• Title/Summary/Keyword: Model modification

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Increasing Accuracy of Stock Price Pattern Prediction through Data Augmentation for Deep Learning (데이터 증강을 통한 딥러닝 기반 주가 패턴 예측 정확도 향상 방안)

  • Kim, Youngjun;Kim, Yeojeong;Lee, Insun;Lee, Hong Joo
    • The Journal of Bigdata
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    • v.4 no.2
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    • pp.1-12
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    • 2019
  • As Artificial Intelligence (AI) technology develops, it is applied to various fields such as image, voice, and text. AI has shown fine results in certain areas. Researchers have tried to predict the stock market by utilizing artificial intelligence as well. Predicting the stock market is known as one of the difficult problems since the stock market is affected by various factors such as economy and politics. In the field of AI, there are attempts to predict the ups and downs of stock price by studying stock price patterns using various machine learning techniques. This study suggest a way of predicting stock price patterns based on the Convolutional Neural Network(CNN) among machine learning techniques. CNN uses neural networks to classify images by extracting features from images through convolutional layers. Therefore, this study tries to classify candlestick images made by stock data in order to predict patterns. This study has two objectives. The first one referred as Case 1 is to predict the patterns with the images made by the same-day stock price data. The second one referred as Case 2 is to predict the next day stock price patterns with the images produced by the daily stock price data. In Case 1, data augmentation methods - random modification and Gaussian noise - are applied to generate more training data, and the generated images are put into the model to fit. Given that deep learning requires a large amount of data, this study suggests a method of data augmentation for candlestick images. Also, this study compares the accuracies of the images with Gaussian noise and different classification problems. All data in this study is collected through OpenAPI provided by DaiShin Securities. Case 1 has five different labels depending on patterns. The patterns are up with up closing, up with down closing, down with up closing, down with down closing, and staying. The images in Case 1 are created by removing the last candle(-1candle), the last two candles(-2candles), and the last three candles(-3candles) from 60 minutes, 30 minutes, 10 minutes, and 5 minutes candle charts. 60 minutes candle chart means one candle in the image has 60 minutes of information containing an open price, high price, low price, close price. Case 2 has two labels that are up and down. This study for Case 2 has generated for 60 minutes, 30 minutes, 10 minutes, and 5minutes candle charts without removing any candle. Considering the stock data, moving the candles in the images is suggested, instead of existing data augmentation techniques. How much the candles are moved is defined as the modified value. The average difference of closing prices between candles was 0.0029. Therefore, in this study, 0.003, 0.002, 0.001, 0.00025 are used for the modified value. The number of images was doubled after data augmentation. When it comes to Gaussian Noise, the mean value was 0, and the value of variance was 0.01. For both Case 1 and Case 2, the model is based on VGG-Net16 that has 16 layers. As a result, 10 minutes -1candle showed the best accuracy among 60 minutes, 30 minutes, 10 minutes, 5minutes candle charts. Thus, 10 minutes images were utilized for the rest of the experiment in Case 1. The three candles removed from the images were selected for data augmentation and application of Gaussian noise. 10 minutes -3candle resulted in 79.72% accuracy. The accuracy of the images with 0.00025 modified value and 100% changed candles was 79.92%. Applying Gaussian noise helped the accuracy to be 80.98%. According to the outcomes of Case 2, 60minutes candle charts could predict patterns of tomorrow by 82.60%. To sum up, this study is expected to contribute to further studies on the prediction of stock price patterns using images. This research provides a possible method for data augmentation of stock data.

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Regionality and Variability of Net Primary Productivity and Rice Yield in Korea (우리 나라의 순1차생산력 및 벼 수량의 지역성과 변이성)

  • JUNG YEONG-SANG;BANG JUNG-HO;HAYASHI YOSEI
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.1 no.1
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    • pp.1-11
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    • 1999
  • Rice yield and primary productivity (NPP) are dependent upon the variability of climate and soil. The variability and regionality of the rice yield and net primary productivity were evaluated with the meteorological data collected from Korea Meteorology Administration and the actual rice yield data from the Ministration of Agriculture and Forestry, Korea. The estimated NPP using the three models, dependent upon temperature(NPP-T), precipitation(NPP-P) and net radiation(NPP-R), ranged from 10.87 to 17.52 Mg ha$^{-1}$ with average of 14.69 Mg ha$^{-1}$ in the South Korea and was ranged 6.47 to 15.58 Mg ha$^{-1}$ with average of 12.59 Mg ha$^{-1}$ in the North Korea. The primary limiting factor of NPP in Korea was net radiation, and the secondary limiting factor was temperature. Spectral analysis on the long term change in air temperature in July and August showed periodicity. The short periodicity was 3 to 7 years and the long periodicity was 15 to 43 years. The coefficient of variances, CV, of the rice yield from 1989 to 1998 ranged 3.23 percents to 12.37 percents which were lower than past decades. The CV's in Kangwon and Kyeongbuk were high while that in Chonbuk was the lowest. The prediction model based on th e yield index and yield response to temperature obtain ed from the field crop situation showed reasonable results and thus the spatial distributions of rice yield and predicted yield could be expressed in the maps. The predicted yields was well fitted with the actual yield except Kyungbuk. For better prediction, modification should be made considering radiation factor in further development.

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THE BOND CHARACTERISTICS OF PORCELAIN FUSED BY TITANIUM SURFACE MODIFICATION (타이타늄의 표면개질에 따른 도재 결합 특성)

  • Choi, Taek-Huw;Park, Sang-Won;Vang, Mong-Sook;Yang, Hong-So;Park, Ha-Ok;Lim, Hyun-Pil;Oh, Gye-Jeong;Kim, Hyun-Seung;Lee, Kwang-Min;Lee, Kyung-Ku
    • The Journal of Korean Academy of Prosthodontics
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    • v.45 no.2
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    • pp.169-181
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    • 2007
  • Statement of problem: Titanium is well known as a proper metal for the dental restorations, because it has an excellent biocompatibility, resistance to corrosion, and mechanical property. However, adhesion between titanium and dental porcelains is related to the diffusion of oxygen to the reaction layers formed on cast-titanium surfaces during porcelain firing and those oxidized layers make the adhesion difficult to be formed. Many studies using mechanical, chemical and physical methods to enhance the titanium-ceramic adhesion have been actively performed. Purpose: This study meant to comparatively analyse the adhesion characteristics depending on different titanium surface coatings after coating the casts and wrought titanium surfaces with Au and TiN. Material and method: In this study, the titanium specimens (CP-Ti, Grade 2, Kobe still Co. Japan) were categorized into cast and wrought titanium. The wrought titanium was cast by using the MgO-based investment(Selevest CB, Selec). The cast and wrought titanium were treated with Au coating($ParaOne^{(R)}$., Gold Ion Sputter, Model PS-1200) and TiN coating(ATEC system, Korea) and the ultra low fusing dental porcelain was fused and fired onto the samples. Biaxial flection test was done on the fired samples and the porcelain was separated. The adhesion characteristics of porcelain and titanium after firing and the specimen surfaces before and after the porcelain fracture test were observed with SEM. The atomic percent of Si on all sample surfaces was comparatively analysed by EDS. In addition, the constituents of specimen surface layers after the porcelain fracture and the formed compound were evaluated by X-ray diffraction diagnosis. Result: The results of this study were obtained as follows : 1. The surface characteristics of cast and wrought titanium after surface treatment(Au, TiN, $Al_2O_3$ sandblasting) were similar and each cast and wrought titanium showed similar bonding characteristics. 2. Before and after the biaxial flection test, the highest atomic weight change of Si component was found in $Al_2O_3$ sandblasted wrought titanium(28.6at.% $\rightarrow$ 8.3at.%). On the other hand, the least change was seen in Au-Pd-In alloy(24.5at.% $\rightarrow$ 9.1at.%). 3. Much amount of Si components was uniformly distributed in Au and TiN coated titanium, but less amount of Si's was unevenly dispersed on Al2O3 sandblasting surfaces. 4. In X-ray diffraction diagnosis after porcelain debonding, we could see $Au_2Ti$ compound and TiN coating layers on Au and TiN coated surfaces and $TiO_2$, typical oxide of titanium, on all titanium surfaces. 5. Debonding of porcelain on cast and wrought titanium surface after the biaxial flection is considered as a result of adhesion deterioration between coating layers and titanium surfaces. We found that there are both adhesive failure and cohesive failure at the same time. Conclusion: These results showed that the titanium-ceramic adhesion could be improved by coating cast and wrought titanium surfaces with Au and TiN when making porcelain fused to metal crowns. In order to use porcelain fused to titanium clinically, it is considered that coating technique to enhance the bonding strength between coating kKlayers and titanium surfaces should be developed first.

An Adjustment of Cloud Factors for Continuity and Consistency of Insolation Estimations between GOES-9 and MTSAT-1R (GOES-9과 MTSAT-1R 위성 간의 일사량 산출의 연속성과 일관성 확보를 위한 구름 감쇠 계수의 조정)

  • Kim, In-Hwan;Han, Kyung-Soo;Yeom, Jong-Min
    • Korean Journal of Remote Sensing
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    • v.28 no.1
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    • pp.69-77
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    • 2012
  • Surface insolation is one of the major indicators for climate research over the Earth system. For the climate research, long-term data and wide range of spatial coverage from the data observed by two or more of satellites of the same orbit are needed. It is important to improve the continuity and consistency of the derived products, such as surface insolation, from different satellites. In this study, surface insolations based on Geostationary Operational Environmental Satellite (GOES-9) and Multi-functional Transport Satellites (MTSAT-1R) were compared during overlap period using physical model of insolation to find ways to improve the consistency and continuity between two satellites through comparison of each channel data and ground observation data. The thermal infrared brightness temperature of two satellites show a relatively good agreement between two satellites : rootmean square error (RMSE)=5.595 Kelvin; Bias=2.065 Kelvin. Whereas, visible channels shown a quite different values, but it distributed similar tendency. And the surface insolations from two satellites are different from the ground observation data. To improve the quality of retrieved insolations, we have reproduced surface insolation of each satellite through adjustment of the Cloud Factor, and the Cloud Factor for GOES-9 satellite is modified based on the analysis result of difference channel data. As a result, the insolations estimated from GOES-9 for cloudy conditions show good agreement with MTSAT-1R and ground observation : RMSE=$83.439W\;m^{-2}$ Bias=$27.296W\;m^{-2}$. The result improved accuracy confirms that the modification of Cloud Factor for GOES-9 can improve the continuity and consistency of the insolations derived from two or more satellites.

Local Autonomy, National Economy and Local Public Finance (지방자치(地方自治)와 국민경제(國民經濟) 및 지방재정(地方財政))

  • Lee, Kye-sik
    • KDI Journal of Economic Policy
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    • v.13 no.2
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    • pp.41-67
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    • 1991
  • Local autonomy of Korea's lower-level local council has been reinstated following elections last March for the first time in thirty years. Last June, we had elections for the upper-level local council. Mayors, governors, and administrative chiefs of cities, provinces and other local government bodies are slated for elections in the first half of next year. The impacts of local autonomy are taking effect in not only the political sphere, but also the administrative and economic spheres. In fact, it seems that some modification of all economic policy making and administration is inevitable. Since the initiation of local autonomy, in order to make the economy work more efficiently, it has become quite important to examine the impact of local autonomy on the national economy. The areas of local autonomy include independent legislative power, administrative power, organizational power, and most important of all, the independent public financial power of the local governments. The purpose of this paper is to examine the effects of local autonomy on the national economy and ways of enhancing the role of local public finance to facilitate settlement and development of the local autonomy system. Local autonomy will contribute to the continuous growth of our economy, allow balanced development, and generate greater efficiency. However, local autonomy can also incur economic costs causing at times short-term price instability, inefficient resource allocation, through tax competition and tax exporting, and insolvency of local government due to abusive fiscal operation. To reduce these side effects, different alternatives must be considered. Local autonomy systems generally provide more efficient resource allocation than centralization. But in the model used in Chapter 3 of this paper, the relative efficiencies of both local autonomy and centralization are determined by comparing the elasticity of substitution between national public goods and local public goods. If the elasticity of substitution is bigger than one, centralization provides a more efficient resource allocation. The development of local autonomy could be attained through democratization of the local public finance system including the following three propositions. I) The independence of public financial power of local governments should be established over central government. Furthermore, a democratically operated scheme of intergovernmental fiscal coordination is especially necessary. 2) In the operation of local finance, direct democracy is needed to induce the voluntary participation of local residents. The residents can take part in planning both the local budget and the development of the community. To attain this goal, all the results of local finance operations should be made public. 3) Among economic ill-effects of the local autonomy system, the most serious one is the possibility of insolvency of local governments. Therefore, measures to limit abusive spending by the local governments should be introduced, such as the fiscal restraints system adopted in the United States.

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Effect of Antibody Immobilization Method to Magnetic Micro Beads on its Immunobinding Characteristics (자성 미세입자에의 항체 고정화 방법이 면역결합반응에 미치는 영향)

  • Choi, Hyo Jin;Hwang, Sang Youn;Jang, Dae Ho;Cho, Hyung Min;Kang, Jung Hye;Seong, Gi Hun;Choo, Jae Bum;Lee, Eun Kyu
    • Korean Chemical Engineering Research
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    • v.44 no.1
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    • pp.65-72
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    • 2006
  • Recent technical advances in the biorecognition engineering and the microparticle fabrication may enable us to develop the single step purification using magnetic particle, because of its simplicity, efficacy, ease of automation, and process economics. In this study, we used commercial magnetic particles from Seradyn, Inc. (Indianapolis, USA). It was ca. 2.8 micron in diameter, consisted of polystyrene core and magnetite coating, and its surface had carboxyl groups. The model, capture protein was IgG and anti-IgG was used as the ligand molecule. We studied the different surfaces ('nude', ester-activated, and anti-IgG coated) for their biorecognition of IgG. At a high pH condition, we could reduce non-specific binding. Also anti-IgG immobilized magnetic particle could capture IgG more selectively. We attempted 'oriented immobilization' of anti-IgG, in which the polysaccharides moiety near the C-terminus was selectively oxidized and linked to the hydrazine-coated MP, to improve the efficacy of biorecognitive binding. Using this method, the IgG capturing ability was improved by ca. 2 fold. From the binary mixture of the IgG-insulin, IgG could be more selectively captured. In summary, the oriented immobilization of oxidized anti-IgG proved to be as effective as the streptavidin-biotin system and yet simpler and cost-effective. This immobilization method can find its applications in protein biochips and biotargeting.

Experimental Study on Effectiveness of Wave Reduction and Prevention Erosion of Nourishment Sand Using the Cell Group (Cell Group을 이용한 파랑저감 및 양빈사 유실방지에 관한 실험적 연구)

  • Park, Sang Kil;Park, Hong Bum;Kim, Young Hwan
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.29 no.5
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    • pp.269-277
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    • 2017
  • Recently, a submerged breakwater has been installing to prevent the erosion of shoreline everywhere. Artificially submerged breakwater is made to minimize the loss of nourishment sand beach erosion. For this reason, it has been indiscriminately constructed submerged breakwater that is planned in the country throughout. However, maintenance purposes to keep the shoreline of the beach is a method that is quite a few problems. There are also disadvantages such as expensive construction costs, ocean space utilization, water pollution and shoreline modification. In addition, person of utilizing the space of the ocean leisure does not like that because of the disconnection of ocean space. The beaches such as Gwanganri are artificially supplying nourishment sand to maintain the beach. The flexible construction method refers to a structure that is installed as a flexible material instead of submerged breakwater to prevent the loss of nourishment sand. In order to develop a new method to mitigate shoreline erosion, this study was carried out a hydraulic model experiment by installing a cell group as an example of the flexible method. Namely, in order to prevent the loss of nourishment sand, we decided to develop a new method that can mitigate the degree of beaches erosion by using cell group instead of submerged breakwater. In the two dimensional fixed hydraulic experiment, was carried out the effect reducing of wave height and the rate of low reflection due to the installation of the cell group. In movable bed experiment, the capture rate of the nourishment sand and the erosion prevention rate of the nourishment sand was performed for stability of shoreline. Therefore, according to the results of the hydraulic tests, it was possible to maintain the stable beaches due to installing the cell group on the erosion beaches, due to the effect of reducing wave height, the low reflection, the erosion prevention rate of nourishment sand, the high capture rate of nourishment sand.

Data Mining Approaches for DDoS Attack Detection (분산 서비스거부 공격 탐지를 위한 데이터 마이닝 기법)

  • Kim, Mi-Hui;Na, Hyun-Jung;Chae, Ki-Joon;Bang, Hyo-Chan;Na, Jung-Chan
    • Journal of KIISE:Information Networking
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    • v.32 no.3
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    • pp.279-290
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    • 2005
  • Recently, as the serious damage caused by DDoS attacks increases, the rapid detection and the proper response mechanisms are urgent. However, existing security mechanisms do not effectively defend against these attacks, or the defense capability of some mechanisms is only limited to specific DDoS attacks. In this paper, we propose a detection architecture against DDoS attack using data mining technology that can classify the latest types of DDoS attack, and can detect the modification of existing attacks as well as the novel attacks. This architecture consists of a Misuse Detection Module modeling to classify the existing attacks, and an Anomaly Detection Module modeling to detect the novel attacks. And it utilizes the off-line generated models in order to detect the DDoS attack using the real-time traffic. We gathered the NetFlow data generated at an access router of our network in order to model the real network traffic and test it. The NetFlow provides the useful flow-based statistical information without tremendous preprocessing. Also, we mounted the well-known DDoS attack tools to gather the attack traffic. And then, our experimental results show that our approach can provide the outstanding performance against existing attacks, and provide the possibility of detection against the novel attack.

Detecting the Climate Factors related to Dry Matter Yield of Whole Crop Maize (사일리지용 옥수수의 건물수량에 영향을 미치는 기후요인 탐색)

  • Peng, Jing-lun;Kim, Moon-ju;Kim, Young-ju;Jo, Mu-hwan;Nejad, Jalil Ghassemi;Lee, Bae-hun;Ji, Do-hyeon;Kim, Ji-yung;Oh, Seung-min;Kim, Byong-wan;Kim, Kyung-dae;So, Min-jeong;Park, Hyung-soo;Sung, Kyung-il
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.17 no.3
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    • pp.261-269
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    • 2015
  • The purpose of this research is to identify the significance of climate factors related to the significance of change of dry matter yield (DMY) of whole crop maize (WCM) by year through the exploratory data analysis. The data (124 varieties; n=993 in 7 provinces) was prepared after deletion and modification of the insufficient and repetitive data from the results (124 varieties; n=1027 in 7 provinces) of import adaptation experiment done by National Agricultural Cooperation Federation. WCM was classified into early-maturity (25 varieties, n=200), mid-maturity (40 varieties, n=409), late-maturity (27 varieties, n=234) and others (32 varieties, n=150) based on relative maturity and days to silking. For determining climate factors, 6 weather variables were generated using weather data. For detecting DMY and climate factors, SPSS21.0 was used for operating descriptive statistics and Shapiro-Wilk test. Mean DMY by year was classified into upper and lower groups, and a statistically significant difference in DMY was found between two groups (p<0.05). To find the reasons of significant difference between two groups, after statistics analysis of the climate variables, it was found that Seeding-Harvesting Accumulated Growing Degree Days (SHAGDD), Seeding-Harvesting Precipitation (SHP) and Seeding-Harvesting Hour of sunshine (SHH) were significantly different between two groups (p<0.05), whereas Seeding-Harvesting number of Days with Precipitation (SHDP) had no significant effects on DMY (p>0.05). These results indicate that the SHAGDD, SHP and SHH are related to DMY of WCM, but the comparison of R2 among three variables (SHAGDD, SHP and SHH) couldn't be obtained which is needed to be done by regression analysis as well as the prediction model of DMY in the future study.

The physical geography in general:yesterday and tomorrow (자연지리학 일반: 회고와 전망)

  • Son, Ill
    • Journal of the Korean Geographical Society
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    • v.31 no.2
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    • pp.138-159
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    • 1996
  • There has been a tendency for Geomorphology and Climatology to be dominant in Physical Geography for 50 years in Korea. Physical Geography is concerned with the study of the totality of natural environment through the integrated approaches. But, an overall direction or a certain paradigm could not be found, because major sub-divisions of Physical Geography have been studied individually and the subjects and the approaches in studying Physical Geography are enormously diverse. A consensus of opinion could not also exist in deciding what kind of the sub-divisions should be included in the physical geography in general and how those should be summarized. Furthermore it would be considered imprudent to survey the studies of Physical Geography besides those of Geomorphology and Climatology due to the small number of researchers. Assuming that the rest of Physical Geographical studies with the exception of Geomorphological and Climatological studies are the Physical Geography in general, the studies of Physical Geogrpahy in general are summarized and several aspects are drown out as follows. First the descliption of all possible factors of natural environments was the pattern of early studies of Physical Geography and the tendency is maintained in the various kinds of research and project reports. Recently Physical Geographers have published several introductory textbooks or research monographs. In those books, however, the integrated approaches to Physical Geography were not suggested and the relationship between man and nature are dealt with in the elementary level. Second, the authentic soil studies of Physical Geographers are insignificant, because the studies of soil in Physical Geography have been mostly considered as the subsidiary means of Geomorphology Summarizing the studies of Soil Gegraphy by physical geographers and other Pedologists, the subjects are classified as soil-forming processes, soil erosions, soil in the tidal flat and reclaimed land, and soil pollution. Physical Geographers have focused upon the soil-forming processes in order to elucidate the geomorphic processes and the past climatic environment. The results of other subjects are trifling. Thirdy Byogeygrayhers and the results of studies are extremely of small number and the studies of Biogeography in Korea lines in the starting point. But, Biogeography could be a more unifying theme for the Physical-human Geography interface, and it would be expected to play an active part in the field of environmental conservation and resource management. Forth, the studies of Hydrogeography (Geographical Hydrology) in Korea have run through the studies of water balance and the morphometric studies such as the drainage network analysis and the relations of various kinds of morphometric elements in river. Recently, the hydrological model have introduced and developed to predict the flow of sediment, discharge, and ground water. The growth of groundwater studies is worthy of close attention. Finally, the studies on environmental problems was no mole than the general description about environmental destruction, resource development, environmental conservation, etc. until 1970s. The ecological perspectives on the relationship between man and nature were suggested in some studies of natural hazard. The new environmentalism having been introduced since 1980s. Human geographers have lead the studies of Environmental Perception. Environmental Ethics, Environmental Sociology, environmental policy. The Physical geographers have stay out of phase with the climate of the time and concentrate upon the publication of introductory textbooks. Recently, several studies on the human interference and modification of natural environments have been made an attempt in the fields of Geomorphology and climatology. Summarizing the studies of Physical Geography for 50 years in Korea, the integrated approaches inherent in Physical Geography disappeared little by little and the majol sub-divisions of Physical Ceography have develop in connection with the nearby earth sciences such as Geology, Meteorology, Pedology, Biology, Hydrology, etc been rediscovered by non-geographers under the guise of environmental science. It is expected that Physical Geography would revive as the dominant subject to cope with environmental problems, rearming with the innate integrated approaches.

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