• Asia pacific journal of information systems
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• v.30 no.1
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• pp.31-52
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• 2020

Stock markets are popular investment avenues to people who plan to receive premium returns compared to other financial instruments, but they are highly volatile and risky due to the complex financial dynamics and poor understanding of the market forces involved in the price determination. A system that can forecast, predict the stock prices and automatically create a portfolio of top performing stocks is of great value to individual investors who do not have sufficient knowledge to understand the complex dynamics involved in evaluating and predicting stock prices. In this paper the authors propose a Stock prediction, Portfolio Generation and Selection model based on Machine learning algorithms, Artificial neural networks (ANNs) are used for stock price prediction, Mathematical and Statistical techniques are used for Portfolio generation and Un-Supervised Machine learning based on K-Means Clustering algorithms are used for Portfolio Evaluation and Selection which take in to account the Portfolio Return and Risk in to consideration. The model presented here is limited to predicting stock prices on a long term basis as the inputs to the model are based on fundamental attributes and intrinsic value of the stock. The results of this study are quite encouraging as the stock prediction models are able predict stock prices at least a financial quarter in advance with an accuracy of around 90 percent and the portfolio selection classifiers are giving returns in excess of average market returns.

• Journal of Korean Association for Spatial Structures
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• v.24 no.2
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• pp.83-90
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• 2024

Machine learning is widely applied to various engineering fields. In structural engineering area, machine learning is generally used to predict structural responses of building structures. The aging deterioration of reinforced concrete structure affects its structural behavior. Therefore, the aging deterioration of R.C. structure should be consider to exactly predict seismic responses of the structure. In this study, the machine learning based seismic response prediction model was developed. To this end, four machine learning algorithms were employed and prediction performance of each algorithm was compared. A 3-story coupled shear wall structure was selected as an example structure for numerical simulation. Artificial ground motions were generated based on domestic site characteristics. Elastic modulus, damping ratio and density were changed to considering concrete degradation due to chloride penetration and carbonation, etc. Various intensity measures were used input parameters of the training database. Performance evaluation was performed using 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 analysis results show that neural networks and extreme gradient boosting algorithms present good prediction performance.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2007.05a
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• pp.389-398
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• 2007

Case-based reasoning (CBR) is one of the most popular prediction techniques for medical diagnosis because it is easy to apply, has no possibility of overfitting, and provides a good explanation for the output. However, it has a critical limitation - its prediction performance is generally lower than other artificial intelligence techniques like artificial neural networks (ANNs). In order to obtain accurate results from CBR, effective retrieval and matching of useful prior cases for the problem is essential, but it is still a controversial issue to design a good matching and retrieval mechanism for CBR systems. In this study, we propose a novel approach to enhance the prediction performance of CBR. Our suggestion is the simultaneous optimization of feature weights, instance selection, and the number of neighbors that combine using genetic algorithms (GAs). Our model improves the prediction performance in three ways - (1) measuring similarity between cases more accurately by considering relative importance of each feature, (2) eliminating redundant or erroneous reference cases, and (3) combining several similar cases represent significant patterns. To validate the usefulness of our model, this study applied it to a real-world case for evaluating cytological features derived directly from a digital scan of breast fine needle aspirate (FNA) slides. Experimental results showed that the prediction accuracy of conventional CBR may be improved significantly by using our model. We also found that our proposed model outperformed all the other optimized models for CBR using GA.

• Progress in Medical Physics
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• v.28 no.4
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• pp.171-180
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• 2017

The purpose of this study is to install a system that compensated for the respiration motion using an articulated robotic manipulator couch which enables a wide range of motions that a Stewart platform cannot provide and to evaluate the performance of various prediction algorithms including proposed algorithm. For that purpose, we built a miniature couch tracking system comprising an articulated robotic manipulator, 3D optical tracking system, a phantom that mimicked respiratory motion, and control software. We performed simulations and experiments using respiratory data of 12 patients to investigate the feasibility of the system and various prediction algorithms, namely linear extrapolation (LE) and double exponential smoothing (ES2) with averaging methods. We confirmed that prediction algorithms worked well during simulation and experiment, with the ES2-averaging algorithm showing the best results. The simulation study showed 43% average and 49% maximum improvement ratios with the ES2-averaging algorithm, and the experimental study with the $QUASAR^{TM}$ phantom showed 51% average and 56% maximum improvement ratios with this algorithm. Our results suggest that the articulated robotic manipulator couch system with the ES2-averaging prediction algorithm can be widely used in the field of radiation therapy, providing a highly efficient and utilizable technology that can enhance the therapeutic effect and improve safety through a noninvasive approach.

• KSCE Journal of Civil and Environmental Engineering Research
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• v.2 no.3
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• pp.43-56
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• 1982

A recursive algorithms for prediction of streamflows by Kalman filtering theory and Self-tuning predictor based on the state space description of the dynamic systems have been studied and the applicabilities of the algorithms to the rainfall-runoff processes have been investigated. For the representation of the dynamics of the processes, a low-order ARMA process has been taken as the linear discrete time system with white Gaussian disturbances. The state vector in the prediction model formulated by a random walk process. The model structures have been determined by a statistical analysis for residuals of the observed and predicted streamflows. For the verification of the prediction algorithms developed here, the observed historical data of the hourly rainfall and streamflows were used. The numerical studies shows that Kalman filtering theory has better performance than the Self-tuning predictor for system identification and prediction in rainfall-runoff processes.

• IEIE Transactions on Smart Processing and Computing
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• v.4 no.1
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• pp.16-21
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• 2015

Most video services are transmitted in wireless networks. In a network environment, a packet of video is likely to be lost during transmission. For this reason, numerous error concealment (EC) algorithms have been proposed to combat channel errors. On the other hand, most existing algorithms cannot conceal the whole missing frame effectively. To resolve this problem, this paper proposes a new Adaptive Prediction Unit-based Motion Vector Extrapolation (APMVE) algorithm to restore the entire missing frame encoded by High Efficiency Video Coding (HEVC). In each missing HEVC frame, it uses the prediction unit (PU) information of the previous frame to adaptively decide the size of a basic unit for error concealment and to provide a more accurate estimation for the motion vector in that basic unit than can be achieved by any other conventional method. The simulation results showed that it is highly effective and significantly outperforms other existing frame recovery methods in terms of both objective and subjective quality.

• Journal of the Korean Institute of Intelligent Systems
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• v.7 no.3
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• pp.34-42
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• 1997

This paper presents new fuzzy learning algorithms and their applications to time series prediction. During generating fuzzy rules from numerical data, there is a tendency to produce conflicting rules which have same premise but different consequence. To resolve the problem, we propose MCM(Modified Center Method) which is proven to reduce the error in the prediction. We have applied MCM to the analysis of Mackey-Glass time series and Gas Furnace da.ta to verify its efficiency.

• Environmental Engineering Research
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• v.14 no.2
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• pp.102-110
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• 2009

Application of artificial intelligence (AI) approaches in eco-environmental modeling has gradually increased for the last decade. Comprehensive understanding and evaluation on the applicability of this approach to eco-environmental modeling are needed. In this study, we reviewed the previous studies that used AI-techniques in eco-environmental modeling. Decision Tree (DT) and Artificial Neural Network (ANN) were found to be major AI algorithms preferred by researchers in ecological and environmental modeling areas. When the effect of the size of training data on model prediction accuracy was explored using the data from the previous studies, the prediction accuracy and the size of training data showed nonlinear correlation, which was best-described by hyperbolic saturation function among the tested nonlinear functions including power and logarithmic functions. The hyperbolic saturation equations were proposed to be used as a guideline for optimizing the size of training data set, which is critically important in designing the field experiments required for training AI-based eco-environmental modeling.

• 제어로봇시스템학회:학술대회논문집
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• 2000.10a
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• pp.280-280
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• 2000

In this paper, we propose a method of constructing equation using bio-inspired emergent and evolutionary concepts. This method is algorithm that is based on the characteristics of the biological DNA and growth of plants. Here is. we propose a constructing method to make a DNA coding method for production rule of L-system. L-system is based on so-called the parallel rewriting mechanism. The DNA coding method has no limitation in expressing the production rule of L-system. Evolutionary algorithms motivated by Darwinian natural selection are population based searching methods and the high performance of which is highly dependent on the representation of solution space. In order to verify the effectiveness of our scheme, we apply it to one step ahead prediction of Mackey-Glass time series.

• Proceedings of the Korean Geotechical Society Conference
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• 2009.03a
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• pp.146-153
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• 2009

One dimensional site response analysis is widely used in prediction of the ground motion that is induced by earthquake. Equivalent linear analysis is the most widely used method due to its simplicity and ease of use. However, the equivalent linear method has been known to be unreliable since it approximates the nonlinear soil behavior within the linear framework. To consider the nonlinearity of the ground at frequency domain, frequency dependent algorithms that can simulate shear strain - frequency dependency have been proposed. In this study, the results of the modified equivalent linear analysis are compared to evaluate the degree of improvement and the applicability of the modified algorithms. Results show the novel smoothed curve that is proposed by this study indicates the most stable prediction and can enhance the accuracy of the prediction.