• Journal of Intelligence and Information Systems
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• v.16 no.3
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• pp.77-97
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• 2010

Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

• Journal of the Korean Institute of Intelligent Systems
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• v.24 no.2
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• pp.155-160
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• 2014

There are many image processing based algorithms and applications that fail when illumination change occurs. Therefore, the illumination change has to be detected then the illumination change occurred images need to be enhanced in order to keep the appropriate algorithm processing in a reality. In this paper, a new method for detecting illumination changes efficiently in a real time by using local region information and fuzzy logic is introduced. The effective way for detecting illumination changes in lighting area and the edge of the area was selected to analyze the mean and variance of the histogram of each area and to reflect the changing trends on previous frame's mean and variance for each area of the histogram. The ways are used as an input. The changes of mean and variance make different patterns w hen illumination change occurs. Fuzzy rules were defined based on the patterns of the input for detecting illumination changes. Proposed method was tested with different dataset through the evaluation metrics; in particular, the specificity, recall and precision showed high rates. An automatic parameter selection method was proposed for contrast limited adaptive histogram equalization method by using entropy of image through adaptive neural fuzzy inference system. The results showed that the contrast of images could be enhanced. The proposed algorithm is robust to detect global illumination change, and it is also computationally efficient in real applications.

• Journal of Broadcast Engineering
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• v.17 no.1
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• pp.165-178
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• 2012

In most conventional video codecs, such as MPEG-2 and MPEG-4, inter coding is performed with the fixed motion vector resolution. When KTA software was developed, resolution for MVs can be selected in each slice. Although KTA codec uses a variety of resolutions for ME, the selected resolution is applied over the entire pixels in the slice and the statistical property of the local area is not considered. In this paper, we propose an adaptive decision scheme for motion vector resolution which depends on region, where MV search area is divided to multiple regions according to the distance from PMV. In each region, the assigned resolution is used to estimate MV. Each region supports different resolution for ME from other regions. The efficiency of the proposed scheme is affected from threshold values to divide the search area and the entropy coding method to encode the estimated MV. Simulation results with HM3.0 which is the reference software of HEVC show that the proposed scheme provides bit rate gains of 0.9%, 0.6%, and 2.9% in Random Access, Low Delay with B picture, and Low Delay with P picture structures, respectively.

• Journal of Korea Multimedia Society
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• v.16 no.3
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• pp.318-329
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• 2013

This paper proposes a DNA watermarking method for the privacy protection and the prevention of illegal copy. The proposed method allocates codons to random circular angles by using random mapping table and selects triplet codons for embedding target with the help of the Lipschitz regularity value of local modulus maxima of codon circular angles. Then the watermark is embedded into circular angles of triplet codons without changing the codes of amino acids in a DNA. The length and location of target triplet codons depend on the random mapping table for 64 codons that includes start and stop codons. This table is used as the watermark key and can be applied on any codon sequence regardless of the length of sequence. If this table is unknown, it is very difficult to detect the length and location of them for extracting the watermark. We evaluated our method and DNA-crypt watermarking of Heider method on the condition of similar capacity. From evaluation results, we verified that our method has lower base changing rate than DNA-crypt and has lower bit error rate on point mutation and insertions/deletions than DNA-crypt. Furthermore, we verified that the entropy of random mapping table and the locaton of triplet codons is high, meaning that the watermark security has high level.

• Proceedings of the Korean Association of Geographic Inforamtion Studies Conference
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• 2003.04a
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• pp.363-368
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• 2003

We have successfully developed a more effective algorithm to extract the lineament in the area covered by wide alluvial deposits characterized by a relatively narrow range of brightness in the Landsat TM image, while the currently used algorithm is limited to the mountainous areas. In the new algorithm, flat areas mainly consisting of alluvial deposits were selected using the Local Enhancement from the Digital Elevation Model (DEM). The aspect values were obtained by 3${\times}$3 moving windowing of Zevenbergen & Thorno's Method, and then the slopes of the study area were determined using the aspect values. After the lineament factors in the alluvial deposits were revealed by comparing the threshold values, the first rank lineament under the alluvial deposits were extracted using the Hough transform In order to extract the final lineament, the lowest points under the alluvial deposits in a given topographic section perpendicular to the first rank lineament were determined through the spline interpolation, and then the final lineament were chosen through Hough transform using the lowest points. The algorithm developed in this study enables us to observe a clearer lineament in the areas covered by much larger alluvial deposits compared with the results extracted using the conventional existing algorithm. There exists, however, some differences between the first rank lineament, obtained using the aspect and the slope, and the final lineament. This study shows that the new algorithm more effectively extracts the lineament in the area covered with wide alluvlal deposits than in the areas of converging slope, areas with narrow alluvial deposits or valleys.

• Korean Journal of Environment and Ecology
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• v.34 no.6
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• pp.589-600
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• 2020

Effective conservation and management of protected areas require monitoring the settlement of invasive alien species and reducing their dispersion capacity. We simulated the potential distribution of invasive alien plant species (IAPS) using three representative species distribution models (Bioclim, GLM, and MaxEnt) based on the IAPS distribution in the forest genetic resource reserve (2,274ha) in Uljin-gun, Korea. We then selected the realistic and suitable species distribution model that reflects the local region and ecological management characteristics based on the simulation results. The simulation predicted the tendency of the IAPS distributed along the linear landscape elements, such as roads, and including some forest harvested area. The statistical comparison of the prediction and accuracy of each model tested in this study showed that the GLM and MaxEnt models generally had high performance and accuracy compared to the Bioclim model. The Bioclim model calculated the largest potential distribution area, followed by GLM and MaxEnt in that order. The Phenomenological review of the simulation results showed that the sample size more significantly affected the GLM and Bioclim models, while the MaxEnt model was the most consistent regardless of the sample size. The optimal model overall for predicting the distribution of IAPS among the three models was the MaxEnt model. The model selection approach based on detailed flora distribution data presented in this study is expected to be useful for efficiently managing the conservation areas and identifying the realistic and precise species distribution model reflecting local characteristics.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.163-177
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• 2019

As smartphones are getting widely used, human activity recognition (HAR) tasks for recognizing personal activities of smartphone users with multimodal data have been actively studied recently. The research area is expanding from the recognition of the simple body movement of an individual user to the recognition of low-level behavior and high-level behavior. However, HAR tasks for recognizing interaction behavior with other people, such as whether the user is accompanying or communicating with someone else, have gotten less attention so far. And previous research for recognizing interaction behavior has usually depended on audio, Bluetooth, and Wi-Fi sensors, which are vulnerable to privacy issues and require much time to collect enough data. Whereas physical sensors including accelerometer, magnetic field and gyroscope sensors are less vulnerable to privacy issues and can collect a large amount of data within a short time. In this paper, a method for detecting accompanying status based on deep learning model by only using multimodal physical sensor data, such as an accelerometer, magnetic field and gyroscope, was proposed. The accompanying status was defined as a redefinition of a part of the user interaction behavior, including whether the user is accompanying with an acquaintance at a close distance and the user is actively communicating with the acquaintance. A framework based on convolutional neural networks (CNN) and long short-term memory (LSTM) recurrent networks for classifying accompanying and conversation was proposed. First, a data preprocessing method which consists of time synchronization of multimodal data from different physical sensors, data normalization and sequence data generation was introduced. We applied the nearest interpolation to synchronize the time of collected data from different sensors. Normalization was performed for each x, y, z axis value of the sensor data, and the sequence data was generated according to the sliding window method. Then, the sequence data became the input for CNN, where feature maps representing local dependencies of the original sequence are extracted. The CNN consisted of 3 convolutional layers and did not have a pooling layer to maintain the temporal information of the sequence data. Next, LSTM recurrent networks received the feature maps, learned long-term dependencies from them and extracted features. The LSTM recurrent networks consisted of two layers, each with 128 cells. Finally, the extracted features were used for classification by softmax classifier. The loss function of the model was cross entropy function and the weights of the model were randomly initialized on a normal distribution with an average of 0 and a standard deviation of 0.1. The model was trained using adaptive moment estimation (ADAM) optimization algorithm and the mini batch size was set to 128. We applied dropout to input values of the LSTM recurrent networks to prevent overfitting. The initial learning rate was set to 0.001, and it decreased exponentially by 0.99 at the end of each epoch training. An Android smartphone application was developed and released to collect data. We collected smartphone data for a total of 18 subjects. Using the data, the model classified accompanying and conversation by 98.74% and 98.83% accuracy each. Both the F1 score and accuracy of the model were higher than the F1 score and accuracy of the majority vote classifier, support vector machine, and deep recurrent neural network. In the future research, we will focus on more rigorous multimodal sensor data synchronization methods that minimize the time stamp differences. In addition, we will further study transfer learning method that enables transfer of trained models tailored to the training data to the evaluation data that follows a different distribution. It is expected that a model capable of exhibiting robust recognition performance against changes in data that is not considered in the model learning stage will be obtained.