• Proceedings of the Korean Society of Computer Information Conference
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• 2018.01a
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• pp.7-8
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• 2018

본 논문에서는 CNN 기반의 소음을 이용한 원동 구동장치 진단시스템(PHM)을 제안한다. 이 시스템은 구동장치로부터 발생된 소리로부터 특징데이터를 추출하여 이를 학습한 후 실시간으로 구동장치의 상태를 진단하는 것을 목적으로 하며, 딥러닝 기술을 이용하여 특정 장치에 종속되지 않고 학습할 데이터에 따라 적용 대상이 쉽게 가변 할 수 있도록 설계하였다. 본 논문에서는 실제 적용될 현장에서 발생할 수 있는 예측외의 소음환경에 유연하게 대처하기 위해 딥러닝 모델 중 CNN을 적용한 시스템을 설계하였으며, 제안된 시스템과 이전 연구에서 제안된 DNN 기반의 기계진단시스템을 학습데이터의 환경과 다른 처리배제가 필요한 소음환경에서 비교 실험하여 제안된 시스템이 새로운 환경적응 성능향상에 대하여 우수한 결과를 얻었음을 확인하였다.

• Proceedings of the Korean Society of Computer Information Conference
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• 2021.07a
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• pp.75-77
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• 2021

전력 생산의 효율을 높이고 지속적인 공정관리를 위해 전력 설비 데이터의 패턴을 분석하고 원인이 되는 주요 변수를 찾는 것이 중요하다. 따라서, 본 연구에서는 전력 설비 데이터의 패턴을 분석하기 위해 데이터를 군집화하고 연구 방법으로 Decision Tree, Random Forest와 ResNet을 이용하여 패턴을 분류하였다. Class Activation Map을 이용하여 설비데이터의 원인이 되는 주요 변수를 확인하였다. 본 연구를 통해 전력 설비 데이터의 분류 및 원인 분석이 가능한 통합적 솔루션을 제시하고자 한다.

• Journal of IKEEE
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• v.24 no.2
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• pp.403-408
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• 2020

Photovoltaic (PV) has both intermittent and uncertainty in nature, so it is difficult to accurately predict. Thus anomaly detection technology is important to diagnose real time PV generation. This paper identifies a correlation between various parameters and classifies the PV data applying k-nearest neighbor and dynamic time warpping. Results for the two classifications showed that an outlier detection by a fault of some facilities, and a temporary power loss by partial shading and overall shading occurring during the short period. Based on 100kW plant data, machine learning analysis and test results verified actual outliers and candidates of outlier.

• The Journal of the Korea institute of electronic communication sciences
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• v.17 no.6
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• pp.1075-1080
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• 2022

Recently, the effort is continuously applied in machine learning and deep learning algorithm which is represented as artificial intelligence algorithm in the varies field such as prediction, classification and clustering. In this paper, we propose detection algorithm for un-peeling status of PCB protection film by using Dectron2. We use 42 images of data as training and 19 images of data as testing based on 61 images which was taken under the condition of a critical reflection angel of 42.8°. As a result, we get 16 images that was detected and 3 images that was not detected among 19 images of testing data.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.