• Title/Summary/Keyword: Stochastic Learning

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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.

Development of a Stochastic Snow Depth Prediction Model Using a Bayesian Deep Learning Method (베이지안 딥러닝 기법을 이용한 확률적 적설심 예측 모델 개발)

  • Jeong, Youngjoon;Lee, Sang-ik;Lee, Jonghyuk;Seo, Byunghun;Kim, Dongsu;Seo, Yejin;Choi, Won
    • Journal of The Korean Society of Agricultural Engineers
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    • v.64 no.6
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    • pp.35-41
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    • 2022
  • Heavy snow damage can be prevented in advance with an appropriate security system. To develop the security system, we developed a model that predicts snow depth after a few hours when the snow depth is observed, and utilized it to calculate a failure probability with various types of greenhouses and observed snow depth data. We compared the Markov chain model and Bayesian long short-term memory models with varying input data. Markov chain model showed the worst performance, and the models that used only past snow depth data outperformed the models that used other weather data with snow depth (temperature, humidity, wind speed). Also, the models that utilized 1-hour past data outperformed the models that utilized 3-hour data and 6-hour data. Finally, the Bayesian LSTM model that uses 1-hour snow depth data was selected to predict snow depth. We compared the selected model and the shifting method, which uses present data as future data without prediction, and the model outperformed the shifting method when predicting data after 11-24 hours.

Design of a Neuro-Fuzzy System Using Union-Based Rule Antecedent (합 기반의 전건부를 가지는 뉴로-퍼지 시스템 설계)

  • Chang-Wook Han;Don-Kyu Lee
    • The Transactions of the Korea Information Processing Society
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    • v.13 no.2
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    • pp.13-17
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    • 2024
  • In this paper, union-based rule antecedent neuro-fuzzy controller, which can guarantee a parsimonious knowledge base with reduced number of rules, is proposed. The proposed neuro-fuzzy controller allows union operation of input fuzzy sets in the antecedents to cover bigger input domain compared with the complete structure rule which consists of AND combination of all input variables in its premise. To construct the proposed neuro-fuzzy controller, we consider the multiple-term unified logic processor (MULP) which consists of OR and AND fuzzy neurons. The fuzzy neurons exhibit learning abilities as they come with a collection of adjustable connection weights. In the development stage, the genetic algorithm (GA) constructs a Boolean skeleton of the proposed neuro-fuzzy controller, while the stochastic reinforcement learning refines the binary connections of the GA-optimized controller for further improvement of the performance index. An inverted pendulum system is considered to verify the effectiveness of the proposed method by simulation and experiment.

A Study on Motion Planning Generation of Jumping Robot Control Using Model Transformation Method (모델 변환법을 이용한 점핑 로봇 제어의 운동경로 생성에 관한 연구)

  • 서진호;산북창의;이권순
    • Journal of the Korean Society for Precision Engineering
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    • v.21 no.4
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    • pp.120-131
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    • 2004
  • In this paper, we propose the method of a motion planning generation in which the movement of the 3-link leg subsystem is constrained to a slider-link and a singular posture can be easily avoided. The proposed method is the jumping control moving in vertical direction which mimics a cat's behavior. That is, it is jumping toward wall and kicking it to get a higher-place. Considering the movement from the point of constraint mechanical system, the robotic system which realizes the motion changes its configuration according to the position and it has several phases such as; ⅰ) an one-leg phase, ⅱ) in an air-phase. In other words, the system is under nonholonomic constraint due to the reservation of its momentum. Especially, in an air-phase, we will use a control method using state transformation and linearization in order to control the landing posture. Also, an iterative learning control algorithm is applied in order to improve the robustness of the control. The simulation results for jumping control will illustrate the effectiveness of the proposed control method.

A Study to Improve the Return of Stock Investment Using Genetic Algorithm (유전자 알고리즘을 이용한 주식투자 수익률 향상에 관한 연구)

  • Cho He Youn;Kim Young Min
    • The Journal of Information Systems
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    • v.12 no.2
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    • pp.1-20
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    • 2003
  • This paper deals with the application of the genetic algorithm to the technical trading rule of the stock market. MACD(Moving Average Convergence & Divergence) and the Stochastic techniques are widely used technical trading rules in the financial markets. But, it is necessary to determine the parameters of these trading rules in order to use the trading rules. We use the genetic algorithm to obtain the appropriate values of the parameters. We use the daily KOSPI data of eight years during January 1995 and October 2002 as the experimental data. We divide the total experimental period into learning period and testing period. The genetic algorithm determines the values of parameters for the trading rules during the teaming period and we test the performance of the algorithm during the testing period with the determined parameters. Also, we compare the return of the genetic algorithm with the returns of buy-hold strategy and risk-free asset. From the experiment, we can see that the genetic algorithm outperforms the other strategies. Thus, we can conclude that genetic algorithm can be used successfully to the technical trading rule.

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Design of Markov Decision Process Based Dialogue Manager (마르코프 의사결정 과정에 기반한 대화 관리자 설계)

  • Choi, Joon-Ki;Eun, Ji-Hyun;Chang, Du-Seong;Kim, Hyun-Jeong;Koo, Myong-Wan
    • Proceedings of the KSPS conference
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    • 2006.11a
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    • pp.14-18
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    • 2006
  • The role of dialogue manager is to select proper actions based on observed environment and inferred user intention. This paper presents stochastic model for dialogue manager based on Markov decision process. To build a mixed initiative dialogue manager, we used accumulated user utterance, previous act of dialogue manager, and domain dependent knowledge as the input to the MDP. We also used dialogue corpus to train the automatically optimized policy of MDP with reinforcement learning algorithm. The states which have unique and intuitive actions were removed from the design of MDP by using the domain knowledge. The design of dialogue manager included the usage of natural language understanding and response generator to build short message based remote control of home networked appliances.

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A Study on the Algorithm for the Occupancy Inference in Residential Buildings using Indoor CO2 Concentration and PIR Signals (실내 CO2 농도와 PIR 신호를 활용한 주거건물의 재실 추정 알고리즘에 관한 연구)

  • Rhee, Kyu-Nam;Jung, Gun-Joo
    • Journal of the Regional Association of Architectural Institute of Korea
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    • v.20 no.6
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    • pp.113-119
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    • 2018
  • Occupancy-based heating control is effective in reducing heating energy by preventing unnecessary heating during unoccupied period. Various technologies on detecting human occupancy have been developed using complicated machine learning algorithm and stochastic methodologies. This study aims at deriving low-cost and simple algorithm of occupancy inference that can be implemented to residential buildings. The core concept of the algorithm is to combine the occupancy probabilities based on indoor CO2 concentration and PIR(passive infrared) signals. The probability was estimated by applying different levels of decrement ratio depending on CO2 concentration change rate and aggregated PIR signals. The developed algorithm was validated by comparing the inference results with the occupancy schedule in a real residential building. The results showed that the inference algorithm can achieve the accuracy of 75~99%, which would be successfully implemented to the control of residential heating systems.

Stochastic Non-linear Hashing for Near-Duplicate Video Retrieval using Deep Feature applicable to Large-scale Datasets

  • Byun, Sung-Woo;Lee, Seok-Pil
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.13 no.8
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    • pp.4300-4314
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    • 2019
  • With the development of video-related applications, media content has increased dramatically through applications. There is a substantial amount of near-duplicate videos (NDVs) among Internet videos, thus NDVR is important for eliminating near-duplicates from web video searches. This paper proposes a novel NDVR system that supports large-scale retrieval and contributes to the efficient and accurate retrieval performance. For this, we extracted keyframes from each video at regular intervals and then extracted both commonly used features (LBP and HSV) and new image features from each keyframe. A recent study introduced a new image feature that can provide more robust information than existing features even if there are geometric changes to and complex editing of images. We convert a vector set that consists of the extracted features to binary code through a set of hash functions so that the similarity comparison can be more efficient as similar videos are more likely to map into the same buckets. Lastly, we calculate similarity to search for NDVs; we examine the effectiveness of the NDVR system and compare this against previous NDVR systems using the public video collections CC_WEB_VIDEO. The proposed NDVR system's performance is very promising compared to previous NDVR systems.

Design of Partial Discharge Pattern Classifier of Softmax Neural Networks Based on K-means Clustering : Comparative Studies and Analysis of Classifier Architecture (K-means 클러스터링 기반 소프트맥스 신경회로망 부분방전 패턴분류의 설계 : 분류기 구조의 비교연구 및 해석)

  • Jeong, Byeong-Jin;Oh, Sung-Kwun
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.67 no.1
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    • pp.114-123
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    • 2018
  • This paper concerns a design and learning method of softmax function neural networks based on K-means clustering. The partial discharge data Information is preliminarily processed through simulation using an Epoxy Mica Coupling sensor and an internal Phase Resolved Partial Discharge Analysis algorithm. The obtained information is processed according to the characteristics of the pattern using a Motor Insulation Monitoring System program. At this time, the processed data are total 4 types that void discharge, corona discharge, surface discharge and slot discharge. The partial discharge data with high dimensional input variables are secondarily processed by principal component analysis method and reduced with keeping the characteristics of pattern as low dimensional input variables. And therefore, the pattern classifier processing speed exhibits improved effects. In addition, in the process of extracting the partial discharge data through the MIMS program, the magnitude of amplitude is divided into the maximum value and the average value, and two pattern characteristics are set and compared and analyzed. In the first half of the proposed partial discharge pattern classifier, the input and hidden layers are classified by using the K-means clustering method and the output of the hidden layer is obtained. In the latter part, the cross entropy error function is used for parameter learning between the hidden layer and the output layer. The final output layer is output as a normalized probability value between 0 and 1 using the softmax function. The advantage of using the softmax function is that it allows access and application of multiple class problems and stochastic interpretation. First of all, there is an advantage that one output value affects the remaining output value and its accompanying learning is accelerated. Also, to solve the overfitting problem, L2-normalization is applied. To prove the superiority of the proposed pattern classifier, we compare and analyze the classification rate with conventional radial basis function neural networks.

Object Detection Based on Hellinger Distance IoU and Objectron Application (Hellinger 거리 IoU와 Objectron 적용을 기반으로 하는 객체 감지)

  • Kim, Yong-Gil;Moon, Kyung-Il
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.22 no.2
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    • pp.63-70
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    • 2022
  • Although 2D Object detection has been largely improved in the past years with the advance of deep learning methods and the use of large labeled image datasets, 3D object detection from 2D imagery is a challenging problem in a variety of applications such as robotics, due to the lack of data and diversity of appearances and shapes of objects within a category. Google has just announced the launch of Objectron that has a novel data pipeline using mobile augmented reality session data. However, it also is corresponding to 2D-driven 3D object detection technique. This study explores more mature 2D object detection method, and applies its 2D projection to Objectron 3D lifting system. Most object detection methods use bounding boxes to encode and represent the object shape and location. In this work, we explore a stochastic representation of object regions using Gaussian distributions. We also present a similarity measure for the Gaussian distributions based on the Hellinger Distance, which can be viewed as a stochastic Intersection-over-Union. Our experimental results show that the proposed Gaussian representations are closer to annotated segmentation masks in available datasets. Thus, less accuracy problem that is one of several limitations of Objectron can be relaxed.