• Journal of the Korea Society of Computer and Information
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• v.25 no.12
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• pp.35-44
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• 2020

In this study, we analyze how stock trend determination affects trend prediction accuracy. In stock markets, successful investment requires accurate stock price trend prediction. Therefore, a volume of research has been conducted to improve the trend prediction accuracy. For example, information extracted from SNS (social networking service) and news articles by text mining algorithms is used to enhance the prediction accuracy. Moreover, various machine learning algorithms have been utilized. However, stock trend determination has not been properly analyzed, and conventionally used methods have been employed repeatedly. For this reason, we formulate the trend determination as a moving average-based procedure and analyze its impact on stock trend prediction accuracy. The analysis reveals that trend determination makes prediction accuracy vary as much as 47% and that prediction accuracy is proportional to and inversely proportional to reference window size and target window size, respectively.

• The Journal of the Korea Contents Association
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• v.20 no.10
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• pp.702-714
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• 2020

Stock investment is a personal investment technique that has gathered tremendous interest since the reduction in interest rates and tax exemption. However, it is risky especially for those who do not have expert knowledge on stock volatility. Therefore, it is well understood that accurate stock trend prediction can greatly help stock investment, giving birth to a volume of research work in the field. In order to compare different research works and to optimize hyper-parameters for prediction models, it is required to have an evaluation standard that can accurately assess performances of prediction models. However, little research has been done in the area, and conventionally used methods have been employed repeatedly without being rigorously validated. For this reason, we first analyze performance evaluation of stock trend prediction with respect to performance metrics and data composition, and propose a fair evaluation method based on prediction disparity ratio.

• The Journal of Korea Institute of Information, Electronics, and Communication Technology
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• v.17 no.4
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• pp.183-189
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• 2024

In order to effectively predict time series data, this study proposed a hybrid prediction model that decomposes the data into trend, seasonality, and residual components using Seasonal-Trend Decomposition on Loess, and then applies ARIMA to the trend component, Fourier Series Regression to the seasonality component, and XGBoost to the remaining components. In addition, performance comparison experiments including ARIMA, XGBoost, LSTM, EMD-ARIMA, and CEEMDAN-LSTM models were conducted to evaluate the prediction performance of each model. The experimental results show that the proposed hybrid model outperforms the existing single models with the best performance indicator values in MAPE(3.8%), MAAPE(3.5%), and RMSE(0.35) metrics.

• Journal of Information Processing Systems
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• v.11 no.1
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• pp.39-56
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• 2015

Continuous multi-interval prediction (CMIP) is used to continuously predict the trend of a data stream based on various intervals simultaneously. The continuous integrated hierarchical temporal memory (CIHTM) network performs well in CMIP. However, it is not suitable for CMIP in real-time mode, especially when the number of prediction intervals is increased. In this paper, we propose a real-time integrated hierarchical temporal memory (RIHTM) network by introducing a new type of node, which is called a Zeta1FirstSpecializedQueueNode (ZFSQNode), for the real-time continuous multi-interval prediction (RCMIP) of data streams. The ZFSQNode is constructed by using a specialized circular queue (sQUEUE) together with the modules of original hierarchical temporal memory (HTM) nodes. By using a simple structure and the easy operation characteristics of the sQUEUE, entire prediction operations are integrated in the ZFSQNode. In particular, we employed only one ZFSQNode in each level of the RIHTM network during the prediction stage to generate different intervals of prediction results. The RIHTM network efficiently reduces the response time. Our performance evaluation showed that the RIHTM was satisfied to continuously predict the trend of data streams with multi-intervals in the real-time mode.

• International conference on construction engineering and project management
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• 2009.05a
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• pp.388-392
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• 2009

Operation of LNG (Liquefied Natural Gas) plants requires an effective maintenance strategy. To this end, the long-term and short-term trend of faults, such as mechanical and electrical troubles, should be identified so as to take proactive approach for ensuring the smooth and productive operation. However, it is not an easy task to predict the fault trend in LNG plants. Many variables and unexpected conditions make it quite difficult for the facility manager to be well prepared for future faulty conditions. This paper presents a model to predict the fault trend in a LNG plant. ARIMA (Auto-Regressive Integrated Moving Average) model is combined with Wavelet Transform to enhance the prediction capability of the proposed model. Test results show the potential of the proposed model for the preventive maintenance strategy.

• Atmosphere
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• v.33 no.4
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• pp.355-365
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• 2023

To proactively manage climate risk, near-term climate predictions on annual to decadal time scales are of great interest to various communities. This study evaluates the near-term climate prediction skills in East Asia with DePreSys4 retrospective decadal predictions. The model is initialized every November from 1960 to 2020, consisting of 61 initializations with ten ensemble members. The prediction skill is quantitatively evaluated using the deterministic and probabilistic metrics, particularly for annual mean near-surface temperature, land precipitation, and sea level pressure. The near-term climate predictions for May~September and November~March averages over the five years are also assessed. DePreSys4 successfully predicts the annual mean and the five-year mean near-surface temperatures in East Asia, as the long-term trend sourced from external radiative forcing is well reproduced. However, land precipitation predictions are statistically significant only in very limited sporadic regions. The sea level pressure predictions also show statistically significant skills only over the ocean due to the failure of predicting a long-term trend over the land.

• Journal of Intelligence and Information Systems
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• v.29 no.2
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• pp.129-148
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• 2023

Bitcoin is a blockchain technology-based digital currency that has been recognized as a representative cryptocurrency and a financial investment asset. Due to its highly volatile nature, Bitcoin has gained a lot of attention from investors and the public. Based on this popularity, numerous studies have been conducted on price and trend prediction using machine learning and deep learning. This study employed LSTM (Long Short Term Memory) and CNN (Convolutional Neural Networks), which have shown potential for predictive performance in the finance domain, to enhance the classification accuracy in Bitcoin price trend prediction. XAI(eXplainable Artificial Intelligence) techniques were applied to the predictive model to enhance its explainability and interpretability by providing a comprehensive explanation of the model. In the empirical experiment, CNN was applied to technical indicators and Google trend data to build a Bitcoin price trend prediction model, and the CNN model using both technical indicators and Google trend data clearly outperformed the other models using neural networks, SVM, and LSTM. Then SHAP(Shapley Additive exPlanations) was applied to the predictive model to obtain explanations about the output values. Important prediction drivers in input variables were extracted through global interpretation, and the interpretation of the predictive model's decision process for each instance was suggested through local interpretation. The results show that our proposed research framework demonstrates both improved classification accuracy and explainability by using CNN, Google trend data, and SHAP.

• Korean Journal of Fisheries and Aquatic Sciences
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• v.32 no.6
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• pp.803-808
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• 1999

Trend of sea level change has been analysed by using the tidal data gathered at the 12 tide stations along the coast of Korean peninsula. Analysis and prediction of the sea level change were performed by Principal Component Analysis (PCA). For the period of 20 years from 1976 to 1995, the trend generally shows a rising pattern such as 0.22 cm/yr, 0.29 cm/yr, and 0.59 cm/yr along the eastern, southern, and western coast of Korea, respectively. On the average the sea level around the Korean peninsula seems to be rising at a rate of 0.37 cm/yr. Adopting the average rate to the sea level prediction model proposed by EPA (Titus and Narrayanan, 1995), the sea level may be approximately 50$\~$60 cm higher than the present sea level by the end of the next century.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.38 no.4
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• pp.142-148
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• 2015

Due to advancements in technology and manufacturing capability, it is not uncommon that life tests yield no or few failures at low stress levels. In these situations it is difficult to analyse lifetime data and make meaningful inferences about product or system reliability. For some products or systems whose performance characteristics degrade over time, a failure is said to have occurred when a performance characteristic crosses a critical threshold. The measurements of the degradation characteristic contain much useful and credible information about product or system reliability. Degradation measurements of the performance characteristics of an unfailed unit at different times can directly relate reliability measures to physical characteristics. Reliability prediction based on physical performance measures can be an efficient and alternative method to estimate for some highly reliable parts or systems. If the degradation process and the distance between the last measurement and a specified threshold can be established, the remaining useful life is predicted in advance. In turn, this prediction leads to just in time maintenance decision to protect systems. In this paper, we describe techniques for mapping product or system which has degrading performance parameter to the associated classical reliability measures in the performance domain. This paper described a general modeling and analysis procedure for reliability prediction based on one dominant degradation performance characteristic considering pseudo degradation performance life trend model. This pseudo degradation trend model is based on probability modeling of a failure mechanism degradation trend and comparison of a projected distribution to pre-defined critical soft failure point in time or cycle.

• Journal of Soil and Groundwater Environment
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• v.21 no.4
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• pp.30-41
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• 2016

The amount of groundwater related data is drastically increasing domestically from various sources since 2000. To justify the more expansive continuation of the data acquisition and to derive valuable implications from the data, continued employments of sophisticated and state-of-the-arts statistical tools in the analyses and predictions are important issue. In the present study, we employed a well established machine learning technique of Gaussian Process Regression (GPR) model in the trend analyses of groundwater level for the long-term change. The major benefit of GPR model is that the model provide not only the future predictions but also the associated uncertainty. In the study, the long-term predictions of groundwater level from the stations of National Groundwater Monitoring Network located within Han River Basin were exemplified as prediction cases based on the GPR model. In addition, a few types of groundwater change patterns were delineated (i.e., increasing, decreasing, and no trend) on the basis of the statistics acquired from GPR analyses. From the study, it was found that the majority of the monitoring stations has decreasing trend while small portion shows increasing or no trend. To further analyze the causes of the trend, the corresponding precipitation data were jointly analyzed by the same method (i.e., GPR). Based on the analyses, the major cause of decreasing trend of groundwater level is attributed to reduction of precipitation rate whereas a few of the stations show weak relationship between the pattern of groundwater level changes and precipitation.