• The Korean Journal of Applied Statistics
• /
• v.36 no.2
• /
• pp.129-139
• /
• 2023

Forecasting volatility is essential to avoiding the risk caused by the uncertainties of an financial asset. Complicated financial volatility features such as ambiguity between non-stationarity and stationarity, asymmetry, long-memory, sudden fairly large values like outliers bring great challenges to volatility forecasts. In order to address such complicated features implicity, we consider machine leaning models such as LSTM (1997) and GRU (2014), which are known to be suitable for existing time series forecasting. However, there are the problems of vanishing gradients, of enormous amount of computation, and of a huge memory. To solve these problems, a causal temporal convolutional network (TCN) model, an advanced form of 1D CNN, is also applied. It is confirmed that the overall forecasting power of TCN model is higher than that of the RNN models in forecasting VIX, VXD, and VXN, the daily volatility indices of S&P 500, DJIA, Nasdaq, respectively.

• The Transactions of The Korean Institute of Electrical Engineers
• /
• v.67 no.11
• /
• pp.1536-1541
• /
• 2018

For effective electricity consumption in urban railway station such as peak load shaving, it is important to know each electrical load pattern by various usage. The total electricity consumption in the urban railway substation is already measured in Korea, but the electricity consumption for each usage is not measured. The author proposed the deep learning method to estimate the electrical load pattern for each usage in the urban railway substation with public data such as weather data. GRU (gated recurrent unit), a variation on the LSTM (long short-term memory), was used, which aims to solve the vanishing gradient problem of standard a RNN (recursive neural networks). The optimal model was found and the estimation results with that were assessed.

• Journal of Korean Society for Quality Management
• /
• v.50 no.3
• /
• pp.459-471
• /
• 2022

Purpose: The purpose of this study was to increase prediction accuracy for an anomaly interval identified using an artificial intelligence-based time series anomaly detection technique by establishing a pre-processing process. Methods: Significant variables were extracted by applying feature selection techniques, and anomalies were derived using the TadGAN time series anomaly detection algorithm. After applying machine learning and deep learning methodologies using normal section data (excluding anomaly sections), the explanatory power of the anomaly sections was demonstrated through performance comparison. Results: The results of the machine learning methodology, the performance was the best when SHAP and TadGAN were applied, and the results in the deep learning, the performance was excellent when Chi-square Test and TadGAN were applied. Comparing each performance with the papers applied with a Conventional methodology using the same data, it can be seen that the performance of the MLR was significantly improved to 15%, Random Forest to 24%, XGBoost to 30%, Lasso Regression to 73%, LSTM to 17% and GRU to 19%. Conclusion: Based on the proposed process, when detecting unsupervised learning anomalies of data that are not actually labeled in various fields such as cyber security, financial sector, behavior pattern field, SNS. It is expected to prove the accuracy and explanation of the anomaly detection section and improve the performance of the model.

• The Journal of Society for e-Business Studies
• /
• v.27 no.1
• /
• pp.15-28
• /
• 2022

Due to recent expansion of online market such as clothing, utilizing customer review has become a major marketing measure. User review has been used as a tool of analyzing sentiment of customers. Sentiment analysis can be largely classified with machine learning-based and lexicon-based method. Machine learning-based method is a learning classification model referring review and labels. As research of sentiment analysis has been developed, multi-modal models learned by images and video data in reviews has been studied. Characteristics of words in reviews are differentiated depending on products' and customers' categories. In this paper, sentiment is analyzed via considering review data and metadata of products and users. Gated Recurrent Unit (GRU), Long Short-Term Memory (LSTM), Self Attention-based Multi-head Attention models and Bidirectional Encoder Representation from Transformer (BERT) are used in this study. Same Multi-Layer Perceptron (MLP) model is used upon every products information. This paper suggests a multi-modal sentiment analysis model that simultaneously considers user reviews and product meta-information.

• Korean Journal of Artificial Intelligence
• /
• v.11 no.4
• /
• pp.21-27
• /
• 2023

This paper discusses a deep learning-based road surface analysis system that collects data by installing vibration sensors on the 4-axis wheel bearings of a vehicle, analyzes the data, and appropriately classifies the characteristics of the current driving road surface for use in the vehicle's control system. The data used for road surface analysis is real-time large-capacity data, with 48K samples per second, and the A2B protocol, which is used for large-capacity real-time data communication in modern vehicles, was used to collect the data. CAN and CAN-FD commonly used in vehicle communication, are unable to perform real-time road surface analysis due to bandwidth limitations. By using A2B communication, data was collected at a maximum bandwidth for real-time analysis, requiring a minimum of 24K samples/sec for evaluation. Based on the data collected for real-time analysis, performance was assessed using deep learning models such as LSTM, GRU, and RNN. The results showed similar road surface classification performance across all models. It was also observed that the quality of data used during the training process had an impact on the performance of each model.

• Journal of Intelligence and Information Systems
• /
• v.27 no.2
• /
• pp.1-15
• /
• 2021

If it is difficult for us to make decisions, we ask for advice from friends or people around us. When we decide to buy products online, we read anonymous reviews and buy them. With the advent of the Data-driven era, IT technology's development is spilling out many data from individuals to objects. Companies or individuals have accumulated, processed, and analyzed such a large amount of data that they can now make decisions or execute directly using data that used to depend on experts. Nowadays, the recommender system plays a vital role in determining the user's preferences to purchase goods and uses a recommender system to induce clicks on web services (Facebook, Amazon, Netflix, Youtube). For example, Youtube's recommender system, which is used by 1 billion people worldwide every month, includes videos that users like, "like" and videos they watched. Recommended system research is deeply linked to practical business. Therefore, many researchers are interested in building better solutions. Recommender systems use the information obtained from their users to generate recommendations because the development of the provided recommender systems requires information on items that are likely to be preferred by the user. We began to trust patterns and rules derived from data rather than empirical intuition through the recommender systems. The capacity and development of data have led machine learning to develop deep learning. However, such recommender systems are not all solutions. Proceeding with the recommender systems, there should be no scarcity in all data and a sufficient amount. Also, it requires detailed information about the individual. The recommender systems work correctly when these conditions operate. The recommender systems become a complex problem for both consumers and sellers when the interaction log is insufficient. Because the seller's perspective needs to make recommendations at a personal level to the consumer and receive appropriate recommendations with reliable data from the consumer's perspective. In this paper, to improve the accuracy problem for "appropriate recommendation" to consumers, the recommender systems are proposed in combination with context-based deep learning. This research is to combine user-based data to create hybrid Recommender Systems. The hybrid approach developed is not a collaborative type of Recommender Systems, but a collaborative extension that integrates user data with deep learning. Customer review data were used for the data set. Consumers buy products in online shopping malls and then evaluate product reviews. Rating reviews are based on reviews from buyers who have already purchased, giving users confidence before purchasing the product. However, the recommendation system mainly uses scores or ratings rather than reviews to suggest items purchased by many users. In fact, consumer reviews include product opinions and user sentiment that will be spent on evaluation. By incorporating these parts into the study, this paper aims to improve the recommendation system. This study is an algorithm used when individuals have difficulty in selecting an item. Consumer reviews and record patterns made it possible to rely on recommendations appropriately. The algorithm implements a recommendation system through collaborative filtering. This study's predictive accuracy is measured by Root Mean Squared Error (RMSE) and Mean Absolute Error (MAE). Netflix is strategically using the referral system in its programs through competitions that reduce RMSE every year, making fair use of predictive accuracy. Research on hybrid recommender systems combining the NLP approach for personalization recommender systems, deep learning base, etc. has been increasing. Among NLP studies, sentiment analysis began to take shape in the mid-2000s as user review data increased. Sentiment analysis is a text classification task based on machine learning. The machine learning-based sentiment analysis has a disadvantage in that it is difficult to identify the review's information expression because it is challenging to consider the text's characteristics. In this study, we propose a deep learning recommender system that utilizes BERT's sentiment analysis by minimizing the disadvantages of machine learning. This study offers a deep learning recommender system that uses BERT's sentiment analysis by reducing the disadvantages of machine learning. The comparison model was performed through a recommender system based on Naive-CF(collaborative filtering), SVD(singular value decomposition)-CF, MF(matrix factorization)-CF, BPR-MF(Bayesian personalized ranking matrix factorization)-CF, LSTM, CNN-LSTM, GRU(Gated Recurrent Units). As a result of the experiment, the recommender system based on BERT was the best.

• Journal of Information Technology Services
• /
• v.19 no.5
• /
• pp.83-91
• /
• 2020

Language Models such as BERT has been an important factor of deep learning-based natural language processing. Pre-training the transformer-based language models would be computationally expensive since they are consist of deep and broad architecture and layers using an attention mechanism and also require huge amount of data to train. Hence, it became mandatory to do fine-tuning large pre-trained language models which are trained by Google or some companies can afford the resources and cost. There are various techniques for fine tuning the language models and this paper examines three techniques, which are data augmentation, tuning the hyper paramters and partly re-constructing the neural networks. For data augmentation, we use no-answer augmentation and back-translation method. Also, some useful combinations of hyper parameters are observed by conducting a number of experiments. Finally, we have GRU, LSTM networks to boost our model performance with adding those networks to BERT pre-trained model. We do fine-tuning the pre-trained korean-based language model through the methods mentioned above and push the F1 score from baseline up to 89.66. Moreover, some failure attempts give us important lessons and tell us the further direction in a good way.

• Smart Media Journal
• /
• v.10 no.2
• /
• pp.76-83
• /
• 2021

With the development and use of smart devices such as smartphones and tablets increases, the mobile application market based on mobile devices is growing rapidly. Mobile application users write reviews to share their experience in using the application, which can identify consumers' various needs and application developers can receive useful feedback on improving the application through reviews written by consumers. However, there is a need to come up with measures to minimize the amount of time and expense that consumers have to pay to manually analyze the large amount of reviews they leave. In this work, we propose to collect delivery application user reviews from Google PlayStore and then use machine learning and deep learning techniques to classify them into four categories like application feature advantages, disadvantages, feature improvement requests and bug report. In the case of the performance of the Hugging Face's pretrained BERT-based Transformer model, the f1 score values for the above four categories were 0.93, 0.51, 0.76, and 0.83, respectively, showing superior performance than LSTM and GRU.

• KSII Transactions on Internet and Information Systems (TIIS)
• /
• v.15 no.6
• /
• pp.1957-1980
• /
• 2021

The significant aim of this research has always been to evaluate the mechanism for efficient and inherently aware usage of vitality in-home devices, thus improving the information of smart metering systems with regard to the usage of selected homes and the time of use. Advances in information processing are commonly used to quantify gigantic building activity data steps to boost the activity efficiency of the building energy systems. Here, some smart data mining models are offered to measure, and predict the time series for energy in order to expose different ephemeral principles for using energy. Such considerations illustrate the use of machines in relation to time, such as day hour, time of day, week, month and year relationships within a family unit, which are key components in gathering and separating the effect of consumers behaviors in the use of energy and their pattern of energy prediction. It is necessary to determine the multiple relations through the usage of different appliances from simultaneous information flows. In comparison, specific relations among interval-based instances where multiple appliances use continue for certain duration are difficult to determine. In order to resolve these difficulties, an unsupervised energy time-series data clustering and a frequent pattern mining study as well as a deep learning technique for estimating energy use were presented. A broad test using true data sets that are rich in smart meter data were conducted. The exact results of the appliance designs that were recognized by the proposed model were filled out by Deep Convolutional Neural Networks (CNN) and Recurrent Neural Networks (LSTM and GRU) at each stage, with consolidated accuracy of 94.79%, 97.99%, 99.61%, for 25%, 50%, and 75%, respectively.