• Title/Summary/Keyword: Time-invariant

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Time-Invariant Stock Movement Prediction After Golden Cross Using LSTM

  • Sumin Nam;Jieun Kim;ZoonKy Lee
    • Journal of the Korea Society of Computer and Information
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    • v.28 no.8
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    • pp.59-66
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    • 2023
  • The Golden Cross is commonly seen as a buy signal in financial markets, but its reliability for predicting stock price movements is limited due to market volatility. This paper introduces a time-invariant approach that considers the Golden Cross as a singular event. Utilizing LSTM neural networks, we forecast significant stock price changes following a Golden Cross occurrence. By comparing our approach with traditional time series analysis and using a confusion matrix for classification, we demonstrate its effectiveness in predicting post-event stock price trends. To conclude, this study proposes a model with a precision of 83%. By utilizing the model, investors can alleviate potential losses, rather than making buy decisions under all circumstances following a Golden Cross event.

A theory of linear quasi-time invariant filters

  • Lee, Heyoung;Bien, Zeungnam
    • 제어로봇시스템학회:학술대회논문집
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    • 1996.10a
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    • pp.362-367
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    • 1996
  • In this paper, the eigenstructure of a class of linear time varying systems, termed as linear quasi-time invariant(LQTI) systems, is investigated. A system composed of dynamic devices such as linear time varying capacitors and resistors can be an example of the class. To effectively describe and analyze the LQTI systems, a generalized differential operator G is introduced. Then the dynamic systems described by the operator G are studied in terms of eigenvalue, frequency characteristics, stability and an extended convolution. Some basic attributes of the operator G are compared with those of the differential operator D. Also the corresponding generalized Laplace transform pair is defined and relevant properties are derived for frequency domain analysis of the systems under consideration. As an application example, a LQTI circuit is examined by using the concept of eigenstructure of LQTI system. The LQTI filter processes the sinusoidal signals modulated by some functions.

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A Method to Adjust Cyclic Signal Length Using Time Invariant Feature Point Extraction and Matching(TIFEM) (시불변 특징점 추출 및 정합을 이용한 주기 신호의 길이 보정 기법)

  • Han, A-Hyang;Park, Cheong-Sool;Kim, Sung-Shick;Baek, Jun-Geol
    • Journal of the Korea Society for Simulation
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    • v.19 no.4
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    • pp.111-122
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    • 2010
  • In this study, a length adjustment algorithm for cyclic signals in manufacturing process using Time Invariant Feature point Extraction and Matching(TIFEM) is proposed. In order to precisely compensate the length of cyclic signals which have irregular length in the middle of signal as well as in the full length more feature points are needed. The extracted feature must involve information about the pattern of signal and should have invariant properties on time and scale. The proposed TIFEM algorithm extracts features having the intrinsic properties of the signal characteristics at first. By using those extracted features, feature vector is constructed for each time point. Among those extracted features, the only effective features are filtered and are chosen such as basis for the length adjustment. And then the partial length adjustment is performed by matching feature points. To verify the performance of the proposed algorithm, the experiments were performed with the experimental data mimicking the three kinds of signals generated from the actual semiconductor process.

Camera Motion Parameter Estimation Technique using 2D Homography and LM Method based on Invariant Features

  • Cha, Jeong-Hee
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • v.5 no.4
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    • pp.297-301
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    • 2005
  • In this paper, we propose a method to estimate camera motion parameter based on invariant point features. Typically, feature information of image has drawbacks, it is variable to camera viewpoint, and therefore information quantity increases after time. The LM(Levenberg-Marquardt) method using nonlinear minimum square evaluation for camera extrinsic parameter estimation also has a weak point, which has different iteration number for approaching the minimal point according to the initial values and convergence time increases if the process run into a local minimum. In order to complement these shortfalls, we, first propose constructing feature models using invariant vector of geometry. Secondly, we propose a two-stage calculation method to improve accuracy and convergence by using homography and LM method. In the experiment, we compare and analyze the proposed method with existing method to demonstrate the superiority of the proposed algorithms.

A Lightweight Real-Time Small IR Target Detection Algorithm to Reduce Scale-Invariant Computational Overhead (스케일 불변적인 연산량 감소를 위한 경량 실시간 소형 적외선 표적 검출 알고리즘)

  • Ban, Jong-Hee;Yoo, Joonhyuk
    • IEMEK Journal of Embedded Systems and Applications
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    • v.12 no.4
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    • pp.231-238
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    • 2017
  • Detecting small infrared targets from the low-SCR images at a long distance is very hard. The previous Local Contrast Method (LCM) algorithm based on the human visual system shows a superior performance of detecting small targets by a background suppression technique through local contrast measure. However, its slow processing speed due to the heavy multi-scale processing overhead is not suitable to a variety of real-time applications. This paper presents a lightweight real-time small target detection algorithm, called by the Improved Selective Local Contrast Method (ISLCM), to reduce the scale-invariant computational overhead. The proposed ISLCM applies the improved local contrast measure to the predicted selective region so that it may have a comparable detection performance as the previous LCM while guaranteeing low scale-invariant computational load by exploiting both adaptive scale estimation and small target feature feasibility. Experimental results show that the proposed algorithm can reduce its computational overhead considerably while maintaining its detection performance compared with the previous LCM.

An Efficient Computational Method for Linear Time-invariant Systems via Legendre Wavelet (르장드르 웨이블릿을 이용한 선형 시불변 시스템의 효율적 수치 해석 방법)

  • Kim, Beomsoo
    • Journal of Institute of Control, Robotics and Systems
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    • v.19 no.7
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    • pp.577-582
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    • 2013
  • In this paper Legendre wavelets are used to approximate the solutions of linear time-invariant system. The Legendre wavelet and its integral operational matrix are presented and an efficient algorithm to solve the Sylvester matrix equation is proposed. The algorithm is based on the decomposition of the Sylvester matrix equation and the preorder traversal algorithm. Using the special structure of the Legendre wavelet's integral operational matrix, the full order Sylvester matrix equation can be solved in terms of the solutions of pure algebraic matrix equations, which reduce the computation time remarkably. Finally a numerical example is illustrated to demonstrate the validity of the proposed algorithm.

MULTIPLE VALUED ITERATIVE DYNAMICS MODELS OF NONLINEAR DISCRETE-TIME CONTROL DYNAMICAL SYSTEMS WITH DISTURBANCE

  • Kahng, Byungik
    • Journal of the Korean Mathematical Society
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    • v.50 no.1
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    • pp.17-39
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    • 2013
  • The study of nonlinear discrete-time control dynamical systems with disturbance is an important topic in control theory. In this paper, we concentrate our efforts to multiple valued iterative dynamical systems, which model the nonlinear discrete-time control dynamical systems with disturbance. After establishing the validity of such modeling, we study the invariant set theory of the multiple valued iterative dynamical systems, including the controllability/reachablity problems of the maximal invariant sets.

Time-varying physical parameter identification of shear type structures based on discrete wavelet transform

  • Wang, Chao;Ren, Wei-Xin;Wang, Zuo-Cai;Zhu, Hong-Ping
    • Smart Structures and Systems
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    • v.14 no.5
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    • pp.831-845
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    • 2014
  • This paper proposed a discrete wavelet transform based method for time-varying physical parameter identification of shear type structures. The time-varying physical parameters are dispersed and expanded at multi-scale as profile and detail signal using discrete wavelet basis. To reduce the number of unknown quantity, the wavelet coefficients that reflect the detail signal are ignored by setting as zero value. Consequently, the time-varying parameter can be approximately estimated only using the scale coefficients that reflect the profile signal, and the identification task is transformed to an equivalent time-invariant scale coefficient estimation. The time-invariant scale coefficients can be simply estimated using regular least-squares methods, and then the original time-varying physical parameters can be reconstructed by using the identified time-invariant scale coefficients. To reduce the influence of the ill-posed problem of equation resolving caused by noise, the Tikhonov regularization method instead of regular least-squares method is used in the paper to estimate the scale coefficients. A two-story shear type frame structure with time-varying stiffness and damping are simulated to validate the effectiveness and accuracy of the proposed method. It is demonstrated that the identified time-varying stiffness is with a good accuracy, while the identified damping is sensitive to noise.

Analysis of Linear Time-invariant System by Using a New Block Pulse Operational Matrices (새로운 일반형 블럭 펄스 적분 연산 행렬을 이용한 선형 시불변 시스템 해석)

  • Lee, Hae-Ki;Kim, Tai-Hoon
    • The Transactions of the Korean Institute of Electrical Engineers P
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    • v.53 no.4
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    • pp.175-182
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    • 2004
  • This paper presents a new method for finding the Block Pulse series coefficients, deriving the Block Pulse integration operational matrices and generalizing the integration operational matrices which are necessary for the control fields using the Block Pulse functions. In order to apply the Block Pulse function technique to the problems of state estimation or parameter identification more efficiently, it is necessary to find the more exact value of the Block Pulse series coefficients and integral operational matrices. This paper presents the method for improving the accuracy of the Block Pulse series coefficients and derives generalized integration operational matrix and applied the matrix to the analysis of linear time-invariant system.

A Study on The State Estimation of The Time-Invariant Linear Systems via The Improved Parameter Estimation Method for The Block Pulse Coefficients (개선된 블록 펄스 계수 추정 기법을 이용한 선형 시불변계의 상태 추정에 관한 연구)

  • Kim, Tai-Hoon;Kim, Jin-Tae;Chung, Je-Wook;Sim, Jae-Seon
    • The Transactions of the Korean Institute of Electrical Engineers D
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    • v.51 no.4
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    • pp.137-143
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    • 2002
  • Because Block Pulse functions are used in a variety of fields such as the analysis and controller design of systems, it is necessary to find the more exact value of the Block Pulse series coefficients. This paper presents a method for the state estimation of the time-invariant linear systems via the improved estimation method for the Block Pulse coefficients by using the Simpson's rule. The proposed method using the Simpson's rule improve the accuracy of the Block Pulse coefficients.