• Title/Summary/Keyword: Predicting Patterns

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Increasing Accuracy of Stock Price Pattern Prediction through Data Augmentation for Deep Learning (데이터 증강을 통한 딥러닝 기반 주가 패턴 예측 정확도 향상 방안)

  • Kim, Youngjun;Kim, Yeojeong;Lee, Insun;Lee, Hong Joo
    • The Journal of Bigdata
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    • v.4 no.2
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    • pp.1-12
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    • 2019
  • As Artificial Intelligence (AI) technology develops, it is applied to various fields such as image, voice, and text. AI has shown fine results in certain areas. Researchers have tried to predict the stock market by utilizing artificial intelligence as well. Predicting the stock market is known as one of the difficult problems since the stock market is affected by various factors such as economy and politics. In the field of AI, there are attempts to predict the ups and downs of stock price by studying stock price patterns using various machine learning techniques. This study suggest a way of predicting stock price patterns based on the Convolutional Neural Network(CNN) among machine learning techniques. CNN uses neural networks to classify images by extracting features from images through convolutional layers. Therefore, this study tries to classify candlestick images made by stock data in order to predict patterns. This study has two objectives. The first one referred as Case 1 is to predict the patterns with the images made by the same-day stock price data. The second one referred as Case 2 is to predict the next day stock price patterns with the images produced by the daily stock price data. In Case 1, data augmentation methods - random modification and Gaussian noise - are applied to generate more training data, and the generated images are put into the model to fit. Given that deep learning requires a large amount of data, this study suggests a method of data augmentation for candlestick images. Also, this study compares the accuracies of the images with Gaussian noise and different classification problems. All data in this study is collected through OpenAPI provided by DaiShin Securities. Case 1 has five different labels depending on patterns. The patterns are up with up closing, up with down closing, down with up closing, down with down closing, and staying. The images in Case 1 are created by removing the last candle(-1candle), the last two candles(-2candles), and the last three candles(-3candles) from 60 minutes, 30 minutes, 10 minutes, and 5 minutes candle charts. 60 minutes candle chart means one candle in the image has 60 minutes of information containing an open price, high price, low price, close price. Case 2 has two labels that are up and down. This study for Case 2 has generated for 60 minutes, 30 minutes, 10 minutes, and 5minutes candle charts without removing any candle. Considering the stock data, moving the candles in the images is suggested, instead of existing data augmentation techniques. How much the candles are moved is defined as the modified value. The average difference of closing prices between candles was 0.0029. Therefore, in this study, 0.003, 0.002, 0.001, 0.00025 are used for the modified value. The number of images was doubled after data augmentation. When it comes to Gaussian Noise, the mean value was 0, and the value of variance was 0.01. For both Case 1 and Case 2, the model is based on VGG-Net16 that has 16 layers. As a result, 10 minutes -1candle showed the best accuracy among 60 minutes, 30 minutes, 10 minutes, 5minutes candle charts. Thus, 10 minutes images were utilized for the rest of the experiment in Case 1. The three candles removed from the images were selected for data augmentation and application of Gaussian noise. 10 minutes -3candle resulted in 79.72% accuracy. The accuracy of the images with 0.00025 modified value and 100% changed candles was 79.92%. Applying Gaussian noise helped the accuracy to be 80.98%. According to the outcomes of Case 2, 60minutes candle charts could predict patterns of tomorrow by 82.60%. To sum up, this study is expected to contribute to further studies on the prediction of stock price patterns using images. This research provides a possible method for data augmentation of stock data.

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A Study on Bagging Neural Network for Predicting Defect Size of Steam Generator Tube in Nuclear Power Plant (원전 증기발생기 세관 결함 크기 예측을 위한 Bagging 신경회로망에 관한 연구)

  • Kim, Kyung-Jin;Jo, Nam-Hoon
    • Journal of the Korean Society for Nondestructive Testing
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    • v.30 no.4
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    • pp.302-310
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    • 2010
  • In this paper, we studied Bagging neural network for predicting defect size of steam generator(SG) tube in nuclear power plant. Bagging is a method for creating an ensemble of estimator based on bootstrap sampling. For predicting defect size of SG tube, we first generated eddy current testing signals for 4 defect patterns of SG tube with various widths and depths. Then, we constructed single neural network(SNN) and Bagging neural network(BNN) to estimate width and depth of each defect. The estimation performance of SNN and BNN were measured by means of peak error. According to our experiment result, average peak error of SNN and BNN for estimating defect depth were 0.117 and 0.089mm, respectively. Also, in the case of estimating defect width, average peak error of SNN and BNN were 0.494 and 0.306mm, respectively. This shows that the estimation performance of BNN is superior to that of SNN.

Design of the Model for Predicting Ship Collision Risk using Fuzzy and DEVS (퍼지와 DEVS를 이용한 선박 충돌 위험 예측 모델 설계)

  • Yi, Mira
    • Journal of the Korea Society for Simulation
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    • v.25 no.4
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    • pp.127-135
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    • 2016
  • Even thought modernized marine navigation devices help navigators, marine accidents has been often occurred and ship collision is one of the main types of the accidents. Various studies on the assessment method of collision risk have been reported, and studies using fuzzy theory are remarkable for the reason that reflect linguistic and ambiguous criteria for real situations. In these studies, collision risks were assessed on the assumption that the current state of navigation ship would be maintained. However, navigators ignore or turn off frequent alarms caused by the devices predicting collision risk, because they think that they can avoid the collisions in the most of situations. This paper proposes a model of predicting ship collision risk considering the general patterns of collision avoidance, and the approach is based on fuzzy inference and discrete event system specification (DEVS) formalism.

A study on the effect of exchange rates on the domestic stock market and countermeasures (환율이 국내 증시에 미치는 영향과 대응방안 연구)

  • Hong, Sunghyuck
    • Journal of Industrial Convergence
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    • v.20 no.6
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    • pp.135-140
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    • 2022
  • In the domestic stock market, the capital market opened in January 1992, and the proportion of foreign capital has steadily increased, accounting for 30% of the domestic market in Overall stock market trend infers that the domestic stock market is more influenced by foreign issues than domestic issues. The trading trend of foreign capital displays a similar flow to exchange rate fluctuations,; thus, preparing an investment strategy by using the Pearson analyzing method the effect of exchange rates of foreign capital trading, fluctuations in exchange rates, and predicting one of the macroeconomic indicators will yield high returns in the stock market. Therefore, this research was conducted to help investment by predicting foreign variables comparing and analyzing exchange rates and foreign capital trading patterns, and predicting appropriate time for buying and selling.

Patterns of Drinking Behaviors and Predictors of Class Membership among Adolescents in the Republic of Korea: A Latent Class Analysis (한국 청소년의 음주행동 잠재계층 유형 및 예측요인: 잠재계층분석 방법의 적용)

  • Lee, Haein;Park, Sunhee
    • Journal of Korean Academy of Nursing
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    • v.49 no.6
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    • pp.701-712
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    • 2019
  • Purpose: Despite the high drinking rates and the complexity of drinking behaviors in adolescents, insufficient attention has been paid to their drinking patterns. Therefore, we aimed to identify patterns of adolescent drinking behaviors and factors predicting the distinct subgroups of adolescent drinking behaviors. Methods: We analyzed nationally representative secondary data obtained in 2017. Our final sample included 24,417 Korean adolescents who had consumed at least one glass of alcohol in their lifetime. To investigate patterns of drinking behaviors, we conducted a latent class analysis using nine alcohol-related characteristics, including alcohol consumption levels, solitary drinking, timing of drinking initiation, and negative consequences of drinking. Furthermore, we investigated differences in demographics, mental health status, and characteristics of substance use across the latent classes identified in our study. To do so, we used the PROC LCA with COVARIATES statement in the SAS software. Results: We identified three latent classes of drinking behaviors: current non-drinkers (CND), binge drinkers (BD), and problem drinkers (PD). Compared to the CND class, both BD and PD classes were strongly associated with higher academic year, lower academic performance, higher levels of stress, suicidal ideation, lifetime conventional or electronic cigarette use, and lifetime use of other drugs. Conclusion: Health professionals should develop and implement intervention strategies targeting individual subgroups of drinking behaviors to obtain better outcomes. In particular, health professionals should consider different characteristics across subgroups of adolescent drinking behaviors when developing the interventions, such as poor mental health status and other substance use among binge and problem drinkers.

File Access Pattern Collection Scheme based on Repetitiveness (반복성을 고려한 파일 액세스 패턴 수집 기법)

  • Hwnag-Bo, Jun-Hyoung;Seok, Seong-U;Seo, Dae-Hwa
    • Journal of KIISE:Computer Systems and Theory
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    • v.28 no.12
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    • pp.674-684
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    • 2001
  • This paper presents the SIC(Size-Interval-Count) prefetching scheme that can record the file access patterns of applications within a relatively small space of memory based on the repetitiveness of the file access patterns. Several knowledge-based prefetching methods were recently introduced, which includes high correctness in predicting future accesses of applications. They records the access patterns of applications and uses recorded access pattern information to predict which blocks will be requested next. Yet, these methods require to much memory space. Accordingly, the proposed method then uses the recorded file access patterns, referred to as "SIC access pattern information", to correctly predict the future accesses of the applications. The proposed prefetching method improved the response time by about 40% compared to the general file system and showed remarkable memory efficiency compared to the previously knowledge-based prefetching methods.

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Chest wall injury fracture patterns are associated with different mechanisms of injury: a retrospective review study in the United States

  • Jennifer M. Brewer;Owen P. Karsmarski;Jeremy Fridling;T. Russell Hill;Chasen J. Greig;Sarah E. Posillico;Carol McGuiness;Erin McLaughlin;Stephanie C. Montgomery;Manuel Moutinho;Ronald Gross;Evert A. Eriksson;Andrew R. Doben
    • Journal of Trauma and Injury
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    • v.37 no.1
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    • pp.48-59
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    • 2024
  • Purpose: Research on rib fracture management has exponentially increased. Predicting fracture patterns based on the mechanism of injury (MOI) and other possible correlations may improve resource allocation and injury prevention strategies. The Chest Injury International Database (CIID) is the largest prospective repository of the operative and nonoperative management of patients with severe chest wall trauma. The purpose of this study was to determine whether the MOI is associated with the resulting rib fracture patterns. We hypothesized that specific MOIs would be associated with distinct rib fracture patterns. Methods: The CIID was queried to analyze fracture patterns based on the MOI. Patients were stratified by MOI: falls, motor vehicle collisions (MVCs), motorcycle collisions (MCCs), automobile-pedestrian collisions, and bicycle collisions. Fracture locations, associated injuries, and patient-specific variables were recorded. Heat maps were created to display the fracture incidence by rib location. Results: The study cohort consisted of 1,121 patients with a median RibScore of 2 (range, 0-3) and 9,353 fractures. The average age was 57±20 years, and 64% of patients were male. By MOI, the number of patients and fractures were as follows: falls (474 patients, 3,360 fractures), MVCs (353 patients, 3,268 fractures), MCCs (165 patients, 1,505 fractures), automobile-pedestrian collisions (70 patients, 713 fractures), and bicycle collisions (59 patients, 507 fractures). The most commonly injured rib was the sixth rib, and the most common fracture location was lateral. Statistically significant differences in the location and patterns of fractures were identified comparing each MOI, except for MCCs versus bicycle collisions. Conclusions: Different mechanisms of injury result in distinct rib fracture patterns. These different patterns should be considered in the workup and management of patients with thoracic injuries. Given these significant differences, future studies should account for both fracture location and the MOI to better define what populations benefit from surgical versus nonoperative management.

A Comparative Model Study on the Intermittent Demand Forecast of Air Cargo - Focusing on Croston and Holts models - (항공화물의 간헐적 수요예측에 대한 비교 모형 연구 - Croston모형과 Holts모형을 중심으로 -)

  • Yoo, Byung-Cheol;Park, Young-Tae
    • Journal of Korea Port Economic Association
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    • v.37 no.1
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    • pp.71-85
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    • 2021
  • A variety of methods have been proposed through a number of studies on sophisticated demand forecasting models that can reduce logistics costs. These studies mainly determine the applicable demand forecasting model based on the pattern of demand quantity and try to judge the accuracy of the model through statistical verification. Demand patterns can be broadly divided into regularity and irregularity. A regular pattern means that the order is regular and the order quantity is constant. In this case, predicting demand mainly through regression model or time series model was used. However, this demand is called "intermittent demand" when irregular and fluctuating amount of order quantity is large, and there is a high possibility of error in demand prediction with existing regression model or time series model. For items that show intermittent demand, predicting demand is mainly done using Croston or HOLTS. In this study, we analyze the demand patterns of various items of air cargo with intermittent patterns and apply the most appropriate model to predict and verify the demand. In this process, intermittent optimal demand forecasting model of air cargo is proposed by analyzing the fit of various models of air cargo by item and region.

Page Replacement for Write References in NAND Flash Based Virtual Memory Systems

  • Lee, Hyejeong;Bahn, Hyokyung;Shin, Kang G.
    • Journal of Computing Science and Engineering
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    • v.8 no.3
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    • pp.157-172
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    • 2014
  • Contemporary embedded systems often use NAND flash memory instead of hard disks as their swap space of virtual memory. Since the read/write characteristics of NAND flash memory are very different from those of hard disks, an efficient page replacement algorithm is needed for this environment. Our analysis shows that temporal locality is dominant in virtual memory references but that is not the case for write references, when the read and write references are monitored separately. Based on this observation, we present a new page replacement algorithm that uses different strategies for read and write operations in predicting the re-reference likelihood of pages. For read operations, only temporal locality is used; but for write operations, both write frequency and temporal locality are used. The algorithm logically partitions the memory space into read and write areas to keep track of their reference patterns precisely, and then dynamically adjusts their size based on their reference patterns and I/O costs. Without requiring any external parameter to tune, the proposed algorithm outperforms CLOCK, CAR, and CFLRU by 20%-66%. It also supports optimized implementations for virtual memory systems.

Local Climate Mediates Spatial and Temporal Variation in Carabid Beetle Communities on Hyangnobong, Korea

  • Park, Yong Hwan;Jang, Tae Woong;Jeong, Jong Cheol;Chae, Hee Mun;Kim, Jong Kuk
    • Journal of Forest and Environmental Science
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    • v.33 no.3
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    • pp.161-171
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    • 2017
  • Global environmental changes have the capacity to make dramatic alterations to floral and faunal composition, and elucidation of the mechanism is important for predicting its outcomes. Studies on global climate change have traditionally focused on statistical summaries within relatively wide scales of spatial and temporal changes, and less attention has been paid to variability in microclimates across spatial and temporal scales. Microclimate is a suite of climatic conditions measured in local areas near the earth's surface. Environmental variables in microclimatic scale can be critical for the ecology of organisms inhabiting there. Here we examine the effect of spatial and temporal changes in microclimates on those of carabid beetle communities in Hyangnobong, Korea. We found that climatic variables and the patterns of annual changes in carabid beetle communities differed among sites even within the single mountain system. Our results indicate the importance of temporal survey of communities at local scales, which is expected to reveal an additional fraction of variation in communities and underlying processes that has been overlooked in studies of global community patterns and changes.