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Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

Effect of machining precision of single ceramic restorations on the marginal and internal fit (단일 도재 수복물의 가공 정밀도가 변연 및 내면 적합도에 미치는 영향)

  • Son, Keunbada;Yu, Beom-Young;Lee, Kyu-Bok
    • The Journal of Korean Academy of Prosthodontics
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    • v.58 no.4
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    • pp.313-320
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    • 2020
  • Purpose: The purpose of this study was to evaluate the machining precision and the marginal and internal fit of single restorations fabricated with three types of lithium disilicate ceramic blocks and to evaluate the correlation. Materials and methods: Single restorations were designed using a CAD software program. The crown designed model file was extracted from the CAD software program. Three types of lithium disilicate blocks (Rosetta; HASS, IPS e.max CAD; Ivoclar vivadent, VITA Suprinity; VITA) were milled using a milling machine. For the fabrication of the crown scanned model file, the intaglio surface of the restoration was digitized using a contact scanner. Then, using the three-dimensional inspection software (Geomagic control X; 3D Systems), the process of the overlap of the crown designed model and the scanned model and 3-dimensional analysis was conducted. In addition, the marginal and internal fit of the crowns was evaluated by a silicone replication method. The difference among three types of single ceramic crown was analyzed using a Kruskal-Wallis H test, and Spearman correlation analysis was performed to analyze the correlation between machining precision and fitness (α=.05). Results: There was a significant difference in the machining precision and the marginal and internal fit according to the type of ceramic block (P<.001). In addition, the machining precision and the marginal and internal fit were positively correlated (P<.001). Conclusion: The marginal fit of crowns fabricated according to the types of ceramic blocks was within the clinically acceptable range (< 120 ㎛), so it can be regarded as appropriate machining precision applicable to all clinical as aspects in terms of the marginal fit.

Fracture resistance and marginal fidelity of zirconia crown according to the coping design and the cement type (코핑 디자인과 시멘트에 따른 지르코니아 도재관의 파절 저항성)

  • Sim, Hun-Bo;Kim, Yu-Jin;Kim, Min-Jeong;Shin, Mee-Ran;Oh, Sang-Chun
    • The Journal of Korean Academy of Prosthodontics
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    • v.48 no.3
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    • pp.194-201
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    • 2010
  • Purpose: The purpose was to compare the marginal fidelity and the fracture resistance of the zirconia crowns according to the various coping designs with different thicknesses and cement types. Materials and methods: Zirconia copings were designed and fabricated with various thicknesses using the CAD/CAM system (Everest, KaVo Dental GmbH, Biberach., Germany). Eighty zirconia copings were divided into 4 groups (Group I: even 0.3 mm thickness, Group II: 0.3 mm thickness on the buccal surface and the buccal half of occlusal surface and the 0.6 mm thickness on the lingual surface and the lingual half of occlusal surface, Group III: even 0.6 mm thickness, Group IV: 0.6 mm thickness on the buccal surface and the buccal half of occlusal surface and the 1.0 mm thickness on the lingual surface and the lingual half of occlusal surface) of 20. By using a putty index, zirconia crowns with the same size and contour were fabricated. Each group was divided into two subgroups by type of cement: Cavitec$^{(R)}$ (Kerr Co, USA) and Panavia-$F^{(R)}$ (Kuraray Medical Inc, Japan). After the cementation of the crowns with a static load compressor, the marginal fidelity of the zirconia crowns were measured at margins on the buccal, lingual, mesial and distal surfaces, using a microscope of microhardness tester (Matsuzawa, MXT-70, Japan, ${\times}100$). The fracture resistance of each crown was measured using a universal testing machine (Z020, Zwick, Germany) at a crosshead speed of 1 mm/min. The results were analyzed statistically by the two-way ANOVA and oneway ANOVA and Duncan's multiple range test at $\alpha$=.05. Results: Group I and III showed the smallest marginal fidelity, while group II demonstrated the largest value in Cavitec$^{(R)}$ subgroup (P<.05). For fracture resistance, group III and IV were significantly higher than group I and II in Cavitec$^{(R)}$ subgroup (P<.05). The fracture resistances of Panavia-$F^{(R)}$ subgroup were not significantly different among the groups (P>.05). Panavia-$F^{(R)}$ subgroup showed significantly higher fracture resistance than Cavitec$^{(R)}$ subgroup in group I and II (P<.05). Conclusion: Within the limitation of this study, considering fracture resistance or marginal fidelity and esthetics, a functional ceramic substructure design of the coping with slim visible surface can be used for esthetic purposes, or a thick invisible surface to support the veneering ceramic can be used depending on the priority.

The Verification of Computer Simulation of Nitinol Wire Stent Using Finite Element Analysis (유한요소법을 이용한 나이티놀 와이어 스텐트의 전산모사 실험 데이터 검증)

  • Kim, Jin-Young;Jung, Won-Gyun;Jeon, Dong-Min;Shin, Il-Gyun;Kim, Han-Ki;Shin, Dong-Oh;Kim, Sang-Ho;Suh, Tae-Suk
    • Progress in Medical Physics
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    • v.20 no.3
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    • pp.139-144
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    • 2009
  • Recently, the mathematical analysis of stent simulation has been improved, with the help of development of various tool which measure mechanical property and location of stent in artery. The most crucial part of the stent modeling is how to design ideal stent and to evaluate the interaction between stent and artery. While there has been great deal of researches on the evaluation of the expansion, stress distribution, deformation of the stent in terms of the various parameters, few verification through computer simulation has been performed about deformation and stress distribution of the stent. In this study, we have produced the corresponding results between experimental test using Universal Testing Machine and computer simulation for the ideal model of stent. Also, we have analyzed and compared stress distribution of stent in the cases of that with membrane and that without membrane. The results of this study would provide minimum change of plan and good quality for ideal stent replacing damaged artery through the analysis using computer simulation in the early stage of stent design.

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The Change of Serum Calcium Level during Last Decade in Kangwondo, Korea (최근 10년간 강원도내 소아의 혈중 칼슘농도의 변화)

  • Chun Ko-Un;Shim Jun-Yong;Lee Jae-Seung;Kim Pyung-Kil;NamGoong Mee-Kyung
    • Childhood Kidney Diseases
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    • v.6 no.2
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    • pp.188-197
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    • 2002
  • Purpose : Nowadays, drinks, foods and snacks have frequently been intensified with calcium and the insights into the importance of calcium-intake in general has developed in Korea. In this decade, we found the numbers of children who was visited to our hospital for evaluation of hematuria defined with hypercalciuria were increased. So we tried to compare the mean levels of serum calcium, alkaline phosphate, sodium, potassium, chloride, BUN, creatinine, bicarbonate and urinary pH who visited our hospital in 1991, 1992 with in 2000, 2001. Materials and methods : Between January 1991 to December 1992, and between January 2000 to December 2001, each 366 children and 488 children, aged 1 month to 15 years, who presented in our hospital for tonsilectomy and adenoidectomy or for inguinal herniorrhaphy were enrolled in the study, The children in the study were checked the level of serum calcium, alkaline phosphate, sodium, potassium, chloride, BUN, creatinine, bicarbonate and urinary pH with the machine which was corrected the similar levels of practical chemical levels in serum. We compared each mean levels in 1991s' group with in 2001s' group totally and separately through the age and sex. We used t-test to analysis data. Results : The levels of serum calcium, alkaline phosphate, creatinine, sodium, potassium, and urinary pH of 2001s' group were significantly higher than the levels of 1991s' group(P<0.05). The each level was $9.91{\pm}0.50\;mg/dL,\;248.58{\pm}94.98\;U/L,\;0.61{\pm}0.14\;mg/dL,\;138.64{\pm}2.22\;mM/L,\;4.35{\pm}0.40\;mM/L,\;6.18{\pm}0.86$ in 2001s' and $9.13{\pm}0.68;mg/dL,\;198.26{\pm}79.34\;U/L,\;0.433{\pm}0.18\;mg/dL,\;137.86{\pm}2.67\;mM/L,\;4.22{\pm}0.36\;mM/L,\;5.83{\pm}0.95$ in 1991s'. And the levels of serum bicarbonate, $23.64{\pm}2.57\;mM/L$ in 2001s' was significantly lower than the 1991s', $24.60{\pm}2.23\;mM/L$(P<0.05). The similar results were detected each age and sex group. Conclusion : The levels of serum calcium increase in this decade. The results will be used as a basic data for the national health plan in the years to come.

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The effect of Silano-pen on the shear bond strength of resin to feldspathic porcelain and zirconia (실라노 펜의 적용이 장석계 도재 및 지르코니아와 레진의 전단결합강도에 미치는 영향)

  • Shin, Myoung-Sik;Lee, Jeong-Yol;Kim, Min-Soo;Shin, Sang-Wan
    • The Journal of Korean Academy of Prosthodontics
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    • v.52 no.1
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    • pp.1-8
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    • 2014
  • Purpose: The purpose of this study is to evaluate the effect of applying Silano-pen to feldspathic porcelain and zirconia on shear bond strength with composite resin. Materials and methods: Feldspathic porcelain and zirconia specimens were produced into 30 per each 2 mm thick and 12 mm in diameter and their surface was made smooth and even and then embedded in acrylic resin. The specimens were divided into each Group F (Feldspathic porcelain) and Group Z (Zirconia), (1) Hydrofluoric acid etching and silane (F1 & Z1), (2) Silano-pen and silane (F2 & Z2), (3) Hydrofluoric acid etching and Silano-pen, silane (F3 & Z3). After surface conditioning, substrate surfaces of the specimen were examined by SEM. Composite resin cylinders (2 mm high, 3 mm in diameter)were bonded to specimen and shear bond strength between ceramic and composite resin was measured by using universal testing machine. The measured values were statistically analyzed by using two way ANOVA and Tukey's multiple comparison test (${\alpha}=.05$). Results: In the scanning electron micrograph of the treated ceramic surface, Group F2 and F3 appeared the high roughness and Group Z3 appeared the highest density of silica particle. In Feldspathic porcelain, the result of measuring shear bond strength showed that Group F3 was measured to be highest and Group F1 was measured to be lowest but there was no statistical significance among Groups. In zirconia, Group Z3 was measured to be highest and Group Z1 was measured to be lowest and there was statistical significance among Groups (P<.05). Conclusion: In zirconia, applying hydrofluoric acid etching and then Silano-pen and silane is effective for composite resin adhesion.

Shear bond strength of the three different kinds of resin cement on CAD/CAM ceramic inlay (CAD/CAM 세라믹 인레이에 대한 3종의 레진 시멘트의 전단결합강도에 관한 연구)

  • Baek, Chul-Woo;Park, Cheol-Woo;Park, Jun-Sub;Ryu, Jae-Jun
    • The Journal of Korean Academy of Prosthodontics
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    • v.51 no.1
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    • pp.20-26
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    • 2013
  • Purpose: The purpose of this study was to evaluate the bond strengths between the latest CAD/CAM ceramic inlay and various resin cements which are used primarily for esthetic restoration. Materials and methods: Cylindrical ceramic blocks(Height: 5 mm, diameter: 3 mm) were fabricated by using Cerec3 and bonded on the dentin of the ninety extracted caries-free molars using three different kinds of resin cement(Unicem$^{(R)}$, Biscem$^{(R)}$, and Variolink II$^{(R)}$) according to the manufacturer's instructions. Ninety specimens were divided into 3 groups according to three different kinds of resin cement. Half of each group were conducted thermocycling under the conditions of the $5-55^{\circ}C$, 5,000 cycle but the other half of them weren't. All specimens were kept in normal saline $37^{\circ}C$, for 24 hours before measuring the bond strength. The shear bond strength was measured by Universal testing machine with a cross head speed of 0.5 mm/min. The results were analyzed statistically by t-test and one-way ANOVA. Results: Unicem$^{(R)}$ group showed the highest shear bond strength despite a slight decline by thermocycling. The shear bond strength of Unicem$^{(R)}$ group and ValiolinkII$^{(R)}$ group were significantly influenced by thermocycling, whereas Biscem$^{(R)}$ group was not influenced (P<.05). There were no significant differences in the bond strength between the three groups without thermocycling, but there was significant differences between Unicem$^{(R)}$ group and Valiolink II$^{(R)}$ group with thermocycling(P<.05). Conclusion: It has been shown to be clinically effective when the self-adhesive resin cements Unicem$^{(R)}$ and Biscem$^{(R)}$ were used instead of the etch-and-rinse resin cement Valiolink II$^{(R)}$ during the bonding of CAD/CAM ceramic inlay restorations with teeth.

A STUDY ON THE BONDING OF COMPOMER TO DECIDUOUS DENTIN (컴포머와 유치 상아질의 결합에 관한 연구)

  • Kim, Jee-Tae;Kim, Yong-Kee;Kim, Jong-Soo;Kwon, Soon-Won
    • Journal of the korean academy of Pediatric Dentistry
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    • v.29 no.4
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    • pp.509-518
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    • 2002
  • The purpose of this study was to evaluate the bonding of compomer to deciduous dentin which is known to have been developed to improve the weak properties of glass ionomer cement and composite resin. 120 sound primary molars were used for the shear bond strength test and another 24 for the scanning electron microscopic evaluation. Each material was ailed into polyethylene mold attached to exposed dentinal surface($3{\times}4mm$ in diameter) of sample blocks. Shearbond strength was measured using Universal testing machine and data were analyzed statistically with Oneway-ANOVA and Scheffe test. Scanning electron microscopic observation was performed in order to evaluate the pattern of distribution and penetration of resin tags and hybrid layer. Compomer groups(II-V) showed significantly higher bond strength values than glass ionomer group(I)(p<.05). Etching-compomer groups(III, V) showed the significantly higher bond strength than non-etching compomer groups(II, IV)(p<.05), but slightly lower values than composite resin group(VI) with no statistically significant difference(p>.05). No significantly different bond strength was found between compomer groups of different bonding system(p>.05). Scanning electron micrographs showed more irregular distribution of short and thin resin tags in non-etching compomer groups(II, IV) whereas the more regular and intimate distribution of long and thick tags in etching compomer groups(III, V) and composite resin group(VI). The evaluation of hybrid layer also showed more regular formation of thicker layer in etching compomer groups(III, V). Based on the results of present study, the use of compomer as an esthetic restorative material for primary molars might be justified.

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A Study on Shear Bond Strength of Core-veneer Interface for Bilayered all Ceramics (Bilayered all Ceramics에서 Core와 Veneer 계면의 전단결합강도에 관한 연구)

  • Jung, Yong-Su;Lee, Jin-Han;Lee, Jae-In;Dong, Jin-Keun
    • Journal of Dental Rehabilitation and Applied Science
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    • v.24 no.3
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    • pp.231-242
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    • 2008
  • Purpose: The purpose of this study was to investigate the bond strength of the core-veneer interface in all ceramic systems. Material and Methods: The all ceramic systems tested with their respective veneer were IPS Empress 2 with IPS Eris, IPS e.max Press with IPS e.max Ceram and IPS-e.max ZirCAD with IPS e.max Ceram. Cores (N=36, N=12/group, diameter: 10mm, thickness: 3mm) were fabricated according to the manufacturer's instruction and cleaned with ultrasonic cleaner. The veneer(diameter: 3mm, thickness: 2mm) were condensed in stainless steel mold and fired on to the core materials. After firing, they were again ultrasonically cleaned and embedded in acrylic resin. The specimens were stored in distilled water at $37^{\circ}C$ for 1 week. The specimens were placed in a mounting jig and subjected to shear force in a universal testing machine(Z020, Zwick, Germany). Load was applied at close to the core-veneer interface as possible with crosshead speed of 1.00mm/min until failure. Average shear bond strengths(MPa) were analyzed with a one-way analysis of variance and the Tukey test(${\alpha}=.05$). The failed specimens were examinated by scanning electron microscopy(JSM-6360, JEOL, Japan). The pattern of failure was classified as cohesive in core, cohesive in veneer, mixed or adhesive. Results: The mean shear bond strength($MPa{\pm}SD$) were IPS e.max Press $32.85{\pm}6.75MPa$, IPS Empress 2 $29.30{\pm}6.51MPa$, IPS e.max ZirCAD $28.10{\pm}4.28MPa$. IPS Empress 2, IPS e.max Press, IPS e.max ZirCAD were not significantly different from each others. Scanning electron microscopy examination revealed that adhesive failure did not occur in any all ceramic systems. IPS Empress 2 and IPS e.max Press exhibited cohesive failure in both the core and the veneer. IPS e.max ZirCAD exhibited cohesive failure in veneer and mixed failure.

THE EFFECT OF WASHING PHOSPHORIC ACID ETCHANT ON SHEAR BOND STRENGTH OF AN ORTHODONTIC ADHESIVE (인산 부식액의 수세가 교정용 접착레진의 전단결합강도에 미치는 영향)

  • Kim, Hee-Kyun;Lee, Ki-Soo;Park, Young-Guk
    • The korean journal of orthodontics
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    • v.26 no.5 s.58
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    • pp.497-507
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    • 1996
  • The aim of present study in vitro was to evaluate and compare the effects of different washing times of enamels etched with low phosphoric acid solution which makes unsoluble salts and etched but contaminated with saliva on shear bond strength of an orthodontic adhesive to enamel, and to observe the washing effect on the etched enamel surface by scanning electron microscope. All brackets were bonded with Mono-$Lok2^{TM)}$) on the labial surface of extracted human bicuspids after etching with $20w/w\%\;and\;37w/w$ and phosphoric acid solution for 60seconds and then washing for 0,5,10 and 20seconds respectedly. After etching with $37w/w\%$ phosphoric acid solution and contaminating with saliva for 30seconds and then washing for 0,5,20 and 30seconds and re-etching for 10seconds. After 24hours passed in the $37^{\circ}C$ water bath, the shear bond strengths were measured on Universal Test Machine. The data were evaluated and tested by ANOVA and Duncan's multiple range test, and those results were as follows. 1. There was no significant differences between (p>0.05) shear bond strength of bonded brackets with 5, 10, 20seconds washing etched enamel using $37{\%}w/w{\%}$ phosphoric acid solution. 2. The shear bond strength of bonded brackets with $20w/w\%$ phosphoric acid and then washing for 5seconds showed bonded strength durable to occlusal force but its coefficiency score was high and etched surface was not cleaned completely and therefore it was assumed that its clinical application is not applicable. 3. There was no significant differences between (p>0.05) shear bond strengths of bonded brckets with washing for 5seconds etched enamel using $37w/w\%$ phosphoric acid solution and 10,20 seconds washing etched enamel using $20w/w\%$ phosphoric acid solution. 4. The shear bond strength of washing for 5seconds etched enamel which was contaminated with saliva showed sufficient bonded strength durable to occlusal force but its coefficiency score was high and therefore its clinical application was not applicable. 5. After etching, the sample contaminated with saliva showed the sufficient shear bond strength even washing 20seconds without re-etching.

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