• Title/Summary/Keyword: Markov model

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Predicting Financial Success of a Movie Using Bayesian Choice Model (베이지안 선택 모형을 이용한 영화흥행 예측)

  • Lee Gyeong-Jae;Jang U-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2006.05a
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    • pp.1851-1856
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    • 2006
  • 영화는 대표적인 경험재로 가치판단이 주관적이고 제품 수명주기가 매우 짧아 예측의 불확실성이 높기 때문에 이를 정량적인 방법으로 모형화하기는 쉽지 않다. 이러한 한계점에도 불구하고 한 영화의 상업적 성공을 예측하는 것은 영화 제작자나 배급사, 극장 등 모든 주체에게 수익과 직결되는 중요한 문제이기 때문에 지금까지 다양한 통계 모형이 제시되었다. 그러나 이들 모형의 대부분은 영화흥행에는 영향을 미치나 측정할 수 없는 효과를 반영하지 못한다거나, 추정 모수의 효과가 모든 영화에 대해서 같다는 동일성 가정으로 인해 영화간 이질성을 고려하지 못하고 있다. 따라서, 본 연구에서는 추정 모수의 사전분포를 모호사전분포로 정의함으로써 변수들의 불확실성을 반영할 수 있고, 영화간 이질성을 고려할 수 있는 베이지안 선택 모형을 제안하였다. 모수의 사후분포는 마코프체인 몬테카를로 기법인 깁스 샘플러를 이용하여 추정하였다. 또한, 감독, 배우, 장르 등의 영화 별 속성 변수뿐만 아니라, 입소문에 의한 영화관람 결정 등의 구전효과와 경쟁영화의 개봉으로 인한 효과를 반영할 수 있는 변수를 추가하여 모형의 정확성을 높였다. 2005년과 2006년 상반기에 상영된 영화를 바탕으로 모형을 구축하고 인공신경망 모형과 비교한 결과, 전체적인 예측 정확도에서는 인공신경망 모형과 비슷한 결과를 보이나 상업적으로 성공한 영화를 예측하는 데에는 베이지안 선택모형이 보다 더 우수한 것으로 나타났다. 또한, 개봉 주의 경쟁심화 정도 및 개봉 첫 주의 스크린 수 등이 영화 흥행에 가장 중요한 변수로 나타났으며, 영화 개봉 전 그 영화에 대한 기대치가 높을수록 흥행 성적 또한 좋음을 알 수 있었다. 배우의 힘 및 계절성, 영화 평점 등은 이질성을 고려하지 않은 전체수준에서는 통계적으로 유의하지 않은 것으로 나타났으나, 그룹 간 이질성을 반영한 모형에서는 어느 정도 흥행한 영화를 만들기 위해서는 고려되어야 할 요소로 나타났다.렇지 않을 경우 적절한 벤치마킹 대상을 도출할 때까지 추가적인 분석과정을 반복한다. 제안한 방법을 통하여 조직은 기술적 생산 가능성 외에도 다양한 조직 운영 관점에서 적절한 벤치마킹 대상을 선정할 수 있으며, 이에 따른 목표를 수립할 수 있을 것으로 기대한다. 또한 더 나아가 global efficiency 관점에서 효율적 조직이 되기 위하여 단계적인 벤치마킹 대상 선정과 이에 따른 목표를 수립하는데도 유용하리라 판단된다.$1.20{\pm}0.37L$, 72시간에 $1.33{\pm}0.33L$로 유의한 차이를 보였으므로(F=6.153, P=0.004), 술 후 폐환기능 회복에 효과가 있다. 4) 실험군과 대조군의 수술 후 노력성 폐활량은 수술 후 72시간에서 실험군이 $1.90{\pm}0.61L$, 대조군이 $1.51{\pm}0.38L$로 유의한 차이를 보였다(t=2.620, P=0.013). 5) 실험군과 대조군의 수술 후 일초 노력성 호기량은 수술 후 24시간에서 $1.33{\pm}0.56L,\;1.00{\ge}0.28L$로 유의한 차이를 보였고(t=2.530, P=0.017), 술 후 72시간에서 $1.72{\pm}0.65L,\;1.33{\pm}0.3L$로 유의한 차이를 보였다(t=2.540, P=0.016). 6) 대상자의 술 후 폐환기능에 영향을 미치는 요인은 성별로 나타났다. 이에 따른 폐환기능의 차이를 보면, 실험군의 술 후 노력성 폐활량이 48시간에 남자($1.78{\pm}0.61L$)가 여자($1.27{\pm}0.45L$)보다 더 높게 나타났으며 (t=2.170, P=0.042), 72시간에도 역시 남자($2.16{\pm}0.56L$)가 여자($1.50{\pm}0.47L$)보다 더

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Genome-wide survey and expression analysis of F-box genes in wheat

  • Kim, Dae Yeon;Hong, Min Jeong;Seo, Yong Weon
    • Proceedings of the Korean Society of Crop Science Conference
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    • 2017.06a
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    • pp.141-141
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    • 2017
  • The ubiquitin-proteasome pathway is the major regulatory mechanism in a number of cellular processes for selective degradation of proteins and involves three steps: (1) ATP dependent activation of ubiquitin by E1 enzyme, (2) transfer of activated ubiquitin to E2 and (3) transfer of ubiquitin to the protein to be degraded by E3 complex. F-box proteins are subunit of SCF complex and involved in specificity for a target substrate to be degraded. F-box proteins regulate many important biological processes such as embryogenesis, floral development, plant growth and development, biotic and abiotic stress, hormonal responses and senescence. However, little is known about the F-box genes in wheat. The draft genome sequence of wheat (IWGSC Reference Sequence v1.0 assembly) used to analysis a genome-wide survey of the F-box gene family in wheat. The Hidden Markov Model (HMM) profiles of F-box (PF00646), F-box-like (PF12937), F-box-like 2 (PF13013), FBA (PF04300), FBA_1 (PF07734), FBA_2 (PF07735), FBA_3 (PF08268) and FBD (PF08387) domains were downloaded from Pfam database were searched against IWGSC Reference Sequence v1.0 assembly. RNA-seq paired-end libraries from different stages of wheat, such as stages of seedling, tillering, booting, day after flowering (DAF) 1, DAF 10, DAF 20, and DAF 30 were conducted and sequenced by Illumina HiSeq2000 for expression analysis of F-box protein genes. Basic analysis including Hisat, HTseq, DEseq, gene ontology analysis and KEGG mapping were conducted for differentially expressed gene analysis and their annotation mappings of DEGs from various stages. About 950 F-box domain proteins identified by Pfam were mapped to wheat reference genome sequence by blastX (e-value < 0.05). Among them, more than 140 putative F-box protein genes were selected by fold changes cut-offs of > 2, significance p-value < 0.01, and FDR<0.01. Expression profiling of selected F-box protein genes were shown by heatmap analysis, and average linkage and squared Euclidean distance of putative 144 F-box protein genes by expression patterns were calculated for clustering analysis. This work may provide valuable and basic information for further investigation of protein degradation mechanism by ubiquitin proteasome system using F-box proteins during wheat development stages.

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Genetic Contribution of Indigenous Yakutian Cattle to Two Hybrid Populations, Revealed by Microsatellite Variation

  • Li, M.H.;Nogovitsina, E.;Ivanova, Z.;Erhardt, G.;Vilkki, J.;Popov, R.;Ammosov, I.;Kiselyova, T.;Kantanen, J.
    • Asian-Australasian Journal of Animal Sciences
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    • v.18 no.5
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    • pp.613-619
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    • 2005
  • Indigenous Yakutian cattle' adaptation to the hardest subarctic conditions makes them a valuable genetic resource for cattle breeding in the Siberian area. Since early last century, crossbreeding between native Yakutian cattle and imported Simmental and Kholmogory breeds has been widely adopted. In this study, variations at 22 polymorphic microsatellite loci in 5 populations of Yakutian, Kholmogory, Simmental, Yakutian-Kholmogory and Yakutian-Simmental cattle were analysed to estimate the genetic contribution of Yakutian cattle to the two hybrid populations. Three statistical approaches were used: the weighted least-squares (WLS) method which considers all allele frequencies; a recently developed implementation of a Markov chain Monte Carlo (MCMC) method called likelihood-based estimation of admixture (LEA); and a model-based Bayesian admixture analysis method (STRUCTURE). At population-level admixture analyses, the estimate based on the LEA was consistent with that obtained by the WLS method. Both methods showed that the genetic contribution of the indigenous Yakutian cattle in Yakutian-Kholmogory was small (9.6% by the LEA and 14.2% by the WLS method). In the Yakutian-Simmental population, the genetic contribution of the indigenous Yakutian cattle was considerably higher (62.8% by the LEA and 56.9% by the WLS method). Individual-level admixture analyses using STRUCTURE proved to be more informative than the multidimensional scaling analysis (MDSA) based on individual-based genetic distances. Of the 9 Yakutian-Simmental animals studied, 8 showed admixed origin, whereas of the 14 studied Yakutian-Kholmogory animals only 2 showed Yakutian ancestry (>5%). The mean posterior distributions of individual admixture coefficient (q) varied greatly among the samples in both hybrid populations. This study revealed a minor existing contribution of the Yakutian cattle in the Yakutian-Kholmogory hybrid population, but in the Yakutian-Simmental hybrid population, a major genetic contribution of the Yakutian cattle was seen. The results reflect the different crossbreeding patterns used in the development of the two hybrid populations. Additionally, molecular evidence for differences among individual admixture proportions was seen in both hybrid populations, resulting from the stochastic process in crossing over generations.

Depth Image Poselets via Body Part-based Pose and Gesture Recognition (신체 부분 포즈를 이용한 깊이 영상 포즈렛과 제스처 인식)

  • Park, Jae Wan;Lee, Chil Woo
    • Smart Media Journal
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    • v.5 no.2
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    • pp.15-23
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    • 2016
  • In this paper we propose the depth-poselets using body-part-poses and also propose the method to recognize the gesture. Since the gestures are composed of sequential poses, in order to recognize a gesture, it should emphasize to obtain the time series pose. Because of distortion and high degree of freedom, it is difficult to recognize pose correctly. So, in this paper we used partial pose for obtaining a feature of the pose correctly without full-body-pose. In this paper, we define the 16 gestures, a depth image using a learning image was generated based on the defined gestures. The depth poselets that were proposed in this paper consists of principal three-dimensional coordinates of the depth image and its depth image of the body part. In the training process after receiving the input defined gesture by using a depth camera in order to train the gesture, the depth poselets were generated by obtaining 3D joint coordinates. And part-gesture HMM were constructed using the depth poselets. In the testing process after receiving the input test image by using a depth camera in order to test, it extracts foreground and extracts the body part of the input image by comparing depth poselets. And we check part gestures for recognizing gesture by using result of applying HMM. We can recognize the gestures efficiently by using HMM, and the recognition rates could be confirmed about 89%.

Prediction of the direction of stock prices by machine learning techniques (기계학습을 활용한 주식 가격의 이동 방향 예측)

  • Kim, Yonghwan;Song, Seongjoo
    • The Korean Journal of Applied Statistics
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    • v.34 no.5
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    • pp.745-760
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    • 2021
  • Prediction of a stock price has been a subject of interest for a long time in financial markets, and thus, many studies have been conducted in various directions. As the efficient market hypothesis introduced in the 1970s acquired supports, it came to be the majority opinion that it was impossible to predict stock prices. However, recent advances in predictive models have led to new attempts to predict the future prices. Here, we summarize past studies on the price prediction by evaluation measures, and predict the direction of stock prices of Samsung Electronics, LG Chem, and NAVER by applying various machine learning models. In addition to widely used technical indicator variables, accounting indicators such as Price Earning Ratio and Price Book-value Ratio and outputs of the hidden Markov Model are used as predictors. From the results of our analysis, we conclude that no models show significantly better accuracy and it is not possible to predict the direction of stock prices with models used. Considering that the models with extra predictors show relatively high test accuracy, we may expect the possibility of a meaningful improvement in prediction accuracy if proper variables that reflect the opinions and sentiments of investors would be utilized.

A Study on the Comovements and Structural Changes of Global Business Cycles using MS-VAR models (MS-VAR 모형을 이용한 글로벌 경기변동의 동조화 및 구조적 변화에 대한 연구)

  • Lee, Kyung-Hee;Kim, Kyung-Soo
    • Management & Information Systems Review
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    • v.35 no.3
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    • pp.1-22
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    • 2016
  • We analyzed the international comovements and structural changes in the quarterly real GDP by the Markov-switching vector autoregressive model (MS-VAR) from 1971(1) to 2016(1). The main results of this study were as follows. First, the business cycle phenomenon that occurs in the models or individual time series in real GDP has been grasped through the MS-VAR models. Unlike previous studies, this study showed the significant comovements, asymmetry and structural changes in the MS-VAR model using a real GDP across countries. Second, even if there was a partial difference, there were remarkable structural changes in the economy contraction regime(recession), such as 1988(2) ending the global oil shock crisis and 2007(3) starting the global financial crisis by the MS-VAR model. Third, large-scale structural changes were generated in the economic expansion and/or contraction regime simultaneously among countries. We found that the second world oil shocks that occurred after the first global oil shocks of 1973 and 1974 were the main reasons that caused the large-scale comovements of the international real GDP among countries. In addition, the spillover between Korea and 5 countries has been weak during the Asian currency crisis from 1997 to 1999, but there was strong transmission between Korea and 5 countries at the end of 2007 including the period of the global financial crisis. Fourth, it showed characteristics that simultaneous correlation appeared to be high due to the country-specific shocks generated for each country with the regime switching using real GDP since 1973. Thus, we confirmed that conclusions were consistent with a number of theoretical and empirical evidence available, and the macro-economic changes were mainly caused by the global shocks for the past 30 years. This study found that the global business cycles were due to large-scale asymmetric shocks in addition to the general changes, and then showed the main international comovements and/or structural changes through country-specific shocks.

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