• Title/Summary/Keyword: Vector data model

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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
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    • v.24 no.1
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    • pp.167-181
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    • 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
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    • v.37 no.2
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    • pp.73-89
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    • 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
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    • v.22 no.3
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    • pp.71-89
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    • 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
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    • v.36 no.3
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    • pp.175-185
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    • 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.

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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
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    • v.14 no.2
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    • pp.175-195
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    • 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.

A Study on the Effects of Export Insurance on the Exports of SMEs and Conglomerates (수출보험이 국내 중소기업 및 대기업의 수출에 미치는 영향에 관한 연구)

  • Lee, Dong-Joo
    • Korea Trade Review
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    • v.42 no.2
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    • pp.145-174
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    • 2017
  • Recently, due to the worsening global economic recession, Korea which is a small, export-oriented economy has decreased exports and the domestic economy also continues to stagnate. Therefore, for continued growth of our economy through export growth, we need to analyze the validity of export support system such as export insurance and prepare ways to expand exports. This study is to investigate the effects of Export Insurance on the exports of SMEs as well as LEs. For this purpose, this study conducted Time Series Analysis using data such as export, export insurance acquisition, export price index, exchange rate, and coincident composite index(CCI). First, as a result of the Granger Causality Test, the exports of LEs has found to have a causal relationship with the CCI, and CCI is to have a causal relationship with the short-term export insurance record. Second, the results of VAR analysis show that the export insurance acquisition result and the export price index have a positive effect on the exports of LEs, while the short - term export insurance has a negative effect on the exports of LEs. Third, as a result of variance decomposition, the export of LEs has much more influenced for mid to long term by the short-term export insurance acquisition compared to SMEs. Fourth, short-term export insurance has a positive effect on exports of SMEs. In order to activate short-term export insurance against SMEs, it is necessary to expand support for SMEs by local governments. This study aims to suggest policy implications for establishing effective export insurance policy by analyzing the effects of export insurance on the export of SMEs as well as LEs. It is necessary to carry out a time series analysis on the export results according to the insurance acquisition results by industry to measure the export support effect of export insurance more precisely.

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