• Journal of Digital Convergence
• /
• v.10 no.9
• /
• pp.357-362
• /
• 2012

We have compared and predicted for non-linear time series data which are real data having different variences using GRCA(1) model and neural network method. In particular, using Korea Composite Stock Price Index rate, mean square errors of prediction are obtained in genaralized random coefficient autoregressive model and neural network method. Neural network method prove to be better in short-term forecasting, however GRCA(1) model perform well in long-term forecasting.

• Journal of the Korean Society for Aviation and Aeronautics
• /
• v.20 no.4
• /
• pp.7-13
• /
• 2012

This paper is to estimate aerodynamic coefficients needed to determine the missiles' controller design and stability from simulation data of Skid-to-Turn missile. Method of determining aerodynamic coefficients is to apply Neural Network and Recursive Least Square and results were compared and researched. Also analysing actual flight test data was considered and sensor noise was added. Estimate parameter of data with sensor noise added and estimated performance and reliability for both methods that did not need initial values. Both Neural Network and Recursive Least Square methods showed excellent estimate results without adding the noise and with noise added Neural Network method showed better estimate results.

• Proceedings of the KIEE Conference
• /
• 2003.11b
• /
• pp.263-266
• /
• 2003

In this paper, we have proposed a realization method of tactile sense of virtual objects using multi-layer Neural Networks(NN). Inputs of the NN are position data of non-rigid objects and outputs of the NN are forces at that time and point. First, the position and forte data are measured from non-rigid objects (a sponge and a balloon) using two PHANToMS, one as a master and the other as a slave manipulator, then the data are used to train a multi-layer Neural Networks whose inputs and outputs are designed to represent tactile information. The trained Neural Networks is used to regenerate the tactile sense on the virtual objects graphically made by a computer, and one can feel a quite similar sense of touch by using the system while touching the virtual objects.

• Communications for Statistical Applications and Methods
• /
• v.8 no.2
• /
• pp.543-556
• /
• 2001

This study suggests integrated neural network modes for he stock price index forecasting using change-point detection. The basic concept of this proposed model is to obtain significant intervals occurred by change points, identify them as change-point groups, and reflect them in stock price index forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in stock price index dataset. The second phase is to forecast change-point group with various data mining classifiers. The final phase is to forecast the stock price index with backpropagation neural networks. The proposed model is applied to the stock price index forecasting. This study then examines the predictability of integrated neural network models and compares the performance of data mining classifiers.

• Journal of the Korea Society for Simulation
• /
• v.5 no.1
• /
• pp.1-12
• /
• 1996

We propose a new approach to classifying a time series data into one of the autoregressive moving-average (ARMA) models. It is bases on two pattern recognition concepts for solving time series identification. The one is an extended sample autocorrelation function (ESACF). The other is a neural network-driven decision tree classifier(NNDTC) in which two pattern recognition techniques are tightly coupled : neural network and decision tree classfier. NNDTc consists of a set of nodes at which neural network-driven decision making is made whether the connecting subtrees should be pruned or not. Therefore, time series identification problem can be stated as solving a set of local decisions at nodes. The decision values of the nodes are provided by neural network functions attached to the corresponding nodes. Experimental results with a set of test data and real time series data show that the proposed approach can efficiently identify the time seires patterns with high precision compared to the previous approaches.

• International Journal of Fuzzy Logic and Intelligent Systems
• /
• v.4 no.2
• /
• pp.211-216
• /
• 2004

Fuzzy neural networks have been successfully applied to analyze/generate predictive rules for medical or diagnostic data. However, most approaches proposed so far have not considered the weights for the membership functions much. This paper presents a neural network with weighted fuzzy membership functions. In our approach, the membership functions can capture the concentrated and essential information that affects the classification of the input patterns. To verify the performance of the proposed model, well-known Iris data set is performed. According to the results, the weighted membership functions enhance the prediction accuracy. The architecture of the proposed neural network with weighted fuzzy membership functions and the details of experimental results for the data set is discussed in this paper.

• The Transactions of the Korean Institute of Electrical Engineers D
• /
• v.53 no.5
• /
• pp.353-360
• /
• 2004

This paper considers reinforcement learning control with the self-organizing map. Reinforcement learning uses the observable states of objective system and signals from interaction of the system and environment as input data. For fast learning in neural network training, it is necessary to reduce learning data. In this paper, we use the self-organizing map to partition the observable states. Partitioning states reduces the number of learning data which is used for training neural networks. And neural dynamic programming design method is used for the controller. For evaluating the designed reinforcement learning controller, an inverted pendulum on the cart system is simulated. The designed controller is composed of serial connection of self-organizing map and two Multi-layer Feed-Forward Neural Networks.

• Communications for Statistical Applications and Methods
• /
• v.31 no.1
• /
• pp.105-127
• /
• 2024

We propose recurrent neural network (RNN) methods for forecasting realized volatility (RV). The data are RVs of ten major stock price indices, four from the US, and six from the EU. Forecasts are made for relative ratio of adjacent RVs instead of the RV itself in order to avoid the out-of-scale issue. Forecasts of RV ratios distribution are first constructed from which those of RVs are computed which are shown to be better than forecasts constructed directly from RV. The apparent asymmetry of RV ratio is addressed by the Piecewise Min-max (PM) normalization. The serial dependence of the ratio data renders us to consider two architectures, long short-term memory (LSTM) and gated recurrent unit (GRU). The hyperparameters of LSTM and GRU are tuned by the nested cross validation. The RNN forecast with the PM normalization and ratio transformation is shown to outperform other forecasts by other RNN models and by benchmarking models of the AR model, the support vector machine (SVM), the deep neural network (DNN), and the convolutional neural network (CNN).

• Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
• /
• v.29 no.4
• /
• pp.429-438
• /
• 2011

LiDAR technology is a combination of laser ranging, satellite positioning technology and digital image technology for study and determination with high accuracy of the true earth surface features in 3 D. Laser scanning data is typically a points cloud on the ground, including coordinates, altitude and intensity of laser from the object on the ground to the sensor (Wehr & Lohr, 1999). Data from laser scanning can produce products such as digital elevation model (DEM), digital surface model (DSM) and the intensity data. In Vietnam, the LiDAR technology has been applied since 2005. However, the application of LiDAR in Vietnam is mostly for topological mapping and DEM establishment using point cloud 3D coordinate. In this study, another application of LiDAR data are present. The study use the intensity image combine with some other data sets (elevation data, Panchromatic image, RGB image) in Bacgiang City to perform land cover classification using neural network method. The results show that it is possible to obtain land cover classes from LiDAR data. However, the highest accurate classification can be obtained using LiDAR data with other data set and the neural network classification is more appropriate approach to conventional method such as maximum likelyhood classification.

• Journal of Korea Multimedia Society
• /
• v.23 no.6
• /
• pp.747-755
• /
• 2020

In this paper, we deal with outlier data problems that occur when constructing a PM_2.5 fine dust forecasting system using a neural network. In general, when learning a neural network, some of the data are not helpful for learning, but rather disturbing. Those are called outlier data. When they are included in the training data, various problems such as overfitting occur. In building a PM_2.5 fine dust concentration forecasting system using neural network, we have found several outlier data in the training data. We, therefore, remove them, and then make learning 3 ways. Over_outlier model removes outlier data that target concentration is low, but the model forecast is high. Under_outlier model removes outliers data that target concentration is high, but the model forecast is low. All_outlier model removes both Over_outlier and Under_outlier data. We compare 3 models with a conventional outlier removal model and non-removal model. Our outlier removal model shows better performance than the others.