• Journal of the Korean Institute of Intelligent Systems
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• v.16 no.6
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• pp.730-735
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• 2006

This paper proposes a time series prediction method for the short term electrical load will) the fuzzy system and the genetic algorithm. At first, we obtain the optimal fuzzy membership function using the genetic algorithm. With the optimal fuzzy rules and its input differences, a better time prediction system may be obtained. We obtain good results for the time prediction of the short term electric load by the proposed algorithm. In addition we implement the graphic user interface for the proposed algorithms. Finally, we implement the regional prediction system for the electric load.

• Journal of Information Technology Services
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• v.18 no.1
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• pp.187-200
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• 2019

Bankruptcy prediction model is an issue that has consistently interested in various fields. Recently, as technology for dealing with unstructured data has been developed, researches applied to business model prediction through text mining have been activated, and studies using this method are also increasing in bankruptcy prediction. Especially, it is actively trying to improve bankruptcy prediction by analyzing news data dealing with the external environment of the corporation. However, there has been a lack of study on which news is effective in bankruptcy prediction in real-time mass-produced news. The purpose of this study was to evaluate the high impact news on bankruptcy prediction. Therefore, we classify news according to type, collection period, and analyzed the impact on bankruptcy prediction based on sentiment analysis. As a result, artificial neural network was most effective among the algorithms used, and commentary news type was most effective in bankruptcy prediction. Column and straight type news were also significant, but photo type news was not significant. In the news by collection period, news for 4 months before the bankruptcy was most effective in bankruptcy prediction. In this study, we propose a news classification methods for sentiment analysis that is effective for bankruptcy prediction model.

• Journal of Intelligence and Information Systems
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• v.28 no.4
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• pp.157-177
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• 2022

Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

• Journal of Korean Institute of Industrial Engineers
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• v.39 no.1
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• pp.30-45
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• 2013

Predicting monthly electricity price has been a significant factor of decision-making for plant resource management, fuel purchase plan, plans to plant, operating plan budget, and so on. In this paper, we propose a sophisticated prediction model in terms of the technique of modeling and the variety of the collected variables. The proposed model hybridizes the semi-supervised learning and the artificial neural network algorithms. The former is the most recent and a spotlighted algorithm in data mining and machine learning fields, and the latter is known as one of the well-established algorithms in the fields. Diverse economic/financial indexes such as the crude oil prices, LNG prices, exchange rates, composite indexes of representative global stock markets, etc. are collected and used for the semi-supervised learning which predicts the up-down movement of the price. Whereas various climatic indexes such as temperature, rainfall, sunlight, air pressure, etc, are used for the artificial neural network which predicts the real-values of the price. The resulting values are hybridized in the proposed model. The excellency of the model was empirically verified with the monthly data of electricity price provided by the Korea Energy Economics Institute.

• Journal of the Korea Society of Computer and Information
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• v.11 no.4 s.42
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• pp.69-75
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• 2006

Internet-based distributed computing environment have been developed for advanced science and engineering by sharing large-scale resources. Therefore efficient scheduling algorithms for allocating user job to resources in the Internet-based distributed computing environment are required. Many scheduling algorithms have been proposed. but these algorithms are not suitable for the Internet-based Distributed computing environment. That is the previous scheduling algorithm does not consider peer self-control. In this paper, we propose a Peer Availability Period Prediction Strategy for Internet-based distributed computing environment and show that our Strategy has better performance than other Strategy through extensive simulation.

• Journal of the Optical Society of Korea
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• v.17 no.6
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• pp.525-532
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• 2013

Contrary to the academic interests of other existing studies elsewhere, this study deals with how the alignment algorithms such as sensitivity or Differential Wavefront Sampling (DWS) can be better used under effects from field, compensator positioning and environmental errors unavoidable from the shop-floor alignment work. First, the influences of aforementioned errors to the alignment state estimation was investigated with the algorithms. The environmental error was then found to be the dominant factor influencing the alignment state prediction accuracy. Having understood such relationship between the distorted system wavefront caused by the error sources and the alignment state prediction, we used it for simulated and experimental alignment runs for Infrared Optical System (IROS). The difference between trial alignment runs and experiment was quite close, independent of alignment methods; 6 nm rms for sensitivity method and 13 nm rms for DWS. This demonstrates the practical usefulness and importance of the prior error analysis using the alignment algorithms before the actual alignment runs begin. The error analysis methodology, its application to the actual alignment of IROS and their results are described together with their implications.

• Advances in concrete construction
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• v.13 no.1
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• pp.11-23
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• 2022

Conventional concrete needs some improvement in the mechanical properties, which can be obtained by different admixtures. However, making concrete samples costume always time and money. In this paper, different types of hybrid algorithms are applied to develop predictive models for forecasting compressive strength (CS) of concretes containing metakaolin (MK) and fly ash (FA). In this regard, three different algorithms have been used, namely multilayer perceptron (MLP), radial basis function (RBF), and support vector machine (SVR), to predict CS of concretes by considering most influencers input variables. These algorithms integrated with the grey wolf optimization (GWO) algorithm to increase the model's accuracy in predicting (GWMLP, GWRBF, and GWSVR). The proposed MLP models were implemented and evaluated in three different layers, wherein each layer, GWO, fitted the best neuron number of the hidden layer. Correspondingly, the key parameters of the SVR model are identified using the GWO method. Also, the optimization algorithm determines the hidden neurons' number and the spread value to set the RBF structure. The results show that the developed models all provide accurate predictions of the CS of concrete incorporating MK and FA with R² larger than 0.9972 and 0.9976 in the learning and testing stage, respectively. Regarding GWMLP models, the GWMLP1 model outperforms other GWMLP networks. All in all, GWSVR has the worst performance with the lowest indices, while the highest score belongs to GWRBF.

• Journal of Korean Association for Spatial Structures
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• v.23 no.4
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• pp.81-88
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• 2023

Numerous factors contribute to the deterioration of reinforced concrete structures. Elevated temperatures significantly alter the composition of the concrete ingredients, consequently diminishing the concrete's strength properties. With the escalation of global CO2 levels, the carbonation of concrete structures has emerged as a critical challenge, substantially affecting concrete durability research. Assessing and predicting concrete degradation due to thermal effects and carbonation are crucial yet intricate tasks. To address this, multiple prediction models for concrete carbonation and compressive strength under thermal impact have been developed. This study employs seven machine learning algorithms-specifically, multiple linear regression, decision trees, random forest, support vector machines, k-nearest neighbors, artificial neural networks, and extreme gradient boosting algorithms-to formulate predictive models for concrete carbonation and thermal impact. Two distinct datasets, derived from reported experimental studies, were utilized for training these predictive models. Performance evaluation relied on metrics like root mean square error, mean square error, mean absolute error, and coefficient of determination. The optimization of hyperparameters was achieved through k-fold cross-validation and grid search techniques. The analytical outcomes demonstrate that neural networks and extreme gradient boosting algorithms outshine the remaining five machine learning approaches, showcasing outstanding predictive performance for concrete carbonation and thermal effect modeling.

• Journal of the Institute of Convergence Signal Processing
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• v.21 no.2
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• pp.55-60
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• 2020

In this paper, we propose a fast block matching algorithm of motion estimation using early detection of optimal candidate with high priority and a threshold. Even though so many fast algorithms for motion estimation have been published to reduce computational reduction full search algorithm, still so many works to improve performance of motion estimation are being reported. The proposed algorithm calculates block matching error for each candidate with high priority from previous partial matching error. The proposed algorithm can be applied additionally to most of conventional fast block matching algorithms for more speed up. By doing that, we can find the minimum error point early and get speed up by reducing unnecessary computations of impossible candidates. The proposed algorithm uses smaller computation than conventional fast full search algorithms with the same prediction quality as the full search algorithm. Experimental results shows that the proposed algorithm reduces 30~70% compared with the computation of the PDE and full search algorithms without any degradation of prediction quality and further reduces it with other fast lossy algorithms.

• Journal of the Korea Institute of Military Science and Technology
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• v.16 no.2
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• pp.185-190
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• 2013

The previous steganographic methods by using the interpolation were difficult to estimate the distortion because the size of cover image is extended by interpolation algorithms. In this paper, to solve the problems of previous methods proposed the improved steganographic method based on the pixel replacement algorithms. In our method, we cannot extend a cover image, but also can estimate exactly the distortion of the stego-images. In the experimental results, the estimated distortion and embedding capacity of stego-image are shown on three pixel replacement methods.