• Title/Summary/Keyword: Optimized algorithm

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Rough Set Analysis for Stock Market Timing (러프집합분석을 이용한 매매시점 결정)

  • Huh, Jin-Nyung;Kim, Kyoung-Jae;Han, In-Goo
    • Journal of Intelligence and Information Systems
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    • v.16 no.3
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    • pp.77-97
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    • 2010
  • Market timing is an investment strategy which is used for obtaining excessive return from financial market. In general, detection of market timing means determining when to buy and sell to get excess return from trading. In many market timing systems, trading rules have been used as an engine to generate signals for trade. On the other hand, some researchers proposed the rough set analysis as a proper tool for market timing because it does not generate a signal for trade when the pattern of the market is uncertain by using the control function. The data for the rough set analysis should be discretized of numeric value because the rough set only accepts categorical data for analysis. Discretization searches for proper "cuts" for numeric data that determine intervals. All values that lie within each interval are transformed into same value. In general, there are four methods for data discretization in rough set analysis including equal frequency scaling, expert's knowledge-based discretization, minimum entropy scaling, and na$\ddot{i}$ve and Boolean reasoning-based discretization. Equal frequency scaling fixes a number of intervals and examines the histogram of each variable, then determines cuts so that approximately the same number of samples fall into each of the intervals. Expert's knowledge-based discretization determines cuts according to knowledge of domain experts through literature review or interview with experts. Minimum entropy scaling implements the algorithm based on recursively partitioning the value set of each variable so that a local measure of entropy is optimized. Na$\ddot{i}$ve and Booleanreasoning-based discretization searches categorical values by using Na$\ddot{i}$ve scaling the data, then finds the optimized dicretization thresholds through Boolean reasoning. Although the rough set analysis is promising for market timing, there is little research on the impact of the various data discretization methods on performance from trading using the rough set analysis. In this study, we compare stock market timing models using rough set analysis with various data discretization methods. The research data used in this study are the KOSPI 200 from May 1996 to October 1998. KOSPI 200 is the underlying index of the KOSPI 200 futures which is the first derivative instrument in the Korean stock market. The KOSPI 200 is a market value weighted index which consists of 200 stocks selected by criteria on liquidity and their status in corresponding industry including manufacturing, construction, communication, electricity and gas, distribution and services, and financing. The total number of samples is 660 trading days. In addition, this study uses popular technical indicators as independent variables. The experimental results show that the most profitable method for the training sample is the na$\ddot{i}$ve and Boolean reasoning but the expert's knowledge-based discretization is the most profitable method for the validation sample. In addition, the expert's knowledge-based discretization produced robust performance for both of training and validation sample. We also compared rough set analysis and decision tree. This study experimented C4.5 for the comparison purpose. The results show that rough set analysis with expert's knowledge-based discretization produced more profitable rules than C4.5.

Evaluating efficiency of Coaxial MLC VMAT plan for spine SBRT (Spine SBRT 치료시 Coaxial MLC VMAT plan의 유용성 평가)

  • Son, Sang Jun;Mun, Jun Ki;Kim, Dae Ho;Yoo, Suk Hyun
    • The Journal of Korean Society for Radiation Therapy
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    • v.26 no.2
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    • pp.313-320
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    • 2014
  • Purpose : The purpose of the study is to evaluate the efficiency of Coaxial MLC VMAT plan (Using $273^{\circ}$ and $350^{\circ}$ collimator angle) That the leaf motion direction aligned with axis of OAR (Organ at risk, It means spinal cord or cauda equine in this study.) compare to Universal MLC VMAT plan (using $30^{\circ}$ and $330^{\circ}$ collimator angle) for spine SBRT. Materials and Methods : The 10 cases of spine SBRT that treated with VMAT planned by Coaxial MLC and Varian TBX were enrolled. Those cases were planned by Eclipse (Ver. 10.0.42, Varian, USA), PRO3 (Progressive Resolution Optimizer 10.0.28) and AAA (Anisotropic Analytic Algorithm Ver. 10.0.28) with coplanar $360^{\circ}$ arcs and 10MV FFF (Flattening filter free). Each arc has $273^{\circ}$ and $350^{\circ}$ collimator angle, respectively. The Universal MLC VMAT plans are based on existing treatment plans. Those plans have the same parameters of existing treatment plans but collimator angle. To minimize the dose difference that shows up randomly on optimizing, all plans were optimized and calculated twice respectively. The calculation grid is 0.2 cm and all plans were normalized to the target V100%=90%. The indexes of evaluation are V10Gy, D0.03cc, Dmean of OAR (Organ at risk, It means spinal cord or cauda equine in this study.), H.I (Homogeneity index) of the target and total MU. All Coaxial VMAT plans were verified by gamma test with Mapcheck2 (Sun Nuclear Co., USA), Mapphan (Sun Nuclear Co., USA) and SNC patient (Sun Nuclear Co., USA Ver 6.1.2.18513). Results : The difference between the coaxial and the universal VMAT plans are follow. The coaxial VMAT plan is better in the V10Gy of OAR, Up to 4.1%, at least 0.4%, the average difference was 1.9% and In the D0.03cc of OAR, Up to 83.6 cGy, at least 2.2 cGy, the average difference was 33.3 cGy. In Dmean, Up to 34.8 cGy, at least -13.0 cGy, the average difference was 9.6 cGy that say the coaxial VMAT plans are better except few cases. H.I difference Up to 0.04, at least 0.01, the average difference was 0.02 and the difference of average total MU is 74.1 MU. The coaxial MLC VMAT plan is average 74.1 MU lesser then another. All IMRT verification gamma test results for the coaxial MLC VMAT plan passed over 90.0% at 1mm / 2%. Conclusion : Coaxial MLC VMAT treatment plan appeared to be favorable in most cases than the Universal MLC VMAT treatment planning. It is efficient in lowering the dose of the OAR V10Gy especially. As a result, the Coaxial MLC VMAT plan could be better than the Universal MLC VMAT plan in same MU.

Evaluating efficiency of Split VMAT plan for prostate cancer radiotherapy involving pelvic lymph nodes (골반 림프선을 포함한 전립선암 치료 시 Split VMAT plan의 유용성 평가)

  • Mun, Jun Ki;Son, Sang Jun;Kim, Dae Ho;Seo, Seok Jin
    • The Journal of Korean Society for Radiation Therapy
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    • v.27 no.2
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    • pp.145-156
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    • 2015
  • Purpose : The purpose of this study is to evaluate the efficiency of Split VMAT planning(Contouring rectum divided into an upper and a lower for reduce rectum dose) compare to Conventional VMAT planning(Contouring whole rectum) for prostate cancer radiotherapy involving pelvic lymph nodes. Materials and Methods : A total of 9 cases were enrolled. Each case received radiotherapy with Split VMAT planning to the prostate involving pelvic lymph nodes. Treatment was delivered using TrueBeam STX(Varian Medical Systems, USA) and planned on Eclipse(Ver. 10.0.42, Varian, USA), PRO3(Progressive Resolution Optimizer 10.0.28), AAA(Anisotropic Analytic Algorithm Ver. 10.0.28). Lower rectum contour was defined as starting 1cm superior and ending 1cm inferior to the prostate PTV, upper rectum is a part, except lower rectum from the whole rectum. Split VMAT plan parameters consisted of 10MV coplanar $360^{\circ}$ arcs. Each arc had $30^{\circ}$ and $30^{\circ}$ collimator angle, respectively. An SIB(Simultaneous Integrated Boost) treatment prescription was employed delivering 50.4Gy to pelvic lymph nodes and 63~70Gy to the prostate in 28 fractions. $D_{mean}$ of whole rectum on Split VMAT plan was applied for DVC(Dose Volume Constraint) of the whole rectum for Conventional VMAT plan. In addition, all parameters were set to be the same of existing treatment plans. To minimize the dose difference that shows up randomly on optimizing, all plans were optimized and calculated twice respectively using a 0.2cm grid. All plans were normalized to the prostate $PTV_{100%}$ = 90% or 95%. A comparison of $D_{mean}$ of whole rectum, upperr ectum, lower rectum, and bladder, $V_{50%}$ of upper rectum, total MU and H.I.(Homogeneity Index) and C.I.(Conformity Index) of the PTV was used for technique evaluation. All Split VMAT plans were verified by gamma test with portal dosimetry using EPID. Results : Using DVH analysis, a difference between the Conventional and the Split VMAT plans was demonstrated. The Split VMAT plan demonstrated better in the $D_{mean}$ of whole rectum, Up to 134.4 cGy, at least 43.5 cGy, the average difference was 75.6 cGy and in the $D_{mean}$ of upper rectum, Up to 1113.5 cGy, at least 87.2 cGy, the average difference was 550.5 cGy and in the $D_{mean}$ of lower rectum, Up to 100.5 cGy, at least -34.6 cGy, the average difference was 34.3 cGy and in the $D_{mean}$ of bladder, Up to 271 cGy, at least -55.5 cGy, the average difference was 117.8 cGy and in $V_{50%}$ of upper rectum, Up to 63.4%, at least 3.2%, the average difference was 23.2%. There was no significant difference on H.I., and C.I. of the PTV among two plans. The Split VMAT plan is average 77 MU more than another. All IMRT verification gamma test results for the Split VMAT plan passed over 90.0% at 2 mm / 2%. Conclusion : As a result, the Split VMAT plan appeared to be more favorable in most cases than the Conventional VMAT plan for prostate cancer radiotherapy involving pelvic lymph nodes. By using the split VMAT planning technique it was possible to reduce the upper rectum dose, thus reducing whole rectal dose when compared to conventional VMAT planning. Also using the split VMAT planning technique increase the treatment efficiency.

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Analysis of shopping website visit types and shopping pattern (쇼핑 웹사이트 탐색 유형과 방문 패턴 분석)

  • Choi, Kyungbin;Nam, Kihwan
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.85-107
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    • 2019
  • Online consumers browse products belonging to a particular product line or brand for purchase, or simply leave a wide range of navigation without making purchase. The research on the behavior and purchase of online consumers has been steadily progressed, and related services and applications based on behavior data of consumers have been developed in practice. In recent years, customization strategies and recommendation systems of consumers have been utilized due to the development of big data technology, and attempts are being made to optimize users' shopping experience. However, even in such an attempt, it is very unlikely that online consumers will actually be able to visit the website and switch to the purchase stage. This is because online consumers do not just visit the website to purchase products but use and browse the websites differently according to their shopping motives and purposes. Therefore, it is important to analyze various types of visits as well as visits to purchase, which is important for understanding the behaviors of online consumers. In this study, we explored the clustering analysis of session based on click stream data of e-commerce company in order to explain diversity and complexity of search behavior of online consumers and typified search behavior. For the analysis, we converted data points of more than 8 million pages units into visit units' sessions, resulting in a total of over 500,000 website visit sessions. For each visit session, 12 characteristics such as page view, duration, search diversity, and page type concentration were extracted for clustering analysis. Considering the size of the data set, we performed the analysis using the Mini-Batch K-means algorithm, which has advantages in terms of learning speed and efficiency while maintaining the clustering performance similar to that of the clustering algorithm K-means. The most optimized number of clusters was derived from four, and the differences in session unit characteristics and purchasing rates were identified for each cluster. The online consumer visits the website several times and learns about the product and decides the purchase. In order to analyze the purchasing process over several visits of the online consumer, we constructed the visiting sequence data of the consumer based on the navigation patterns in the web site derived clustering analysis. The visit sequence data includes a series of visiting sequences until one purchase is made, and the items constituting one sequence become cluster labels derived from the foregoing. We have separately established a sequence data for consumers who have made purchases and data on visits for consumers who have only explored products without making purchases during the same period of time. And then sequential pattern mining was applied to extract frequent patterns from each sequence data. The minimum support is set to 10%, and frequent patterns consist of a sequence of cluster labels. While there are common derived patterns in both sequence data, there are also frequent patterns derived only from one side of sequence data. We found that the consumers who made purchases through the comparative analysis of the extracted frequent patterns showed the visiting pattern to decide to purchase the product repeatedly while searching for the specific product. The implication of this study is that we analyze the search type of online consumers by using large - scale click stream data and analyze the patterns of them to explain the behavior of purchasing process with data-driven point. Most studies that typology of online consumers have focused on the characteristics of the type and what factors are key in distinguishing that type. In this study, we carried out an analysis to type the behavior of online consumers, and further analyzed what order the types could be organized into one another and become a series of search patterns. In addition, online retailers will be able to try to improve their purchasing conversion through marketing strategies and recommendations for various types of visit and will be able to evaluate the effect of the strategy through changes in consumers' visit patterns.

Reconstruction of Stereo MR Angiography Optimized to View Position and Distance using MIP (최대강도투사를 이용한 관찰 위치와 거리에 최적화 된 입체 자기공명 뇌 혈관영상 재구성)

  • Shin, Seok-Hyun;Hwang, Do-Sik
    • Investigative Magnetic Resonance Imaging
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    • v.16 no.1
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    • pp.67-75
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    • 2012
  • Purpose : We studied enhanced method to view the vessels in the brain using Magnetic Resonance Angiography (MRA). Noticing that Maximum Intensity Projection (MIP) image is often used to evaluate the arteries of the neck and brain, we propose a new method for view brain vessels to stereo image in 3D space with more superior and more correct compared with conventional method. Materials and Methods: We use 3T Siemens Tim Trio MRI scanner with 4 channel head coil and get a 3D MRA brain data by fixing volunteers head and radiating Phase Contrast pulse sequence. MRA brain data is 3D rotated according to the view angle of each eyes. Optimal view angle (projection angle) is determined by the distance between eye and center of the data. Newly acquired MRA data are projected along with the projection line and display only the highest values. Each left and right view MIP image is integrated through anaglyph imaging method and optimal stereoscopic MIP image is acquired. Results: Result image shows that proposed method let enable to view MIP image at any direction of MRA data that is impossible to the conventional method. Moreover, considering disparity and distance from viewer to center of MRA data at spherical coordinates, we can get more realistic stereo image. In conclusion, we can get optimal stereoscopic images according to the position that viewers want to see and distance between viewer and MRA data. Conclusion: Proposed method overcome problems of conventional method that shows only specific projected image (z-axis projection) and give optimal depth information by converting mono MIP image to stereoscopic image considering viewers position. And can display any view of MRA data at spherical coordinates. If the optimization algorithm and parallel processing is applied, it may give useful medical information for diagnosis and treatment planning in real-time.

Dose comparison according to Smooth Thickness application of Range compensator during proton therapy for brain tumor patient (뇌종양 환자의 양성자 치료 시 Range Compensator의 Smooth Thickness 적용에 따른 선량비교)

  • Kim, Tae Woan;Kim, Dae Woong;Kim, Jae Weon;Jeong, Kyeong Sik
    • The Journal of Korean Society for Radiation Therapy
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    • v.28 no.2
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    • pp.139-148
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    • 2016
  • Purpose : Range Compensator used for proton therapy compensates the proton beam dose which delivers to the normal tissues according to the Target's Distal Margin dose. We are going to check the improvement of dose on the target part by comparing the dose of PTV and OAR according to applying in different method of Smooth Thickness of Range Compensator which is used in brain tumor therapy. Materials and Methods : For 10 brain tumor patients taking proton therapy in National Cancer Center, Apply Smooth Thickness applied in Range Compensator in order from one to five by using Compensator Editor of Eclipse Proton Planning System(Version 10.0, Varian, USA). The therapy plan algorithm used Proton Convolution Superposition(version 8.1.20 or 10.0.28), and we compared Dmax, Dmin, Homogeneity Index, Conformity Index and OAR dose around tumor by applying Smooth Thickness in phase. Results : When Smooth Thickness was applied from one to five, the Dmax of PTV was decreased max 4.3%, minimum at 0.8 and average of 1.81%. Dmin increased max 1.8%, min 1.8% and average. Difference between max dose and minimum dose decreased at max 5.9% min 1.4% and average 2.6%. Homogeneity Index decreased average of 0.018 and Conformity Index didn't had a meaningful change. OAR dose decreased in Brain Stem at max 1.6%, min 0.1% and average 0.6% and in Optic Chiasm max 1.3%, min 0.3%, and average 0.5%. However, patient C and patient E had an increase each 0.3% and 0.6%. Additionally, in Rt. Optic Nerve, there was a decrease at max 1.5%, min 0.3%, and average 0.8%, however, patient B had 0.1% increase. In Lt. Optic Nerve, there was a decrease at max 1.8%, min 0.3%, and average 0.7%, however, patient H had 0.4 increase. Conclusion : As Smooth Thickness of Range Compensator which is used as the proton treatment for brain tumor patients is applied in stages, the resolution of Compensator increased and as a result the most optimized amount of proton beam dose can be delivered. This is considered to be able to irradiate the equal amount at PTV and reduce the unnecessary dose applied at OAR to reduce the side effects.

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Speech Recognition Using Linear Discriminant Analysis and Common Vector Extraction (선형 판별분석과 공통벡터 추출방법을 이용한 음성인식)

  • 남명우;노승용
    • The Journal of the Acoustical Society of Korea
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    • v.20 no.4
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    • pp.35-41
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    • 2001
  • This paper describes Linear Discriminant Analysis and common vector extraction for speech recognition. Voice signal contains psychological and physiological properties of the speaker as well as dialect differences, acoustical environment effects, and phase differences. For these reasons, the same word spelled out by different speakers can be very different heard. This property of speech signal make it very difficult to extract common properties in the same speech class (word or phoneme). Linear algebra method like BT (Karhunen-Loeve Transformation) is generally used for common properties extraction In the speech signals, but common vector extraction which is suggested by M. Bilginer et at. is used in this paper. The method of M. Bilginer et al. extracts the optimized common vector from the speech signals used for training. And it has 100% recognition accuracy in the trained data which is used for common vector extraction. In spite of these characteristics, the method has some drawback-we cannot use numbers of speech signal for training and the discriminant information among common vectors is not defined. This paper suggests advanced method which can reduce error rate by maximizing the discriminant information among common vectors. And novel method to normalize the size of common vector also added. The result shows improved performance of algorithm and better recognition accuracy of 2% than conventional method.

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A study of the plan dosimetic evaluation on the rectal cancer treatment (직장암 치료 시 치료계획에 따른 선량평가 연구)

  • Jeong, Hyun Hak;An, Beom Seok;Kim, Dae Il;Lee, Yang Hoon;Lee, Je hee
    • The Journal of Korean Society for Radiation Therapy
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    • v.28 no.2
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    • pp.171-178
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    • 2016
  • Purpose : In order to minimize the dose of femoral head as an appropriate treatment plan for rectal cancer radiation therapy, we compare and evaluate the usefulness of 3-field 3D conformal radiation therapy(below 3fCRT), which is a universal treatment method, and 5-field 3D conformal radiation therapy(below 5fCRT), and Volumetric Modulated Arc Therapy (VMAT). Materials and Methods : The 10 cases of rectal cancer that treated with 21EX were enrolled. Those cases were planned by Eclipse(Ver. 10.0.42, Varian, USA), PRO3(Progressive Resolution Optimizer 10.0.28) and AAA(Anisotropic Analytic Algorithm Ver. 10.0.28). 3fCRT and 5fCRT plan has $0^{\circ}$, $270^{\circ}$, $90^{\circ}$ and $0^{\circ}$, $95^{\circ}$, $45^{\circ}$, $315^{\circ}$, $265^{\circ}$ gantry angle, respectively. VMAT plan parameters consisted of 15MV coplanar $360^{\circ}$ 1 arac. Treatment prescription was employed delivering 54Gy to recum in 30 fractions. To minimize the dose difference that shows up randomly on optimizing, VMAT plans were optimized and calculated twice, and normalized to the target V100%=95%. The indexes of evaluation are D of Both femoral head and aceta fossa, total MU, H.I.(Homogeneity index) and C.I.(Conformity index) of the PTV. All VMAT plans were verified by gamma test with portal dosimetry using EPID. Results : D of Rt. femoral head was 53.08 Gy, 50.27 Gy, and 30.92 Gy, respectively, in the order of 3fCRT, 5fCRT, and VMAT treatment plan. Likewise, Lt. Femoral head showed average 53.68 Gy, 51.01 Gy and 29.23 Gy in the same order. D of Rt. aceta fossa was 54.86 Gy, 52.40 Gy, 30.37 Gy, respectively, in the order of 3fCRT, 5fCRT, and VMAT treatment plan. Likewise, Lt. Femoral head showed average 53.68 Gy, 51.01 Gy and 29.23 Gy in the same order. The maximum dose of both femoral head and aceta fossa was higher in the order of 3fCRT, 5fCRT, and VMAT treatment plan. C.I. showed the lowest VMAT treatment plan with an average of 1.64, 1.48, and 0.99 in the order of 3fCRT, 5fCRT, and VMAT treatment plan. There was no significant difference on H.I. of the PTV among three plans. Total MU showed that the VMAT treatment plan used 124.4MU and 299MU more than the 3fCRT and 5fCRT treatment plan, respectively. IMRT verification gamma test results for the VMAT plan passed over 90.0% at 2mm/2%. Conclusion : In rectal cancer treatment, the VMAT plan was shown to be advantageous in most of the evaluation indexes compared to the 3D plan, and the dose of the femoral head was greatly reduced. However, because of practical limitations there may be a case where it is difficult to select a VMAT treatment plan. 5fCRT has the advantage of reducing the dose of the femoral head as compared to the existing 3fCRT, without regard to additional problems. Therefore, not only would it extend survival time but the quality of life in general, if hospitals improved radiation therapy efficiency by selecting the treatment plan in accordance with the hospital's situation.

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