• Journal of KIBIM
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• v.9 no.1
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• pp.22-31
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• 2019

In this paper, we construct a prototype model for city data prediction by using time series data of floating population, and use machine learning to analyze urban data of complex structure. A correlation prediction model was constructed using three of the 10 data (total flow population, male flow population, and Monday flow population), and the result was compared with the actual data. The results of the accuracy were evaluated. The results of this study show that the predicted model of the floating population predicts the correlation between the predicted floating population and the current state of commerce. It is expected that it will help efficient and objective design in the planning stages of architecture, landscape, and urban areas such as tree environment design and layout of trails. Also, it is expected that the dynamic population prediction using multivariate time series data and collected location data will be able to perform integrated simulation with time series data of various fields.

• Journal of Intelligence and Information Systems
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• v.22 no.4
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• pp.177-192
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• 2016

Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

• Journal of the Korea Society of Computer and Information
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• v.26 no.4
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• pp.93-103
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• 2021

Despite the efforts of financial authorities in conducting the direct management and supervision of collection agents and bond-collecting guideline, the illegal and unfair collection of debts still exist. To effectively prevent such illegal and unfair debt collection activities, we need a method for strengthening the monitoring of illegal collection activities even with little manpower using technologies such as unstructured data machine learning. In this study, we propose a classification model for illegal debt collection that combine machine learning such as Support Vector Machine (SVM) with a rule-based technique that obtains the collection transcript of loan companies and converts them into text data to identify illegal activities. Moreover, the study also compares how accurate identification was made in accordance with the machine learning algorithm. The study shows that a case of using the combination of the rule-based illegal rules and machine learning for classification has higher accuracy than the classification model of the previous study that applied only machine learning. This study is the first attempt to classify illegalities by combining rule-based illegal detection rules with machine learning. If further research will be conducted to improve the model's completeness, it will greatly contribute in preventing consumer damage from illegal debt collection activities.

• Korean Journal of Artificial Intelligence
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• v.10 no.1
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• pp.1-7
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• 2022

In this paper, a study was conducted to predict natural disasters in Afghanistan based on machine learning. Natural disasters need to be prepared not only in Korea but also in other vulnerable countries. Every year in Afghanistan, natural disasters(snow, earthquake, drought, flood) cause property and casualties. We decided to conduct research on this phenomenon because we thought that the damage would be small if we were to prepare for it. The Azure Machine Learning Studio used in the study has the advantage of being more visible and easier to use than other Machine Learning tools. Decision Forest is a model for classifying into decision tree types. Decision forest enables intuitive analysis as a model that is easy to analyze results and presents key variables and separation criteria. Also, since it is a nonparametric model, it is free to assume (normality, independence, equal dispersion) required by the statistical model. Finally, linear/non-linear relationships can be searched considering interactions between variables. Therefore, the study used decision forest. The study found that overall accuracy was 89 percent and average accuracy was 97 percent. Although the results of the experiment showed a little high accuracy, items with low natural disaster frequency were less accurate due to lack of learning. By learning and complementing more data, overall accuracy can be improved, and damage can be reduced by predicting natural disasters.

• Composites Research
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• v.36 no.2
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• pp.92-100
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• 2023

In this paper, a machine learning and deep learning model for the design of circuit analog (CA) radar absorbing structure with a cross-dipole pattern on a glass fiber fabric reinforced plastic is presented. The proposed model can directly calculate reflection loss in the Ku-band (12-18 GHz) without three-dimensional electromagnetic numerical analysis based on the geometry of the Cross-Dipole pattern. For this purpose, the optimal learning model was derived by applying various machine learning and deep learning techniques, and the results calculated by the learning model were compared with the electromagnetic wave absorption characteristics obtained by 3D electromagnetic wave numerical analysis to evaluate the comparative advantages of each model. Most of the implemented models showed similar calculated results to the numerical results, but it was found that the Fully-Connected model could provide the most similar calculated results.

• Proceedings of the Korea Water Resources Association Conference
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• 2022.05a
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• pp.136-136
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• 2022

This study investigates the possibility of coupling empirical mode decomposition (EMD) for runoff prediction from machine learning (ML) models. Here, support vector regression (SVR) and convolutional neural network (CNN) were considered for ML algorithms. Precipitation (P), minimum temperature (Tmin), maximum temperature (Tmax) and their intrinsic mode functions (IMF) values were used for input variables at a monthly scale from Jan. 1973 to Dec. 2020 in the Grand river basin, Canada. The support vector machine-recursive feature elimination (SVM-RFE) technique was applied for finding the best combination of predictors among input variables. The results show that the proposed method outperformed the individual performance of SVR and CNN during the training and testing periods in the study area. According to the correlation coefficient (R), the EMD-SVR model outperformed the EMD-CNN model in both training and testing even though the CNN indicated a better performance than the SVR before using IMF values. The EMD-SVR model showed higher improvement in R value (38.7%) than that from the EMD-CNN model (7.1%). It should be noted that the coupled models of EMD-SVR and EMD-CNN represented much higher accuracy in runoff prediction with respect to the considered evaluation indicators, including root mean square error (RMSE) and R values.

• Journal of Information Technology Services
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• v.18 no.1
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• pp.173-186
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• 2019

Recently, as the amount of fine dust has risen rapidly, our interest is increasing day by day. It is virtually impossible to remove fine dust. However, it is best to predict the concentration of fine dust and minimize exposure to it. In this study, we developed a mathematical model that can predict the concentration of fine dust using various information related to the weather and air quality, which is provided in real time in 'Air Korea (http://www.airkorea.or.kr/)' and 'Weather Data Open Portal (https://data.kma.go.kr/).' In the mathematical model, various domestic seasonal variables and atmospheric state variables are extracted by multiple regression analysis. The parameters that have significant influence on the fine dust concentration are extracted, and using ANN (Artificial Neural Network) and SVM (Support Vector Machine), which are machine learning techniques, we proposed a prediction model. The proposed model can verify its effectiveness by using past dust and weather big data.

• Journal of Information Processing Systems
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• v.18 no.2
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• pp.268-281
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• 2022

The development of information technology is bringing many changes to everyday life, and machine learning can be used as a technique to solve a wide range of real-world problems. Analysis and utilization of data are essential processes in applying machine learning to real-world problems. As a method of processing data in machine learning, we propose an approach based on applying multiple linear regression models by interlacing data to the task of classifying similar software. Linear regression is widely used in estimation problems to model the relationship between input and output data. In our approach, multiple linear regression models are generated by training on interlaced feature data. A combination of these multiple models is then used as the prediction model for classifying similar software. Experiments are performed to evaluate the proposed approach as compared to conventional linear regression, and the experimental results show that the proposed method classifies similar software more accurately than the conventional model. We anticipate the proposed approach to be applied to various kinds of classification problems to improve the accuracy of conventional linear regression.

• Journal of Korea Multimedia Society
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• v.25 no.6
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• pp.769-782
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• 2022

A study on agricultural automation became more important. In Korea, sweet persimmon farmers spend a lot of time and effort on classifying profitable persimmons. In this paper, we propose and implement an efficient grading algorithm for persimmons before shipment. We gathered more than 1,750 images of persimmons, and the images were graded and labeled for classifications purpose. Our main algorithm is based on EfficientDet object detection model but we implemented more exquisite method for better classification performance. In order to improve the precision of classification, we adopted a machine learning algorithm, which was proposed by PyCaret machine learning workflow generation library. Finally we acquired an improved classification model with the accuracy score of 81%.

• The Plant Pathology Journal
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• v.38 no.4
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• pp.395-402
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• 2022

To predict rice blast, many machine learning methods have been proposed. As the quality and quantity of input data are essential for machine learning techniques, this study develops three artificial neural network (ANN)-based rice blast prediction models by combining two ANN models, the feed-forward neural network (FFNN) and long short-term memory, with diverse input datasets, and compares their performance. The Blast_Weathe long short-term memory r_FFNN model had the highest recall score (66.3%) for rice blast prediction. This model requires two types of input data: blast occurrence data for the last 3 years and weather data (daily maximum temperature, relative humidity, and precipitation) between January and July of the prediction year. This study showed that the performance of an ANN-based disease prediction model was improved by applying suitable machine learning techniques together with the optimization of hyperparameter tuning involving input data. Moreover, we highlight the importance of the systematic collection of long-term disease data.