• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.18 no.4
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• pp.44-57
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• 2019

Various studies have been conducted to solve traffic congestions in many metropolitan cities through accurate traffic flow prediction. Most studies are based on the assumption that past traffic patterns repeat in the future. Models based on such an assumption fall short in case irregular traffic patterns abruptly occur. Instead, the approaches such as predicting traffic pattern through big data analytics and artificial intelligence have emerged. Specifically, deep learning algorithms such as RNN have been prevalent for tackling the problems of predicting temporal traffic flow as a time series. However, these algorithms do not perform well in terms of long-term prediction. In this paper, we take into account various external factors that may affect the traffic flows. We model the correlation between the multi-dimensional context information with temporal traffic speed pattern using deep neural networks. Our model trained with the traffic data from TOPIS system by Seoul, Korea can predict traffic speed on a specific date with the accuracy reaching nearly 90%. We expect that the accuracy can be improved further by taking into account additional factors such as accidents and constructions for the prediction.

• The Journal of the Convergence on Culture Technology
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• v.7 no.2
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• pp.85-95
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• 2021

Currently, we stand between computers as creative tools and computers as creators. A new genre of movies, which can be called a post-cinema situation, is emerging. This paper aims to diagnose the possibility of the emergence of AI cinema. To confirm the possibility of AI cinema, it was examined through a case study whether the creation of a story, narrative, image, and sound, which are necessary conditions for film creation, is possible by artificial intelligence. First, we checked the visual creation of AI painting algorithms Obvious, GAN, and CAN. Second, AI music has already entered the distribution stage in the market in cooperation with humans. Third, AI can already complete drama scripts, and automatic scenario creation programs using big data are also gaining popularity. That said, we confirmed that the filmmaking requirements could be met with AI algorithms. From the perspective of Manovich's 'AI Genre Convention', web documentaries and desktop documentaries, typical trends post-cinema, can be said to be representative genres that can be expected as AI cinemas. The conditions for AI, web documentaries and desktop documentaries to exist are the same. This article suggests a new path for the media of the 4th Industrial Revolution era through research on AI as a creator of post-cinema.

• Korean Journal of Construction Engineering and Management
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• v.23 no.3
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• pp.45-55
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• 2022

BIM models allow building spaces to be instantiated and recognized as unique objects independently of model elements. These instantiated spaces provide the required semantics that can be leveraged for building code checking, energy analysis, and evacuation route analysis. However, theses spaces or rooms need to be designated manually, which in practice, lead to errors and omissions. Thus, most BIM models today does not guarantee the semantic integrity of space designations, limiting their potential applicability. Recent studies have explored ways to automate space allocation in BIM models using artificial intelligence algorithms, but they are limited in their scope and relatively low classification accuracy. This study explored the use of Graph Convolutional Networks, an algorithm exclusively tailored for graph data structures. The goal was to utilize not only geometry information but also the semantic relational data between spaces and elements in the BIM model. Results of the study confirmed that the accuracy was improved by about 8% compared to algorithms that only used geometric distinctions of the individual spaces.

• Journal of the Society of Disaster Information
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• v.20 no.1
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• pp.199-205
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• 2024

Purpose: This study aims to improve the recognition rate of Auto People Counting (APC) in accurately identifying and providing information on remaining evacuees in disaster-vulnerable facilities such as nursing homes to firefighting and other response agencies in the event of a disaster. Methods: In this study, a baseline model was established using CNN (Convolutional Neural Network) models to improve the algorithm for recognizing images of incoming and outgoing individuals through cameras installed in actual disaster-vulnerable facilities operating APC systems. Various algorithms were analyzed, and the top seven candidates were selected. The research was conducted by utilizing transfer learning models to select the optimal algorithm with the best performance. Results: Experiment results confirmed the precision and recall of Densenet201 and Resnet152v2 models, which exhibited the best performance in terms of time and accuracy. It was observed that both models demonstrated 100% accuracy for all labels, with Densenet201 model showing superior performance. Conclusion: The optimal algorithm applicable to APC among various artificial intelligence algorithms was selected. Further research on algorithm analysis and learning is required to accurately identify the incoming and outgoing individuals in disaster-vulnerable facilities in various disaster situations such as emergencies in the future.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.25 no.2
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• pp.193-201
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• 2021

The welding has a high proportion of the production and drying of ships or offshore plants. Non-destructive testing is carried out to verify the quality of welds in Korea, radiography test (RT) is mainly used. Currently, most shipyards adopt analog-type techniques to print the films through the shoot of welding parts. Therefore, the time required from radiography test to pass or fail judgment is long and complex, and is being manually carried out by qualified inspectors. To improve this problem, this paper covers a platform for scanning and digitalizing RT films occurring in shipyards with high resolution, accumulating them in management servers, and applying artificial intelligence (AI) technology to detect welding defects. To do this, we describe the process of designing and developing RT film scanning equipment, welding inspection information integrated management platform, fault reading algorithms, visualization software, and testing and verification of each developed element in conjunction.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.63-83
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• 2019

Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

• Journal of Internet Computing and Services
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• v.15 no.3
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• pp.101-107
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• 2014

With the development of online service, recent forms of databases have been changed from static database structures to dynamic stream database structures. Previous data mining techniques have been used as tools of decision making such as establishment of marketing strategies and DNA analyses. However, the capability to analyze real-time data more quickly is necessary in the recent interesting areas such as sensor network, robotics, and artificial intelligence. Landmark window-based frequent pattern mining, one of the stream mining approaches, performs mining operations with respect to parts of databases or each transaction of them, instead of all the data. In this paper, we analyze and evaluate the techniques of the well-known landmark window-based frequent pattern mining algorithms, called Lossy counting and hMiner. When Lossy counting mines frequent patterns from a set of new transactions, it performs union operations between the previous and current mining results. hMiner, which is a state-of-the-art algorithm based on the landmark window model, conducts mining operations whenever a new transaction occurs. Since hMiner extracts frequent patterns as soon as a new transaction is entered, we can obtain the latest mining results reflecting real-time information. For this reason, such algorithms are also called online mining approaches. We evaluate and compare the performance of the primitive algorithm, Lossy counting and the latest one, hMiner. As the criteria of our performance analysis, we first consider algorithms' total runtime and average processing time per transaction. In addition, to compare the efficiency of storage structures between them, their maximum memory usage is also evaluated. Lastly, we show how stably the two algorithms conduct their mining works with respect to the databases that feature gradually increasing items. With respect to the evaluation results of mining time and transaction processing, hMiner has higher speed than that of Lossy counting. Since hMiner stores candidate frequent patterns in a hash method, it can directly access candidate frequent patterns. Meanwhile, Lossy counting stores them in a lattice manner; thus, it has to search for multiple nodes in order to access the candidate frequent patterns. On the other hand, hMiner shows worse performance than that of Lossy counting in terms of maximum memory usage. hMiner should have all of the information for candidate frequent patterns to store them to hash's buckets, while Lossy counting stores them, reducing their information by using the lattice method. Since the storage of Lossy counting can share items concurrently included in multiple patterns, its memory usage is more efficient than that of hMiner. However, hMiner presents better efficiency than that of Lossy counting with respect to scalability evaluation due to the following reasons. If the number of items is increased, shared items are decreased in contrast; thereby, Lossy counting's memory efficiency is weakened. Furthermore, if the number of transactions becomes higher, its pruning effect becomes worse. From the experimental results, we can determine that the landmark window-based frequent pattern mining algorithms are suitable for real-time systems although they require a significant amount of memory. Hence, we need to improve their data structures more efficiently in order to utilize them additionally in resource-constrained environments such as WSN(Wireless sensor network).

• Journal of Intelligence and Information Systems
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• v.26 no.1
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• pp.135-149
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• 2020

Artificial intelligences are changing world. Financial market is also not an exception. Robo-Advisor is actively being developed, making up the weakness of traditional asset allocation methods and replacing the parts that are difficult for the traditional methods. It makes automated investment decisions with artificial intelligence algorithms and is used with various asset allocation models such as mean-variance model, Black-Litterman model and risk parity model. Risk parity model is a typical risk-based asset allocation model which is focused on the volatility of assets. It avoids investment risk structurally. So it has stability in the management of large size fund and it has been widely used in financial field. XGBoost model is a parallel tree-boosting method. It is an optimized gradient boosting model designed to be highly efficient and flexible. It not only makes billions of examples in limited memory environments but is also very fast to learn compared to traditional boosting methods. It is frequently used in various fields of data analysis and has a lot of advantages. So in this study, we propose a new asset allocation model that combines risk parity model and XGBoost machine learning model. This model uses XGBoost to predict the risk of assets and applies the predictive risk to the process of covariance estimation. There are estimated errors between the estimation period and the actual investment period because the optimized asset allocation model estimates the proportion of investments based on historical data. these estimated errors adversely affect the optimized portfolio performance. This study aims to improve the stability and portfolio performance of the model by predicting the volatility of the next investment period and reducing estimated errors of optimized asset allocation model. As a result, it narrows the gap between theory and practice and proposes a more advanced asset allocation model. In this study, we used the Korean stock market price data for a total of 17 years from 2003 to 2019 for the empirical test of the suggested model. The data sets are specifically composed of energy, finance, IT, industrial, material, telecommunication, utility, consumer, health care and staple sectors. We accumulated the value of prediction using moving-window method by 1,000 in-sample and 20 out-of-sample, so we produced a total of 154 rebalancing back-testing results. We analyzed portfolio performance in terms of cumulative rate of return and got a lot of sample data because of long period results. Comparing with traditional risk parity model, this experiment recorded improvements in both cumulative yield and reduction of estimated errors. The total cumulative return is 45.748%, about 5% higher than that of risk parity model and also the estimated errors are reduced in 9 out of 10 industry sectors. The reduction of estimated errors increases stability of the model and makes it easy to apply in practical investment. The results of the experiment showed improvement of portfolio performance by reducing the estimated errors of the optimized asset allocation model. Many financial models and asset allocation models are limited in practical investment because of the most fundamental question of whether the past characteristics of assets will continue into the future in the changing financial market. However, this study not only takes advantage of traditional asset allocation models, but also supplements the limitations of traditional methods and increases stability by predicting the risks of assets with the latest algorithm. There are various studies on parametric estimation methods to reduce the estimated errors in the portfolio optimization. We also suggested a new method to reduce estimated errors in optimized asset allocation model using machine learning. So this study is meaningful in that it proposes an advanced artificial intelligence asset allocation model for the fast-developing financial markets.

• Journal of Intelligence and Information Systems
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• v.27 no.1
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• pp.177-190
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• 2021

Due to the development of the fourth industrial revolution technology, efforts are being made to improve areas that humans cannot handle by utilizing artificial intelligence techniques such as machine learning. Although on-demand production companies also want to reduce corporate risks such as delays in delivery by predicting total production time for orders, they are having difficulty predicting this because the total production time is all different for each order. The Theory of Constraints (TOC) theory was developed to find the least efficient areas to increase order throughput and reduce order total cost, but failed to provide a forecast of total production time. Order production varies from order to order due to various customer needs, so the total production time of individual orders can be measured postmortem, but it is difficult to predict in advance. The total measured production time of existing orders is also different, which has limitations that cannot be used as standard time. As a result, experienced managers rely on persimmons rather than on the use of the system, while inexperienced managers use simple management indicators (e.g., 60 days total production time for raw materials, 90 days total production time for steel plates, etc.). Too fast work instructions based on imperfections or indicators cause congestion, which leads to productivity degradation, and too late leads to increased production costs or failure to meet delivery dates due to emergency processing. Failure to meet the deadline will result in compensation for delayed compensation or adversely affect business and collection sectors. In this study, to address these problems, an entity that operates an order production system seeks to find a machine learning model that estimates the total production time of new orders. It uses orders, production, and process performance for materials used for machine learning. We compared and analyzed OLS, GLM Gamma, Extra Trees, and Random Forest algorithms as the best algorithms for estimating total production time and present the results.

• Asia pacific journal of information systems
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• v.24 no.2
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• pp.233-253
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• 2014

Can the stock market really be predicted? Stock market prediction has attracted much attention from many fields including business, economics, statistics, and mathematics. Early research on stock market prediction was based on random walk theory (RWT) and the efficient market hypothesis (EMH). According to the EMH, stock market are largely driven by new information rather than present and past prices. Since it is unpredictable, stock market will follow a random walk. Even though these theories, Schumaker [2010] asserted that people keep trying to predict the stock market by using artificial intelligence, statistical estimates, and mathematical models. Mathematical approaches include Percolation Methods, Log-Periodic Oscillations and Wavelet Transforms to model future prices. Examples of artificial intelligence approaches that deals with optimization and machine learning are Genetic Algorithms, Support Vector Machines (SVM) and Neural Networks. Statistical approaches typically predicts the future by using past stock market data. Recently, financial engineers have started to predict the stock prices movement pattern by using the SNS data. SNS is the place where peoples opinions and ideas are freely flow and affect others' beliefs on certain things. Through word-of-mouth in SNS, people share product usage experiences, subjective feelings, and commonly accompanying sentiment or mood with others. An increasing number of empirical analyses of sentiment and mood are based on textual collections of public user generated data on the web. The Opinion mining is one domain of the data mining fields extracting public opinions exposed in SNS by utilizing data mining. There have been many studies on the issues of opinion mining from Web sources such as product reviews, forum posts and blogs. In relation to this literatures, we are trying to understand the effects of SNS exposures of firms on stock prices in Korea. Similarly to Bollen et al. [2011], we empirically analyze the impact of SNS exposures on stock return rates. We use Social Metrics by Daum Soft, an SNS big data analysis company in Korea. Social Metrics provides trends and public opinions in Twitter and blogs by using natural language process and analysis tools. It collects the sentences circulated in the Twitter in real time, and breaks down these sentences into the word units and then extracts keywords. In this study, we classify firms' exposures in SNS into two groups: positive and negative. To test the correlation and causation relationship between SNS exposures and stock price returns, we first collect 252 firms' stock prices and KRX100 index in the Korea Stock Exchange (KRX) from May 25, 2012 to September 1, 2012. We also gather the public attitudes (positive, negative) about these firms from Social Metrics over the same period of time. We conduct regression analysis between stock prices and the number of SNS exposures. Having checked the correlation between the two variables, we perform Granger causality test to see the causation direction between the two variables. The research result is that the number of total SNS exposures is positively related with stock market returns. The number of positive mentions of has also positive relationship with stock market returns. Contrarily, the number of negative mentions has negative relationship with stock market returns, but this relationship is statistically not significant. This means that the impact of positive mentions is statistically bigger than the impact of negative mentions. We also investigate whether the impacts are moderated by industry type and firm's size. We find that the SNS exposures impacts are bigger for IT firms than for non-IT firms, and bigger for small sized firms than for large sized firms. The results of Granger causality test shows change of stock price return is caused by SNS exposures, while the causation of the other way round is not significant. Therefore the correlation relationship between SNS exposures and stock prices has uni-direction causality. The more a firm is exposed in SNS, the more is the stock price likely to increase, while stock price changes may not cause more SNS mentions.