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The Critical Pigment Volume Concentration Concept for Paper Coatings: I. Model Coating Systems Using Plastic Pigments and Latex Binders for Paper Coating Applications

  • Lee, Do-Ik
    • Journal of Korea Technical Association of The Pulp and Paper Industry
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    • v.34 no.5
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    • pp.1-17
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    • 2002
  • The immobilization and consolidation of the model coatings based on the plastic pigment and latex binder of known particle sizes were theoretically Studied in terms of the dense random packing of binary spheres and varying extent of latex film shrinkage. The porosity of the model coatings was calculated based on three proposed latex shrinkage models: Maximum, Minimum, and Linearly Decreasing Latex Shrinkage. The increasing extent of latex shrinkage was calculated up to the critical pigment volume concentration(CPVC) as a function of plastic pigment volume fractions, and the maximum latex shrinkage was estimated from the CPVC. Also, the number of pores and the average equivalent spherical pore diameters were calculated based on those proposed models. The opacity and gloss of the model coatings on polyester films were measured and their porosity was also determined by a simple coat weight-thickness method. As expected, various coating structure-property-composition relationships, such as opacity, gloss, porosity, etc., were shown to exhibit sharp transitions near the CPVC. The CPVC values determined by the opacity, gloss, and porosity vs. PVC relationships, respectively, agreed very well with each other. Especially, the CPVC's determined by the opacity and porosity vs. PVC curves were identical. The comparison between the theoretically calculated and experimental porosity values showed that the intermediate value between the maximum and minimum latex shrinkage would best fit the experimental porosity data. The effect of plastic pigment particle size on the optical properties and porosity of model coatings was also studied and it was observed that the coating opacity and porosity increased with increasing plastic pigment particle size, but the gloss decreased. The ink gloss of the uncalendered model coatings applied onto commercial sheet offset coated papers was shown to be affected by both the coating gloss and porosity: the higher the coating gloss, the higher the ink gloss, but the higher the coating porosity, the lower the ink gloss. Their printability was also studied in terms of the number of passes-to-fail and the rate of ink setting as a function of both plastic pigment volume fractions and plastic pigment particle sizes. A minimum crack-free temperature(MCR) of latex-bound coatings was proposed to better predict the behaviors of latexes as coating binders. The wet state of model coating dispersions, the surfaces of consolidated model coatings, and their internal structure were examined by both electron and atomic force microscopy, and their micrographs were found to be consistent with our immobilization and consolidation models.

Reproducing Rhythmic Idioms: A Comparison Between Healthy Older Adults and Older Adults With Mild Cognitive Impairment (리듬꼴에 따른 건강 노인과 경도인지장애 노인의 리듬 재산출 수행력 비교)

  • Chong, Hyun Ju;Lee, Eun Ji
    • Journal of Music and Human Behavior
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    • v.16 no.1
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    • pp.73-88
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    • 2019
  • This research was conducted to compare the rhythm reproduction abilities between older adults with and without mild cognitive impairment (MCI) and analyze the abilities depending on the rhythm idiom. Participants between 60-85 years of age were recruited from senior community centers, dementia prevention centers, and senior welfare centers. A total of 57 participants were included in this study: 27 diagnosed with MCI and 30 healthy older adults (HOA). The experiment was conducted individually in a private room in which a participant was given random binary time rhythm idioms and instructed to reproduce the rhythmic idioms with finger tapping. Each participant's beat production was recorded with the Beat Processing Device (BPD) for iPad. BPD calculated rhythm reproduction as measured through rhythm ratio and error among beats. Results showed marginal differences between the two groups in terms of mean scores of rhythm reproduction abilities. In terms of the rhythm ratio among beats, both groups' highest rhythm reproduction rate was for <♩ ♩>, and their lowest reproduction rate was for <♩. ♪>. In conclusion, there was no significant difference in rhythm reproduction ability between the HOA and MCI groups. However, the study found an interesting result related to performance level of rhythmic idioms. This result provides therapeutic insight for formulating rhythm tasks for older adults.

Heat-Wave Data Analysis based on the Zero-Inflated Regression Models (영-과잉 회귀모형을 활용한 폭염자료분석)

  • Kim, Seong Tae;Park, Man Sik
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2829-2840
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    • 2018
  • The random variable with an arbitrary value or more is called semi-continuous variable or zero-inflated one in case that its boundary value is more frequently observed than expected. This means the boundary value is likely to be practically observed more than it should be theoretically under certain probability distribution. When the distribution considered is continuous, the variable is defined as semi-continuous and when one of discrete distribution is assumed for the variable, we regard it as zero-inflated. In this study, we introduce the two-part model, which consists of one part for modelling the binary response and the other part for modelling the variable greater than the boundary value. Especially, the zero-inflated regression models are explained by using Poisson distribution and negative binomial distribution. In real data analysis, we employ the zero-inflated regression models to estimate the number of days under extreme heat-wave circumstances during the last 10 years in South Korea. Based on the estimation results, we create prediction maps for the estimated number of days under heat-wave advisory and heat-wave warning by using the universal kriging, which is one of the spatial prediction methods.

Label Embedding for Improving Classification Accuracy UsingAutoEncoderwithSkip-Connections (다중 레이블 분류의 정확도 향상을 위한 스킵 연결 오토인코더 기반 레이블 임베딩 방법론)

  • Kim, Museong;Kim, Namgyu
    • Journal of Intelligence and Information Systems
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    • v.27 no.3
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    • pp.175-197
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    • 2021
  • Recently, with the development of deep learning technology, research on unstructured data analysis is being actively conducted, and it is showing remarkable results in various fields such as classification, summary, and generation. Among various text analysis fields, text classification is the most widely used technology in academia and industry. Text classification includes binary class classification with one label among two classes, multi-class classification with one label among several classes, and multi-label classification with multiple labels among several classes. In particular, multi-label classification requires a different training method from binary class classification and multi-class classification because of the characteristic of having multiple labels. In addition, since the number of labels to be predicted increases as the number of labels and classes increases, there is a limitation in that performance improvement is difficult due to an increase in prediction difficulty. To overcome these limitations, (i) compressing the initially given high-dimensional label space into a low-dimensional latent label space, (ii) after performing training to predict the compressed label, (iii) restoring the predicted label to the high-dimensional original label space, research on label embedding is being actively conducted. Typical label embedding techniques include Principal Label Space Transformation (PLST), Multi-Label Classification via Boolean Matrix Decomposition (MLC-BMaD), and Bayesian Multi-Label Compressed Sensing (BML-CS). However, since these techniques consider only the linear relationship between labels or compress the labels by random transformation, it is difficult to understand the non-linear relationship between labels, so there is a limitation in that it is not possible to create a latent label space sufficiently containing the information of the original label. Recently, there have been increasing attempts to improve performance by applying deep learning technology to label embedding. Label embedding using an autoencoder, a deep learning model that is effective for data compression and restoration, is representative. However, the traditional autoencoder-based label embedding has a limitation in that a large amount of information loss occurs when compressing a high-dimensional label space having a myriad of classes into a low-dimensional latent label space. This can be found in the gradient loss problem that occurs in the backpropagation process of learning. To solve this problem, skip connection was devised, and by adding the input of the layer to the output to prevent gradient loss during backpropagation, efficient learning is possible even when the layer is deep. Skip connection is mainly used for image feature extraction in convolutional neural networks, but studies using skip connection in autoencoder or label embedding process are still lacking. Therefore, in this study, we propose an autoencoder-based label embedding methodology in which skip connections are added to each of the encoder and decoder to form a low-dimensional latent label space that reflects the information of the high-dimensional label space well. In addition, the proposed methodology was applied to actual paper keywords to derive the high-dimensional keyword label space and the low-dimensional latent label space. Using this, we conducted an experiment to predict the compressed keyword vector existing in the latent label space from the paper abstract and to evaluate the multi-label classification by restoring the predicted keyword vector back to the original label space. As a result, the accuracy, precision, recall, and F1 score used as performance indicators showed far superior performance in multi-label classification based on the proposed methodology compared to traditional multi-label classification methods. This can be seen that the low-dimensional latent label space derived through the proposed methodology well reflected the information of the high-dimensional label space, which ultimately led to the improvement of the performance of the multi-label classification itself. In addition, the utility of the proposed methodology was identified by comparing the performance of the proposed methodology according to the domain characteristics and the number of dimensions of the latent label space.

Comparative Study on the Estimation of CO2 absorption Equilibrium in Methanol using PC-SAFT equation of state and Two-model approach. (메탄올의 이산화탄소 흡수평형 추산에 대한 PC-SAFT모델식과 Two-model approach 모델식의 비교연구)

  • Noh, Jaehyun;Park, Hoey Kyung;Kim, Dongsun;Cho, Jungho
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.18 no.10
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    • pp.136-152
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    • 2017
  • The thermodynamic models, PC-SAFT (Perturbed-Chain Statistical Associated Fluid Theory) state equation and the Two-model approach liquid activity coefficient model NRTL (Non Random Two Liquid) + Henry + Peng-Robinson, for modeling the Rectisol process using methanol aqueous solution as the $CO_2$ removal solvent were compared. In addition, to determine the new binary interaction parameters of the PC-SAFT state equations and the Henry's constant of the two-model approach, absorption equilibrium experiments between carbon dioxide and methanol at 273.25K and 262.35K were carried out and regression analysis was performed. The accuracy of the newly determined parameters was verified through the regression results of the experimental data. These model equations and validated parameters were used to model the carbon dioxide removal process. In the case of using the two-model approach, the methanol solvent flow rate required to remove 99.00% of $CO_2$ was estimated to be approximately 43.72% higher, the cooling water consumption in the distillation tower was 39.22% higher, and the steam consumption was 43.09% higher than that using PC-SAFT EOS. In conclusion, the Rectisol process operating under high pressure was designed to be larger than that using the PC-SAFT state equation when modeled using the liquid activity coefficient model equation with Henry's relation. For this reason, if the quantity of low-solubility gas components dissolved in a liquid at a constant temperature is proportional to the partial pressure of the gas phase, the carbon dioxide with high solubility in methanol does not predict the absorption characteristics between methanol and carbon dioxide.

A hybrid algorithm for the synthesis of computer-generated holograms

  • Nguyen The Anh;An Jun Won;Choe Jae Gwang;Kim Nam
    • Proceedings of the Optical Society of Korea Conference
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    • 2003.07a
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    • pp.60-61
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    • 2003
  • A new approach to reduce the computation time of genetic algorithm (GA) for making binary phase holograms is described. Synthesized holograms having diffraction efficiency of 75.8% and uniformity of 5.8% are proven in computer simulation and experimentally demonstrated. Recently, computer-generated holograms (CGHs) having high diffraction efficiency and flexibility of design have been widely developed in many applications such as optical information processing, optical computing, optical interconnection, etc. Among proposed optimization methods, GA has become popular due to its capability of reaching nearly global. However, there exits a drawback to consider when we use the genetic algorithm. It is the large amount of computation time to construct desired holograms. One of the major reasons that the GA' s operation may be time intensive results from the expense of computing the cost function that must Fourier transform the parameters encoded on the hologram into the fitness value. In trying to remedy this drawback, Artificial Neural Network (ANN) has been put forward, allowing CGHs to be created easily and quickly (1), but the quality of reconstructed images is not high enough to use in applications of high preciseness. For that, we are in attempt to find a new approach of combiningthe good properties and performance of both the GA and ANN to make CGHs of high diffraction efficiency in a short time. The optimization of CGH using the genetic algorithm is merely a process of iteration, including selection, crossover, and mutation operators [2]. It is worth noting that the evaluation of the cost function with the aim of selecting better holograms plays an important role in the implementation of the GA. However, this evaluation process wastes much time for Fourier transforming the encoded parameters on the hologram into the value to be solved. Depending on the speed of computer, this process can even last up to ten minutes. It will be more effective if instead of merely generating random holograms in the initial process, a set of approximately desired holograms is employed. By doing so, the initial population will contain less trial holograms equivalent to the reduction of the computation time of GA's. Accordingly, a hybrid algorithm that utilizes a trained neural network to initiate the GA's procedure is proposed. Consequently, the initial population contains less random holograms and is compensated by approximately desired holograms. Figure 1 is the flowchart of the hybrid algorithm in comparison with the classical GA. The procedure of synthesizing a hologram on computer is divided into two steps. First the simulation of holograms based on ANN method [1] to acquire approximately desired holograms is carried. With a teaching data set of 9 characters obtained from the classical GA, the number of layer is 3, the number of hidden node is 100, learning rate is 0.3, and momentum is 0.5, the artificial neural network trained enables us to attain the approximately desired holograms, which are fairly good agreement with what we suggested in the theory. The second step, effect of several parameters on the operation of the hybrid algorithm is investigated. In principle, the operation of the hybrid algorithm and GA are the same except the modification of the initial step. Hence, the verified results in Ref [2] of the parameters such as the probability of crossover and mutation, the tournament size, and the crossover block size are remained unchanged, beside of the reduced population size. The reconstructed image of 76.4% diffraction efficiency and 5.4% uniformity is achieved when the population size is 30, the iteration number is 2000, the probability of crossover is 0.75, and the probability of mutation is 0.001. A comparison between the hybrid algorithm and GA in term of diffraction efficiency and computation time is also evaluated as shown in Fig. 2. With a 66.7% reduction in computation time and a 2% increase in diffraction efficiency compared to the GA method, the hybrid algorithm demonstrates its efficient performance. In the optical experiment, the phase holograms were displayed on a programmable phase modulator (model XGA). Figures 3 are pictures of diffracted patterns of the letter "0" from the holograms generated using the hybrid algorithm. Diffraction efficiency of 75.8% and uniformity of 5.8% are measured. We see that the simulation and experiment results are fairly good agreement with each other. In this paper, Genetic Algorithm and Neural Network have been successfully combined in designing CGHs. This method gives a significant reduction in computation time compared to the GA method while still allowing holograms of high diffraction efficiency and uniformity to be achieved. This work was supported by No.mOl-2001-000-00324-0 (2002)) from the Korea Science & Engineering Foundation.

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Ensemble Learning with Support Vector Machines for Bond Rating (회사채 신용등급 예측을 위한 SVM 앙상블학습)

  • Kim, Myoung-Jong
    • Journal of Intelligence and Information Systems
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    • v.18 no.2
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    • pp.29-45
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    • 2012
  • Bond rating is regarded as an important event for measuring financial risk of companies and for determining the investment returns of investors. As a result, it has been a popular research topic for researchers to predict companies' credit ratings by applying statistical and machine learning techniques. The statistical techniques, including multiple regression, multiple discriminant analysis (MDA), logistic models (LOGIT), and probit analysis, have been traditionally used in bond rating. However, one major drawback is that it should be based on strict assumptions. Such strict assumptions include linearity, normality, independence among predictor variables and pre-existing functional forms relating the criterion variablesand the predictor variables. Those strict assumptions of traditional statistics have limited their application to the real world. Machine learning techniques also used in bond rating prediction models include decision trees (DT), neural networks (NN), and Support Vector Machine (SVM). Especially, SVM is recognized as a new and promising classification and regression analysis method. SVM learns a separating hyperplane that can maximize the margin between two categories. SVM is simple enough to be analyzed mathematical, and leads to high performance in practical applications. SVM implements the structuralrisk minimization principle and searches to minimize an upper bound of the generalization error. In addition, the solution of SVM may be a global optimum and thus, overfitting is unlikely to occur with SVM. In addition, SVM does not require too many data sample for training since it builds prediction models by only using some representative sample near the boundaries called support vectors. A number of experimental researches have indicated that SVM has been successfully applied in a variety of pattern recognition fields. However, there are three major drawbacks that can be potential causes for degrading SVM's performance. First, SVM is originally proposed for solving binary-class classification problems. Methods for combining SVMs for multi-class classification such as One-Against-One, One-Against-All have been proposed, but they do not improve the performance in multi-class classification problem as much as SVM for binary-class classification. Second, approximation algorithms (e.g. decomposition methods, sequential minimal optimization algorithm) could be used for effective multi-class computation to reduce computation time, but it could deteriorate classification performance. Third, the difficulty in multi-class prediction problems is in data imbalance problem that can occur when the number of instances in one class greatly outnumbers the number of instances in the other class. Such data sets often cause a default classifier to be built due to skewed boundary and thus the reduction in the classification accuracy of such a classifier. SVM ensemble learning is one of machine learning methods to cope with the above drawbacks. Ensemble learning is a method for improving the performance of classification and prediction algorithms. AdaBoost is one of the widely used ensemble learning techniques. It constructs a composite classifier by sequentially training classifiers while increasing weight on the misclassified observations through iterations. The observations that are incorrectly predicted by previous classifiers are chosen more often than examples that are correctly predicted. Thus Boosting attempts to produce new classifiers that are better able to predict examples for which the current ensemble's performance is poor. In this way, it can reinforce the training of the misclassified observations of the minority class. This paper proposes a multiclass Geometric Mean-based Boosting (MGM-Boost) to resolve multiclass prediction problem. Since MGM-Boost introduces the notion of geometric mean into AdaBoost, it can perform learning process considering the geometric mean-based accuracy and errors of multiclass. This study applies MGM-Boost to the real-world bond rating case for Korean companies to examine the feasibility of MGM-Boost. 10-fold cross validations for threetimes with different random seeds are performed in order to ensure that the comparison among three different classifiers does not happen by chance. For each of 10-fold cross validation, the entire data set is first partitioned into tenequal-sized sets, and then each set is in turn used as the test set while the classifier trains on the other nine sets. That is, cross-validated folds have been tested independently of each algorithm. Through these steps, we have obtained the results for classifiers on each of the 30 experiments. In the comparison of arithmetic mean-based prediction accuracy between individual classifiers, MGM-Boost (52.95%) shows higher prediction accuracy than both AdaBoost (51.69%) and SVM (49.47%). MGM-Boost (28.12%) also shows the higher prediction accuracy than AdaBoost (24.65%) and SVM (15.42%)in terms of geometric mean-based prediction accuracy. T-test is used to examine whether the performance of each classifiers for 30 folds is significantly different. The results indicate that performance of MGM-Boost is significantly different from AdaBoost and SVM classifiers at 1% level. These results mean that MGM-Boost can provide robust and stable solutions to multi-classproblems such as bond rating.

An Integrated Model based on Genetic Algorithms for Implementing Cost-Effective Intelligent Intrusion Detection Systems (비용효율적 지능형 침입탐지시스템 구현을 위한 유전자 알고리즘 기반 통합 모형)

  • Lee, Hyeon-Uk;Kim, Ji-Hun;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.18 no.1
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    • pp.125-141
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    • 2012
  • These days, the malicious attacks and hacks on the networked systems are dramatically increasing, and the patterns of them are changing rapidly. Consequently, it becomes more important to appropriately handle these malicious attacks and hacks, and there exist sufficient interests and demand in effective network security systems just like intrusion detection systems. Intrusion detection systems are the network security systems for detecting, identifying and responding to unauthorized or abnormal activities appropriately. Conventional intrusion detection systems have generally been designed using the experts' implicit knowledge on the network intrusions or the hackers' abnormal behaviors. However, they cannot handle new or unknown patterns of the network attacks, although they perform very well under the normal situation. As a result, recent studies on intrusion detection systems use artificial intelligence techniques, which can proactively respond to the unknown threats. For a long time, researchers have adopted and tested various kinds of artificial intelligence techniques such as artificial neural networks, decision trees, and support vector machines to detect intrusions on the network. However, most of them have just applied these techniques singularly, even though combining the techniques may lead to better detection. With this reason, we propose a new integrated model for intrusion detection. Our model is designed to combine prediction results of four different binary classification models-logistic regression (LOGIT), decision trees (DT), artificial neural networks (ANN), and support vector machines (SVM), which may be complementary to each other. As a tool for finding optimal combining weights, genetic algorithms (GA) are used. Our proposed model is designed to be built in two steps. At the first step, the optimal integration model whose prediction error (i.e. erroneous classification rate) is the least is generated. After that, in the second step, it explores the optimal classification threshold for determining intrusions, which minimizes the total misclassification cost. To calculate the total misclassification cost of intrusion detection system, we need to understand its asymmetric error cost scheme. Generally, there are two common forms of errors in intrusion detection. The first error type is the False-Positive Error (FPE). In the case of FPE, the wrong judgment on it may result in the unnecessary fixation. The second error type is the False-Negative Error (FNE) that mainly misjudges the malware of the program as normal. Compared to FPE, FNE is more fatal. Thus, total misclassification cost is more affected by FNE rather than FPE. To validate the practical applicability of our model, we applied it to the real-world dataset for network intrusion detection. The experimental dataset was collected from the IDS sensor of an official institution in Korea from January to June 2010. We collected 15,000 log data in total, and selected 10,000 samples from them by using random sampling method. Also, we compared the results from our model with the results from single techniques to confirm the superiority of the proposed model. LOGIT and DT was experimented using PASW Statistics v18.0, and ANN was experimented using Neuroshell R4.0. For SVM, LIBSVM v2.90-a freeware for training SVM classifier-was used. Empirical results showed that our proposed model based on GA outperformed all the other comparative models in detecting network intrusions from the accuracy perspective. They also showed that the proposed model outperformed all the other comparative models in the total misclassification cost perspective. Consequently, it is expected that our study may contribute to build cost-effective intelligent intrusion detection systems.

Steel Plate Faults Diagnosis with S-MTS (S-MTS를 이용한 강판의 표면 결함 진단)

  • Kim, Joon-Young;Cha, Jae-Min;Shin, Junguk;Yeom, Choongsub
    • Journal of Intelligence and Information Systems
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    • v.23 no.1
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    • pp.47-67
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    • 2017
  • Steel plate faults is one of important factors to affect the quality and price of the steel plates. So far many steelmakers generally have used visual inspection method that could be based on an inspector's intuition or experience. Specifically, the inspector checks the steel plate faults by looking the surface of the steel plates. However, the accuracy of this method is critically low that it can cause errors above 30% in judgment. Therefore, accurate steel plate faults diagnosis system has been continuously required in the industry. In order to meet the needs, this study proposed a new steel plate faults diagnosis system using Simultaneous MTS (S-MTS), which is an advanced Mahalanobis Taguchi System (MTS) algorithm, to classify various surface defects of the steel plates. MTS has generally been used to solve binary classification problems in various fields, but MTS was not used for multiclass classification due to its low accuracy. The reason is that only one mahalanobis space is established in the MTS. In contrast, S-MTS is suitable for multi-class classification. That is, S-MTS establishes individual mahalanobis space for each class. 'Simultaneous' implies comparing mahalanobis distances at the same time. The proposed steel plate faults diagnosis system was developed in four main stages. In the first stage, after various reference groups and related variables are defined, data of the steel plate faults is collected and used to establish the individual mahalanobis space per the reference groups and construct the full measurement scale. In the second stage, the mahalanobis distances of test groups is calculated based on the established mahalanobis spaces of the reference groups. Then, appropriateness of the spaces is verified by examining the separability of the mahalanobis diatances. In the third stage, orthogonal arrays and Signal-to-Noise (SN) ratio of dynamic type are applied for variable optimization. Also, Overall SN ratio gain is derived from the SN ratio and SN ratio gain. If the derived overall SN ratio gain is negative, it means that the variable should be removed. However, the variable with the positive gain may be considered as worth keeping. Finally, in the fourth stage, the measurement scale that is composed of selected useful variables is reconstructed. Next, an experimental test should be implemented to verify the ability of multi-class classification and thus the accuracy of the classification is acquired. If the accuracy is acceptable, this diagnosis system can be used for future applications. Also, this study compared the accuracy of the proposed steel plate faults diagnosis system with that of other popular classification algorithms including Decision Tree, Multi Perception Neural Network (MLPNN), Logistic Regression (LR), Support Vector Machine (SVM), Tree Bagger Random Forest, Grid Search (GS), Genetic Algorithm (GA) and Particle Swarm Optimization (PSO). The steel plates faults dataset used in the study is taken from the University of California at Irvine (UCI) machine learning repository. As a result, the proposed steel plate faults diagnosis system based on S-MTS shows 90.79% of classification accuracy. The accuracy of the proposed diagnosis system is 6-27% higher than MLPNN, LR, GS, GA and PSO. Based on the fact that the accuracy of commercial systems is only about 75-80%, it means that the proposed system has enough classification performance to be applied in the industry. In addition, the proposed system can reduce the number of measurement sensors that are installed in the fields because of variable optimization process. These results show that the proposed system not only can have a good ability on the steel plate faults diagnosis but also reduce operation and maintenance cost. For our future work, it will be applied in the fields to validate actual effectiveness of the proposed system and plan to improve the accuracy based on the results.

A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.