• Journal of the Korea Academia-Industrial cooperation Society
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• v.21 no.10
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• pp.354-360
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• 2020

This study examined the factors for sorting miscellaneous cereal crops using a rice-sorting device by analyzing the physical characteristics according to the moisture content. The initial moisture contents of miscellaneous cereal were 16.3, 19.8, and 16.5%, respectively. The samples were used in the experiment after drying to five levels. The width, length, and area of the samples increased with increasing moisture content except for the roundness, and all the prediction models were developed with a first-order linear equation. The bulk density of Italian millet and sorghum increased with increasing moisture content, whereas the bulk density of common millet was unaffected by the change in moisture content. The terminal velocity of the samples increased with increasing moisture content, and a first-order linear equation was used to develop the prediction models. The measured physical properties of the miscellaneous cereal crops based on the changes in the moisture content could be expressed using a first-order experimental model equation. Therefore, the rice-sorting device could be applied to the terminal velocity, but the other device applying the geometrical characteristics and bulk density was required to change the design of the process depending on the type of grain.

• Korean Journal of Remote Sensing
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• v.34 no.4
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• pp.611-624
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• 2018

The percentage of moisture content in rice before harvest is crucial to reduce the economic loss in terms of yield, quality and drying cost. This paper discusses the application of artificial neural network (ANN) in developing a reliable prediction model using the low altitude fixed-wing unmanned air vehicle (UAV) based reflectance value of green, red, and NIR and statistical moisture content data. A comparison between the actual statistical data and the predicted data was performed to evaluate the performance of the model. The correlation coefficient (R) is 0.862 and the mean absolute percentage error (MAPE) is 0.914% indicate a very good accuracy of the model to predict the moisture content in rice before harvest. The model predicted values are matched well with the measured values($R^2=0.743$, and Nash-Sutcliffe Efficiency = 0.730). The model results are very promising and show the reliable potential to predict moisture content with the error of prediction less than 7%. This model might be potentially helpful for the rice production system in the field of precision agriculture (PA).

• Knowledge Management Research
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• v.22 no.2
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• pp.19-32
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• 2021

Bitcoin, a representative cryptocurrency, is receiving a lot of attention around the world, and the price of Bitcoin shows high volatility. High volatility is a risk factor for investors and causes social problems caused by reckless investment. Since the price of Bitcoin responds quickly to changes in the world environment, we propose to predict the price volatility of Bitcoin by utilizing news information that provides a variety of information in real-time. In other words, positive news stimulates investor sentiment and negative news weakens investor sentiment. Therefore, in this study, sentiment information of news and deep learning were applied to predict the change in Bitcoin yield. A single predictive model of logit, artificial neural network, SVM, and LSTM was built, and an integrated model was proposed as a method to improve predictive performance. As a result of comparing the performance of the prediction model built on the historical price information and the prediction model reflecting the sentiment information of the news, it was found that the integrated model based on the sentiment information of the news was the best. This study will be able to prevent reckless investment and provide useful information to investors to make wise investments through a predictive model.

• Journal of the Korean Society of Marine Environment & Safety
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• v.28 no.1
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• pp.175-183
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• 2022

The collision between a ship and bridge across a waterway may result in extremely serious consequences that may endanger the safety of life and property. Therefore, factors affecting ship bridge collision must be investigated, and the impact force should be discussed based on various collision conditions. In this study, a finite element model of ship bridge collision is established, and the peak impact force of a ship bridge collision based on 50 operating conditions combined with three input parameters, i.e., ship loading condition, ship speed, and ship bridge collision angle, is calculated via numerical simulation. Using neural network models trained with the numerical simulation results, the prediction model of the peak impact force of ship bridge collision involving an extremely short calculation time on the order of milliseconds is established. The neural network models used in this study are the basic backpropagation neural network model and Elman neural network model, which can manage temporal information. The accuracy of the neural network models is verified using 10 test samples based on the operating conditions. Results of a verification test show that the Elman neural network model performs better than the backpropagation neural network model, with a mean relative error of 4.566% and relative errors of less than 5% in 8 among 10 test cases. The trained neural network can yield a reliable ship bridge collision force instantaneously only when the required parameters are specified and a nonlinear finite element solution process is not required. The proposed model can be used to predict whether a catastrophic collision will occur during ship navigation, and thus hence the safety of crew operating the ship.

• Asia pacific journal of information systems
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• v.19 no.2
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• pp.157-178
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• 2009

Corporate credit rating is a very important factor in the market for corporate debt. Information concerning corporate operations is often disseminated to market participants through the changes in credit ratings that are published by professional rating agencies, such as Standard and Poor's (S&P) and Moody's Investor Service. Since these agencies generally require a large fee for the service, and the periodically provided ratings sometimes do not reflect the default risk of the company at the time, it may be advantageous for bond-market participants to be able to classify credit ratings before the agencies actually publish them. As a result, it is very important for companies (especially, financial companies) to develop a proper model of credit rating. From a technical perspective, the credit rating constitutes a typical, multiclass, classification problem because rating agencies generally have ten or more categories of ratings. For example, S&P's ratings range from AAA for the highest-quality bonds to D for the lowest-quality bonds. The professional rating agencies emphasize the importance of analysts' subjective judgments in the determination of credit ratings. However, in practice, a mathematical model that uses the financial variables of companies plays an important role in determining credit ratings, since it is convenient to apply and cost efficient. These financial variables include the ratios that represent a company's leverage status, liquidity status, and profitability status. Several statistical and artificial intelligence (AI) techniques have been applied as tools for predicting credit ratings. Among them, artificial neural networks are most prevalent in the area of finance because of their broad applicability to many business problems and their preeminent ability to adapt. However, artificial neural networks also have many defects, including the difficulty in determining the values of the control parameters and the number of processing elements in the layer as well as the risk of over-fitting. Of late, because of their robustness and high accuracy, support vector machines (SVMs) have become popular as a solution for problems with generating accurate prediction. An SVM's solution may be globally optimal because SVMs seek to minimize structural risk. On the other hand, artificial neural network models may tend to find locally optimal solutions because they seek to minimize empirical risk. In addition, no parameters need to be tuned in SVMs, barring the upper bound for non-separable cases in linear SVMs. Since SVMs were originally devised for binary classification, however they are not intrinsically geared for multiclass classifications as in credit ratings. Thus, researchers have tried to extend the original SVM to multiclass classification. Hitherto, a variety of techniques to extend standard SVMs to multiclass SVMs (MSVMs) has been proposed in the literature Only a few types of MSVM are, however, tested using prior studies that apply MSVMs to credit ratings studies. In this study, we examined six different techniques of MSVMs: (1) One-Against-One, (2) One-Against-AIL (3) DAGSVM, (4) ECOC, (5) Method of Weston and Watkins, and (6) Method of Crammer and Singer. In addition, we examined the prediction accuracy of some modified version of conventional MSVM techniques. To find the most appropriate technique of MSVMs for corporate bond rating, we applied all the techniques of MSVMs to a real-world case of credit rating in Korea. The best application is in corporate bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. For our study the research data were collected from National Information and Credit Evaluation, Inc., a major bond-rating company in Korea. The data set is comprised of the bond-ratings for the year 2002 and various financial variables for 1,295 companies from the manufacturing industry in Korea. We compared the results of these techniques with one another, and with those of traditional methods for credit ratings, such as multiple discriminant analysis (MDA), multinomial logistic regression (MLOGIT), and artificial neural networks (ANNs). As a result, we found that DAGSVM with an ordered list was the best approach for the prediction of bond rating. In addition, we found that the modified version of ECOC approach can yield higher prediction accuracy for the cases showing clear patterns.

• Journal of Intelligence and Information Systems
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• v.16 no.4
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• pp.99-112
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• 2010

Ensemble learning is a method for improving the performance of classification and prediction algorithms. It is a method for finding a highly accurateclassifier on the training set by constructing and combining an ensemble of weak classifiers, each of which needs only to be moderately accurate on the training set. Ensemble learning has received considerable attention from machine learning and artificial intelligence fields because of its remarkable performance improvement and flexible integration with the traditional learning algorithms such as decision tree (DT), neural networks (NN), and SVM, etc. In those researches, all of DT ensemble studies have demonstrated impressive improvements in the generalization behavior of DT, while NN and SVM ensemble studies have not shown remarkable performance as shown in DT ensembles. Recently, several works have reported that the performance of ensemble can be degraded where multiple classifiers of an ensemble are highly correlated with, and thereby result in multicollinearity problem, which leads to performance degradation of the ensemble. They have also proposed the differentiated learning strategies to cope with performance degradation problem. Hansen and Salamon (1990) insisted that it is necessary and sufficient for the performance enhancement of an ensemble that the ensemble should contain diverse classifiers. Breiman (1996) explored that ensemble learning can increase the performance of unstable learning algorithms, but does not show remarkable performance improvement on stable learning algorithms. Unstable learning algorithms such as decision tree learners are sensitive to the change of the training data, and thus small changes in the training data can yield large changes in the generated classifiers. Therefore, ensemble with unstable learning algorithms can guarantee some diversity among the classifiers. To the contrary, stable learning algorithms such as NN and SVM generate similar classifiers in spite of small changes of the training data, and thus the correlation among the resulting classifiers is very high. This high correlation results in multicollinearity problem, which leads to performance degradation of the ensemble. Kim,s work (2009) showedthe performance comparison in bankruptcy prediction on Korea firms using tradition prediction algorithms such as NN, DT, and SVM. It reports that stable learning algorithms such as NN and SVM have higher predictability than the unstable DT. Meanwhile, with respect to their ensemble learning, DT ensemble shows the more improved performance than NN and SVM ensemble. Further analysis with variance inflation factor (VIF) analysis empirically proves that performance degradation of ensemble is due to multicollinearity problem. It also proposes that optimization of ensemble is needed to cope with such a problem. This paper proposes a hybrid system for coverage optimization of NN ensemble (CO-NN) in order to improve the performance of NN ensemble. Coverage optimization is a technique of choosing a sub-ensemble from an original ensemble to guarantee the diversity of classifiers in coverage optimization process. CO-NN uses GA which has been widely used for various optimization problems to deal with the coverage optimization problem. The GA chromosomes for the coverage optimization are encoded into binary strings, each bit of which indicates individual classifier. The fitness function is defined as maximization of error reduction and a constraint of variance inflation factor (VIF), which is one of the generally used methods to measure multicollinearity, is added to insure the diversity of classifiers by removing high correlation among the classifiers. We use Microsoft Excel and the GAs software package called Evolver. Experiments on company failure prediction have shown that CO-NN is effectively applied in the stable performance enhancement of NNensembles through the choice of classifiers by considering the correlations of the ensemble. The classifiers which have the potential multicollinearity problem are removed by the coverage optimization process of CO-NN and thereby CO-NN has shown higher performance than a single NN classifier and NN ensemble at 1% significance level, and DT ensemble at 5% significance level. However, there remain further research issues. First, decision optimization process to find optimal combination function should be considered in further research. Secondly, various learning strategies to deal with data noise should be introduced in more advanced further researches in the future.

• Journal of Intelligence and Information Systems
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• v.25 no.2
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• pp.123-139
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• 2019

The Korean NPL market was formed by the government and foreign capital shortly after the 1997 IMF crisis. However, this market is short-lived, as the bad debt has started to increase after the global financial crisis in 2009 due to the real economic recession. NPL has become a major investment in the market in recent years when the domestic capital market's investment capital began to enter the NPL market in earnest. Although the domestic NPL market has received considerable attention due to the overheating of the NPL market in recent years, research on the NPL market has been abrupt since the history of capital market investment in the domestic NPL market is short. In addition, decision-making through more scientific and systematic analysis is required due to the decline in profitability and the price fluctuation due to the fluctuation of the real estate business. In this study, we propose a prediction model that can determine the achievement of the benchmark yield by using the NPL market related data in accordance with the market demand. In order to build the model, we used Korean NPL data from December 2013 to December 2017 for about 4 years. The total number of things data was 2291. As independent variables, only the variables related to the dependent variable were selected for the 11 variables that indicate the characteristics of the real estate. In order to select the variables, one to one t-test and logistic regression stepwise and decision tree were performed. Seven independent variables (purchase year, SPC (Special Purpose Company), municipality, appraisal value, purchase cost, OPB (Outstanding Principle Balance), HP (Holding Period)). The dependent variable is a bivariate variable that indicates whether the benchmark rate is reached. This is because the accuracy of the model predicting the binomial variables is higher than the model predicting the continuous variables, and the accuracy of these models is directly related to the effectiveness of the model. In addition, in the case of a special purpose company, whether or not to purchase the property is the main concern. Therefore, whether or not to achieve a certain level of return is enough to make a decision. For the dependent variable, we constructed and compared the predictive model by calculating the dependent variable by adjusting the numerical value to ascertain whether 12%, which is the standard rate of return used in the industry, is a meaningful reference value. As a result, it was found that the hit ratio average of the predictive model constructed using the dependent variable calculated by the 12% standard rate of return was the best at 64.60%. In order to propose an optimal prediction model based on the determined dependent variables and 7 independent variables, we construct a prediction model by applying the five methodologies of discriminant analysis, logistic regression analysis, decision tree, artificial neural network, and genetic algorithm linear model we tried to compare them. To do this, 10 sets of training data and testing data were extracted using 10 fold validation method. After building the model using this data, the hit ratio of each set was averaged and the performance was compared. As a result, the hit ratio average of prediction models constructed by using discriminant analysis, logistic regression model, decision tree, artificial neural network, and genetic algorithm linear model were 64.40%, 65.12%, 63.54%, 67.40%, and 60.51%, respectively. It was confirmed that the model using the artificial neural network is the best. Through this study, it is proved that it is effective to utilize 7 independent variables and artificial neural network prediction model in the future NPL market. The proposed model predicts that the 12% return of new things will be achieved beforehand, which will help the special purpose companies make investment decisions. Furthermore, we anticipate that the NPL market will be liquidated as the transaction proceeds at an appropriate price.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.28 no.3
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• pp.325-333
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• 2015

Recently, thermal bridge breaker systems(TBBSs) applicable to RC slab-wall connections have been increasingly studied and proposed. This study also aims at proposing an analytic model which is applicable to predicting the flexural behavior of TBBS embedded in slabs from the initial elastic stages, yield states to ultimate conditions. The analytic models are developed by considering strain compatibility, force equilibrium and the constitutive law obtained from material test results. To verify the accuracy of the proposed analytic model, the moment-curvature relationship and change of neutral axis according to the loading states are compared with those of experimental results. Based on the comparison, it is verified that the proposed analytic model provides well predict the flexural behavior of TBBS embedded in slabs.

• Journal of computational fluids engineering
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• v.20 no.2
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• pp.23-36
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• 2015

The $2^{nd}$ generation ice accretion analysis program has been developed and validated for various icing conditions. The essential feature of the $2^{nd}$ generation code lies in its capability of handling general 3-D geometry and improved accuracy. The entire velocity fields are obtained based on Navier-Stokes equations in order to take the massively separated flow field into account. Unlike $1^{st}$ generation code, the droplet trajectories are calculated using Eulerian approach, which is adopted to yield appropriate collection efficiency even in the shadow region. For improved thermodynamic analysis on the surfaces, water film model and modified Messinger model are newly included in the present analysis. The ice shape for a given time step is obtained by considering the exact amount of ice accreted on the surface. Each module of the icing analysis code has been seamlessly integrated on the OpenFOAM platform. The developed code was validated against available experimental data for 2D airfoils and 3D DLR-F4. Due to the lack of experimental data, the computed results of DLR-F4 were compared with those obtained from FENSAP-ICE, which is state-of-the-art 3D icing analysis code. It was clearly shown that the present code produces comparable results to those of FENSAP-ICE, in terms of prediction accuracy and the capability of handling general 3-D geometries.

• Journal of Korean Society of Steel Construction
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• v.22 no.5
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• pp.497-509
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• 2010

Five concrete-encased steel columns using high-strength steel($f_{ys}$=801MPa) and high-strength concrete($f_{ck}$=97.7MPa) were tested to investigate the eccentric axial load-displacement relationship. Test parameters included the type, yield strength, and spacing of lateral reinforcement, and also the eccentricity of axial load. To analyze the behavior of the column specimens, the nonlinear sectional analysis using strain-compatibility and confinement effect was performed. To examine the applicability of existing design codes for the composite sections using high-strength materials, the test results were also compared with the predictions by the nonlinear analysis and the design codes. The confinement effect of lateral reinforcement increased the ductility of concrete, and the moment capacity of the column specimens increased with the ductility of concrete. The prediction by the nonlinear analysis gave good agreement with the test results. On the other hand, the ACI 318 neglecting lateral confinement effect underestimated the strength of the column specimens, and the Eurocode 4 using complete plastic capacity of steel section overestimated.