• Title/Summary/Keyword: Machine Learning SVM

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The Effect of Data Size on the k-NN Predictability: Application to Samsung Electronics Stock Market Prediction (데이터 크기에 따른 k-NN의 예측력 연구: 삼성전자주가를 사례로)

  • Chun, Se-Hak
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.239-251
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    • 2019
  • Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.

Analyzing dependency of Korean subordinate clauses using a composit kernel (복합 커널을 사용한 한국어 종속절의 의존관계 분석)

  • Kim, Sang-Soo;Park, Seong-Bae;Park, Se-Young;Lee, Sang-Jo
    • Korean Journal of Cognitive Science
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    • v.19 no.1
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    • pp.1-15
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    • 2008
  • Analyzing of dependency relation among clauses is one of the most critical parts in parsing Korean sentences because it generates severe ambiguities. To get successful results of analyzing dependency relation, this task has been the target of various machine learning methods including SVM. Especially, kernel methods are usually used to analyze dependency relation and it is reported that they show high performance. This paper proposes an expression and a composit kernel for dependency analysis of Korean clauses. The proposed expression adopts a composite kernel to obtain the similarity among clauses. The composite kernel consists of a parse tree kernel and a liner kernel. A parse tree kernel is used for treating structure information and a liner kernel is applied for using lexical information. the proposed expression is defined as three types. One is a expression of layers in clause, another is relation expression between clause and the other is an expression of inner clause. The experiment is processed by two steps that first is a relation expression between clauses and the second is a expression of inner clauses. The experimental results show that the proposed expression achieves 83.31% of accuracy.

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A study on the 3-step classification algorithm for the diagnosis and classification of refrigeration system failures and their types (냉동시스템 고장 진단 및 고장유형 분석을 위한 3단계 분류 알고리즘에 관한 연구)

  • Lee, Kangbae;Park, Sungho;Lee, Hui-Won;Lee, Seung-Jae;Lee, Seung-hyun
    • Journal of the Korea Convergence Society
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    • v.12 no.8
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    • pp.31-37
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    • 2021
  • As the size of buildings increases due to urbanization due to the development of industry, the need to purify the air and maintain a comfortable indoor environment is also increasing. With the development of monitoring technology for refrigeration systems, it has become possible to manage the amount of electricity consumed in buildings. In particular, refrigeration systems account for about 40% of power consumption in commercial buildings. Therefore, in order to develop the refrigeration system failure diagnosis algorithm in this study, the purpose of this study was to understand the structure of the refrigeration system, collect and analyze data generated during the operation of the refrigeration system, and quickly detect and classify failure situations with various types and severity . In particular, in order to improve the classification accuracy of failure types that are difficult to classify, a three-step diagnosis and classification algorithm was developed and proposed. A model based on SVM and LGBM was presented as a classification model suitable for each stage after a number of experiments and hyper-parameter optimization process. In this study, the characteristics affecting failure were preserved as much as possible, and all failure types, including refrigerant-related failures, which had been difficult in previous studies, were derived with excellent results.

Comparative Study of Anomaly Detection Accuracy of Intrusion Detection Systems Based on Various Data Preprocessing Techniques (다양한 데이터 전처리 기법 기반 침입탐지 시스템의 이상탐지 정확도 비교 연구)

  • Park, Kyungseon;Kim, Kangseok
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.11
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    • pp.449-456
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    • 2021
  • An intrusion detection system is a technology that detects abnormal behaviors that violate security, and detects abnormal operations and prevents system attacks. Existing intrusion detection systems have been designed using statistical analysis or anomaly detection techniques for traffic patterns, but modern systems generate a variety of traffic different from existing systems due to rapidly growing technologies, so the existing methods have limitations. In order to overcome this limitation, study on intrusion detection methods applying various machine learning techniques is being actively conducted. In this study, a comparative study was conducted on data preprocessing techniques that can improve the accuracy of anomaly detection using NGIDS-DS (Next Generation IDS Database) generated by simulation equipment for traffic in various network environments. Padding and sliding window were used as data preprocessing, and an oversampling technique with Adversarial Auto-Encoder (AAE) was applied to solve the problem of imbalance between the normal data rate and the abnormal data rate. In addition, the performance improvement of detection accuracy was confirmed by using Skip-gram among the Word2Vec techniques that can extract feature vectors of preprocessed sequence data. PCA-SVM and GRU were used as models for comparative experiments, and the experimental results showed better performance when sliding window, skip-gram, AAE, and GRU were applied.

Study on Water Quality Predictability through Machine Learning Techniques in Non-point Pollutant Management Area (비점오염원관리지역의 머신러닝 기법을 통한 수질 예측 가능성 연구)

  • Yeong Na Yu;Min Hwan Shin;Dong Hyuk Kum;Kyoung Jae Lim;Jong Gun Kim
    • Proceedings of the Korea Water Resources Association Conference
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    • 2023.05a
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    • pp.467-467
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    • 2023
  • 강우에 의해 발생하는 비점오염물질의 수질 데이터가 충분하지 않아 비점오염원이 문제가 되고 있는 유역의 수질개선을 위한 대책마련이 어려운 실정이다. 기존에 환경부에서 운영하고 있는 자동측정망은 1시간 간격으로 데이터를 축적하고 있으나, 비점오염원이 문제가 되는 유역에 설치되어 있지 않거나 수온, DO, pH 등 현장항목만을 측정하고 있어 하천의 수질오염을 대표할 수 있는 T-P나 SS 등의 수질분석 항목의 부재하다. 이로인해 유역의 수질개선 대책을 수립하기 위한 오염원의 현황을 파악하기 어려운 실정이다. 따라서, 본 연구에서는 비점오염원관리지역 중 골지천 유역을 대상으로 수질항목별 상관성을 분석하고, 실측자료를 기반으로 DT, MLP, SVM, RF, GB, XGB 등의 머신러닝 기법을 통해 수질 예측 가능성을 연구하였다. 상관관계 분석결과 입력변수인 탁도 항목이 예측 수질과 뚜렷한 상관관계를 보이는 것으로 나타났으나, 그 외 항목에서는 약한 상관관계를 보이거나 상관관계가 없는 것으로 나타났다. 머신러닝 기법을 활용한 수질 예측 분석 결과, 검무교와 태봉2교, 제1여량교는 RF 기법에서 결정계수(R2) 0.57~0.86, RMSE 16.49~175.60으로 예측성이 우수한 것으로 나타났다. 관말교는 SVM 기법에서 R2 0.65, RMSE 57.69로, 송계교는 XGB 기법에서 R2 0.74, RMSE 282.86으로 가장 예측성이 우수한 것으로 나타났다. 분석결과와 같이 머신러닝 기법을 활용한 수질 예측은 가능하나, 예측성이 우수한 머신러닝 기법의 R2 비교 결과, 유역면적이 큰 제1여량교와 작은 관말교에서 0.57과 0.65로 다른 지점에 비해 낮은 것으로 나타났다. RMSE 비교 결과, 상류 산간지역에 발생한 국지성 호우의 영향으로 흙탕물이 가장 자주 발생하는 태봉2교 지점과 우선관리지역이 합류되는 송계교 지점에서 175.60과 282.86으로 예측값과 실측값의 오차가 큰 것으로 나타났다. 연구결과와 같이 하천 수질을 예측하기 위해서는 유역면적 혹은 유역특성과 관련한 기초자료를 추가로 적용하여 머신러닝 기법을 적용 해야할 것으로 판단된다. 또한, 본 연구에서 예측한 수질 항목 이외에 입력변수를 추가로 확보하여 수질의 예측 가능성을 검토해야 할 것으로 보여진다.

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Development of a Water Quality Indicator Prediction Model for the Korean Peninsula Seas using Artificial Intelligence (인공지능 기법을 활용한 한반도 해역의 수질평가지수 예측모델 개발)

  • Seong-Su Kim;Kyuhee Son;Doyoun Kim;Jang-Mu Heo;Seongeun Kim
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.29 no.1
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    • pp.24-35
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    • 2023
  • Rapid industrialization and urbanization have led to severe marine pollution. A Water Quality Index (WQI) has been developed to allow the effective management of marine pollution. However, the WQI suffers from problems with loss of information due to the complex calculations involved, changes in standards, calculation errors by practitioners, and statistical errors. Consequently, research on the use of artificial intelligence techniques to predict the marine and coastal WQI is being conducted both locally and internationally. In this study, six techniques (RF, XGBoost, KNN, Ext, SVM, and LR) were studied using marine environmental measurement data (2000-2020) to determine the most appropriate artificial intelligence technique to estimate the WOI of five ecoregions in the Korean seas. Our results show that the random forest method offers the best performance as compared to the other methods studied. The residual analysis of the WQI predicted score and actual score using the random forest method shows that the temporal and spatial prediction performance was exceptional for all ecoregions. In conclusion, the RF model of WQI prediction developed in this study is considered to be applicable to Korean seas with high accuracy.

Automatic Extraction of Hangul Stroke Element Using Faster R-CNN for Font Similarity (글꼴 유사도 판단을 위한 Faster R-CNN 기반 한글 글꼴 획 요소 자동 추출)

  • Jeon, Ja-Yeon;Park, Dong-Yeon;Lim, Seo-Young;Ji, Yeong-Seo;Lim, Soon-Bum
    • Journal of Korea Multimedia Society
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    • v.23 no.8
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    • pp.953-964
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    • 2020
  • Ever since media contents took over the world, the importance of typography has increased, and the influence of fonts has be n recognized. Nevertheless, the current Hangul font system is very poor and is provided passively, so it is practically impossible to understand and utilize all the shape characteristics of more than six thousand Hangul fonts. In this paper, the characteristics of Hangul font shapes were selected based on the Hangul structure of similar fonts. The stroke element detection training was performed by fine tuning Faster R-CNN Inception v2, one of the deep learning object detection models. We also propose a system that automatically extracts the stroke element characteristics from characters by introducing an automatic extraction algorithm. In comparison to the previous research which showed poor accuracy while using SVM(Support Vector Machine) and Sliding Window Algorithm, the proposed system in this paper has shown the result of 10 % accuracy to properly detect and extract stroke elements from various fonts. In conclusion, if the stroke element characteristics based on the Hangul structural information extracted through the system are used for similar classification, problems such as copyright will be solved in an era when typography's competitiveness becomes stronger, and an automated process will be provided to users for more convenience.

Image Classification Approach for Improving CBIR System Performance (콘텐트 기반의 이미지검색을 위한 분류기 접근방법)

  • Han, Woo-Jin;Sohn, Kyung-Ah
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.41 no.7
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    • pp.816-822
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    • 2016
  • Content-Based image retrieval is a method to search by image features such as local color, texture, and other image content information, which is different from conventional tag or labeled text-based searching. In real life data, the number of images having tags or labels is relatively small, so it is hard to search the relevant images with text-based approach. Existing image search method only based on image feature similarity has limited performance and does not ensure that the results are what the user expected. In this study, we propose and validate a machine learning based approach to improve the performance of the image search engine. We note that when users search relevant images with a query image, they would expect the retrieved images belong to the same category as that of the query. Image classification method is combined with the traditional image feature similarity method. The proposed method is extensively validated on a public PASCAL VOC dataset consisting of 11,530 images from 20 categories.

Binary classification by the combination of Adaboost and feature extraction methods (특징 추출 알고리즘과 Adaboost를 이용한 이진분류기)

  • Ham, Seaung-Lok;Kwak, No-Jun
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.49 no.4
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    • pp.42-53
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    • 2012
  • In pattern recognition and machine learning society, classification has been a classical problem and the most widely researched area. Adaptive boosting also known as Adaboost has been successfully applied to binary classification problems. It is a kind of boosting algorithm capable of constructing a strong classifier through a weighted combination of weak classifiers. On the other hand, the PCA and LDA algorithms are the most popular linear feature extraction methods used mainly for dimensionality reduction. In this paper, the combination of Adaboost and feature extraction methods is proposed for efficient classification of two class data. Conventionally, in classification problems, the roles of feature extraction and classification have been distinct, i.e., a feature extraction method and a classifier are applied sequentially to classify input variable into several categories. In this paper, these two steps are combined into one resulting in a good classification performance. More specifically, each projection vector is treated as a weak classifier in Adaboost algorithm to constitute a strong classifier for binary classification problems. The proposed algorithm is applied to UCI dataset and FRGC dataset and showed better recognition rates than sequential application of feature extraction and classification methods.

Improved Environment Recognition Algorithms for Autonomous Vehicle Control (자율주행 제어를 위한 향상된 주변환경 인식 알고리즘)

  • Bae, Inhwan;Kim, Yeounghoo;Kim, Taekyung;Oh, Minho;Ju, Hyunsu;Kim, Seulki;Shin, Gwanjun;Yoon, Sunjae;Lee, Chaejin;Lim, Yongseob;Choi, Gyeungho
    • Journal of Auto-vehicle Safety Association
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    • v.11 no.2
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    • pp.35-43
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    • 2019
  • This paper describes the improved environment recognition algorithms using some type of sensors like LiDAR and cameras. Additionally, integrated control algorithm for an autonomous vehicle is included. The integrated algorithm was based on C++ environment and supported the stability of the whole driving control algorithms. As to the improved vision algorithms, lane tracing and traffic sign recognition were mainly operated with three cameras. There are two algorithms developed for lane tracing, Improved Lane Tracing (ILT) and Histogram Extension (HIX). Two independent algorithms were combined into one algorithm - Enhanced Lane Tracing with Histogram Extension (ELIX). As for the enhanced traffic sign recognition algorithm, integrated Mutual Validation Procedure (MVP) by using three algorithms - Cascade, Reinforced DSIFT SVM and YOLO was developed. Comparing to the results for those, it is convincing that the precision of traffic sign recognition is substantially increased. With the LiDAR sensor, static and dynamic obstacle detection and obstacle avoidance algorithms were focused. Therefore, improved environment recognition algorithms, which are higher accuracy and faster processing speed than ones of the previous algorithms, were proposed. Moreover, by optimizing with integrated control algorithm, the memory issue of irregular system shutdown was prevented. Therefore, the maneuvering stability of the autonomous vehicle in severe environment were enhanced.