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

• JSTS:Journal of Semiconductor Technology and Science
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• v.10 no.1
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• pp.28-36
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• 2010

Hardware implementation methods for Artificial Neural Network (ANN) have been researched for a long time to achieve high performance. We have proposed a Network on Chip (NoC) for ANN, and this architecture can reduce communication load and increase performance when an implemented ANN is small. In this paper, a multiple NoC models are proposed for ANN, which can implement both a small size ANN and a large size one. The simulation result shows that the proposed multiple NoC models can reduce communication load, increase system performance of connection-per-second (CPS), and reduce system running time compared with the existing hardware ANN. Furthermore, this architecture is reconfigurable and reparable. It can be used to implement different applications of ANN.

• Journal of The Korean Society of Agricultural Engineers
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• v.61 no.2
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• pp.63-74
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• 2019

The objective of this study was to evaluate the influence of rainfall observation network on daily dam inflow using artificial neural networks(ANNs). Chungju Dam and Soyangriver Dam were selected for the study watershed. Rainfall and dam inflow data were collected as input data for construction of ANNs models. Five ANNs models, represented by Model 1 (In watershed, point rainfall), Model 2 (All in the Thiessen network, point rainfall), Model 3 (Out of watershed in the Thiessen network, point rainfall), Model 1-T (In watershed, area mean rainfall), Model 2-T (All in the Thiessen network, area mean rainfall), were adopted to evaluate the influence of rainfall observation network. As a result of the study, the models that used all station in the Thiessen network performed better than the models that used station only in the watershed or out of the watershed. The models that used point rainfall data performed better than the models that used area mean rainfall. Model 2 achieved the highest level of performance. The model performance for the ANNs model 2 in Chungju dam resulted in the $R^2$ value of 0.94, NSE of 0.94 $NSE_{ln}$ of 0.88 and PBIAS of -0.04 respectively. The model-2 predictions of Soyangriver Dam with the $R^2$ and NSE values greater than 0.94 were reasonably well agreed with the observations. The results of this study are expected to be used as a reference for rainfall data utilization in forecasting dam inflow using artificial neural networks.

• Advances in environmental research
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• v.4 no.4
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• pp.219-231
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• 2015

In recent years, raising air pollutants has become as a big concern, especially in metropolitan cities such as Tehran. Therefore, forecasting the level of pollutants plays a significant role in air quality management. One of the forecasting tools that can be used is an artificial neural network which is able to model the complicated process of air pollution. In this study, we applied two different methods of artificial neural networks, the Multilayer Perceptron (MLP) and Radial Basis Function (RBF), to predict the hourly air concentrations of toluene in Tehran. Hourly temperature, wind speed, humidity and $NO_x$ were selected as inputs. Both methods had acceptable results; however, the RBF neural network produced better results. The coefficient of determination ($R^2$) between the observed and predicted data was 0.9642 and 0.99 for MLP and RBF neural networks, respectively. The results of the mean bias errors (MBE) were 0.00 and -0.014 for RBF and MLP, respectively which indicate the adequacy of the models. The index of agreement (IA) between the observed and predicted data was 0.999 and 0.994 in the RBF and the MLP, respectively which indicates the efficiency of the models. Finally, sensitivity analysis related to the MLP neural network determined that temperature was the most significant factor in air concentration of toluene in Tehran which may be due to the volatile nature of toluene.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.16 no.7
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• pp.2377-2389
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• 2022

At present people have higher and higher requirements for network video quality, but video quality will be impaired by various factors, so video quality assessment has become more and more important. This paper focuses on the video quality assessment method using different fuzzy neural networks. Firstly, the main factors that impair the video quality are introduced, such as unit time jamming times, average pause time, blur degree and block effect. Secondly, two fuzzy neural network models are used to build the objective assessment method. By adjusting the network structure to optimize the assessment model, the objective assessment value of video quality is obtained. Meanwhile the advantages and disadvantages of the two models are analysed. Lastly, the proposed method is compared with many recent related assessment methods. This paper will give the experimental results and the detail of assessment process.

• Journal of the Korean Institute of Telematics and Electronics B
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• v.32B no.12
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• pp.1663-1669
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• 1995

This paper is a study on the recognition of Korean proverb using neural network and Markov model. The neural network uses, at the stage of training neurons, features such as the rate of zero crossing, short-term energy and PLP-Cepstrum, covering a time of 300ms long. Markov models were generated by the recognized phoneme strings. The recognition of words and proverbs using Markov models have been carried out. Experimental results show that phoneme and word recognition rates are 81. 2%, 94.0% respectively for Korean proverb recognition experiments.

• Transactions of Materials Processing
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• v.27 no.1
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• pp.28-36
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• 2018

Electromagnetic forming is a type of high-speed forming process to deform a workpiece through a Lorentz force. As the high strain rate in an electromagnetic-forming simulation causes infeasibility in determining constitutive parameters, we employed inverse parameter estimation in the previous study. However, the inverse parameter estimation process required us to spend considerable time, which leads to an increase in computational cost. To overcome the computational obstacle, in this research, we applied two types of surrogate modeling methods and compared them to each other to evaluate which model is best for the electromagnetic-forming simulation. We exploited an artificial neural network and we reduced-order modeling methods. During the construction of a reduced-order model, we extracted orthogonal bases with proper orthogonal decomposition and predicted basis coefficients by utilizing an artificial neural network. After the construction of the surrogate models, we verified the artificial neural network and reduced-order models through training and testing samples. As a result, we determined the artificial neural network model is slightly more accurate than the reduced-order model. However, the construction of the artificial neural network model requires a considerably larger amount of time than that of the reduced-order model. Thus, a reduced order modeling method is more efficient than an artificial neural network for estimating the electromagnetic forming and for the rapid approximation of structural simulations which needs repetitive runs.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2001.01a
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• pp.133-141
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• 2001

Since the computing environment changes very rapidly, the estimation of software effort is very difficult because it is not easy to collect a sufficient number of relevant cases from the historical data. If we pinpoint the cases, the number of cases becomes too small. However is we adopt too many cases, the relevance declines. So in this paper we attempt to balance the number of cases and relevance. Since many researches on software effort estimation showed that the neural network models perform at least as well as the other approaches, so we selected the neural network model as the basic estimator. We propose a search method that finds the right level of relevant cases for the neural network model. For the selected case set. eliminating the qualitative input factors with the same values can reduce the scale of the neural network model. Since there exists a multitude of combinations of case sets, we need to search for the optimal reduced neural network model and corresponding case, set. To find the quasi-optimal model from the hierarchy of reduced neural network models, we adopted the beam search technique and devised the Case-Set Selection Algorithm. This algorithm can be adopted in the case-adaptive software effort estimation systems.

• Journal of KIISE
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• v.44 no.12
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• pp.1290-1295
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• 2017

Document classification, a task of classifying the category of each document based on text, is one of the fundamental areas for natural language processing. Document classification may be used in various fields such as topic classification and sentiment classification. Neural network models for document classification can be divided into two categories: word-level models and character-level models that treat words and characters as basic units respectively. In this study, we propose a neural network model that combines character-level and word-level models to improve performance of document classification. The proposed model extracts the feature vector of each word by combining information obtained from a word embedding matrix and information encoded by a character-level neural network. Based on feature vectors of words, the model classifies documents with a hierarchical structure wherein recurrent neural networks with attention mechanisms are used for both the word and the sentence levels. Experiments on real life datasets demonstrate effectiveness of our proposed model.

• Journal of Korea Water Resources Association
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• v.34 no.6
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• pp.701-711
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• 2001

Forecasting of water quality variation is not an easy process due to the complicated nature of various water quality factors and their interrelationships. The objective of this study is to test the applicability of neural network models to the forecasting of the water quality at Gongju station in Geum River. This is done by forecasting monthly water qualities such as DO, BOD, and TN, and comparing with those obtained by ARIMA model. The neural network models of this study use BP(Back Propagation) algorithm for training. In order to improve the performance of the training, the models are tested in three different styles ; MANN model which uses the Moment-Adaptive learning rate method, LMNN model which uses the Levenberg-Marquardt method, and MNN model which separates the hidden layers for judgement factors from the hidden layers for water quality data. the results show that the forecasted water qualities are reasonably close to the observed data. And the MNN model shows the best results among the three models tested