• Title/Summary/Keyword: Vector data model

Search Result 1,171, Processing Time 0.043 seconds

Analysis of Infiltration Route using Optimal Path Finding Methods and Geospatial Information (지형공간정보 및 최적탐색기법을 이용한 최적침투경로 분석)

  • Bang, Soo Nam;Heo, Joon;Sohn, Hong Gyoo;Lee, Yong Woong
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.26 no.1D
    • /
    • pp.195-202
    • /
    • 2006
  • The infiltration route analysis is a military application using geospatial information technology. The result of the analysis would present vulnerable routes for potential enemy infiltration. In order to find the susceptible routes, optimal path search algorithms (Dijkstra's and $A^*$) were used to minimize the cost function, summation of detection probability. The cost function was produced by capability of TOD (Thermal Observation Device), results of viewshed analysis using DEM (Digital Elevation Model) and two related geospatial information coverages (obstacle and vegetation) extracted from VITD (Vector product Interim Terrain Data). With respect to 50m by 50m cells, the individual cost was computed and recorded, and then the optimal infiltration routes was found while minimizing summation of the costs on the routes. The proposed algorithm was experimented in Daejeon region in South Korea. The test results show that Dijkstra's and $A^*$ algorithms do not present significant differences, but A* algorithm shows a better efficiency. This application can be used for both infiltration and surveillance. Using simulation of moving TOD, the most vulnerable routes can be detected for infiltration purpose. On the other hands, it can be inversely used for selection of the best locations of TOD. This is an example of powerful geospatial solution for military application.

Identifying Personal Values Influencing the Lifestyle of Older Adults: Insights From Relative Importance Analysis Using Machine Learning (중고령 노인의 개인적 가치에 따른 라이프스타일 분류: 머신러닝을 활용한 상대적 중요도 분석 )

  • Lim, Seungju;Park, Ji-Hyuk
    • Therapeutic Science for Rehabilitation
    • /
    • v.13 no.2
    • /
    • pp.69-84
    • /
    • 2024
  • Objective : This study aimed to categorize the lifestyles of older adults into two types - healthy and unhealthy, and use machine learning to identify the personal values that influence these lifestyles. Methods : This cross-sectional study targeting middle-aged and older adults (55 years and above) living in local communities in South Korea. Data were collected from 300 participants through online surveys. Lifestyle types were dichotomized by the Yonsei Lifestyle Profile (YLP)-Active, Balanced, Connected, and Diverse (ABCD) responses using latent profile analysis. Personal value information was collected using YLP-Values (YLP-V) and analyzed using machine learning to identify the relative importance of personal values on lifestyle types. Results : The lifestyle of older adults was categorized into healthy (48.87%) and unhealthy (51.13%). These two types showed the most significant difference in social relationship characteristics. Among the machine learning models used in this study, the support vector machine showed the highest classification performance, achieving 96% accuracy and 95% area under the receiver operating characteristic (ROC) curve. The model indicated that individuals who prioritized a healthy diet, sought health information, and engaged in hobbies or cultural activities were more likely to have a healthy lifestyle. Conclusion : This study suggests the need to encourage the expansion of social networks among older adults. Furthermore, it highlights the necessity to comprehensively intervene in individuals' perceptions and values that primarily influence lifestyle adherence.

Optimal supervised LSA method using selective feature dimension reduction (선택적 자질 차원 축소를 이용한 최적의 지도적 LSA 방법)

  • Kim, Jung-Ho;Kim, Myung-Kyu;Cha, Myung-Hoon;In, Joo-Ho;Chae, Soo-Hoan
    • Science of Emotion and Sensibility
    • /
    • v.13 no.1
    • /
    • pp.47-60
    • /
    • 2010
  • Most of the researches about classification usually have used kNN(k-Nearest Neighbor), SVM(Support Vector Machine), which are known as learn-based model, and Bayesian classifier, NNA(Neural Network Algorithm), which are known as statistics-based methods. However, there are some limitations of space and time when classifying so many web pages in recent internet. Moreover, most studies of classification are using uni-gram feature representation which is not good to represent real meaning of words. In case of Korean web page classification, there are some problems because of korean words property that the words have multiple meanings(polysemy). For these reasons, LSA(Latent Semantic Analysis) is proposed to classify well in these environment(large data set and words' polysemy). LSA uses SVD(Singular Value Decomposition) which decomposes the original term-document matrix to three different matrices and reduces their dimension. From this SVD's work, it is possible to create new low-level semantic space for representing vectors, which can make classification efficient and analyze latent meaning of words or document(or web pages). Although LSA is good at classification, it has some drawbacks in classification. As SVD reduces dimensions of matrix and creates new semantic space, it doesn't consider which dimensions discriminate vectors well but it does consider which dimensions represent vectors well. It is a reason why LSA doesn't improve performance of classification as expectation. In this paper, we propose new LSA which selects optimal dimensions to discriminate and represent vectors well as minimizing drawbacks and improving performance. This method that we propose shows better and more stable performance than other LSAs' in low-dimension space. In addition, we derive more improvement in classification as creating and selecting features by reducing stopwords and weighting specific values to them statistically.

  • PDF

The Determination Factor's Variation of Real Estate Price after Financial Crisis in Korea (2008년 금융위기 이후 부동산가격 결정요인 변화 분석)

  • Kim, Yong-Soon;Kwon, Chi-Hung;Lee, Kyung-Ae;Lee, Hyun-Rim
    • Land and Housing Review
    • /
    • v.2 no.4
    • /
    • pp.367-377
    • /
    • 2011
  • This paper investigates the determination factors' variation of real estate price after sub-prime financial crisis, in korea, using a VAR model. The model includes land price, housing price, housing rent (Jensei) price, which time period is from 2000:1Q to 2011:2Q and uses interest rate, real GDP, consumer price index, KOSPI, the number of housing construction, the amount of land sales and practices to impulse response and variance decomposition analysis. Data cover two sub-periods and divided by 2008:3Q that occurred the sub-prime crisis; one is a period of 2000:1Q to 2008:3Q, the other is based a period of 2000:1Q to 2011:2Q. As a result, Comparing sub-prime crisis before and after, land price come out that the influence of real GDP is expanding, but current interest rate's variation is weaken due to the stagnation of current economic status and housing construction market. Housing price is few influenced to interest rate and real GDP, but it is influenced its own variation or Jensei price's variation. According to the Jensei price's rapidly increasing in nowadays, housing price might be increasing a rising possibility. Jensei price is also weaken the influence of all economic index, housing price, comparing before sub-prime financial crisis and it is influenced its own variation the same housing price. As you know, real estate price is weakened market basic value factors such as, interest rate, real GDP, because it is influenced exogenous economic factors such as population structural changes. Economic participators, economic officials, consumer, construction supplyers need to access an accurate observation about current real estate market and economic status.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
    • /
    • v.23 no.2
    • /
    • pp.107-122
    • /
    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

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
    • /
    • v.24 no.1
    • /
    • pp.167-181
    • /
    • 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.

Factor Analysis Affecting on Changes in Handysize Freight Index and Spot Trip Charterage (핸디사이즈 운임지수 및 스팟용선료 변화에 영향을 미치는 요인 분석)

  • Lee, Choong-Ho;Kim, Tae-Woo;Park, Keun-Sik
    • Journal of Korea Port Economic Association
    • /
    • v.37 no.2
    • /
    • pp.73-89
    • /
    • 2021
  • The handysize bulk carriers are capable of transporting a variety of cargo that cannot be transported by mid-large size ship, and the spot chartering market is active, and it is a market that is independent of mid-large size market, and is more risky due to market conditions and charterage variability. In this study, Granger causality test, the Impulse Response Function(IRF) and Forecast Error Variance Decomposition(FEVD) were performed using monthly time series data. As a result of Granger causality test, coal price for coke making, Japan steel plate commodity price, hot rolled steel sheet price, fleet volume and bunker price have causality to Baltic Handysize Index(BHSI) and charterage. After confirming the appropriate lag and stability of the Vector Autoregressive model(VAR), IRF and FEVD were analyzed. As a result of IRF, the three variables of coal price for coke making, hot rolled steel sheet price and bunker price were found to have significant at both upper and lower limit of the confidence interval. Among them, the impulse of hot rolled steel sheet price was found to have the most significant effect. As a result of FEVD, the explanatory power that affects BHSI and charterage is the same in the order of hot rolled steel sheet price, coal price for coke making, bunker price, Japan steel plate price, and fleet volume. It was found that it gradually increased, affecting BHSI by 30% and charterage by 26%. In order to differentiate from previous studies and to find out the effect of short term lag, analysis was performed using monthly price data of major cargoes for Handysize bulk carriers, and meaningful results were derived that can predict monthly market conditions. This study can be helpful in predicting the short term market conditions for shipping companies that operate Handysize bulk carriers and concerned parties in the handysize chartering market.

A Study on Analyzing Sentiments on Movie Reviews by Multi-Level Sentiment Classifier (영화 리뷰 감성분석을 위한 텍스트 마이닝 기반 감성 분류기 구축)

  • Kim, Yuyoung;Song, Min
    • Journal of Intelligence and Information Systems
    • /
    • v.22 no.3
    • /
    • pp.71-89
    • /
    • 2016
  • Sentiment analysis is used for identifying emotions or sentiments embedded in the user generated data such as customer reviews from blogs, social network services, and so on. Various research fields such as computer science and business management can take advantage of this feature to analyze customer-generated opinions. In previous studies, the star rating of a review is regarded as the same as sentiment embedded in the text. However, it does not always correspond to the sentiment polarity. Due to this supposition, previous studies have some limitations in their accuracy. To solve this issue, the present study uses a supervised sentiment classification model to measure a more accurate sentiment polarity. This study aims to propose an advanced sentiment classifier and to discover the correlation between movie reviews and box-office success. The advanced sentiment classifier is based on two supervised machine learning techniques, the Support Vector Machines (SVM) and Feedforward Neural Network (FNN). The sentiment scores of the movie reviews are measured by the sentiment classifier and are analyzed by statistical correlations between movie reviews and box-office success. Movie reviews are collected along with a star-rate. The dataset used in this study consists of 1,258,538 reviews from 175 films gathered from Naver Movie website (movie.naver.com). The results show that the proposed sentiment classifier outperforms Naive Bayes (NB) classifier as its accuracy is about 6% higher than NB. Furthermore, the results indicate that there are positive correlations between the star-rate and the number of audiences, which can be regarded as the box-office success of a movie. The study also shows that there is the mild, positive correlation between the sentiment scores estimated by the classifier and the number of audiences. To verify the applicability of the sentiment scores, an independent sample t-test was conducted. For this, the movies were divided into two groups using the average of sentiment scores. The two groups are significantly different in terms of the star-rated scores.

The Simulation for the Organization of Fishing Vessel Control System in Fishing Ground (어장에 있어서의 어선관제시스템 구축을 위한 모의실험)

  • 배문기;신형일
    • Journal of the Korean Society of Fisheries and Ocean Technology
    • /
    • v.36 no.3
    • /
    • pp.175-185
    • /
    • 2000
  • This paper described on a basic study to organize fishing vessel control system in order to control efficiently fishing vessel in Korean offshore. It was digitalized ARPA image on the fishing processing of a fleet of purse seiner in conducting fishing operation at Cheju offshore in Korea as a digital camera and then simulated by used VTMS. Futhermore, it was investigated on the application of FVTMS which can control efficiently fishing vessels in fishing ground. The results obtained were as follows ; (1) It was taken 16 minutes and 35 minutes to casting and hauling net in fishing processing respectively. The length of rope pulled by scout boat was 200m, tactical diameter in casting net was 340.8m, turning speed was 6kts as well. (2) The processing of casting and hauling net was moved to SW, NE as results of simulation when the current direction and speed set into NE, 2kts and SW, 2kts respectively. Such as these results suggest that can predict to control the fishing vessel previously with information of fishing ground, fishery and ship's maneuvering, etc. (3) The control range of VTMS radar used in simulation was about 16 miles. Although converting from a radar of the control vessel to another one, it was continuously acquired for the vector and the target data. The optimum control position could be determined by measuring and analyzing to distance and direction between the control vessel and the fleet of fishing vessel. (4) The FVTMS(fishing vessel traffic management services) model was suggested that fishing vessels received fishing conditions and safety navigation information can operate safely and efficiently.

  • PDF

A Development of Automatic Lineament Extraction Algorithm from Landsat TM images for Geological Applications (지질학적 활용을 위한 Landsat TM 자료의 자동화된 선구조 추출 알고리즘의 개발)

  • 원중선;김상완;민경덕;이영훈
    • Korean Journal of Remote Sensing
    • /
    • v.14 no.2
    • /
    • pp.175-195
    • /
    • 1998
  • Automatic lineament extraction algorithms had been developed by various researches for geological purpose using remotely sensed data. However, most of them are designed for a certain topographic model, for instance rugged mountainous region or flat basin. Most of common topographic characteristic in Korea is a mountainous region along with alluvial plain, and consequently it is difficult to apply previous algorithms directly to this area. A new algorithm of automatic lineament extraction from remotely sensed images is developed in this study specifically for geological applications. An algorithm, named as DSTA(Dynamic Segment Tracing Algorithm), is developed to produce binary image composed of linear component and non-linear component. The proposed algorithm effectively reduces the look direction bias associated with sun's azimuth angle and the noise in the low contrast region by utilizing a dynamic sub window. This algorithm can successfully accomodate lineaments in the alluvial plain as well as mountainous region. Two additional algorithms for estimating the individual lineament vector, named as ALEHHT(Automatic Lineament Extraction by Hierarchical Hough Transform) and ALEGHT(Automatic Lineament Extraction by Generalized Hough Transform) which are merging operation steps through the Hierarchical Hough transform and Generalized Hough transform respectively, are also developed to generate geological lineaments. The merging operation proposed in this study is consisted of three parameters: the angle between two lines($\delta$$\beta$), the perpendicular distance($(d_ij)$), and the distance between midpoints of lines(dn). The test result of the developed algorithm using Landsat TM image demonstrates that lineaments in alluvial plain as well as in rugged mountain is extremely well extracted. Even the lineaments parallel to sun's azimuth angle are also well detected by this approach. Further study is, however, required to accommodate the effect of quantization interval(droh) parameter in ALEGHT for optimization.