• Title/Summary/Keyword: Optimal frequency

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A Study on the Optimal Trading Frequency Pattern and Forecasting Timing in Real Time Stock Trading Using Deep Learning: Focused on KOSDAQ (딥러닝을 활용한 실시간 주식거래에서의 매매 빈도 패턴과 예측 시점에 관한 연구: KOSDAQ 시장을 중심으로)

  • Song, Hyun-Jung;Lee, Suk-Jun
    • The Journal of Information Systems
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    • v.27 no.3
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    • pp.123-140
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    • 2018
  • Purpose The purpose of this study is to explore the optimal trading frequency which is useful for stock price prediction by using deep learning for charting image data. We also want to identify the appropriate time for accurate forecasting of stock price when performing pattern analysis. Design/methodology/approach In order to find the optimal trading frequency patterns and forecast timings, this study is performed as follows. First, stock price data is collected using OpenAPI provided by Daishin Securities, and candle chart images are created by data frequency and forecasting time. Second, the patterns are generated by the charting images and the learning is performed using the CNN. Finally, we find the optimal trading frequency patterns and forecasting timings. Findings According to the experiment results, this study confirmed that when the 10 minute frequency data is judged to be a decline pattern at previous 1 tick, the accuracy of predicting the market frequency pattern at which the market decreasing is 76%, which is determined by the optimal frequency pattern. In addition, we confirmed that forecasting of the sales frequency pattern at previous 1 tick shows higher accuracy than previous 2 tick and 3 tick.

Selection of Optimal Supporting Position to Maximize Natural Frequency of the Structure Using Frequency Response Function (주파수 응답함수를 이용한 구조물 고유진동수 극대화를 위한 최적 지지점 선정)

  • 박용화;정완섭;박윤식
    • Journal of KSNVE
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    • v.10 no.4
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    • pp.648-654
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    • 2000
  • A procedure to determine the realizable optimal positions of rigid supports is suggested to get a maximum fundamental natural frequency. a measured frequency response function based substructure-coupling technique is used to model the supported structure. The optimization procedure carries out the eigenvalue sensitivity analysis with respect to the stiffness of supports. As a result of such stiffness optimization, the optimal rigid-support positions are shown to be determined by choosing the position of the largest stiffness. The optimally determined support conditions are verified to satisfy the eigenvalue limit theorem. To demonstrate the effectiveness of the proposed method, the optimal support positions of a plate model are investigated. Experimental results indicate that the proposed method can effectively find out the optimal support conditions of the structure just based on the measured frequency response functions without any use of numerical model of the structure.

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A Study on the Optimal Frequency for Precise Measurement of Fracture Velocity by Ultrasonic Fractography (초음파 Fractography에 의한 파괴속도의 첨밀측정을 위한 최적주파수 선정에 관한 연구)

  • Lee, B.S.;Han, E.K.;Song, C.S.
    • Journal of the Korean Society for Precision Engineering
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    • v.10 no.2
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    • pp.154-160
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    • 1993
  • A mothod to decide the optimal frequency for the fracture velocity measurement by ultrasonic fractography is presented. A theoretical formula to decide the optimal frequency for ultrasonic fractography testing is made and it is compared with experimental value. According to the formula the optimal frequency is shown to be depending on the attenuation coefficient and size(width) of the specimen. In the case of PMA specimen with ligament 43mm the theoretical value for the optimal frequency is about 260 KHz and it is good agreement with experimental value.

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Seismic waveform tomography in the frequency-space domain: selection of the optimal temporal frequency for inversion

  • Yokota Toshiyuki;Matsushima Jun
    • Geophysics and Geophysical Exploration
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    • v.7 no.1
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    • pp.19-24
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    • 2004
  • Frequency-space domain full-wave tomography is a promising technique for delineating detailed subsurface structure with high resolution. However, this method requires criteria for the selection of a set of optimal temporal frequency components, to achieve stability in the sequence of inversion processes together with computational efficiency. We propose a method of selecting optimal temporal frequencies, based on wavenumber continuity. The proposed method is tested numerically and is shown to be able to select an optimal set of frequency components that are sufficient to image the anomalies.

Optimal Gator-filter Design for Multiple Texture Image Segmentation (다중 텍스쳐 영상 분할을 위한 최적 가버필터의 설계)

  • Lee, U-Beom;Kim, Uk-Hyeon
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.39 no.3
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    • pp.11-22
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    • 2002
  • The design of optimal filter yielding optimal texture feature separation is a most effective technique in many torture analyzing areas, such as perception of surface, object, shape and depth. But, most optimal filter design approaches are restricted to the issue of computational complexity and supervised problems. In this paper, Our proposed method yields new insight into the design of optimal Gabor filters for segmenting multiple texture images. The optimal frequency of Gator filter is turned to the optimal frequency of the distinct texture in frequency domain. In order to show the performance of the designed filters, we have attempted to build a various texture images. Our experimental results show that the performance of the system is very successful.

Optimal design of laminated composite plates to maximise fundamental frequency using MFD method

  • Topal, Umut;Uzman, Umit
    • Structural Engineering and Mechanics
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    • v.24 no.4
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    • pp.479-491
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    • 2006
  • This paper deals with optimal fibre orientations of symmetrically laminated fibre reinforced composite structures for maximising the fundamental frequency of small-amplitude. A set of fiber orientation angles in the layers are considered as design variable. The Modified Feasible Direction method is used in order to obtain the optimal designs. The effects of number of layers, boundary conditions, laminate thicknesses, aspect ratios and in-plane loads on the optimal designs are studied.

Optimal design for face milling cutter by simulation

  • Kim, J.H.;Lee, B.C.;Kim, H.S.
    • Journal of the Korean Society for Precision Engineering
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    • v.10 no.2
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    • pp.76-85
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    • 1993
  • Based on the cutting force model, three-dimensional optimal design model was developed and optimal designed tool which is minimized cutting force is developed by computer simulation technique. In this model the objective function which is minimized resultant cutting force was used and the variables are radial rake angle, axial rake angle, lead angle of the tool. The cutting forces using conventional and optimal tools by simulation, are compared and analyzed in time and frequency domains. In time domain the cutting force of optimal tool in feed direction was more reduced and less fluctuated than that of conventional tool. Cutting forces of optimal tool in X-and Z-directions are shown a little increased than those of conventional tool. In frequency domain amplitude of insert frequency components of optimal tool in feed direction was more reduced than that of convent- ional tool. The amplitudes of insert frequency components of optimal tool in X-and Z-direction are a little increased than those of conventional tool. As the reduction of amplitude and fluctuations of the cutting force, Optimal tool is considered that tool life and surface roughness would be improved, and stable cutting would be expected.

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Stochastic Optimal Control and Network Co-Design for Networked Control Systems

  • Ji, Kun;Kim, Won-Jong
    • International Journal of Control, Automation, and Systems
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    • v.5 no.5
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    • pp.515-525
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    • 2007
  • In this paper, we develop a co-design methodology of stochastic optimal controllers and network parameters that optimizes the overall quality of control (QoC) in networked control systems (NCSs). A new dynamic model for NCSs is provided. The relationship between the system stability and performance and the sampling frequency is investigated, and the analysis of co-design of control and network parameters is presented to determine the working range of the sampling frequency in an NCS. This optimal sampling frequency range is derived based on the system dynamics and the network characteristics such as data rate, time-delay upper bound, data-packet size, and device processing time. With the optimal sampling frequency, stochastic optimal controllers are designed to improve the overall QoC in an NCS. This co-design methodology is a useful rule of thumb to choose the network and control parameters for NCS implementation. The feasibility and effectiveness of this co-design methodology is verified experimentally by our NCS test bed, a ball magnetic-levitation (maglev) system.

JND-based Mobile Phone Optimal Vibration Frequency (JND를 이용한 휴대폰의 최적 진동 주파수 설계)

  • Lee, Bongwang;Park, Hyunho;Myung, Rohae
    • Journal of Korean Institute of Industrial Engineers
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    • v.30 no.1
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    • pp.27-35
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    • 2004
  • A study was conducted to investigate an optimal vibration frequency for mobile phones with just noticeable difference(JND). The just noticeable difference, Weber's law, is the minimum amount by which stimulus intensity must be changed in order to produce a noticeable variation in sensory experience. In order to find the optimal vibration frequency, sixteen frequencies ranged from 24Hz to 603Hz were selected. Subjects then wereasked to differentiate a pair of vibration frequencies. For the analysis, the psychometric function to determine the optimal vibration frequency and the logistic regression to validate the determined frequency were used. The results show that the 2nd order polynomial equations were best fitted for the JND psychometric function and the optimal mobile phone vibrations were determined at 140Hz, 151 Hz, and 160Hz. With the ogive-shaped psychometric function developed by the logistic regression, the results of this study was validated that the determined vibration frequencies (140Hz, 151 Hz, and 160Hz) were optimal mobile phone vibration frequencies.

A Study on Optimal Multi-dynamic Absorber of Damped Linear Vibration System under the Harmonic Motion of the Base (기반의 조화운동을 받는 감쇠선형진동계의 최적 복합동흡진기에 관한 연구)

  • 안찬우;김동영;홍도관
    • Journal of KSNVE
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    • v.10 no.2
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    • pp.325-330
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    • 2000
  • A dynamic absorber is used to protect the primary vibration system under the steady-state harmonic disturbance. In a number of cases it appears expedient to install several absorbers of smaller masses instead of one. This may be due to the need of distribute the absorber's response along the construction, restrictions on the absorber's installation. So, we studied characteristics of the primary vibration system for the optimal natural frequency ratio and the optimal damping ratio of serial multi-dynamic absorber. Also we obtained the optimum values of the serial multi-dynamic absorber parameters using computer simulation for the damped primary vibration system. In designing multi-dynamic absorber, we presented for the optimal natural frequency and the optimal damping ratio of multi-dynamic absorbers.

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