• Title/Summary/Keyword: Limited Time

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LSTM-based Deep Learning for Time Series Forecasting: The Case of Corporate Credit Score Prediction (시계열 예측을 위한 LSTM 기반 딥러닝: 기업 신용평점 예측 사례)

  • Lee, Hyun-Sang;Oh, Sehwan
    • The Journal of Information Systems
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    • v.29 no.1
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    • pp.241-265
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    • 2020
  • Purpose Various machine learning techniques are used to implement for predicting corporate credit. However, previous research doesn't utilize time series input features and has a limited prediction timing. Furthermore, in the case of corporate bond credit rating forecast, corporate sample is limited because only large companies are selected for corporate bond credit rating. To address limitations of prior research, this study attempts to implement a predictive model with more sample companies, which can adjust the forecasting point at the present time by using the credit score information and corporate information in time series. Design/methodology/approach To implement this forecasting model, this study uses the sample of 2,191 companies with KIS credit scores for 18 years from 2000 to 2017. For improving the performance of the predictive model, various financial and non-financial features are applied as input variables in a time series through a sliding window technique. In addition, this research also tests various machine learning techniques that were traditionally used to increase the validity of analysis results, and the deep learning technique that is being actively researched of late. Findings RNN-based stateful LSTM model shows good performance in credit rating prediction. By extending the forecasting time point, we find how the performance of the predictive model changes over time and evaluate the feature groups in the short and long terms. In comparison with other studies, the results of 5 classification prediction through label reclassification show good performance relatively. In addition, about 90% accuracy is found in the bad credit forecasts.

A Time-limited Forward-secure Proxy Signature Scheme (유효 기간을 갖는 포워드-시큐어 대리 서명 방법)

  • 김상희;조태남;이상호;채기준;박운주;나재훈
    • Journal of KIISE:Information Networking
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    • v.30 no.4
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    • pp.484-493
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    • 2003
  • Proxy signature scheme is a cryptographic protocol that an original signer delegates her signing capability to a proxy signer, and then the proxy signer is able to create signatures on behalf of the original signer. In general, there is time-limit for which the signing capability of the proxy signer is valid. One of methods to limit the valid delegation time is to make public delegation information contain the expiration date of the delegation. however, in this method we cannot prevent the proxy signer from signing after the valid delegation is expired because no one knows the exact time when the proxy signer signed a message. The validity of the past legal signatures cannot be preserved in case that the proxy singer´s key is compromised during the delegation period. In this paper, we propose a new scheme, time-limited forward-secure proxy signature protocol, which prevents the proxy singer from signing after the valid delegation is expired and which preserves the validity of the past legal signatures even if the signing key is compromised. The proposed scheme does not require the exact time-information by making an original signer control time-related parameters and satisfies the forward-security property in each update-period of the proxy signing key. The time-period is determined according to the application characteristics or security policies.

A Robust Decorrelating Multiuser Detector for Asynchronous DS/CDMA Communication Systems (비동기 DS/CDMA 시스템을 위한 역상관 다중사용자 검출기)

  • Yoon, Seok-Hyun;Lee, Kyung-Ha;Hong, Kwang-Seok
    • Journal of the Korean Institute of Telematics and Electronics S
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    • v.35S no.6
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    • pp.1-8
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    • 1998
  • This paper presents an asynchronous DS/CDMA multiuser detector, which is a two stage, symbol-by-symbol scheme consisting of conventional detectors followed by linear decorrelating detectors. The conventional detector first makes temporal decisions and the detected symbols are delayed by one symbol period to be used for the selection of decorrelating bases in the subsequent decorrelaing detection stage. It also employs a bank of early-late correlators in place of a bank of single correlators taking the small offset of chip timing asynchronism into account. The proposed detector requires only the coarse knowledge of relative time delays of interfering users and is suitable for digital implementation. To verify the detector performance, the analytical BER performance will be given and compared with the simulation results for BPSK DS/CDMA signals in AWGN channel. While the performance of the proposed detector will be analyzed for time-limited signal, the simulation is carried out for both the time-limited and band-limited signals. As can be seen in the simulation results, the proposed scheme shows good results.

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A Study of TCP LINK based Real-Time Secure Communication Research in the Ocean (해상에서 실시간 TCP 링크관절 보안통신 연구)

  • Yoo, Jaewon;Park, Dea-Woo
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2014.05a
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    • pp.250-253
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    • 2014
  • Due to limited resource, marine communication is severely limited when compared to communications in land. Radio relay facilities, etc. based on a wired network through a long distance communication is possible. In addition, the aircraft is in the air, the ground-based network service based on long-range straight-line distance and elevation (LOS: Line of Sight) communications. On the other hand, the distance in a straight line to the sea, the sea level because communication is limited or through satellite, underwater communications relay equipment installed in the communication scheme has been investigated.. In this paper, using TCP-based real-time joint maritime security communication links were studied. Harsh marine environment, real-time communication that can provide secure communications and propose a LINK joint. In this study, more secure, and convenient communications at sea, a plan was presented to you.

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Limited Feedback Performance Aanlysis of Regularized Joint Spatial Division and Multiplexing Scheme (정규화된 결합 공간 분할 다중화 기법의 제한된 피드백 환경에서 성능 분석)

  • Song, Changick
    • Journal of IKEEE
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    • v.25 no.3
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    • pp.420-424
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    • 2021
  • The massive MIMO system, which is a core technology of 5G communication systems, has a problem that it is difficult to implement in a frequency division duplex system based on limited channel feedback because a large amount of channel information is required at the transmitting end. In order to solve this problem, the Joint Spatial Division and Multiplexing (JSDM) technique that dramatically reduces the channel information requirement by removing interference between the user groups using channel correlation information that does not change for a long time has been proposed. Recently, a regularized JSDM technique has been proposed to further improve performance by allowing residual interference between the user groups. However, such JSDM-related studies were mainly designed to focus on inter-group interference cancellation, and thus performance analysis was not performed in a more realistic environment assuming limited feedback in the intra-group interference cancellation phase. In this paper, we analyze the performance of the JSDM and regularized JSDM techniques according to the number of groups and users in a limited feedback environment, and through the simulation results, demonstrate that the regularized JSDM technique shows a more remarkable advantage compared to the existing JSDM in a limited feedback environments.

Relaxing of the Sampling Time Requirement in Prove of the EDMC Stability

  • Haeri, Mohammad;Beik, Hossein Zadehmorshed
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1829-1832
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    • 2004
  • Closed loop stability of Extended Dynamic Matrix Control (EDMC) is investigated for limited sampling time. Linear approximation of the sensitivity functions is employed in the derivation of the stability condition. It is shown that the closed loop system will be stable if the control moves suppression coefficient ${\lambda}$ is taken arbitrarily large. Special cases such as M=P=1 and M=1, P>1 are discussed in more details.

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A Determination of the Optimal Replace Time of Equipment in the FMS Design (FMS의 최적구성에 따른 설비교체 시점의 결정)

  • 이동춘;신현재
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.14 no.24
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    • pp.163-168
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    • 1991
  • In the FMS design, the important points are the selection of parts and the determination of configuration. The common approach method which solve the selection of parts are the determination of configuration has improved that the two points are simultaneously. This study finds the best method which parts combination and configuration are satisfied at the same time. And the optimal replace time of equipment under limited budget on the view Point of engineering. economy.

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The Montgomery Multiplier Using Scalable Carry Save Adder (분할형 CSA를 이용한 Montgomery 곱셈기)

  • 하재철;문상재
    • Journal of the Korea Institute of Information Security & Cryptology
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    • v.10 no.3
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    • pp.77-83
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    • 2000
  • This paper presents a new modular multiplier for Montgomery multiplication using iterative small carry save adder. The proposed multiplier is more flexible and suitable for long bit multiplication due to its scalable property according to design area and required computing time. We describe the word-based Montgomery algorithm and design architecture of the multiplier. Our analysis and simulation show that the proposed multiplier provides area/time tradeoffs in limited design area such as IC cards.

A Collision detection from division space for performance improvement of MMORPG game engine (MMORPG 게임엔진의 성능개선을 위한 분할공간에서의 충돌검출)

  • Lee, Sung-Ug
    • The KIPS Transactions:PartB
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    • v.10B no.5
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    • pp.567-574
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    • 2003
  • Application field of third dimension graphic is becoming diversification by the fast development of hardware recently. Various theory of details technology necessary to design game such as 3D MMORPG (Massive Multi-play Online Role Flaying Game) that do with third dimension. Cyber city should be absorbed. It is the detection speed that this treatise is necessary in game engine design. 3D MMORPG game engine has much factor that influence to speed as well as rendering processing because it express huge third dimension city´s grate many building and individual fast effectively by real time. This treatise nay get concept about the collision in 3D MMORPG and detection speed elevation of game engine through improved detection method. Space division is need to process fast dynamically wide outside that is 3D MMORPG´s main detection target. 3D is constructed with tree construct individual that need collision using processing geometry dataset that is given through new graph. We may search individual that need in collision detection and improve the collision detection speed as using hierarchical bounding box that use it with detection volume. Octree that will use by division octree is used mainly to express rightly static object but this paper use limited OSP by limited space division structure to use this in dynamic environment. Limited OSP space use limited space with method that divide square to classify typically complicated 3D space´s object. Through this detection, this paper propose follow contents, first, this detection may judge collision detection at early time without doing all polygon´s collision examination. Second, this paper may improve detection efficiency of game engine through and then reduce detection time because detection time of bounding box´s collision detection.

Fractal Coding Method using Bit - plane Image (비트 - 플레인 영상을 이용한 프랙탈 부호화 기법)

  • Kim, Jeong-Il;Lee, Kwang-Bae;Kim, Hyen-Ug
    • The Transactions of the Korea Information Processing Society
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    • v.5 no.4
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    • pp.1057-1065
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    • 1998
  • This paper describes a new fractal image coding algorithm to shorten time to take on fractal image encoding by using limited search area method and scaling method. First, the original image is contracted respectively by half and by quarter with the scaling method. And then, the corresponding domain block of the quarter-sized image which is most similar with one range block of the half-sized image is searched within the limited area in order to reduce the encoding time extremely. This searched block is used in encoding. Also, we propose an algorithm provided much shorter encoding time and better compression ratio with a little degradation of the decoded image quality than Jacquin's method.

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