• Journal of Intelligence and Information Systems
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• v.17 no.4
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• pp.241-254
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• 2011

Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

• Journal of Broadcast Engineering
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• v.16 no.2
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• pp.216-225
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• 2011

Following the proliferation of three-dimensional video contents and displays, many terrestrial broadcasting companies have been preparing for stereoscopic 3DTV service. In terrestrial stereoscopic broadcast, it is a difficult task to code and transmit two video sequences while sustaining as high quality as 2DTV broadcast due to the limited bandwidth defined by the existing digital TV standards such as ATSC. Thus, a terrestrial 3DTV broadcasting with a heterogeneous video codec system, where the left image and right images are based on MPEG-2 and H.264/AVC, respectively, is considered in order to achieve both high quality broadcasting service and compatibility for the existing 2DTV viewers. Without significant change in the current terrestrial broadcasting systems, we propose a joint rate control scheme for stereoscopic 3DTV service based on the heterogeneous dual codec systems. The proposed joint rate control scheme applies to the MPEG-2 encoder a quadratic rate-quantization model which is adopted in the H.264/AVC. Then the controller is designed for the sum of the left and right bitstreams to meet the bandwidth requirement of broadcasting standards while the sum of image distortions is minimized by adjusting quantization parameter obtained from the proposed optimization scheme. Besides, we consider a condition on maintaining quality difference between the left and right images around a desired level in the optimization in order to mitigate negative effects on human visual system. Experimental results demonstrate that the proposed bit rate control scheme outperforms the rate control method where each video coding standard uses its own bit rate control algorithm independently in terms of the increase in PSNR by 2.02%, the decrease in the average absolute quality difference by 77.6% and the reduction in the variance of the quality difference by 74.38%.

• Progress in Medical Physics
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• v.24 no.4
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• pp.271-277
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• 2013

In prostate IMRT planning, the planning target volume (PTV), extended from a clinical target volume (CTV), often contains an overlap air volume from the rectum, which poses a problem inoptimization and prescription. This study was aimed to establish a planning method for such a case. There can be three options in which volume should be considered the target during optimization process; PTV including the air volume of air density ('airOpt'), PTV including the air volume of density value one, mimicking the tissue material ('density1Opt'), and PTV excluding the air volume ('noAirOpt'). Using 10 MV photon beams, seven field IMRT plans for each target were created with the same parameter condition. For these three cases, DVHs for the PTV, bladder and the rectum were compared. Also, the dose coverage for the CTV and the shifted CTV were evaluated in which the shifted CTV was a copied and translated virtual CTV toward the rectum inside the PTV, thus occupying the initial position of the overlap air volume, simulating the worst condition for the dose coverage in the target. Among the three options, only density1Opt plan gave clinically acceptable result in terms of target coverage and maximum dose. The airOpt plan gave exceedingly higher dose and excessive dose coverage for the target volume whereas noAirOpt plan gave underdose for the shifted CTV. Therefore, for prostate IMRT plan, having an air region in the PTV, density modification of the included air to the value of one, is suggested, prior to optimization and prescription for the PTV. This idea can be equally applied to any cases including the head and neck cancer with the PTV having the overlapped air region. Further study is being under process.

• Journal of Korean Society of Forest Science
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• v.90 no.2
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• pp.197-209
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• 2001

TOPMODEL, semi-distributed hydrological model, is frequently applied to predict the amount of discharge, main flow pathways and water quality in a forested catchment, especially in a spatial dimension. TOPMODEL is a kind of conceptual model, not physical one. The main concept of TOPMODEL is constituted by the topographic index and soil transmissivity. Two components can be used for predicting the surface and subsurface contributing area. This study is conducted for the validation of applicability of TOPMODEL at small forested catchments in Korea. The experimental area is located at Gwangneung forest operated by Korea Forest Research Institute, Gyeonggi-do near Seoul metropolitan. Two study catchments in this area have been working since 1979 ; one is the natural mature deciduous forest(22.0 ha) about 80 years old and the other is the planted young coniferous forest(13.6 ha) about 22 years old. The data collected during the two events in July 1995 and June 2000 at the mature deciduous forest and the three events in July 1995 and 1999, August 2000 at the young coniferous forest were used as the observed data set, respectively. The topographic index was calculated using $10m{\times}10m$ resolution raster digital elevation map(DEM). The distribution of the topographic index ranged from 2.6 to 11.1 at the deciduous and 2.7 to 16.0 at the coniferous catchment. The result of the optimization using the forecasting efficiency as the objective function showed that the model parameter, m and the mean catchment value of surface saturated transmissivity, $lnT_0$ had a high sensitivity. The values of the optimized parameters for m and InT_0 were 0.034 and 0.038; 8.672 and 9.475 at the deciduous and 0.031, 0.032 and 0.033; 5.969, 7.129 and 7.575 at the coniferous catchment, respectively. The forecasting efficiencies resulted from the simulation using the optimized parameter were comparatively high ; 0.958 and 0.909 at the deciduous and 0.825, 0.922 and 0.961 at the coniferous catchment. The observed and simulated hyeto-hydrograph shoed that the time of lag to peak coincided well. Though the total runoff and peakflow of some events showed a discrepancy between the observed and simulated output, TOPMODEL could overall predict a hydrologic output at the estimation error less than 10 %. Therefore, TOPMODEL is useful tool for the prediction of runoff at an ungaged forested catchment in Korea.

• Journal of Korean Society of Coastal and Ocean Engineers
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• v.31 no.6
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• pp.434-449
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• 2019

In this study, we develop a new cross-shore sediment module which takes the effect of infra-gravity waves of bound mode, and boundary layer streaming on the sediment transport into account besides the well-known asymmetry and under-tow. In doing so, the effect of individual random waves occurring during the unit observation period of 1 hr on sediment transport is also fully taken into account. To demonstrate how the individual random waves would affect the sediment transport, we numerically simulate the non-linear shoaling process of random wavers over the beach of uniform slope. Numerical results show that with the consistent frequency Boussinesq Eq. the application of which is lately extended to surf zone, we could simulate the saw-tooth profile observed without exception over the surf zone, infra-gravity waves of bound mode, and boundary-layer streaming accurately enough. It is also shown that when yearly highest random waves are modeled by the equivalent nonlinear uniform waves, the maximum cross-shore transport rate well exceeds the one where the randomness is fully taken into account as much as three times. Besides, in order to optimize the free parameter K involved in the long-shore sediment module, we carry out the numerical simulation to trace the yearly shoreline change of Mang-Bang beach from 2017.4.26 to 2018.4.20 as well, and proceeds to optimize the K by comparing the traced shoreline change with the measured one. Numerical results show that the optimized K for Mang-Bang beach would be 0.17. With K = 0.17, via yearly grand circulation process comprising severe erosion by consecutively occurring yearly highest waves at the end of October, and gradual recovery over the winter and spring by swell, the advance of shore-line at the northern and southern ends of Mang-Bang beach by 18 m, and the retreat of shore-line by 2.4 m at the middle of Mang-Bang beach can be successfully duplicated in the numerical simulation.

• Information Systems Review
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• v.16 no.3
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• pp.161-177
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• 2014

Corporate credit rating assessment consists of complicated processes in which various factors describing a company are taken into consideration. Such assessment is known to be very expensive since domain experts should be employed to assess the ratings. As a result, the data-driven corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has received considerable attention from researchers and practitioners. In particular, statistical methods such as multiple discriminant analysis (MDA) and multinomial logistic regression analysis (MLOGIT), and AI methods including case-based reasoning (CBR), artificial neural network (ANN), and multiclass support vector machine (MSVM) have been applied to corporate credit rating.2) Among them, MSVM has recently become popular because of its robustness and high prediction accuracy. In this study, we propose a novel optimized MSVM model, and appy it to corporate credit rating prediction in order to enhance the accuracy. Our model, named 'GAMSVM (Genetic Algorithm-optimized Multiclass Support Vector Machine),' is designed to simultaneously optimize the kernel parameters and the feature subset selection. Prior studies like Lorena and de Carvalho (2008), and Chatterjee (2013) show that proper kernel parameters may improve the performance of MSVMs. Also, the results from the studies such as Shieh and Yang (2008) and Chatterjee (2013) imply that appropriate feature selection may lead to higher prediction accuracy. Based on these prior studies, we propose to apply GAMSVM to corporate credit rating prediction. As a tool for optimizing the kernel parameters and the feature subset selection, we suggest genetic algorithm (GA). GA is known as an efficient and effective search method that attempts to simulate the biological evolution phenomenon. By applying genetic operations such as selection, crossover, and mutation, it is designed to gradually improve the search results. Especially, mutation operator prevents GA from falling into the local optima, thus we can find the globally optimal or near-optimal solution using it. GA has popularly been applied to search optimal parameters or feature subset selections of AI techniques including MSVM. With these reasons, we also adopt GA as an optimization tool. To empirically validate the usefulness of GAMSVM, we applied it to a real-world case of credit rating in Korea. Our application is in bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. The experimental dataset was collected from a large credit rating company in South Korea. It contained 39 financial ratios of 1,295 companies in the manufacturing industry, and their credit ratings. Using various statistical methods including the one-way ANOVA and the stepwise MDA, we selected 14 financial ratios as the candidate independent variables. The dependent variable, i.e. credit rating, was labeled as four classes: 1(A1); 2(A2); 3(A3); 4(B and C). 80 percent of total data for each class was used for training, and remaining 20 percent was used for validation. And, to overcome small sample size, we applied five-fold cross validation to our dataset. In order to examine the competitiveness of the proposed model, we also experimented several comparative models including MDA, MLOGIT, CBR, ANN and MSVM. In case of MSVM, we adopted One-Against-One (OAO) and DAGSVM (Directed Acyclic Graph SVM) approaches because they are known to be the most accurate approaches among various MSVM approaches. GAMSVM was implemented using LIBSVM-an open-source software, and Evolver 5.5-a commercial software enables GA. Other comparative models were experimented using various statistical and AI packages such as SPSS for Windows, Neuroshell, and Microsoft Excel VBA (Visual Basic for Applications). Experimental results showed that the proposed model-GAMSVM-outperformed all the competitive models. In addition, the model was found to use less independent variables, but to show higher accuracy. In our experiments, five variables such as X7 (total debt), X9 (sales per employee), X13 (years after founded), X15 (accumulated earning to total asset), and X39 (the index related to the cash flows from operating activity) were found to be the most important factors in predicting the corporate credit ratings. However, the values of the finally selected kernel parameters were found to be almost same among the data subsets. To examine whether the predictive performance of GAMSVM was significantly greater than those of other models, we used the McNemar test. As a result, we found that GAMSVM was better than MDA, MLOGIT, CBR, and ANN at the 1% significance level, and better than OAO and DAGSVM at the 5% significance level.

• The Korean Journal of Nuclear Medicine Technology
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• v.19 no.2
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• pp.55-62
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• 2015

Purpose Various methods for reducing radiation exposure have been continuously being developed. The aim of this study is to evaluate effectiveness of dose reduction, image quality and PET SUV changes by applying combination of automatic exposure dose(AEC), automated dose-optimized selection of X-ray tube voltage(CAREkV) and sinogram affirmed iterative reconstruction(SAFIRE) which can be controled by user. Materials and Methods Torso, AAPM CT performance and IEC body phantom images were acquired using biograph mCT64, (Siemens, Germany) PET/CT scanner. Standard CT condition was 120 kV, 40 mAs. Radiation exposure and noise were evaluated by applying AEC, CAREkV(120 kV, 40 mAs) and SAFIRE(120 kV, 25 mAs) with torso phantom compare to standard CT condition. And torso, AAPM and IEC phantom images were acquired with combination of 3 methods in condition of 120 kV, 25 mAs to evaluate radiation exposure, noise, spatial resolution and SUV changes. Results When applying AEC, CTDIvol and DLP were decreased by 50.52% and 50.62% compare to images which is not applying AEC. mAs was increased by 61.5% to compensate image quality according to decreasing 20 kV when applying CAREkV. However, CTDIvol and DLP were decreased by 6.2% and 5.5%. When reference mAs was the lower and strength was the higher, reduction of radiation exposure rate was the bigger. Mean SD and DLP were decreased by 2.2% and 38% when applying SAFIRE even though mAs was decreased by 37.5%(from 40 mAs to 25 mAs). Combination of 3 methods test, SD decreased by 5.17% and there was no significant differences in spatial resolution. And mean SD and DLP were decreased by 6.7% and 36.9% compare to 120 kV, 40 mAs with AEC. For SUV test, there was no statistical differences(P>0.05). Conclusion Combination of 3 methods shows dose reduction effect without degrading image quality and SUV changes. To reduce radiation exposure in PET/CT study, continuous effort is needed by optimizing various dose reduction methods.

• KDI Journal of Economic Policy
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• v.12 no.4
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• pp.47-69
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• 1990

Using an aggregator model, we look into the possibilities for substitution between Korea's exports, imports, domestic sales and domestic inputs (particularly labor), and substitution between disaggregated export and import components. Our approach heavily draws on an economy-wide GNP function that is similar to Samuelson's, modeling trade functions as derived from an integrated production system. Under the condition of homotheticity and weak separability, the GNP function would facilitate consistent aggregation that retains certain properties of the production structure. It would also be useful for a two-stage optimization process that enables us to obtain not only the net output price elasticities of the first-level aggregator functions, but also those of the second-level individual components of exports and imports. For the implementation of the model, we apply the Symmetric Generalized McFadden (SGM) function developed by Diewert and Wales to both stages of estimation. The first stage of the estimation procedure is to estimate the unit quantity equations of the second-level exports and imports that comprise four components each. The parameter estimates obtained in the first stage are utilized in the derivation of instrumental variables for the aggregate export and import prices being employed in the upper model. In the second stage, the net output supply equations derived from the GNP function are used in the estimation of the price elasticities of the first-level variables: exports, imports, domestic sales and labor. With these estimates in hand, we can come up with various elasticities of both the net output supply functions and the individual components of exports and imports. At the aggregate level (first-level), exports appear to be substitutable with domestic sales, while labor is complementary with imports. An increase in the price of exports would reduce the amount of the domestic sales supply, and a decrease in the wage rate would boost the demand for imports. On the other hand, labor and imports are complementary with exports and domestic sales in the input-output structure. At the disaggregate level (second-level), the price elasticities of the export and import components obtained indicate that both substitution and complement possibilities exist between them. Although these elasticities are interesting in their own right, they would be more usefully applied as inputs to the computational general equilibrium model.

• The Korean Journal of Nuclear Medicine Technology
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• v.14 no.1
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• pp.13-17
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• 2010

Purpose: Partial volume effect (PVE) is the phenomenon to lower the accuracy of image due to low estimate, which is to occur from PET/CT 3D image acquisition. The more resolution is declined and the lesion is small, the more it causes a big error. So that it can influence the test result. Studied the optimum image reconstruction method by using variation of parameter, which can influence the PVE. Materials and Methods: It acquires the image in each size spheres which is injected $^{18}F$-FDG to hot site and background in the ratio 4:1 for 10 minutes by using NEMA 2001 IEC phantom in GE Discovey STE 16. The iterative reconstruction is used and gives variety to iteration 2-50 times, subset number 1-56. The analysis's fixed region of interest in detail part of image and compute % difference and signal to noise ratio (SNR) using $SUV_{max}$. Results: It's measured that $SUV_{max}$ of 10 mm spheres, which is changed subset number to 2, 5, 8, 20, 56 in fixed iteration to times, SNR is indicated 0.19, 0.30, 0.40, 0.48, 0.45. As well as each sphere's of total SNR is measured 2.73, 3.38, 3.64, 3.63, 3.38. Conclusion: In iteration 6th to 20th, it indicates similar value in % difference and SNR ($3.47{\pm}0.09$). Over 20th, it increases the phenomenon, which is placed low value on $SUV_{max}$ through the influence of noise. In addition, the identical iteration, it indicates that SNR is high value in 8th to 20th in variation of subset number. Therefore, to reduce partial volume effect of small lesion, it can be declined the partial volume effect in iteration 6 times, subset number 8~20 times, considering reconstruction time.

• KSBB Journal
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• v.17 no.1
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• pp.73-79
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• 2002

The method to optimize the microbial production of ethanol from CO using Clostridium ljungdahlii was developed. The kinetic parameter study on CO conversion with Clostridium ljungdahlii was carried out and maximum CO conversion rate of 37.14 mmol/L-hr-O.D. and $K_{m}$ / of 0.9516 atm were obtained. It was observed that method of two stage fermentation, which consists of cell growth stage and ethanol production stage, was effective to produce ethanol. When pH was shifted from 5.5 to 4.5 and ammonium solution was supplied to culture media as nitrogen source at ethanol production stage, the concentration of ethanol produced was increased 20 times higher than that without shift. Ethanol production from CO in a fermenter with Clostridium ljungdahlii was optimized and the concentration of ethanol produced was 45 g/L and maximun ethanol productivity was 0.75 g ethanol/L-hr.