• Title/Summary/Keyword: Neural network model

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Industry Stock Returns Prediction Using Neural Networks (신경망을 이용한 산업주가수익율의 예측)

  • Kwon, Young-Sam;Han, In-Goo
    • Asia pacific journal of information systems
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    • v.9 no.3
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    • pp.93-110
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    • 1999
  • The previous studies regarding the stock returns have advocated that industry effects exist over entire industry. As the industry categories are more rigid, the demand for predicting the industry sectors is rapidly increasing. The advances in Artificial Intelligence and Neural Networks suggest the feasibility of a valuable computational model for stock returns prediction. We propose a sector-factor model for predicting the return on industry stock index using neural networks. As a substitute for the traditional models, neural network model may be more accurate and effective alternative when the dynamics between the underlying industry features are not well known or when the industry specific asset pricing equation cannot be solved analytically. To assess the potential value of neural network model, we simulate the resulting network and show that the proposed model can be used successfully for banks and general construction industry. For comparison, we estimate models using traditional statistical method of multiple regression. To illustrate the practical relevance of neural network model, we apply it to the predictions of two industry stock indexes from 1980 to 1995.

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Vehicle Dynamic Simulation Including an Artificial Neural Network Bushing Model

  • Sohn, Jeong-Hyun;Baek-Woon-Kyung
    • Journal of Mechanical Science and Technology
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    • v.19 no.spc1
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    • pp.255-264
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    • 2005
  • In this paper, a practical bushing model is proposed to improve the accuracy of the vehicle dynamic analysis. The results of the rubber bushing are used to develop an empirical bushing model with an artificial neural network. A back propagation algorithm is used to obtain the weighting factor of the neural network. Since the output for a dynamic system depends on the histories of inputs and outputs, Narendra algorithm of 'NARMAX' form is employed to consider these effects. A numerical example is carried out to verify the developed bushing model. Then, a full car dynamic model with artificial neural network bushings is simulated to show the feasibility of the proposed bushing model.

A neural network shelter model for small wind turbine siting near single obstacles

  • Brunskill, Andrew William;Lubitz, William David
    • Wind and Structures
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    • v.15 no.1
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    • pp.43-64
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    • 2012
  • Many potential small wind turbine locations are near obstacles such as buildings and shelterbelts, which can have a significant, detrimental effect on the local wind climate. A neural network-based model has been developed which predicts mean wind speed and turbulence intensity at points in an obstacle's region of influence, relative to unsheltered conditions. The neural network was trained using measurements collected in the wakes of 18 scale building models exposed to a simulated rural atmospheric boundary layer in a wind tunnel. The model obstacles covered a range of heights, widths, depths, and roof pitches typical of rural buildings. A field experiment was conducted using three unique full scale obstacles to validate model predictions and wind tunnel measurements. The accuracy of the neural network model varies with the quantity predicted and position in the obstacle wake. In general, predictions of mean velocity deficit in the far wake region are most accurate. The overall estimated mean uncertainties associated with model predictions of normalized mean wind speed and turbulence intensity are 4.9% and 12.8%, respectively.

Neural Networks Based Identification and Control of a Large Flexible Antenna

  • Sasaki, Minoru;Murase, Takuya;Ukita, Nobuharu
    • 제어로봇시스템학회:학술대회논문집
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    • 2004.08a
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    • pp.1711-1716
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    • 2004
  • This paper presents identification and control of a 10-m antenna via accelerometers and angle encoder data. Artificial Neural Networks can be used effectively for the identification and control of nonlinear dynamical system such as a large flexible antenna. Some identification results are shown and compared with the results of conventional prediction error method. And we use a neural network inverse model for control the large flexible antenna. In the neural network inverse model, a neural network is trained, using supervised learning, to develop an inverse model of the antenna. The network input is the process output, and the network output is the corresponding process input. The control results show the validation of the ANN approach for identification and control of the 10-m flexible antenna.

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Peak Impact Force of Ship Bridge Collision Based on Neural Network Model (신경망 모델을 이용한 선박-교각 최대 충돌력 추정 연구)

  • Wang, Jian;Noh, Jackyou
    • Journal of the Korean Society of Marine Environment & Safety
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    • v.28 no.1
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    • pp.175-183
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    • 2022
  • The collision between a ship and bridge across a waterway may result in extremely serious consequences that may endanger the safety of life and property. Therefore, factors affecting ship bridge collision must be investigated, and the impact force should be discussed based on various collision conditions. In this study, a finite element model of ship bridge collision is established, and the peak impact force of a ship bridge collision based on 50 operating conditions combined with three input parameters, i.e., ship loading condition, ship speed, and ship bridge collision angle, is calculated via numerical simulation. Using neural network models trained with the numerical simulation results, the prediction model of the peak impact force of ship bridge collision involving an extremely short calculation time on the order of milliseconds is established. The neural network models used in this study are the basic backpropagation neural network model and Elman neural network model, which can manage temporal information. The accuracy of the neural network models is verified using 10 test samples based on the operating conditions. Results of a verification test show that the Elman neural network model performs better than the backpropagation neural network model, with a mean relative error of 4.566% and relative errors of less than 5% in 8 among 10 test cases. The trained neural network can yield a reliable ship bridge collision force instantaneously only when the required parameters are specified and a nonlinear finite element solution process is not required. The proposed model can be used to predict whether a catastrophic collision will occur during ship navigation, and thus hence the safety of crew operating the ship.

Improvement of Initial Weight Dependency of the Neural Network Model for Determination of Preconsolidation Pressure from Piezocone Test Result (피에조콘을 이용한 선행압밀하중 결정 신경망 모델의 초기 연결강도 의존성 개선)

  • Park, Sol-Ji;Joo, No-Ah;Park, Hyun-Il;Kim, Young-Sang
    • Proceedings of the Korean Geotechical Society Conference
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    • 2009.03a
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    • pp.456-463
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    • 2009
  • The preconsolidation pressure has been commonly determined by oedometer test. However, it can also be determined by in-situ test, such as piezocone test with theoretical and(or) empirical correlations. Recently, Neural Network(NN) theory was applied and some models were proposed to estimate the preconsolidation pressure or OCR. However, since the optimization process of synaptic weights of NN model is dependent on the initial synaptic weights, NN models which are trained with different initial weights can't avoid the variability on prediction result for new database even though they have same structure and use same transfer function. In this study, Committee Neural Network(CNN) model is proposed to improve the initial weight dependency of multi-layered neural network model on the prediction of preconsolidation pressure of soft clay from piezocone test result. It was found that even though the NN model has the optimized structure for given training data set, it still has the initial weight dependency, while the proposed CNN model can improve the initial weight dependency of the NN model and provide a consistent and precise inference result than existing NN models.

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Forecasting performance and determinants of household expenditure on fruits and vegetables using an artificial neural network model

  • Kim, Kyoung Jin;Mun, Hong Sung;Chang, Jae Bong
    • Korean Journal of Agricultural Science
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    • v.47 no.4
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    • pp.769-782
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    • 2020
  • Interest in fruit and vegetables has increased due to changes in consumer consumption patterns, socioeconomic status, and family structure. This study determined the factors influencing the demand for fruit and vegetables (strawberries, paprika, tomatoes and cherry tomatoes) using a panel of Rural Development Administration household-level purchases from 2010 to 2018 and compared the ability to the prediction performance. An artificial neural network model was constructed, linking household characteristics with final food expenditure. Comparing the analysis results of the artificial neural network with the results of the panel model showed that the artificial neural network accurately predicted the pattern of the consumer panel data rather than the fixed effect model. In addition, the prediction for strawberries was found to be heavily affected by the number of families, retail places and income, while the prediction for paprika was largely affected by income, age and retail conditions. In the case of the prediction for tomatoes, they were greatly affected by age, income and place of purchase, and the prediction for cherry tomatoes was found to be affected by age, number of families and retail conditions. Therefore, a more accurate analysis of the consumer consumption pattern was possible through the artificial neural network model, which could be used as basic data for decision making.

A Connectionist Expert System for Fault Diagnosis of Power System (전력계통 사고구간 판정을 위한 Commectionist Expert System)

  • 김광호;박종근
    • The Transactions of the Korean Institute of Electrical Engineers
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    • v.41 no.4
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    • pp.331-338
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    • 1992
  • The application of Connectionist expert system using neural network to fault diagnosis of power system is presented and compared with rule-based expert system. Also, the merits of Connectionist model using neural network is presented. In this paper, the neural network for fault diagnosis is hierarchically composed by 3 neural network classes. The whole power system is divided into subsystems, the neural networks (Class II) which take charge of each subsystem and the neural network (Class III) which connects subsystems are composed. Every section of power system is classified into one of the typical sections which can be applied with same diagnosis rules, as line-section, bus-section, transformer-section. For each typical section, only one neural network (Class I) is composed. As the proposed model has hierarchical structure, the great reduction of learning structure is achieved. With parallel distributed processing, we show the possibility of on-line fault diagnosis.

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A Study on The Optimization Method of The Initial Weights in Single Layer Perceptron

  • Cho, Yong-Jun;Lee, Yong-Goo
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.331-337
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    • 2004
  • In the analysis of massive volume data, a neural network model is a useful tool. To implement the Neural network model, it is important to select initial value. Since the initial values are generally used as random value in the neural network, the convergent performance and the prediction rate of model are not stable. To overcome the drawback a possible method use samples randomly selected from the whole data set. That is, coefficients estimated by logistic regression based on the samples are the initial values.

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Design of a Deep Neural Network Model for Image Caption Generation (이미지 캡션 생성을 위한 심층 신경망 모델의 설계)

  • Kim, Dongha;Kim, Incheol
    • KIPS Transactions on Software and Data Engineering
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    • v.6 no.4
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    • pp.203-210
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    • 2017
  • In this paper, we propose an effective neural network model for image caption generation and model transfer. This model is a kind of multi-modal recurrent neural network models. It consists of five distinct layers: a convolution neural network layer for extracting visual information from images, an embedding layer for converting each word into a low dimensional feature, a recurrent neural network layer for learning caption sentence structure, and a multi-modal layer for combining visual and language information. In this model, the recurrent neural network layer is constructed by LSTM units, which are well known to be effective for learning and transferring sequence patterns. Moreover, this model has a unique structure in which the output of the convolution neural network layer is linked not only to the input of the initial state of the recurrent neural network layer but also to the input of the multimodal layer, in order to make use of visual information extracted from the image at each recurrent step for generating the corresponding textual caption. Through various comparative experiments using open data sets such as Flickr8k, Flickr30k, and MSCOCO, we demonstrated the proposed multimodal recurrent neural network model has high performance in terms of caption accuracy and model transfer effect.