• Title/Summary/Keyword: Long-term Time Series

Search Result 581, Processing Time 0.028 seconds

Cryptocurrency automatic trading research by using facebook deep learning algorithm (페이스북 딥러닝 알고리즘을 이용한 암호화폐 자동 매매 연구)

  • Hong, Sunghyuck
    • Journal of Digital Convergence
    • /
    • v.19 no.11
    • /
    • pp.359-364
    • /
    • 2021
  • Recently, research on predictive systems using deep learning and machine learning of artificial intelligence is being actively conducted. Due to the development of artificial intelligence, the role of the investment manager is being replaced by artificial intelligence, and due to the higher rate of return than the investment manager, algorithmic trading using artificial intelligence is becoming more common. Algorithmic trading excludes human emotions and trades mechanically according to conditions, so it comes out higher than human trading yields when approached in the long term. The deep learning technique of artificial intelligence learns past time series data and predicts the future, so it learns like a human and can respond to changing strategies. In particular, the LSTM technique is used to predict the future by increasing the weight of recent data by remembering or forgetting part of past data. fbprophet, an artificial intelligence algorithm recently developed by Facebook, boasts high prediction accuracy and is used to predict stock prices and cryptocurrency prices. Therefore, this study intends to establish a sound investment culture by providing a new algorithm for automatic cryptocurrency trading by analyzing the actual value and difference using fbprophet and presenting conditions for accurate prediction.

Estimation for Reclamation of Public Waters Demand Using Time-series Analysis (시계열 분석을 통한 공유수면 매립 수요 예측)

  • Shin, Chul-Oh;Choi, Eun Chul;Yoon, Sung-Soon
    • Journal of the Korean Society of Marine Environment & Safety
    • /
    • v.27 no.7
    • /
    • pp.918-923
    • /
    • 2021
  • The Korean government is developing a 10-year master plan pertaining to the Public Waters Management and Reclamation Act. However, it was observed that implementation of the reclamation project through frequent changes would occupy a significant proportion. Thus, questions are being raised about the effectiveness of the master plan. In view of this, the need for a trend analysis on long-term reclamation demand is growing. Accordingly, in this study, a trend analysis of reclamation demand was carried out using the annual reclamation performance data. The results of the analysis indicate that the demand for reclamation of public waters continued to decline, and the trend has been particularly evident since the 1990s, when it was converted into a reclamation master plan. In addition, the total demand for reclamation during 2021-2030 was calculated to be at a maximum of 13.8 km2 and minimum of 1.7 km2.

Personal Driving Style based ADAS Customization using Machine Learning for Public Driving Safety

  • Giyoung Hwang;Dongjun Jung;Yunyeong Goh;Jong-Moon Chung
    • Journal of Internet Computing and Services
    • /
    • v.24 no.1
    • /
    • pp.39-47
    • /
    • 2023
  • The development of autonomous driving and Advanced Driver Assistance System (ADAS) technology has grown rapidly in recent years. As most traffic accidents occur due to human error, self-driving vehicles can drastically reduce the number of accidents and crashes that occur on the roads today. Obviously, technical advancements in autonomous driving can lead to improved public driving safety. However, due to the current limitations in technology and lack of public trust in self-driving cars (and drones), the actual use of Autonomous Vehicles (AVs) is still significantly low. According to prior studies, people's acceptance of an AV is mainly determined by trust. It is proven that people still feel much more comfortable in personalized ADAS, designed with the way people drive. Based on such needs, a new attempt for a customized ADAS considering each driver's driving style is proposed in this paper. Each driver's behavior is divided into two categories: assertive and defensive. In this paper, a novel customized ADAS algorithm with high classification accuracy is designed, which divides each driver based on their driving style. Each driver's driving data is collected and simulated using CARLA, which is an open-source autonomous driving simulator. In addition, Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU) machine learning algorithms are used to optimize the ADAS parameters. The proposed scheme results in a high classification accuracy of time series driving data. Furthermore, among the vast amount of CARLA-based feature data extracted from the drivers, distinguishable driving features are collected selectively using Support Vector Machine (SVM) technology by comparing the amount of influence on the classification of the two categories. Therefore, by extracting distinguishable features and eliminating outliers using SVM, the classification accuracy is significantly improved. Based on this classification, the ADAS sensors can be made more sensitive for the case of assertive drivers, enabling more advanced driving safety support. The proposed technology of this paper is especially important because currently, the state-of-the-art level of autonomous driving is at level 3 (based on the SAE International driving automation standards), which requires advanced functions that can assist drivers using ADAS technology.

Prediction of pollution loads in agricultural reservoirs using LSTM algorithm: case study of reservoirs in Nonsan City

  • Heesung Lim;Hyunuk An;Gyeongsuk Choi;Jaenam Lee;Jongwon Do
    • Korean Journal of Agricultural Science
    • /
    • v.49 no.2
    • /
    • pp.193-202
    • /
    • 2022
  • The recurrent neural network (RNN) algorithm has been widely used in water-related research areas, such as water level predictions and water quality predictions, due to its excellent time series learning capabilities. However, studies on water quality predictions using RNN algorithms are limited because of the scarcity of water quality data. Therefore, most previous studies related to water quality predictions were based on monthly predictions. In this study, the quality of the water in a reservoir in Nonsan, Chungcheongnam-do Republic of Korea was predicted using the RNN-LSTM algorithm. The study was conducted after constructing data that could then be, linearly interpolated as daily data. In this study, we attempt to predict the water quality on the 7th, 15th, 30th, 45th and 60th days instead of making daily predictions of water quality factors. For daily predictions, linear interpolated daily water quality data and daily weather data (rainfall, average temperature, and average wind speed) were used. The results of predicting water quality concentrations (chemical oxygen demand [COD], dissolved oxygen [DO], suspended solid [SS], total nitrogen [T-N], total phosphorus [TP]) through the LSTM algorithm indicated that the predictive value was high on the 7th and 15th days. In the 30th day predictions, the COD and DO items showed R2 that exceeded 0.6 at all points, whereas the SS, T-N, and T-P items showed differences depending on the factor being assessed. In the 45th day predictions, it was found that the accuracy of all water quality predictions except for the DO item was sharply lowered.

Application of Urban Computing to Explore Living Environment Characteristics in Seoul : Integration of S-Dot Sensor and Urban Data

  • Daehwan Kim;Woomin Nam;Keon Chul Park
    • Journal of Internet Computing and Services
    • /
    • v.24 no.4
    • /
    • pp.65-76
    • /
    • 2023
  • This paper identifies the aspects of living environment elements (PM2.5, PM10, Noise) throughout Seoul and the urban characteristics that affect them by utilizing the big data of the S-Dot sensors in Seoul, which has recently become a hot topic. In other words, it proposes a big data based urban computing research methodology and research direction to confirm the relationship between urban characteristics and living environments that directly affect citizens. The temporal range is from 2020 to 2021, which is the available range of time series data for S-Dot sensors, and the spatial range is throughout Seoul by 500mX500m GRID. First of all, as part of analyzing specific living environment patterns, simple trends through EDA are identified, and cluster analysis is conducted based on the trends. After that, in order to derive specific urban planning factors of each cluster, basic statistical analysis such as ANOVA, OLS and MNL analysis were conducted to confirm more specific characteristics. As a result of this study, cluster patterns of environment elements(PM2.5, PM10, Noise) and urban factors that affect them are identified, and there are areas with relatively high or low long-term living environment values compared to other regions. The results of this study are believed to be a reference for urban planning management measures for vulnerable areas of living environment, and it is expected to be an exploratory study that can provide directions to urban computing field, especially related to environmental data in the future.

Analysis of the Effectiveness of Government Support Project of Excellent Manufacturing Innovation Companies from the Perspective of Growth Ladder (성장사다리 관점에서의 우수제조혁신기업의 정부지원사업 효과성 분석)

  • Chan-Woo Jeong;Hae-Soo Lee;Byoung-Gi Kim;Myung-Jun Oh
    • Journal of Korean Society of Industrial and Systems Engineering
    • /
    • v.46 no.spc
    • /
    • pp.19-30
    • /
    • 2023
  • Recently, the government has provided support such as entering new markets, expanding sales channels, and supporting manpower, not just in the form of funding, to efficiently and effectively support limited national resources to improve corporate performance. In this study, we tried to find out the effect of government support for companies that have benefited from the Excellent Technology Research Center Project (ATC Project) and the World Class 300 project using propensity score matching. As a result of the analysis, the effect of government support for the ATC project became visible after the appointment period, while the effect of the World Class 300 project was insignificant. This means that when the size of the company is small, the effect of government support is more pronounced. This suggests that in order to maximize the effectiveness of government support, appropriate national policy interventions such as government innovation funding are needed when the size of the company is small. In this study, differences in the timing, performance indicators, and company size of policy support effects were found in the growth stage of a company from a mid- to long-term time series perspective, suggesting that support policies based on this need to be adjusted and redesigned.

Development of Highway Traffic Information Prediction Models Using the Stacking Ensemble Technique Based on Cross-validation (스태킹 앙상블 기법을 활용한 고속도로 교통정보 예측모델 개발 및 교차검증에 따른 성능 비교)

  • Yoseph Lee;Seok Jin Oh;Yejin Kim;Sung-ho Park;Ilsoo Yun
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.22 no.6
    • /
    • pp.1-16
    • /
    • 2023
  • Accurate traffic information prediction is considered to be one of the most important aspects of intelligent transport systems(ITS), as it can be used to guide users of transportation facilities to avoid congested routes. Various deep learning models have been developed for accurate traffic prediction. Recently, ensemble techniques have been utilized to combine the strengths and weaknesses of various models in various ways to improve prediction accuracy and stability. Therefore, in this study, we developed and evaluated a traffic information prediction model using various deep learning models, and evaluated the performance of the developed deep learning models as a stacking ensemble. The individual models showed error rates within 10% for traffic volume prediction and 3% for speed prediction. The ensemble model showed higher accuracy compared to other models when no cross-validation was performed, and when cross-validation was performed, it showed a uniform error rate in long-term forecasting.

Potential Habitat Area Based on Natural Environment Survey Time Series Data for Conservation of Otter (Lutra lutra) - Case Study for Gangwon-do - (수달의 보전을 위한 전국자연환경조사 시계열 자료 기반 잠재 서식적합지역 분석 - 강원도를 대상으로 -)

  • Kim, Ho Gul;Mo, Yongwon
    • Korean Journal of Environment and Ecology
    • /
    • v.35 no.1
    • /
    • pp.24-36
    • /
    • 2021
  • Countries around the world, including the Republic of Korea, are participating in efforts to preserve biodiversity. Concerning species, in particular, studies that aim to find potential habitats and establish conservation plans by conducting habitat suitability analysis for specific species are actively ongoing. However, few studies on mid- to long-term changes in suitable habitat areas are based on accumulated information. Therefore, this study aimed to analyze the time-series changes in the habitat suitable area and examine the otters' changing pattern (Lutra lutra) designated as Level 1 endangered wildlife in Gangwon-do. The time-series change analysis used the data on otter species' presence points from the 2nd, 3rd, and 4th national natural environment surveys conducted for about 20 years. Moreover, it utilized the land cover map consistent with the survey period to create environmental variables to reflect each survey period's habitat environment. The suitable habitat area analysis used the MaxEnt model that can run based only on the species presence information, and it has been proven to be reliable by previous studies. The study derived the habitat suitability map for otters in each survey period, and it showed a tendency that habitats were distributed around rivers. Comparing the response curves of the environmental variables derived from the modeling identified the characteristics of the habitat favored by otters. The examination of habitats' change by survey period showed that the habitats based on the 2nd National Natural Environment Survey had the widest distribution. The habitats of the 3rd and 4th surveys showed a tendency of decrease in area. Moreover, the study aggregated the analysis results of the three survey periods and analyzed and categorized the habitat's changing pattern. The type of change proposed different conservation plans, such as field surveys, monitoring, protected area establishment, and restoration plan. This study is significant because it produced a comprehensive analysis map that showed the time-series changes of the location and area of the otter habitat and proposed a conservation plan that is necessary according to the type of habitat change by region. We believe that the method proposed in this study and its results can be used as reference data for establishing a habitat conservation and management plan in the future.

A Study on the Characteristics of Underwater Sound Transmission by Short-term Variation of Sound Speed Profiles in Shallow-Water Channel with Thermocline (수온약층이 존재하는 천해역에서 단기간 음속구조 변화에 따른 음향 신호 전달 변동에 관한 연구)

  • Jeong, Dong-Yeong;Kim, Sea-Moon;Byun, Sung-Hoon;Lim, Yong-Kon
    • The Journal of the Acoustical Society of Korea
    • /
    • v.34 no.1
    • /
    • pp.20-35
    • /
    • 2015
  • Underwater acoustic channel impulse responses (CIR) are influenced by sound speed profile (SSP), and the variation of CIR has significant effects on the performance of underwater acoustic communication systems. A significant change of SSP can occur within a short period, which must be considered during the design of underwater acoustic modems. This paper statistically analyzes the effect of the variation of SSP on the long-range acoustic signal propagation in shallow-water with thermocline using numerical modeling based on the data acquired from JACE13 experiment near Jeju island. The analysis result shows that CIR changes variously according to the SSP and the depth of the transmitter and receiver. We also found that when the transmitter and receiver are deeper, the variation of sound wave propagation pattern is smaller and signal level becomes higher. All CIR obtained in this study show that a series of bottom reflections due to downward refraction and small bottom loss in the shallow water with thermocline can be very important factor for long-range signal transmission and the performance of underwater acoustic communication system in time varying ocean environment can be very sensitive to the variation of SSP even for a short period of time.

Derivation of Digital Music's Ranking Change Through Time Series Clustering (시계열 군집분석을 통한 디지털 음원의 순위 변화 패턴 분류)

  • Yoo, In-Jin;Park, Do-Hyung
    • Journal of Intelligence and Information Systems
    • /
    • v.26 no.3
    • /
    • pp.171-191
    • /
    • 2020
  • This study focused on digital music, which is the most valuable cultural asset in the modern society and occupies a particularly important position in the flow of the Korean Wave. Digital music was collected based on the "Gaon Chart," a well-established music chart in Korea. Through this, the changes in the ranking of the music that entered the chart for 73 weeks were collected. Afterwards, patterns with similar characteristics were derived through time series cluster analysis. Then, a descriptive analysis was performed on the notable features of each pattern. The research process suggested by this study is as follows. First, in the data collection process, time series data was collected to check the ranking change of digital music. Subsequently, in the data processing stage, the collected data was matched with the rankings over time, and the music title and artist name were processed. Each analysis is then sequentially performed in two stages consisting of exploratory analysis and explanatory analysis. First, the data collection period was limited to the period before 'the music bulk buying phenomenon', a reliability issue related to music ranking in Korea. Specifically, it is 73 weeks starting from December 31, 2017 to January 06, 2018 as the first week, and from May 19, 2019 to May 25, 2019. And the analysis targets were limited to digital music released in Korea. In particular, digital music was collected based on the "Gaon Chart", a well-known music chart in Korea. Unlike private music charts that are being serviced in Korea, Gaon Charts are charts approved by government agencies and have basic reliability. Therefore, it can be considered that it has more public confidence than the ranking information provided by other services. The contents of the collected data are as follows. Data on the period and ranking, the name of the music, the name of the artist, the name of the album, the Gaon index, the production company, and the distribution company were collected for the music that entered the top 100 on the music chart within the collection period. Through data collection, 7,300 music, which were included in the top 100 on the music chart, were identified for a total of 73 weeks. On the other hand, in the case of digital music, since the cases included in the music chart for more than two weeks are frequent, the duplication of music is removed through the pre-processing process. For duplicate music, the number and location of the duplicated music were checked through the duplicate check function, and then deleted to form data for analysis. Through this, a list of 742 unique music for analysis among the 7,300-music data in advance was secured. A total of 742 songs were secured through previous data collection and pre-processing. In addition, a total of 16 patterns were derived through time series cluster analysis on the ranking change. Based on the patterns derived after that, two representative patterns were identified: 'Steady Seller' and 'One-Hit Wonder'. Furthermore, the two patterns were subdivided into five patterns in consideration of the survival period of the music and the music ranking. The important characteristics of each pattern are as follows. First, the artist's superstar effect and bandwagon effect were strong in the one-hit wonder-type pattern. Therefore, when consumers choose a digital music, they are strongly influenced by the superstar effect and the bandwagon effect. Second, through the Steady Seller pattern, we confirmed the music that have been chosen by consumers for a very long time. In addition, we checked the patterns of the most selected music through consumer needs. Contrary to popular belief, the steady seller: mid-term pattern, not the one-hit wonder pattern, received the most choices from consumers. Particularly noteworthy is that the 'Climbing the Chart' phenomenon, which is contrary to the existing pattern, was confirmed through the steady-seller pattern. This study focuses on the change in the ranking of music over time, a field that has been relatively alienated centering on digital music. In addition, a new approach to music research was attempted by subdividing the pattern of ranking change rather than predicting the success and ranking of music.