• 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.

• Korean Journal of Remote Sensing
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• v.39 no.6_2
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• pp.1605-1613
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• 2023

The physical properties of the ocean interior are determined by temperature and salinity. To observe them, we rely on satellite observations for broad regions of oceans. However, the satellite for salinity measurement, Soil Moisture Active Passive (SMAP), has low temporal and spatial resolutions; thus, more is needed to resolve the fast-changing coastal environment. To overcome these limitations, the algorithm to use the Geostationary Ocean Color Imager-II (GOCI-II) of the Geo-Kompsat-2B (GK-2B) was developed as the inputs for a Multi-layer Perceptron Neural Network (MPNN). The result shows that coefficient of determination (R²), root mean square error (RMSE), and relative root mean square error (RRMSE) between GOCI-II based sea surface salinity (SSS) (GOCI-II SSS) and SMAP was 0.94, 0.58 psu, and 1.87%, respectively. Furthermore, the spatial variation of GOCI-II SSS was also very uniform, with over 0.8 of R² and less than 1 psu of RMSE. In addition, GOCI-II SSS was also compared with SSS of Ieodo Ocean Research Station (I-ORS), suggesting that the result was slightly low, which was further analyzed for the following reasons. We further illustrated the valuable information of high spatial and temporal variation of GOCI-II SSS to analyze SSS variation by the 11th typhoon, Hinnamnor, in 2022. We used the mean and standard deviation (STD) of one day of GOCI-II SSS, revealing the high spatial and temporal changes. Thus, this study will shed light on the research for monitoring the highly changing marine environment.

• Korean Journal of Cognitive Science
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• v.23 no.2
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• pp.133-164
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• 2012

Paul Churchland(1989) suggests the theory of representation from the results of cognitive biology and connectionist AI studies. According to the theory, our representations of the diverse phenomena in the world can be represented as the positions of phase state spaces with the actions of the neurons or of the assembly of neurons. He insists connectionist AI neural networks can have the semantical category systems to recognize the world. But Fodor and Lepore(1996) don't look the perspective bright. From their points of view, the Churchland's theory of representation stands on the base of Quine's holism, and the network semantics cannot explain how the criteria of semantical content similarity could be possible, and so cannot the theory. This thesis aims to excavate which one is the better between the perspective of the theory and the one of Fodor and Lepore's. From my understandings of state space theory of representation, artificial nets can coordinates the criteria of contents similarity by the learning algorithm. On the basis of these, I can see that Fodor and Lepore's points cannot penetrate the Churchlands' theory. From the view point of the theory, we can see how the future's artificial systems can have the conceptual systems recognizing the world. Therefore we can have the perspectives what cognitive scientists have to focus on.

• Journal of the Korea Society of Computer and Information
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• v.17 no.1
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• pp.211-218
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• 2012

Fossil fuel is used all over the world and it produces greenhouse gases due to fossil fuel use. Therefore, it cause global warming and is serious environmental pollution. In order to decrease the environmental pollution, we should use renewable energy which is clean energy. Among several renewable energy, wind energy is the most promising one. Wind power generation is does not produce environmental pollution and could not be exhausted. However, due to wind power generation has irregular power output, it is important to predict generated electrical energy accurately for smoothing wind energy supply. There, we consider use ramp characteristic to forecast accurate wind power output. The ramp increase and decrease rapidly wind power generation during in a short time. Therefore, it can cause problem of unbalanced power supply and demand and get damaged wind turbine. In this paper, we make prediction models using power ramp rate as well as wind speed and wind direction to increase prediction accuracy. Prediction model construction algorithm used multilayer neural network. We built four prediction models with PRR, wind speed, and wind direction and then evaluated performance of prediction models. The predicted values, which is prediction model with all of attribute, is nearly to the observed values. Therefore, if we use PRR attribute, we can increase prediction accuracy of wind power generation.

• Journal of Korean Society of Transportation
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• v.20 no.4
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• pp.51-61
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• 2002

In this dissertation, We demonstrated the Travel Time forecasting model in the freeway of multi-section with regard of drives' attitude. Recently, the forecasted travel time that is furnished based on expected travel time data and advanced experiment isn't being able to reflect the time-lag phenomenon specially in case of long distance trip, so drivers don't believe any more forecasted travel time. And that's why the effects of ATIS(Advanced Traveler Information System) are reduced. Therefore, in this dissertation to forecast the travel time of the freeway of multi-section reflecting the time-lag phenomenon & the delay of tollgate, we used traffic volume data & TCS data that are collected by Korea Highway Cooperation. Also keep the data of mixed unusual to applicate real system. The applied model for forecasting is consisted of feed-forward structure which has three input units & two output units and the back-propagation is utilized as studying method. Furthermore, the optimal alternative was chosen through the twelve alternative ideas which is composed of the unit number of hidden-layer & repeating number which affect studying speed & forecasting capability. In order to compare the forecasting capability of developed ANN model. the algorithm which are currently used as an information source for freeway travel time. During the comparison with reference model, MSE, MARE, MAE & T-test were executed, as the result, the model which utilized the artificial neural network performed more superior forecasting capability among the comparison index. Moreover, the calculated through the particularity of data structure which was used in this experiment.

• Journal of the Institute of Electronics Engineers of Korea SC
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• v.46 no.3
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• pp.52-58
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• 2009

If a moving target has a linear characteristics, the Kalman filter can estimate relatively accurate the location of a target, but this performance depends on how the dynamic status characteristics of the target is accurately modeled. In many practical problems of tracking a maneuvering target, a simple kinematic model can fairly accurately describe the target dynamics for a wide class of maneuvers. However, since the target can exhibit a wide range of dynamic characteristics, no fixed SKF(Simple Kalman filter) can be matched to estimate, to the required accuracy, the states of the target for every specific maneuver. In this paper, a new AKF(Active Kalman filter) is proposed to solve this problem The process noise covariance level of the Kalman filter is adjusted at each time step according to the study result which uses the neural network algorithm. It is demonstrated by means of a computer simulation that the tracking capability of the proposed AKF(Active Kalman filter) is better than that of the SKF(Simple Kalman Filter).

• Journal of IKEEE
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• v.22 no.3
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• pp.829-835
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• 2018

Recently, studies have been actively conducted to reduce spare power that is unnecessarily generated or wasted in existing power systems and to improve energy use efficiency. In this study, smart meter, which is one of the element technologies of smart grid, is implemented to improve the efficiency of energy use by controlling power of electric devices, and predicting trends of energy usage based on deep learning. We propose and develop an algorithm that controls the power of the electric devices by comparing the predicted power consumption with the real-time power consumption. To verify the performance of the proposed smart meter based on the deep running, we constructed the actual power consumption environment and obtained the power usage data in real time, and predicted the power consumption based on the deep learning model. We confirmed that the unnecessary power consumption can be reduced and the energy use efficiency increases through the proposed deep learning-based smart meter.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.4
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• pp.825-832
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• 2014

Previous works for detecting arrhythmia have mostly used nonlinear method such as artificial neural network, fuzzy theory, support vector machine to increase classification accuracy. Most methods require accurate detection of P-QRS-T point, higher computational cost and larger processing time. Even if some methods have the advantage in low complexity, but they generally suffer form low sensitivity. Also, it is difficult to detect PVC accurately because of the various QRS pattern by person's individual difference. Therefore it is necessary to design an efficient algorithm that classifies PVC based on QRS pattern in realtime and decreases computational cost by extracting minimal feature. In this paper, we propose PVC classification based on QRS pattern using QS interval and R wave amplitude. For this purpose, we detected R wave, RR interval, QRS pattern from noise-free ECG signal through the preprocessing method. Also, we classified PVC in realtime through QS interval and R wave amplitude. The performance of R wave detection, PVC classification is evaluated by using 9 record of MIT-BIH arrhythmia database that included over 30 PVC. The achieved scores indicate the average of 99.02% in R wave detection and the rate of 93.72% in PVC classification.

• Resources Recycling
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• v.26 no.6
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• pp.73-83
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• 2017

Used small household appliances have a wide variety of product types and component materials, and contain high percentage of black plastics. However, they are not being recycled efficiently as conventional sensors such as near-infrared ray (NIR), etc. are not able to detect black plastic by types. In the present study, an automatic sorting system was developed based on laser-induced breakdown spectroscopy (LIBS) to promote the recycling of waste plastics. The system we developed mainly consists of sample feeder, automatic position recognition system, LIBS device, separator and control unit. By applying laser pulse on the target sample, characteristic spectral data can be obtained and analyzed by using CCD detectors. The obtained data was then treated by using a classifier, which was developed based on artificial intelligent algorithm. The separation tests on waste plastics also were carried out by using a lab-scale automatic sorting system and the test results will be discussed. The classification rate of the radial basis neural network (RBFNNs) classifier developed in this study was about > 97%. The recognition rate of the black plastic by types with the automatic sorting system was more than 94.0% and the sorting efficiency was more than 80.0%. Automatic sorting system based on LIBS technology is in its infant stage and it has a high potential for utilization in and outside Korea due to its excellent economic efficiency.

• Phonetics and Speech Sciences
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• v.12 no.2
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• pp.29-37
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• 2020

Recently, the neural network-based deep learning algorithm has dramatically improved performance compared to the classical Gaussian mixture model based hidden Markov model (GMM-HMM) automatic speech recognition (ASR) system. In addition, researches on end-to-end (E2E) speech recognition systems integrating language modeling and decoding processes have been actively conducted to better utilize the advantages of deep learning techniques. In general, E2E ASR systems consist of multiple layers of encoder-decoder structure with attention. Therefore, E2E ASR systems require data with a large amount of speech-text paired data in order to achieve good performance. Obtaining speech-text paired data requires a lot of human labor and time, and is a high barrier to building E2E ASR system. Therefore, there are previous studies that improve the performance of E2E ASR system using relatively small amount of speech-text paired data, but most studies have been conducted by using only speech-only data or text-only data. In this study, we proposed a semi-supervised training method that enables E2E ASR system to perform well in corpus in different domains by using both speech or text only data. The proposed method works effectively by adapting to different domains, showing good performance in the target domain and not degrading much in the source domain.