminus m., rectus femoris m., vastus lateralis m.). Optimal parameters of electrical stimulation for slow muscles were 20 Hz, 0.2 ms square pulse. For fast muscle, 40 Hz, 0.3 ms square pulse was optimal to produce repeated contraction. Higher stimulus intensity was required when synergistic muscles were stimulated simultaneously than when they were stimulated individually. Electrical stimulation for each muscle was designed to generate bipedal locomotion, so that individual muscles alternate contraction and relaxation to simulate stance and swing phases. Portable electrical stimulator with 16 channels built in microprocessor was constructed and applied to paraplegic patients due to lumbar cord injury. The electrical stimulator restored partially gait function in paraplegic patients. 30626 T00401030626 ^x Two-Dimensional modelling of the Cochlear biomechanics is presented in this paper. The Laplace partial differential equation which represents the fluid mechanics of the Cochlea has been transformed into two-dimensional electrical transmission line. The procedure of this transformation is explained in detail. The comparison between one and two dimensional models is also presented. This electrical modelling of the basilar membrane (BM) is clearly useful for the next approach to the further. Development of active elements which are essential in the producing of the sharp tuning of the BM. This paper shows that two-dimension model is qualitatively better than one-dimensional model both in amplitude and phase responses of the BM displacement. The present model is only for frequency response. However because the model is electrical, the two-dimensional transmission line model can be extended to time response without any difficult. 30627 T00401030627 ^x A method has been proposed for the fully automatic detection of left ventricular endocardial boundary in 2D short axis echocardiogram using geometric model. The procedure has the following three distinct stages. First, the initial center is estimated by the initial center estimation algorithm which is applied to decimated image. Second, the center estimation algorithm is applied to original image and then best-fit elliptic model estimation is processed. Third, best-fit boundary is detected by the cost function which is based on the best-fit elliptic model. The proposed method shows effective result without manual intervention by a human operator. 30628 T00401030628 ^x The intelligent trajectory control method that controls moving direction and average velocity for a prosthetic arm is proposed by pattern recognition and force estimations using EMG signals. Also, we propose the real time trajectory planning method which generates continuous accelleration paths using 3 stage linear filters to minimize the impact to human body induced by arm motions and to reduce the muscle fatigue. We use combination of MLP and fuzzy filter for pattern recognition to estimate the direction of a muscle and Hogan's method for the force estimation. EMG signals are acquired by using a amputation simulator and 2 dimensional joystick motion. The simulation results of proposed prosthetic arm control system using the EMf signals show that the arm is effectively followed the desired trajectory depended on estimated force and direction of muscle movements. 30638 T00401030638 ^x A new neural network architecture for the recognition of patterns from images is proposed, which is partially based on the results of physiological studies. The proposed network is composed of multi-layers and the nerve cells in each layer are connected by spatial filters which approximate receptive fields in optic nerve fields. In the proposed method, patterns recognition for complicated images is carried out using global features as well as local features such as lines and end-points. A new generating method of matched filers representing global features is proposed in this network. 30659 T00401030659 ^x An implementation scheme of the magnetic nerve stimulator using a switching mode power supply is proposed. By using a switching mode power supply rather than a conventional linear power supply for charging high voltage capacitors, the weight and size of the magnetic nerve stimulator can be considerably reduced. Maximum output voltage of the developed magnetic nerve stimulator using the switching mode power supply is 3,000 volts and switching time is about 100 msec. Experimental results or human nerve stimulations using the developed stimulator are presented. 30768 T00401030768 ^x In this paper, we describe the design methodology and specifications of the developed module-based bedside monitors for patient monitoring. The bedside monitor consists of a main unit and module cases with various parameter modules. The main unit includes a 12.1" TFT color LCD, a main CPU board, and peripherals such as a module controller, Ethernet LAN card, video card, rotate/push button controller, etc. The main unit can connect at maximum three module cases each of which can accommodate up to 7 parameter modules. They include the modules for electrocardiograph, respiration, invasive blood pressure, noninvasive blood pressure, temperature, and SpO2 with Plethysmograph.

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A Comparative Analysis of Social Commerce and Open Market Using User Reviews in Korean Mobile Commerce (사용자 리뷰를 통한 소셜커머스와 오픈마켓의 이용경험 비교분석)

  • Chae, Seung Hoon;Lim, Jay Ick;Kang, Juyoung
    • Journal of Intelligence and Information Systems
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    • 제21권4호
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    • pp.53-77
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    • 2015
  • Mobile commerce provides a convenient shopping experience in which users can buy products without the constraints of time and space. Mobile commerce has already set off a mega trend in Korea. The market size is estimated at approximately 15 trillion won (KRW) for 2015, thus far. In the Korean market, social commerce and open market are key components. Social commerce has an overwhelming open market in terms of the number of users in the Korean mobile commerce market. From the point of view of the industry, quick market entry, and content curation are considered to be the major success factors, reflecting the rapid growth of social commerce in the market. However, academics' empirical research and analysis to prove the success rate of social commerce is still insufficient. Henceforward, it is to be expected that social commerce and the open market in the Korean mobile commerce will compete intensively. So it is important to conduct an empirical analysis to prove the differences in user experience between social commerce and open market. This paper is an exploratory study that shows a comparative analysis of social commerce and the open market regarding user experience, which is based on the mobile users' reviews. Firstly, this study includes a collection of approximately 10,000 user reviews of social commerce and open market listed Google play. A collection of mobile user reviews were classified into topics, such as perceived usefulness and perceived ease of use through LDA topic modeling. Then, a sentimental analysis and co-occurrence analysis on the topics of perceived usefulness and perceived ease of use was conducted. The study's results demonstrated that social commerce users have a more positive experience in terms of service usefulness and convenience versus open market in the mobile commerce market. Social commerce has provided positive user experiences to mobile users in terms of service areas, like 'delivery,' 'coupon,' and 'discount,' while open market has been faced with user complaints in terms of technical problems and inconveniences like 'login error,' 'view details,' and 'stoppage.' This result has shown that social commerce has a good performance in terms of user service experience, since the aggressive marketing campaign conducted and there have been investments in building logistics infrastructure. However, the open market still has mobile optimization problems, since the open market in mobile commerce still has not resolved user complaints and inconveniences from technical problems. This study presents an exploratory research method used to analyze user experience by utilizing an empirical approach to user reviews. In contrast to previous studies, which conducted surveys to analyze user experience, this study was conducted by using empirical analysis that incorporates user reviews for reflecting users' vivid and actual experiences. Specifically, by using an LDA topic model and TAM this study presents its methodology, which shows an analysis of user reviews that are effective due to the method of dividing user reviews into service areas and technical areas from a new perspective. The methodology of this study has not only proven the differences in user experience between social commerce and open market, but also has provided a deep understanding of user experience in Korean mobile commerce. In addition, the results of this study have important implications on social commerce and open market by proving that user insights can be utilized in establishing competitive and groundbreaking strategies in the market. The limitations and research direction for follow-up studies are as follows. In a follow-up study, it will be required to design a more elaborate technique of the text analysis. This study could not clearly refine the user reviews, even though the ones online have inherent typos and mistakes. This study has proven that the user reviews are an invaluable source to analyze user experience. The methodology of this study can be expected to further expand comparative research of services using user reviews. Even at this moment, users around the world are posting their reviews about service experiences after using the mobile game, commerce, and messenger applications.

The Pattern Analysis of Financial Distress for Non-audited Firms using Data Mining (데이터마이닝 기법을 활용한 비외감기업의 부실화 유형 분석)

  • Lee, Su Hyun;Park, Jung Min;Lee, Hyoung Yong
    • Journal of Intelligence and Information Systems
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    • 제21권4호
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    • pp.111-131
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    • 2015
  • There are only a handful number of research conducted on pattern analysis of corporate distress as compared with research for bankruptcy prediction. The few that exists mainly focus on audited firms because financial data collection is easier for these firms. But in reality, corporate financial distress is a far more common and critical phenomenon for non-audited firms which are mainly comprised of small and medium sized firms. The purpose of this paper is to classify non-audited firms under distress according to their financial ratio using data mining; Self-Organizing Map (SOM). SOM is a type of artificial neural network that is trained using unsupervised learning to produce a lower dimensional discretized representation of the input space of the training samples, called a map. SOM is different from other artificial neural networks as it applies competitive learning as opposed to error-correction learning such as backpropagation with gradient descent, and in the sense that it uses a neighborhood function to preserve the topological properties of the input space. It is one of the popular and successful clustering algorithm. In this study, we classify types of financial distress firms, specially, non-audited firms. In the empirical test, we collect 10 financial ratios of 100 non-audited firms under distress in 2004 for the previous two years (2002 and 2003). Using these financial ratios and the SOM algorithm, five distinct patterns were distinguished. In pattern 1, financial distress was very serious in almost all financial ratios. 12% of the firms are included in these patterns. In pattern 2, financial distress was weak in almost financial ratios. 14% of the firms are included in pattern 2. In pattern 3, growth ratio was the worst among all patterns. It is speculated that the firms of this pattern may be under distress due to severe competition in their industries. Approximately 30% of the firms fell into this group. In pattern 4, the growth ratio was higher than any other pattern but the cash ratio and profitability ratio were not at the level of the growth ratio. It is concluded that the firms of this pattern were under distress in pursuit of expanding their business. About 25% of the firms were in this pattern. Last, pattern 5 encompassed very solvent firms. Perhaps firms of this pattern were distressed due to a bad short-term strategic decision or due to problems with the enterpriser of the firms. Approximately 18% of the firms were under this pattern. This study has the academic and empirical contribution. In the perspectives of the academic contribution, non-audited companies that tend to be easily bankrupt and have the unstructured or easily manipulated financial data are classified by the data mining technology (Self-Organizing Map) rather than big sized audited firms that have the well prepared and reliable financial data. In the perspectives of the empirical one, even though the financial data of the non-audited firms are conducted to analyze, it is useful for find out the first order symptom of financial distress, which makes us to forecast the prediction of bankruptcy of the firms and to manage the early warning and alert signal. These are the academic and empirical contribution of this study. The limitation of this research is to analyze only 100 corporates due to the difficulty of collecting the financial data of the non-audited firms, which make us to be hard to proceed to the analysis by the category or size difference. Also, non-financial qualitative data is crucial for the analysis of bankruptcy. Thus, the non-financial qualitative factor is taken into account for the next study. This study sheds some light on the non-audited small and medium sized firms' distress prediction in the future.

A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • 제16권2호
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.

Ensemble Learning with Support Vector Machines for Bond Rating (회사채 신용등급 예측을 위한 SVM 앙상블학습)

  • Kim, Myoung-Jong
    • Journal of Intelligence and Information Systems
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    • 제18권2호
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    • pp.29-45
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    • 2012
  • Bond rating is regarded as an important event for measuring financial risk of companies and for determining the investment returns of investors. As a result, it has been a popular research topic for researchers to predict companies' credit ratings by applying statistical and machine learning techniques. The statistical techniques, including multiple regression, multiple discriminant analysis (MDA), logistic models (LOGIT), and probit analysis, have been traditionally used in bond rating. However, one major drawback is that it should be based on strict assumptions. Such strict assumptions include linearity, normality, independence among predictor variables and pre-existing functional forms relating the criterion variablesand the predictor variables. Those strict assumptions of traditional statistics have limited their application to the real world. Machine learning techniques also used in bond rating prediction models include decision trees (DT), neural networks (NN), and Support Vector Machine (SVM). Especially, SVM is recognized as a new and promising classification and regression analysis method. SVM learns a separating hyperplane that can maximize the margin between two categories. SVM is simple enough to be analyzed mathematical, and leads to high performance in practical applications. SVM implements the structuralrisk minimization principle and searches to minimize an upper bound of the generalization error. In addition, the solution of SVM may be a global optimum and thus, overfitting is unlikely to occur with SVM. In addition, SVM does not require too many data sample for training since it builds prediction models by only using some representative sample near the boundaries called support vectors. A number of experimental researches have indicated that SVM has been successfully applied in a variety of pattern recognition fields. However, there are three major drawbacks that can be potential causes for degrading SVM's performance. First, SVM is originally proposed for solving binary-class classification problems. Methods for combining SVMs for multi-class classification such as One-Against-One, One-Against-All have been proposed, but they do not improve the performance in multi-class classification problem as much as SVM for binary-class classification. Second, approximation algorithms (e.g. decomposition methods, sequential minimal optimization algorithm) could be used for effective multi-class computation to reduce computation time, but it could deteriorate classification performance. Third, the difficulty in multi-class prediction problems is in data imbalance problem that can occur when the number of instances in one class greatly outnumbers the number of instances in the other class. Such data sets often cause a default classifier to be built due to skewed boundary and thus the reduction in the classification accuracy of such a classifier. SVM ensemble learning is one of machine learning methods to cope with the above drawbacks. Ensemble learning is a method for improving the performance of classification and prediction algorithms. AdaBoost is one of the widely used ensemble learning techniques. It constructs a composite classifier by sequentially training classifiers while increasing weight on the misclassified observations through iterations. The observations that are incorrectly predicted by previous classifiers are chosen more often than examples that are correctly predicted. Thus Boosting attempts to produce new classifiers that are better able to predict examples for which the current ensemble's performance is poor. In this way, it can reinforce the training of the misclassified observations of the minority class. This paper proposes a multiclass Geometric Mean-based Boosting (MGM-Boost) to resolve multiclass prediction problem. Since MGM-Boost introduces the notion of geometric mean into AdaBoost, it can perform learning process considering the geometric mean-based accuracy and errors of multiclass. This study applies MGM-Boost to the real-world bond rating case for Korean companies to examine the feasibility of MGM-Boost. 10-fold cross validations for threetimes with different random seeds are performed in order to ensure that the comparison among three different classifiers does not happen by chance. For each of 10-fold cross validation, the entire data set is first partitioned into tenequal-sized sets, and then each set is in turn used as the test set while the classifier trains on the other nine sets. That is, cross-validated folds have been tested independently of each algorithm. Through these steps, we have obtained the results for classifiers on each of the 30 experiments. In the comparison of arithmetic mean-based prediction accuracy between individual classifiers, MGM-Boost (52.95%) shows higher prediction accuracy than both AdaBoost (51.69%) and SVM (49.47%). MGM-Boost (28.12%) also shows the higher prediction accuracy than AdaBoost (24.65%) and SVM (15.42%)in terms of geometric mean-based prediction accuracy. T-test is used to examine whether the performance of each classifiers for 30 folds is significantly different. The results indicate that performance of MGM-Boost is significantly different from AdaBoost and SVM classifiers at 1% level. These results mean that MGM-Boost can provide robust and stable solutions to multi-classproblems such as bond rating.

Critical Review about the Character of Communication among Participating Stakeholders in the Improving Alley Landscapes in Residential Neighborhoods Project (주거지골목길 경관개선사업에서 참여 이해관계자의 의사소통 특성)

  • Kim, Yun-Geum;Lee, Ai-Ran
    • Journal of the Korean Institute of Landscape Architecture
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    • 제44권2호
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    • pp.25-36
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    • 2016
  • This paper discusses the character of communication among participating stakeholders in the Improving Alley Landscapes in Residential Neighborhoods project. The participation of diverse stakeholders in conventional urban redevelopment is considered to delay and complicate the progress of a project. However, in urban regeneration, a field-oriented operating system and collaboration between diverse stakeholders is considered critical to building a sustainable community. A stakeholder is defined as "a person or organization that can influence decision-making or be influenced by it." This paper uses a case study to examine what types of stakeholders participate and what communicative processes and ideas are shared among them. Six neighborhoods were selected out of a total of 26 of Seoul's 2014 Improving Alley Landscapes project. This research was developed through interviews and a review of the literature. The character of communication among stakeholders in the case study is as follows. Firstly, the administration initiated the project but did not show leadership. This was caused by a gap in understanding about the project between city and borough administrations, Further, the city administration lacked experience with projects that placed an emphasis on fieldwork. Tongjand and Banjang, at ancillary institutions, acted as spokespersons and helped people in the community to understand the administrative process. However, because they led communication and used personal relationships to ensure they communicated effectively, the communication process had limits from the perspective of democratic process. Diverse stakeholders expressed their opinions in the public sphere and communicated about them using diverse media. Finally, experts produced the output, facilitated communication, and mediated in conflicts. Because new experts acted as facilitators and mediators, there was a great deal of trial and error. This project has particular significance: Seoul's city government deals with urban space rather than parks and green space, which are limited by boundaries; and whether "green" can be used for urban renovation was tested by several landscape architects, who sought to identify a new role in urban renovation, namely, the role of landscape and landscape architecture. However, the project has some limitations, including an insufficiently detailed project plan, a lack of common understanding among stakeholders, and a short timeframe. A number of stakeholders overcame these limitations to a certain degree. Officials of the Borough and the Dong managed the project and resolved civil complaints. Experts provided special information, and contributed to the design and construction of improvements.

Analysis of Oceanic Current Maps of the East Sea in the Secondary School Science Textbooks (중등 과학 교과서의 동해 해류도 분석)

  • Park, Kyung-Ae;Park, Ji-Eun;Seo, Kang-Sun;Choi, Byoung-Ju;Byun, Do-Seong
    • Journal of the Korean earth science society
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    • 제32권7호
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    • pp.832-859
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    • 2011
  • The importance of scientific education on accurate oceanic currents and circulation has been increasingly addressed because the currents have played a significant role in climate change and global energy balance. The objectives of this study are to analyze errors of the oceanic current maps in the textbooks, to discuss a variety of error sources, to suggest how to produce a unified oceanic current map of the East Sea for the students. Twenty-seven textbooks based on the 7th National Curriculum were analyzed and quantitatively investigated on the characteristics of the current maps by comparing with both the previous literature and up-to-date scientific knowledge. All the maps in the textbooks with different mappings were converted to digitalized image data with Mercator mapping using geolocation information. Detailed analysis were performed to investigate the patterns of the Tsushima Warm Current (TWC) in the Korea Strait, to examine how closely the nearshore branch of the TWC flows along the Japanese coast, to scrutinize the features of the offshore branch of the TWC south of the subpolar front in the East Sea, to quantitatively investigate the northern range of the northward-propagating East Korea Warm Current and its latitude turning to the east, and lastly to examine the outflow of the TWC near the Tsugaru Strait and the Soya Strait. In addition, the origins, southern limits, and distances from the coast of the Liman Current and the North Korea Cold Current were analyzed. Other erroneous expressions of the currents in the textbooks were presented. These analyses revealed the problems in the present current maps of the textbooks, which might lead the students to misconception. This study also addressed a necessity in a bridge between scientists with up-to-date scientific results and educators who needed educational materials.

Three-dimensional Model Generation for Active Shape Model Algorithm (능동모양모델 알고리듬을 위한 삼차원 모델생성 기법)

  • Lim, Seong-Jae;Jeong, Yong-Yeon;Ho, Yo-Sung
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • 제43권6호
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    • pp.28-35
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    • 2006
  • Statistical models of shape variability based on active shape models (ASMs) have been successfully utilized to perform segmentation and recognition tasks in two-dimensional (2D) images. Three-dimensional (3D) model-based approaches are more promising than 2D approaches since they can bring in more realistic shape constraints for recognizing and delineating the object boundary. For 3D model-based approaches, however, building the 3D shape model from a training set of segmented instances of an object is a major challenge and currently it remains an open problem in building the 3D shape model, one essential step is to generate a point distribution model (PDM). Corresponding landmarks must be selected in all1 training shapes for generating PDM, and manual determination of landmark correspondences is very time-consuming, tedious, and error-prone. In this paper, we propose a novel automatic method for generating 3D statistical shape models. Given a set of training 3D shapes, we generate a 3D model by 1) building the mean shape fro]n the distance transform of the training shapes, 2) utilizing a tetrahedron method for automatically selecting landmarks on the mean shape, and 3) subsequently propagating these landmarks to each training shape via a distance labeling method. In this paper, we investigate the accuracy and compactness of the 3D model for the human liver built from 50 segmented individual CT data sets. The proposed method is very general without such assumptions and can be applied to other data sets.

A Fully Digital Automatic Gain Control System with Wide Dynamic Range Power Detectors for DVB-S2 Application (넓은 동적 영역의 파워 검출기를 이용한 DVB-S2용 디지털 자동 이득 제어 시스템)

  • Pu, Young-Gun;Park, Joon-Sung;Hur, Jeong;Lee, Kang-Yoon
    • Journal of the Institute of Electronics Engineers of Korea SD
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    • 제46권9호
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    • pp.58-67
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    • 2009
  • This paper presents a fully digital gain control system with a new high bandwidth and wide dynamic range power detector for DVB-S2 application. Because the peak-to-average power ratio (PAPR) of DVB-S2 system is so high and the settling time requirement is so stringent, the conventional closed-loop analog gain control scheme cannot be used. The digital gain control is necessary for the robust gain control and the direct digital interface with the baseband modem. Also, it has several advantages over the analog gain control in terms of the settling time and insensitivity to the process, voltage and temperature variation. In order to have a wide gain range with fine step resolution, a new AGC system is proposed. The system is composed of high-bandwidth digital VGAs, wide dynamic range power detectors with RMS detector, low power SAR type ADC, and a digital gain controller. To reduce the power consumption and chip area, only one SAR type ADC is used, and its input is time-interleaved based on four power detectors. Simulation and measurement results show that the new AGC system converges with gain error less than 0.25 dB to the desired level within $10{\mu}s$. It is implemented in a $0.18{\mu}m$ CMOS process. The measurement results of the proposed IF AGC system exhibit 80-dB gain range with 0.25-dB resolution, 8 nV/$\sqrt{Hz}$ input referred noise, and 5-dBm $IIP_3$ at 60-mW power consumption. The power detector shows the 35dB dynamic range for 100 MHz input.

Estimation of delay time between precipitation and groundwater level in the middle mountain area of Pyoseon watershed in Jeju Island using moving average method and cross correlation coefficient (이동평균법과 교차상관계수를 이용한 제주도 표선유역 중산간지역의 강수량과 지하수위 간의 지체시간 추정)

  • Shin, Mun-Ju;Moon, Soo-Hyoung;Koh, Gi-Won;Moon, Duk-Chul
    • Journal of Korea Water Resources Association
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    • 제53권7호
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    • pp.533-543
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    • 2020
  • In order to provide information for proper management of groundwater resources, it is necessary to estimate the rise time of groundwater level by calculating the delay time between the time series of precipitation and groundwater level and to understand the characteristics of groundwater level variation. In this study, total delay time (TDT) and cross correlation coefficient between the moving averaged precipitation generated by using the moving average method to take into account the preceding precipitation and the groundwater level were calculated and analyzed for the nine groundwater level monitoring wells in the Pyoseon watershed in the southeast of Jeju Island. As a result, when the moving averaged precipitation was used, the correlation with the groundwater level was higher in all monitoring wells than in the case of using the raw precipitation, so that it was possible to more clearly estimate the delay time between precipitation and groundwater level. When using the moving averaged precipitation, it had cross correlation coefficients of up to 0.57 ~ 0.58 with the time series data of the groundwater level, and had a relatively high correlation when considering the preceding precipitation of about 24 days on average. The TDT was about 32 days on average, and it was confirmed that the consideration of preceding precipitation plays an important role in estimating the TDT because the days of moving averaged precipitation greatly influences the calculation of the TDT. In addition, through the use of moving averaged precipitation, we found an error in estimating the TDT due to the use of raw precipitation. Through the method of estimating the TDT used in this study and the use of the R code for estimating the TDT presented in the appendix of this paper, it will be possible to estimate the TDT for other regions in the future relatively easily.