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Increasing Accuracy of Stock Price Pattern Prediction through Data Augmentation for Deep Learning (데이터 증강을 통한 딥러닝 기반 주가 패턴 예측 정확도 향상 방안)

  • Kim, Youngjun;Kim, Yeojeong;Lee, Insun;Lee, Hong Joo
    • The Journal of Bigdata
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    • v.4 no.2
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    • pp.1-12
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    • 2019
  • As Artificial Intelligence (AI) technology develops, it is applied to various fields such as image, voice, and text. AI has shown fine results in certain areas. Researchers have tried to predict the stock market by utilizing artificial intelligence as well. Predicting the stock market is known as one of the difficult problems since the stock market is affected by various factors such as economy and politics. In the field of AI, there are attempts to predict the ups and downs of stock price by studying stock price patterns using various machine learning techniques. This study suggest a way of predicting stock price patterns based on the Convolutional Neural Network(CNN) among machine learning techniques. CNN uses neural networks to classify images by extracting features from images through convolutional layers. Therefore, this study tries to classify candlestick images made by stock data in order to predict patterns. This study has two objectives. The first one referred as Case 1 is to predict the patterns with the images made by the same-day stock price data. The second one referred as Case 2 is to predict the next day stock price patterns with the images produced by the daily stock price data. In Case 1, data augmentation methods - random modification and Gaussian noise - are applied to generate more training data, and the generated images are put into the model to fit. Given that deep learning requires a large amount of data, this study suggests a method of data augmentation for candlestick images. Also, this study compares the accuracies of the images with Gaussian noise and different classification problems. All data in this study is collected through OpenAPI provided by DaiShin Securities. Case 1 has five different labels depending on patterns. The patterns are up with up closing, up with down closing, down with up closing, down with down closing, and staying. The images in Case 1 are created by removing the last candle(-1candle), the last two candles(-2candles), and the last three candles(-3candles) from 60 minutes, 30 minutes, 10 minutes, and 5 minutes candle charts. 60 minutes candle chart means one candle in the image has 60 minutes of information containing an open price, high price, low price, close price. Case 2 has two labels that are up and down. This study for Case 2 has generated for 60 minutes, 30 minutes, 10 minutes, and 5minutes candle charts without removing any candle. Considering the stock data, moving the candles in the images is suggested, instead of existing data augmentation techniques. How much the candles are moved is defined as the modified value. The average difference of closing prices between candles was 0.0029. Therefore, in this study, 0.003, 0.002, 0.001, 0.00025 are used for the modified value. The number of images was doubled after data augmentation. When it comes to Gaussian Noise, the mean value was 0, and the value of variance was 0.01. For both Case 1 and Case 2, the model is based on VGG-Net16 that has 16 layers. As a result, 10 minutes -1candle showed the best accuracy among 60 minutes, 30 minutes, 10 minutes, 5minutes candle charts. Thus, 10 minutes images were utilized for the rest of the experiment in Case 1. The three candles removed from the images were selected for data augmentation and application of Gaussian noise. 10 minutes -3candle resulted in 79.72% accuracy. The accuracy of the images with 0.00025 modified value and 100% changed candles was 79.92%. Applying Gaussian noise helped the accuracy to be 80.98%. According to the outcomes of Case 2, 60minutes candle charts could predict patterns of tomorrow by 82.60%. To sum up, this study is expected to contribute to further studies on the prediction of stock price patterns using images. This research provides a possible method for data augmentation of stock data.

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Wildfire Severity Mapping Using Sentinel Satellite Data Based on Machine Learning Approaches (Sentinel 위성영상과 기계학습을 이용한 국내산불 피해강도 탐지)

  • Sim, Seongmun;Kim, Woohyeok;Lee, Jaese;Kang, Yoojin;Im, Jungho;Kwon, Chunguen;Kim, Sungyong
    • Korean Journal of Remote Sensing
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    • v.36 no.5_3
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    • pp.1109-1123
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    • 2020
  • In South Korea with forest as a major land cover class (over 60% of the country), many wildfires occur every year. Wildfires weaken the shear strength of the soil, forming a layer of soil that is vulnerable to landslides. It is important to identify the severity of a wildfire as well as the burned area to sustainably manage the forest. Although satellite remote sensing has been widely used to map wildfire severity, it is often difficult to determine the severity using only the temporal change of satellite-derived indices such as Normalized Difference Vegetation Index (NDVI) and Normalized Burn Ratio (NBR). In this study, we proposed an approach for determining wildfire severity based on machine learning through the synergistic use of Sentinel-1A Synthetic Aperture Radar-C data and Sentinel-2A Multi Spectral Instrument data. Three wildfire cases-Samcheok in May 2017, Gangreung·Donghae in April 2019, and Gosung·Sokcho in April 2019-were used for developing wildfire severity mapping models with three machine learning algorithms (i.e., Random Forest, Logistic Regression, and Support Vector Machine). The results showed that the random forest model yielded the best performance, resulting in an overall accuracy of 82.3%. The cross-site validation to examine the spatiotemporal transferability of the machine learning models showed that the models were highly sensitive to temporal differences between the training and validation sites, especially in the early growing season. This implies that a more robust model with high spatiotemporal transferability can be developed when more wildfire cases with different seasons and areas are added in the future.

Professionalism raising of the escort which leads an instance analysis (사례분석을 통한 경호 전문성 제고)

  • Yu, Hyung-Chang
    • Korean Security Journal
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    • no.18
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    • pp.73-99
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    • 2009
  • There are three assassination and treatening cases in this thesis introduced as analysis data. They are shooting accidents of the U.S.A's President Reagun (1981,3.30), and the President Park Jeong Hee of South Korea(1974.8.15), assassination of the Prime Minister Lavin of Israel (1995.11.4) In March 30, 1981, there was an accident where criminal, Hinckley, fired ball cartridges right before the President Reagan got into the car to move to White House after completing the announcement of Hilton Hotel of Washington. As a result, the chest of president was shot and public information secretary and safeguard were wounded. In August, 15, pm 10:23, where the 29th 8.15 independent anniversay event was being celebrated by the people at the National theater in Jangchungdong, Seoul, the criminal Moon Sekwang fired ball cartridges, he failed to assassinate the President Park Jeong Hee of Korea, but shot the First lady Yuk Young Soo. She was wounded right part of head and died. In November 4, Saturday, pm 22:00 the Prime Minster Lavin had finished the supporting event of Middle Asia's Peace project and was taking on the car when he was killed by the criminal Amir's shooting, The accidents left very important lesson from the aspect of security analysis and it has been frequently used as a material for the education and training of safeguard organization. In Korea, as well as Presidential Security Service, national security departments have selected it as an important model for the subjects such as 'Security Analysis, 'Security Practice' and 'Security Methodology'. In the performance of security duty, security skill is the most important matter. Moreover, it has a close relationship with politics, society and culture. The purpose of this study is to analyze and reevaluate the case, which has been treated as a usual model from the aspect of security analysis, beyond its introduction. Attempted assassination of President Reagan was evaluated as a positive success example because of its rapid response of adjacent guards to evacuate Reagan, who is a guard target, within 10 seconds after the shot. When comparing it to President Kennedy Assassination of 1963, it was evaluated that guards were significantly specialized. In the study, however, it was possible to found many problems such as carelessness of guard, who is in charge of external area of event place, idle attitude for frequently used event place, confusion of wireless communication, risk of wireless security disclose, insufficient provision of compulsory record file, insufficient profiling of dangerous person and unsecured hospital and first-aid room.

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A Study on the Job Productivity by the Smart Work Investment - Focused on the Organizational Change Resistance and the Communication - (스마트워크 투자에 따른 직무 생산성에 관한 연구 - 조직 변화저항과 의사소통을 중심으로-)

  • Jung, Byoung-Ho
    • Management & Information Systems Review
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    • v.37 no.3
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    • pp.83-113
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    • 2018
  • The purpose of this study to empirically examine a smart work investment and job performance by change resistance. Firstly, There investigates mediating role of the communication between the smart work investment and the job performance. Secondly, It will identify the job productivity differences through a level of organizational change resistance that reduced smart work investment. The smart work is to provide the flexibility of time and location and is a working method to improve a work productivity of organization members. The introduction of smart work means the adoption of new organizational culture, institution and technology and requires a novel change of a custom and pattern on existing organization culture and institution because of transformation form of communication and collaboration. The method of this study adopts a structural equation model to test a mediating effect of communication and a moderating effect of change resistance level. This model confirms whether smart work investments provide a positive impact on communication and organizational productivity. In addition, I will classify a change resistance level of smart work by cluster analysis and then check a critical path difference of job productivity between each group. As a result, The organizational IT, institution and culture on the smart work investment appeared to important influencers in communication and also had a direct influence of individual performance. Also, The three independent variables of smart work investment have an indirect influence of individual and organizational performance through communication mediating variables. However, the organizational IT and institution as independent variables do not provide direct influence of organization performance. Nevertheless, two independent variables of organizational IT and institution have an indirect influence the organization performance through communication mediating variables. As a result of confirming a productivity of three groups on organization resistance, there was a difference the individual and organizational performance among groups. The low-level group of organizational resistance showed high coefficient value of performance compared to other groups. The group analysis implications, The smart work investment appeared significantly to revise the institution first, build culture secondly and advanced technology lastly. The theoretical implication from this study contributes an extension of social science theory through socio-technical systems, institution, culture, change resistance and job performance based on smart work. The practical implications explain the smart work success in step-by-step investment rather than radical investment as level management of change resistance. In future research, the smart work performance between private and public firms will analyze a difference of the organizational culture, institution, technology and performance.

A Study on Factors Influencing The State of Adaptation of The Hemiplegic Patients (편마비 환자의 퇴원후 적응상태와 관련요인에 대한 분석적 연구)

  • 서문자
    • Journal of Korean Academy of Nursing
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    • v.20 no.1
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    • pp.88-117
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    • 1990
  • The purposes of this study are to delineate a profile of the state of a stroke patient's adaptation at 3 months after hospitalization and to explore the relationship between the level of adaptation and the variables which influence the adaptation of hemiplegic patients. To these ends, theoretical framework was derived basically from the stress adaptation model. The basic assumption underlying the level of adaptation is influenced by the presenting focal, contextual and residual stimuli. This group of stimuli is further operationalized and represented by a perception of stress. which is the perceived effect of the disability and by the mediating variables such as sociodemographic factors as an external conditioning variables and perceived social support and hardiness personality characteristics as an internal intervening variables. The dependent varibales in this study is the level of physical, psychological and social adaptation and is hypothesized to be a function of the interaction between 3 sets of variables namely, the perceived disability effect, external conditioning variables and internal intevening varibles. A total of fourty three subjects from 3 general hospitals in Seoul were observed and interviewed with the aid of 7 structured instruments. The data were collected twice on each subject : first at the pre-discharge period arid at 3 months post-discharge from hospital for the second time. The study was carried out for the period from February to August, 1988. The instruments used for the study include 4 existing scales and 3 scales developed by the researcher for this study. They are : 1) The ADL dependency scale and the scale of the clinical physical functions for the assessment of physical adaptation. 2) the SDS(self report of depression) to measure the level of psychological adaptation. 3) The scale for the amount of social activities for the measurement of the level of social adaptation. 4) The scale for the perceived effect of disability for the measurement of the focal stimuli. 5) The health related hardiness scale and the perceived interpersonal support self evaluation list(ISEL) for the measurement of the hardiness personality character and the perceived social support. The data obtained were analyzed using percentage, oneway ANOVA, Pearson coefficients correlation and stepwise multiple regression. The findings provide valuable information about the present level of physical adaptation at 3 months after discharge. The patient revealed a decreased ADL dependency and lowered limitation of physical function as compared with pre - discharge state. Psycholcgically, the average degree of depression at follow up was within normal range of depression. Socially, the amount of social activities was very low. The one way ANOVA and the correlational analysis revealed the relationship between the 3 sets of variables and the adaptation level as follows : 1) The perceived disability effect was related to the degree of the depression and the amount of social activities but was not related to the physical adaptation. 2) Among the sociodemographic variables, sex and education were related to the difference of ADL dependency and the change of physical function. These factors indicate that women more than men and educated more than the less educated were found more independent. The education was also related to the degree of depression suggesting that the higher the educational level, the more well adapted the patients were both physically and psychologically. Age, marital status and job state were not found to be related to the patient's adaptation level. 3) Among the internal intervening variables, the health related hardiness characteristic was related to the differences of ADL dependency, physical functions and the social activities, indicating that the higher the hardiness character the higher the level of physical and social adaptation. 4) The perceived social support, another internal intervening variable, was related to the degree of depression and the social activities. This data suggest that the higher the perception of social support, the better adapted the patients were psychogically and socially. In summarizing the results of the correlational analysis, the level of physical adaptation was influenced by sex, the years of education and the hardiness character. The level of psychological adaptation was influenced by the years of education, the perceived disability effect and the perceived social support. And the level of social adaptation was influenced by the perceived disability effect, the hardiness character and the perceived social support. The stepwise multiple regression analysis shows findings as follows : 1) The most important factor to explain the difference of ADL dependency was sex, indicating females were more independent than males. 2) The most important factor to explain the difference of physical function and the degree of depression was the patient's education level. 3) The strongest explaining factor for the amount of social activities was perceived self esteem(one of the subconcepts of perceived social support). Thus the most important factors influencing the level of adaptation were found to be sex, education, the hardiness character and self esteem. From the above findings, the significance of this study can be delineated as follows : 1) Corroboration of the assumed relationship between the various variables and the adaptation level as suggested in the conceptual model. 2) Support for the feasibility of the cognitive approach for nursing intervention such as hardness character training, counselling and teaching for self-care in the chronic patients.

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Knowledge Extraction Methodology and Framework from Wikipedia Articles for Construction of Knowledge-Base (지식베이스 구축을 위한 한국어 위키피디아의 학습 기반 지식추출 방법론 및 플랫폼 연구)

  • Kim, JaeHun;Lee, Myungjin
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.43-61
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    • 2019
  • Development of technologies in artificial intelligence has been rapidly increasing with the Fourth Industrial Revolution, and researches related to AI have been actively conducted in a variety of fields such as autonomous vehicles, natural language processing, and robotics. These researches have been focused on solving cognitive problems such as learning and problem solving related to human intelligence from the 1950s. The field of artificial intelligence has achieved more technological advance than ever, due to recent interest in technology and research on various algorithms. The knowledge-based system is a sub-domain of artificial intelligence, and it aims to enable artificial intelligence agents to make decisions by using machine-readable and processible knowledge constructed from complex and informal human knowledge and rules in various fields. A knowledge base is used to optimize information collection, organization, and retrieval, and recently it is used with statistical artificial intelligence such as machine learning. Recently, the purpose of the knowledge base is to express, publish, and share knowledge on the web by describing and connecting web resources such as pages and data. These knowledge bases are used for intelligent processing in various fields of artificial intelligence such as question answering system of the smart speaker. However, building a useful knowledge base is a time-consuming task and still requires a lot of effort of the experts. In recent years, many kinds of research and technologies of knowledge based artificial intelligence use DBpedia that is one of the biggest knowledge base aiming to extract structured content from the various information of Wikipedia. DBpedia contains various information extracted from Wikipedia such as a title, categories, and links, but the most useful knowledge is from infobox of Wikipedia that presents a summary of some unifying aspect created by users. These knowledge are created by the mapping rule between infobox structures and DBpedia ontology schema defined in DBpedia Extraction Framework. In this way, DBpedia can expect high reliability in terms of accuracy of knowledge by using the method of generating knowledge from semi-structured infobox data created by users. However, since only about 50% of all wiki pages contain infobox in Korean Wikipedia, DBpedia has limitations in term of knowledge scalability. This paper proposes a method to extract knowledge from text documents according to the ontology schema using machine learning. In order to demonstrate the appropriateness of this method, we explain a knowledge extraction model according to the DBpedia ontology schema by learning Wikipedia infoboxes. Our knowledge extraction model consists of three steps, document classification as ontology classes, proper sentence classification to extract triples, and value selection and transformation into RDF triple structure. The structure of Wikipedia infobox are defined as infobox templates that provide standardized information across related articles, and DBpedia ontology schema can be mapped these infobox templates. Based on these mapping relations, we classify the input document according to infobox categories which means ontology classes. After determining the classification of the input document, we classify the appropriate sentence according to attributes belonging to the classification. Finally, we extract knowledge from sentences that are classified as appropriate, and we convert knowledge into a form of triples. In order to train models, we generated training data set from Wikipedia dump using a method to add BIO tags to sentences, so we trained about 200 classes and about 2,500 relations for extracting knowledge. Furthermore, we evaluated comparative experiments of CRF and Bi-LSTM-CRF for the knowledge extraction process. Through this proposed process, it is possible to utilize structured knowledge by extracting knowledge according to the ontology schema from text documents. In addition, this methodology can significantly reduce the effort of the experts to construct instances according to the ontology schema.

Disaster Risk Assessment using QRE Assessment Tool in Disaster Cases in Seoul Metropolitan (서울시 재난 사례 QRE 평가도구를 활용한 재난 위험도 평가)

  • Kim, Yong Moon;Lee, Tae Shik
    • Journal of Korean Society of Disaster and Security
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    • v.12 no.1
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    • pp.11-21
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    • 2019
  • This study assessed the risk of disaster by using QRE(Quick Risk Estimation - UNISDR Roll Model City of Basic Evaluation Tool) tools for three natural disasters and sixteen social disasters managed by the Seoul Metropolitan Government. The criteria for selecting 19 disaster types in Seoul are limited to disasters that occur frequently in the past and cause a lot of damage to people and property if they occur. We also considered disasters that are likely to occur in the future. According to the results of the QRE tools for disaster type in Seoul, the most dangerous type of disaster among the Seoul city disasters was "suicide accident" and "deterioration of air quality". Suicide risk is high and it is not easy to take measures against the economic and psychological problems of suicide. This corresponds to the Risk ratings(Likelihood ranking score & Severity rating) "M6". In contrast, disaster types with low risk during the disaster managed by the city of Seoul were analyzed as flooding, water leakage, and water pollution accidents. In the case of floods, there is a high likelihood of disaster such as localized heavy rains and typhoons. However, the city of Seoul has established a comprehensive plan to reduce floods and water every five years. This aspect is considered to be appropriate for disaster prevention preparedness and relatively low disaster risk was analyzed. This corresponds to the disaster Risk ratings(Likelihood ranking score & Severity rating) "VL1". Finally, the QRE tool provides the city's leaders and disaster managers with a quick reference to the risk of a disaster so that decisions can be made faster. In addition, the risk assessment using the QRE tool has helped many aspects such as systematic evaluation of resilience against the city's safety risks, basic data on future investment plans, and disaster response.

Topic Modeling Insomnia Social Media Corpus using BERTopic and Building Automatic Deep Learning Classification Model (BERTopic을 활용한 불면증 소셜 데이터 토픽 모델링 및 불면증 경향 문헌 딥러닝 자동분류 모델 구축)

  • Ko, Young Soo;Lee, Soobin;Cha, Minjung;Kim, Seongdeok;Lee, Juhee;Han, Ji Yeong;Song, Min
    • Journal of the Korean Society for information Management
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    • v.39 no.2
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    • pp.111-129
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    • 2022
  • Insomnia is a chronic disease in modern society, with the number of new patients increasing by more than 20% in the last 5 years. Insomnia is a serious disease that requires diagnosis and treatment because the individual and social problems that occur when there is a lack of sleep are serious and the triggers of insomnia are complex. This study collected 5,699 data from 'insomnia', a community on 'Reddit', a social media that freely expresses opinions. Based on the International Classification of Sleep Disorders ICSD-3 standard and the guidelines with the help of experts, the insomnia corpus was constructed by tagging them as insomnia tendency documents and non-insomnia tendency documents. Five deep learning language models (BERT, RoBERTa, ALBERT, ELECTRA, XLNet) were trained using the constructed insomnia corpus as training data. As a result of performance evaluation, RoBERTa showed the highest performance with an accuracy of 81.33%. In order to in-depth analysis of insomnia social data, topic modeling was performed using the newly emerged BERTopic method by supplementing the weaknesses of LDA, which is widely used in the past. As a result of the analysis, 8 subject groups ('Negative emotions', 'Advice and help and gratitude', 'Insomnia-related diseases', 'Sleeping pills', 'Exercise and eating habits', 'Physical characteristics', 'Activity characteristics', 'Environmental characteristics') could be confirmed. Users expressed negative emotions and sought help and advice from the Reddit insomnia community. In addition, they mentioned diseases related to insomnia, shared discourse on the use of sleeping pills, and expressed interest in exercise and eating habits. As insomnia-related characteristics, we found physical characteristics such as breathing, pregnancy, and heart, active characteristics such as zombies, hypnic jerk, and groggy, and environmental characteristics such as sunlight, blankets, temperature, and naps.

An Artificial Intelligence Approach to Waterbody Detection of the Agricultural Reservoirs in South Korea Using Sentinel-1 SAR Images (Sentinel-1 SAR 영상과 AI 기법을 이용한 국내 중소규모 농업저수지의 수표면적 산출)

  • Choi, Soyeon;Youn, Youjeong;Kang, Jonggu;Park, Ganghyun;Kim, Geunah;Lee, Seulchan;Choi, Minha;Jeong, Hagyu;Lee, Yangwon
    • Korean Journal of Remote Sensing
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    • v.38 no.5_3
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    • pp.925-938
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    • 2022
  • Agricultural reservoirs are an important water resource nationwide and vulnerable to abnormal climate effects such as drought caused by climate change. Therefore, it is required enhanced management for appropriate operation. Although water-level tracking is necessary through continuous monitoring, it is challenging to measure and observe on-site due to practical problems. This study presents an objective comparison between multiple AI models for water-body extraction using radar images that have the advantages of wide coverage, and frequent revisit time. The proposed methods in this study used Sentinel-1 Synthetic Aperture Radar (SAR) images, and unlike common methods of water extraction based on optical images, they are suitable for long-term monitoring because they are less affected by the weather conditions. We built four AI models such as Support Vector Machine (SVM), Random Forest (RF), Artificial Neural Network (ANN), and Automated Machine Learning (AutoML) using drone images, sentinel-1 SAR and DSM data. There are total of 22 reservoirs of less than 1 million tons for the study, including small and medium-sized reservoirs with an effective storage capacity of less than 300,000 tons. 45 images from 22 reservoirs were used for model training and verification, and the results show that the AutoML model was 0.01 to 0.03 better in the water Intersection over Union (IoU) than the other three models, with Accuracy=0.92 and mIoU=0.81 in a test. As the result, AutoML performed as well as the classical machine learning methods and it is expected that the applicability of the water-body extraction technique by AutoML to monitor reservoirs automatically.

A Convergent and Combined Activation Plan for Exercise Rehabilitation in the Era of the Fourth Industrial Revolution (4차 산업혁명시대에 운동재활분야의 융·복합적 활성화 방안)

  • Cho, Kyoung-Hwan
    • Journal of Korea Entertainment Industry Association
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    • v.14 no.8
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    • pp.407-426
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    • 2020
  • The purpose of this study was to make convergent and combined analysis of the sport industry and exercise rehabilitation in the era of New Normal based on the Fourth Industrial Revolution and devise a comprehensive plan for future activation. For this purpose, literature review was performed mainly by analyzing the environment of the sport industry in the New Normal era based on the Fourth Industrial Revolution and by carrying out convergent and combined analysis of the sport industry to present a convergent and combined activation plan for exercise rehabilitation comprehensively as follows: First, it is necessary to make a strategy of promoting exercise rehabilitation in convergent and combined ways at the sport industry level. This means development of a convergent and combined exercise rehabilitation-tourism-ICT model as well as a convergent and combined exercise rehabilitation-ICT model through collaboration among ministries, including those of health and sports. Second, it is necessary to convert into a convergent and combined way of thinking and extend and reinforce educational competitiveness in the area of exercise rehabilitation. That is, it is necessary to refine the education and training systems for reinforcing personal ICT competence of exercise rehabilitation majors and relevant ones and provide convergent and combined business commencement education. Third, it is necessary to make different types of research and development by applying practical, convergent and combined skills based on the industrial field to exercise rehabilitation and relevant areas. Efforts should be made to overcome any risk in the era of New Normal and support business commencement with convergent and combined skills for exercise rehabilitation. Fourth, it is necessary to make mid- and long-term clusters where exercise rehabilitation and relevant businesses can be accumulated. This means building an industrial hub and complex for exercise rehabilitation and requires making an R&D-based cluster with industrial-academic-governmental collaboration, maximizing the synergy effects with local infrastructures, and fulfilling the function of realizing a spontaneous profit-generating structure.