• 제목/요약/키워드: Root clustering

검색결과 38건 처리시간 0.027초

금융 빅 데이터를 이용한 주식수익률 행태 분석 (An Analysis of Stock Return Behavior using Financial Big Data)

  • 정헌용;김상식
    • 한국정보통신학회:학술대회논문집
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    • 한국정보통신학회 2014년도 추계학술대회
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    • pp.708-710
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    • 2014
  • 최근 금융 분야에서는 빅 데이터를 이용하여 주가예측 모형을 만들어내고 있으며, 특히 금융 시계열 자료의 변동성 집중 현상을 금융 빅 데이터를 이용하여 분석함으로써 세계 주식시장의 동조화 현상을 분석하고 있다. 본 논문에서는 한국과 중국의 일별 주가지수수익률과 일중 주가지수수익률을 이용하여 이들 2개 국가의 대표적인 주가지수 시계열 데이터에 변동성 집중 현상이 존재하는지를 보다 세밀하게 추적하여 양국 주식시장의 동조화 현상을 분석한다. 분석 결과, 한국의 KOSPI와 중국의 Shanghai 종합주가지수의 지수수익률 시계열 자료는 단위근이 존재하지 않으며, 변동성 집중 현상을 보이는 것으로 나타났다. 또한 한국보다는 중국 주식시장의 변동성 집중현상이 보다 강하게 나타나며, 이러한 현상은 일중 주가지수수익률 시계열 자료에서 보다 두드러지게 나타났다.

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상호 노드 정보를 이용한 클러스터 기반 퍼지 모델트리 (Cluster Based Fuzzy Model Tree Using Node Information)

  • 박진일;이대종;김용삼;조영임;전명근
    • 한국지능시스템학회논문지
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    • 제18권1호
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    • pp.41-47
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    • 2008
  • 클러스터 기반 퍼지 모델트리에서 훈련 데이터의 과잉 적응은 검중 데이터의 성능을 저하시키는 문제점을 가지고 있다. 이러한 문제점을 해결하기 위한 방법으로 본 논문에서는 상호 노드간의 정보를 고려하는 방법을 제안하고자 한다. 제안된 방법은 우선 입력과 출력변수의 속성을 고려한 퍼지 클러스터링에 의해 중심벡터를 계산한 후, 중심벡터들과 입력 속성간의 소속도를 이용하여 구간 분할된 영역별로 각각의 선형모델을 구축한다. 예측 단계에서는 입력된 데이터가 잎노드에 도달하기까지 경유하게 되는 노드들의 중심벡터들과 입력 데이터간의 거리값에 따른 소속도를 계산한 후 최종적으로 각 노드의 선형모델들과 계산된 소속도를 이용하여 출력값을 예측하게 된다. 제안된 방법의 우수성을 보이기 위해 다양한 벤치마크 데이터를 대상을 실험한 결과, 기존의 클러스터 기반 퍼지 모델트리보다 향상된 성능을 보임을 알 수 있었다.

3축 가속도 센서와 족압 감지 시스템을 활용한 보행 모니터링 시스템 개발 (Development of Gait Monitoring System Based on 3-axis Accelerometer and Foot Pressure Sensors)

  • 유인환;이선우;정현기;변기훈;권장우
    • 재활복지공학회논문지
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    • 제10권3호
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    • pp.199-206
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    • 2016
  • 대부분의 한국인은 오랜 좌식생활 때문에 팔자 걸음이나 안짱 걸음을 걷는 경우가 많고, 오늘날에는 보행 중 스마트폰 사용으로 인하여 올바른 자세의 보행이 더욱 어려워지고 있다. 본 연구는 현대 한국인의 걸음 실태를 쉽게 분석하고 사용자로 하여금 이를 알 수 있도록 하는 간편한 시스템을 구현하는 데 목적이 있다. 본 연구는 보행 유형을 분류하기 위하여 3축 가속도 센서와 족압 감지 시스템을 활용한 보행 모니터링 시스템을 개발하였다. 개발된 시스템은 걸을 때 발생하는 발의 압력(foot pressure)과, 상반신의 기울어진 정도를 각각 압력 센서(pressure sensor)와 3축 가속도계(3-axis accelerometer)를 통해 걷는 자세의 데이터를 취득할 수 있다. 이를 통해 몇 가지 보행 유형과 센서 데이터 간의 상관관계를 분석하였다. 그 결과 상체 자세 판별에는 통계적 모수인 제곱평균제곱근과 표준편차가, 보행 유행 판별에는 k-최근접 이웃 알고리즘이 적합하다는 사실을 확인하였다. 고안된 시스템은 저비용의 의학, 체육 분야에 응용될 수 있다.

SOM을 이용한 제품수명주기 기반 서비스 수요예측 (Product Life Cycle Based Service Demand Forecasting Using Self-Organizing Map)

  • 장남식
    • 지능정보연구
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    • 제15권4호
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    • pp.37-51
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    • 2009
  • 서비스 인적자원 운용의 효율성 제고와 부품 또는 시설 할당의 적정성 향상을 위해 서비스센터를 통해 접수되는 서비스 요청 건수를 보다 정확하게 예측하고자 하는 필요성이 제조업을 중심으로 증가하고 있다. 본 연구에서는 제품의 특성을 반영하여 제품수명주기 별로 제품들을 군집화하고 군집 별로 적절한 예측모형을 구축한 후 예측 값을 통합하는 개별예측방식을 LCD 모니터 제조사의 사례를 통해 제시한다. 또한 예측 결과를 총량방식 및 기존에 기업이 사용하고 있는 방식과 비교. 평가하여 우수성을 증명함으로써 제품이나 산업의 특성을 반영한 맞춤형 수요예측 기법 도입의 필요성을 부각하고, 그에 따른 이론적, 실무적 가이드라인을 제공한다.

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Genome-wide Identification, Classification, and Expression Analysis of the Receptor-Like Protein Family in Tomato

  • Kang, Won-Hee;Yeom, Seon-In
    • The Plant Pathology Journal
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    • 제34권5호
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    • pp.435-444
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    • 2018
  • Receptor-like proteins (RLPs) are involved in plant development and disease resistance. Only some of the RLPs in tomato (Solanum lycopersicum L.) have been functionally characterized though 176 genes encoding RLPs, which have been identified in the tomato genome. To further understand the role of RLPs in tomato, we performed genome-guided classification and transcriptome analysis of these genes. Phylogenic comparisons revealed that the tomato RLP members could be divided into eight subgroups and that the genes evolved independently compared to similar genes in Arabidopsis. Based on location and physical clustering analyses, we conclude that tomato RLPs likely expanded primarily through tandem duplication events. According to tissue specific RNA-seq data, 71 RLPs were expressed in at least one of the following tissues: root, leaf, bud, flower, or fruit. Several genes had expression patterns that were tissue specific. In addition, tomato RLP expression profiles after infection with different pathogens showed distinguish gene regulations according to disease induction and resistance response as well as infection by bacteria and virus. Notably, Some RLPs were highly and/or unique expressed in susceptible tomato to pathogen, suggesting that the RLP could be involved in disease response, possibly as a host-susceptibility factor. Our study could provide an important clues for further investigations into the function of tomato RLPs involved in developmental and response to pathogens.

Preliminary Test of Adaptive Neuro-Fuzzy Inference System Controller for Spacecraft Attitude Control

  • Kim, Sung-Woo;Park, Sang-Young;Park, Chan-Deok
    • Journal of Astronomy and Space Sciences
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    • 제29권4호
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    • pp.389-395
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    • 2012
  • The problem of spacecraft attitude control is solved using an adaptive neuro-fuzzy inference system (ANFIS). An ANFIS produces a control signal for one of the three axes of a spacecraft's body frame, so in total three ANFISs are constructed for 3-axis attitude control. The fuzzy inference system of the ANFIS is initialized using a subtractive clustering method. The ANFIS is trained by a hybrid learning algorithm using the data obtained from attitude control simulations using state-dependent Riccati equation controller. The training data set for each axis is composed of state errors for 3 axes (roll, pitch, and yaw) and a control signal for one of the 3 axes. The stability region of the ANFIS controller is estimated numerically based on Lyapunov stability theory using a numerical method to calculate Jacobian matrix. To measure the performance of the ANFIS controller, root mean square error and correlation factor are used as performance indicators. The performance is tested on two ANFIS controllers trained in different conditions. The test results show that the performance indicators are proper in the sense that the ANFIS controller with the larger stability region provides better performance according to the performance indicators.

PREDICTION OF DIAMETRAL CREEP FOR PRESSURE TUBES OF A PRESSURIZED HEAVY WATER REACTOR USING DATA BASED MODELING

  • Lee, Jae-Yong;Na, Man-Gyun
    • Nuclear Engineering and Technology
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    • 제44권4호
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    • pp.355-362
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    • 2012
  • The aim of this study was to develop a bundle position-wise linear model (BPLM) to predict Pressure Tube (PT) diametral creep employing the previously measured PT diameters and operating conditions. There are twelve bundles in a fuel channel, and for each bundle a linear model was developed by using the dependent variables, such as the fast neutron fluences and the bundle coolant temperatures. The training data set was selected using the subtractive clustering method. The data of 39 channels that consist of 80 percent of a total of 49 measured channels from Units 2, 3, and 4 of the Wolsung nuclear plant in Korea were used to develop the BPLM. The data from the remaining 10 channels were used to test the developed BPLM. The BPLM was optimized by the maximum likelihood estimation method. The developed BPLM to predict PT diametral creep was verified using the operating data gathered from Units 2, 3, and 4. Two error components for the BPLM, which are the epistemic error and the aleatory error, were generated. The diametral creep prediction and two error components will be used for the generation of the regional overpower trip setpoint at the corresponding effective full power days. The root mean square (RMS) errors were also generated and compared to those from the current prediction method. The RMS errors were found to be less than the previous errors.

ESTIMATION OF THE POWER PEAKING FACTOR IN A NUCLEAR REACTOR USING SUPPORT VECTOR MACHINES AND UNCERTAINTY ANALYSIS

  • Bae, In-Ho;Na, Man-Gyun;Lee, Yoon-Joon;Park, Goon-Cherl
    • Nuclear Engineering and Technology
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    • 제41권9호
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    • pp.1181-1190
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    • 2009
  • Knowing more about the Local Power Density (LPD) at the hottest part of a nuclear reactor core can provide more important information than knowledge of the LPD at any other position. The LPD at the hottest part needs to be estimated accurately in order to prevent the fuel rod from melting in a nuclear reactor. Support Vector Machines (SVMs) have successfully been applied in classification and regression problems. Therefore, in this paper, the power peaking factor, which is defined as the highest LPD to the average power density in a reactor core, was estimated by SVMs which use numerous measured signals of the reactor coolant system. The SVM models were developed by using a training data set and validated by an independent test data set. The SVM models' uncertainty was analyzed by using 100 sampled training data sets and verification data sets. The prediction intervals were very small, which means that the predicted values were very accurate. The predicted values were then applied to the first fuel cycle of the Yonggwang Nuclear Power Plant Unit 3. The root mean squared error was approximately 0.15%, which is accurate enough for use in LPD monitoring and for core protection that uses LPD estimation.

Exploiting Neural Network for Temporal Multi-variate Air Quality and Pollutant Prediction

  • Khan, Muneeb A.;Kim, Hyun-chul;Park, Heemin
    • 한국멀티미디어학회논문지
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    • 제25권2호
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    • pp.440-449
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    • 2022
  • In recent years, the air pollution and Air Quality Index (AQI) has been a pivotal point for researchers due to its effect on human health. Various research has been done in predicting the AQI but most of these studies, either lack dense temporal data or cover one or two air pollutant elements. In this paper, a hybrid Convolutional Neural approach integrated with recurrent neural network architecture (CNN-LSTM), is presented to find air pollution inference using a multivariate air pollutant elements dataset. The aim of this research is to design a robust and real-time air pollutant forecasting system by exploiting a neural network. The proposed approach is implemented on a 24-month dataset from Seoul, Republic of Korea. The predicted results are cross-validated with the real dataset and compared with the state-of-the-art techniques to evaluate its robustness and performance. The proposed model outperforms SVM, SVM-Polynomial, ANN, and RF models with 60.17%, 68.99%, 14.6%, and 6.29%, respectively. The model performs SVM and SVM-Polynomial in predicting O3 by 78.04% and 83.79%, respectively. Overall performance of the model is measured in terms of Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and the Root Mean Square Error (RMSE).

ARMA-GARCH 모형에 의한 중국 금 선물 시장 가격 변동에 대한 분석 및 예측 (Volatility analysis and Prediction Based on ARMA-GARCH-typeModels: Evidence from the Chinese Gold Futures Market)

  • 이몽화;김석태
    • 무역학회지
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    • 제47권3호
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    • pp.211-232
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    • 2022
  • Due to the impact of the public health event COVID-19 epidemic, the Chinese futures market showed "Black Swan". This has brought the unpredictable into the economic environment with many commodities falling by the daily limit, while gold performed well and closed in the sunshine(Yan-Li and Rui Qian-Wang, 2020). Volatility is integral part of financial market. As an emerging market and a special precious metal, it is important to forecast return of gold futures price. This study selected data of the SHFE gold futures returns and conducted an empirical analysis based on the generalised autoregressive conditional heteroskedasticity (GARCH)-type model. Comparing the statistics of AIC, SC and H-QC, ARMA (12,9) model was selected as the best model. But serial correlation in the squared returns suggests conditional heteroskedasticity. Next part we established the autoregressive moving average ARMA-GARCH-type model to analysis whether Volatility Clustering and the leverage effect exist in the Chinese gold futures market. we consider three different distributions of innovation to explain fat-tailed features of financial returns. Additionally, the error degree and prediction results of different models were evaluated in terms of mean squared error (MSE), mean absolute error (MAE), Theil inequality coefficient(TIC) and root mean-squared error (RMSE). The results show that the ARMA(12,9)-TGARCH(2,2) model under Student's t-distribution outperforms other models when predicting the Chinese gold futures return series.