• Journal of the Korean Institute of Intelligent Systems
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• v.23 no.4
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• pp.354-359
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• 2013

In this paper, we suggested the method for implementation of unsupervised nonlinear classification using Binary Harmony Search (BHS) algorithm, which is known as a optimization algorithm. Various algorithms have been suggested for classification of feature vectors from the process of machine learning for pattern recognition or EEG signal analysis processing. Supervised learning based support vector machine or fuzzy c-mean (FCM) based on unsupervised learning have been used for classification in the field. However, conventional methods were hard to apply nonlinear dataset classification or required prior information for supervised learning. We solved this problems with proposed classification method using heuristic approach which took the minimal Euclidean distance between vectors, then we assumed them as same class and the others were another class. For the comparison, we used FCM, self-organizing map (SOM) based on artificial neural network (ANN). KEEL machine learning datset was used for simulation. We concluded that proposed method was superior than other algorithms.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 1999.03a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Proceedings of the Korea Database Society Conference
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• 1999.06a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Journal of the Korea Society of Computer and Information
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• v.28 no.8
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• pp.31-38
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• 2023

Style transfer is one of deep learning-based image processing techniques that has been actively researched recently. These research efforts have led to significant improvements in the quality of result images. Style transfer is a technology that takes a content image and a style image as inputs and generates a transformed result image by applying the characteristics of the style image to the content image. It is becoming increasingly important in exploiting the diversity of digital content. To improve the usability of style transfer technology, ensuring stable performance is crucial. Recently, in the field of natural language processing, the concept of Transformers has been actively utilized. Attention maps, which forms the basis of Transformers, is also being actively applied and researched in the development of style transfer techniques. In this paper, we analyze the representative techniques SANet and AdaAttN and propose a novel attention map-based structure which can generate improved style transfer results. The results demonstrate that the proposed technique effectively preserves the structure of the content image while applying the characteristics of the style image.

• Journal of the Korea Computer Graphics Society
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• v.29 no.3
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• pp.85-92
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• 2023

Recently, interest in artificial intelligence has increased due to the development of artificial intelligence fields such as ChatGPT and self-driving cars. However, there are still many unknown elements in training process of artificial intelligence, so that optimizing the model requires more time and effort than it needs. Therefore, there is a need for a tool or methodology that can analyze the weight changes during the training process of artificial intelligence and help out understatnding those changes. In this research, I propose a visualization system which helps people to understand the accumulated weight changes. The system calculates the weights for each training period to accumulates weight changes and stores accumulated weight changes to plot them in 3D space. This research will allow us to explore different aspect of artificial intelligence learning process, such as understanding how the model get trained and providing us an indicator on which hyperparameters should be changed for better performance. These attempts are expected to explore better in artificial intelligence learning process that is still considered as unknown and contribute to the development and application of artificial intelligence models.