System trading is becoming more popular among Korean traders recently. System traders use automatic order systems based on the system generated buy and sell signals. These signals are generated from the predetermined entry and exit rules that were coded by system traders. Most researches on system trading have focused on designing profitable entry and exit rules using technical indicators. However, market conditions, strategy characteristics, and money management also have influences on the profitability of the system trading. Unexpected price deviations from the predetermined trading rules can incur large losses to system traders. Therefore, most professional traders use strategy portfolios rather than only one strategy. Building a good strategy portfolio is important because trading performance depends on strategy portfolios. Despite of the importance of designing strategy portfolio, rule of thumb methods have been used to select trading strategies. In this study, we propose a SVM-based strategy portfolio management system. SVM were introduced by Vapnik and is known to be effective for data mining area. It can build good portfolios within a very short period of time. Since SVM minimizes structural risks, it is best suitable for the futures trading market in which prices do not move exactly the same as the past. Our system trading strategies include moving-average cross system, MACD cross system, trend-following system, buy dips and sell rallies system, DMI system, Keltner channel system, Bollinger Bands system, and Fibonacci system. These strategies are well known and frequently being used by many professional traders. We program these strategies for generating automated system signals for entry and exit. We propose SVM-based strategies selection system and portfolio construction and order routing system. Strategies selection system is a portfolio training system. It generates training data and makes SVM model using optimal portfolio. We make $m{\times}n$ data matrix by dividing KOSPI 200 index futures data with a same period. Optimal strategy portfolio is derived from analyzing each strategy performance. SVM model is generated based on this data and optimal strategy portfolio. We use 80% of the data for training and the remaining 20% is used for testing the strategy. For training, we select two strategies which show the highest profit in the next day. Selection method 1 selects two strategies and method 2 selects maximum two strategies which show profit more than 0.1 point. We use one-against-all method which has fast processing time. We analyse the daily data of KOSPI 200 index futures contracts from January 1990 to November 2011. Price change rates for 50 days are used as SVM input data. The training period is from January 1990 to March 2007 and the test period is from March 2007 to November 2011. We suggest three benchmark strategies portfolio. BM1 holds two contracts of KOSPI 200 index futures for testing period. BM2 is constructed as two strategies which show the largest cumulative profit during 30 days before testing starts. BM3 has two strategies which show best profits during testing period. Trading cost include brokerage commission cost and slippage cost. The proposed strategy portfolio management system shows profit more than double of the benchmark portfolios. BM1 shows 103.44 point profit, BM2 shows 488.61 point profit, and BM3 shows 502.41 point profit after deducting trading cost. The best benchmark is the portfolio of the two best profit strategies during the test period. The proposed system 1 shows 706.22 point profit and proposed system 2 shows 768.95 point profit after deducting trading cost. The equity curves for the entire period show stable pattern. With higher profit, this suggests a good trading direction for system traders. We can make more stable and more profitable portfolios if we add money management module to the system.
Proceedings of the Korean Society of Crop Science Conference
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2023.04a
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pp.7-7
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2023
Currently, the main technologies of various fourth industries are big data, the Internet of Things, artificial intelligence, blockchain, mixed reality (MR), and drones. In particular, "digital twin," which has recently become a global technological trend, is a concept of a virtual model that is expressed equally in physical objects and computers. By creating and simulating a Digital twin of software-virtualized assets instead of real physical assets, accurate information about the characteristics of real farming (current state, agricultural productivity, agricultural work scenarios, etc.) can be obtained. This study aims to streamline agricultural work through automatic water management, remote growth forecasting, drone control, and pest forecasting through the operation of an integrated control system by constructing digital twin data on the main production area of the nojinot industry and designing and building a smart farm complex. In addition, it aims to distribute digital environmental control agriculture in Korea that can reduce labor and improve crop productivity by minimizing environmental load through the use of appropriate amounts of fertilizers and pesticides through big data analysis. These open-field agricultural technologies can reduce labor through digital farming and cultivation management, optimize water use and prevent soil pollution in preparation for climate change, and quantitative growth management of open-field crops by securing digital data for the national cultivation environment. It is also a way to directly implement carbon-neutral RED++ activities by improving agricultural productivity. The analysis and prediction of growth status through the acquisition of the acquired high-precision and high-definition image-based crop growth data are very effective in digital farming work management. The Southern Crop Department of the National Institute of Food Science conducted research and development on various types of open-field agricultural smart farms such as underground point and underground drainage. In particular, from this year, commercialization is underway in earnest through the establishment of smart farm facilities and technology distribution for agricultural technology complexes across the country. In this study, we would like to describe the case of establishing the agricultural field that combines digital twin technology and open-field agricultural smart farm technology and future utilization plans.
Kim, Hak-Jin;Ahn, Sung-Wuk;Han, Kyung-Hwa;Choi, Jin-Yong;Chung, Sun-Ok;Roh, Mi-Young;Hur, Seung-Oh
Journal of Bio-Environment Control
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v.22
no.4
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pp.341-348
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2013
Maintenance of adequate soil tension or content during the period of crop growth is necessary to support optimum plant growth and yields. A better understanding of soil tension and content for precision irrigation would allow optimal soil water condition to crops and minimize the adverse effects of water stress on crop growth and development. This research reports on a comparison of soil water tension and content variations in differently textured soils over time under drip irrigation using two different water management methods, i.e. pulse time and required water irrigation methods. The pulse time-based irrigation was performed by turning the solenoid valve on and off for preset times to allow the wetting front to disperse in root zone before additional water was applied. The required water estimation method was a new water control logic designed by Rural Development Administration that applies the amount of water required based on a conversion of the measured water tension into water content. The use of the pulse time irrigation method under drip irrigation at a high tension of -20 kPa and high temperatures over $30^{\circ}C$ was not successful at maintaining moisture tensions within an appropriate range of 5 kPa because the preset irrigation times used for water control could not compensate for the change in evapotranspiration during day and night. The response time and pattern of water contents for all of the tested soils measured with capacitance-based sensor probes were faster and more direct than those of water tensions measured with porous and ceramic cup-based tensiometers when water was applied, indicating water content would be a better control variable for automatic irrigation. The required water estimation-based irrigation method provided relatively stable control of moisture tension, even though somewhat lower tension values were obtained as compared to the target tension of -20 kPa, indicating that growers could expect to be effective in controlling low tensions ranging from -10 to -20 kPa with the required water estimation system.
As we enter the knowledge society, the importance of information as a new form of capital is being emphasized. The importance of information classification is also increasing for efficient management of digital information produced exponentially. In this study, we tried to automatically classify and provide tailored information that can help companies decide to make technology commercialization. Therefore, we propose a method to classify information based on Korea Standard Industry Classification (KSIC), which indicates the business characteristics of enterprises. The classification of information or documents has been largely based on machine learning, but there is not enough training data categorized on the basis of KSIC. Therefore, this study applied the method of calculating similarity between documents. Specifically, a method and a model for presenting the most appropriate KSIC code are proposed by collecting explanatory texts of each code of KSIC and calculating the similarity with the classification object document using the vector space model. The IPC data were collected and classified by KSIC. And then verified the methodology by comparing it with the KSIC-IPC concordance table provided by the Korean Intellectual Property Office. As a result of the verification, the highest agreement was obtained when the LT method, which is a kind of TF-IDF calculation formula, was applied. At this time, the degree of match of the first rank matching KSIC was 53% and the cumulative match of the fifth ranking was 76%. Through this, it can be confirmed that KSIC classification of technology, industry, and market information that SMEs need more quantitatively and objectively is possible. In addition, it is considered that the methods and results provided in this study can be used as a basic data to help the qualitative judgment of experts in creating a linkage table between heterogeneous classification systems.
Background: A tracheal stenosis is caused by mucosal ischemic injury related to a high cuff pressure ($P_{cuff}$) of the endotracheal tube. In contrast, aspiration of the upper airway secretion and impaired gas exchange due to cuff leakage is related to a low $P_{cuff}$. To prevent these complications, the $P_{cuff}$ should be kept appropriately because the appropriate $P_{cuff}$ appears to change according to the patient's daily respiratory mechanics. However, the constant cuff volume($V_{cuff}$) has frequently been instilled to the cuff balloon on a daily basis to maintain the optimal $P_{cuff}$ instead of monitoring the $P_{cuff}$ directly at the patients' bedside. To address the necessity of continuous $P_{cuff}$ monitoring, the change in the $P_{cuff}$ was evaluated at various $V_{cuff}$ levels on a daily basis in patients with long-term mechanical ventilation. The utility of mercury column sphygmomanometer for the continuous monitoring $P_{cuff}$ was also investigated. Method: The change in $P_{cuff}$ according to the increase in $V_{cuff}$ was observed in 17 patients with prolonged endotracheal intubation for mechanical ventilation for 2 week or more. This maneuver measured the change in $P_{cuff}$ daily during the mechanical ventilation days. In addition, the $P_{cuff}$ measured by mercury column sphygmomanometer was compared with the $P_{cuff}$ measured by an automatic cuff pressure manager. Results : There were no statistically significant changes of $P_{cuff}$ during more than 14 days of intubation for mechanical ventilation. However the $V_{cuff}$ required to maintain the appropriate $P_{cuff}$ varied from 1.9 cc to 9.6 cc. In addition, the intra-individual variation of the $P_{cuff}$ was observed from 10 $cmH_2O$ to 46 $cmH_2O$ at constant 3 cc $V_{cuff}$. The $P_{cuff}$ measured by the bedside mercury column sphygmomanometer is well coincident with that measured by the automatic cuff pressure manager. Conclusion: Continuous monitoring and management of the $P_{cuff}$ to maintain the appropriate $P_{cuff}$ level in order to prevent cuff related problems during long-term mechanical ventilation is recommended. For this purpose, mercury column sphygmomanometer may replace the specific cuff pressure monitoring equipment.
Speaker recognition is generally divided into speaker identification and speaker verification. Speaker recognition plays an important function in the automatic voice system, and the importance of speaker recognition technology is becoming more prominent as the recent development of portable devices, voice technology, and audio content fields continue to expand. Previous speaker recognition studies have been conducted with the goal of automatically determining who the speaker is based on voice files and improving accuracy. Speech is an important sociolinguistic subject, and it contains very useful information that reveals the speaker's attitude, conversation intention, and personality, and this can be an important clue to speaker recognition. The final ending used in the speaker's speech determines the type of sentence or has functions and information such as the speaker's intention, psychological attitude, or relationship to the listener. The use of the terminating ending has various probabilities depending on the characteristics of the speaker, so the type and distribution of the terminating ending of a specific unidentified speaker will be helpful in recognizing the speaker. However, there have been few studies that considered speech in the existing text-based speaker recognition, and if speech information is added to the speech signal-based speaker recognition technique, the accuracy of speaker recognition can be further improved. Hence, the purpose of this paper is to propose a novel method using speech style expressed as a sentence-final ending to improve the accuracy of Korean speaker recognition. To this end, a method called sentence sequencing that generates vector values by using the type and frequency of the sentence-final ending appearing in the utterance of a specific person is proposed. To evaluate the performance of the proposed method, learning and performance evaluation were conducted with a actual drama script. The method proposed in this study can be used as a means to improve the performance of Korean speech recognition service.
Jihee Seo;Sukyung Kim;Hyun Seok Kim;Junghwa Chun;Myoungsoo Won;Keunchang Jang
Korean Journal of Agricultural and Forest Meteorology
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v.25
no.4
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pp.427-435
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2023
Changes in flowering time due to weather fluctuations impact plant growth and ecosystem dynamics. Accurate prediction of flowering timing is crucial for effective forest ecosystem management. This study uses a process-based model to predict flowering timing in 2023 for five major tree species in Korean forests. Models are developed based on nine years (2009-2017) of flowering data for Abeliophyllum distichum, Robinia pseudoacacia, Rhododendron schlippenbachii, Rhododendron yedoense f. poukhanense, and Sorbus commixta, distributed across 28 regions in the country, including mountains. Weather data from the Automatic Mountain Meteorology Observation System (AMOS) and the Korea Meteorological Administration (KMA) are utilized as inputs for the models. The Single Triangle Degree Days (STDD) and Growing Degree Days (GDD) models, known for their superior performance, are employed to predict flowering dates. Daily temperature readings at a 1 km spatial resolution are obtained by merging AMOS and KMA data. To improve prediction accuracy nationwide, random forest machine learning is used to generate region-specific correction coefficients. Applying these coefficients results in minimal prediction errors, particularly for Abeliophyllum distichum, Robinia pseudoacacia, and Rhododendron schlippenbachii, with root mean square errors (RMSEs) of 1.2, 0.6, and 1.2 days, respectively. Model performance is evaluated using ten random sampling tests per species, selecting the model with the highest R2. The models with applied correction coefficients achieve R2 values ranging from 0.07 to 0.7, except for Sorbus commixta, and exhibit a final explanatory power of 0.75-0.9. This study provides valuable insights into seasonal changes in plant phenology, aiding in identifying honey harvesting seasons affected by abnormal weather conditions, such as those of Robinia pseudoacacia. Detailed information on flowering timing for various plant species and regions enhances understanding of the climate-plant phenology relationship.
Since the introduction of web 2.0 technology, social network service has been recognized as the foundation of an important future information technology. The advent of web 2.0 has led to the change of content creators. In the existing web, content creators are service providers, whereas they have changed into service users in the recent web. Users share experiences with other users improving contents quality, thereby it has increased the importance of social network. As a result, diverse forms of social network service have been emerged from relations and experiences of users. Social network is a network to construct and express social relations among people who share interests and activities. Today's social network service has not merely confined itself to showing user interactions, but it has also developed into a level in which content generation and evaluation are interacting with each other. As the volume of contents generated from social network service and the number of connections between users have drastically increased, the social network extraction method becomes more complicated. Consequently the following problems for the social network extraction arise. First problem lies in insufficiency of representational power of object in the social network. Second problem is incapability of expressional power in the diverse connections among users. Third problem is the difficulty of creating dynamic change in the social network due to change in user interests. And lastly, lack of method capable of integrating and processing data efficiently in the heterogeneous distributed computing environment. The first and last problems can be solved by using FOAF, a tool for describing ontology-based user profiles for construction of social network. However, solving second and third problems require a novel technology to reflect dynamic change of user interests and relations. In this paper, we propose a novel method to overcome the above problems of existing social network extraction method by applying FOAF (a tool for describing user profiles) and RSS (a literary web work publishing mechanism) to OLAP system in order to dynamically innovate and manage FOAF. We employed data interoperability which is an important characteristic of FOAF in this paper. Next we used RSS to reflect such changes as time flow and user interests. RSS, a tool for literary web work, provides standard vocabulary for distribution at web sites and contents in the form of RDF/XML. In this paper, we collect personal information and relations of users by utilizing FOAF. We also collect user contents by utilizing RSS. Finally, collected data is inserted into the database by star schema. The system we proposed in this paper generates OLAP cube using data in the database. 'Dynamic FOAF Management Algorithm' processes generated OLAP cube. Dynamic FOAF Management Algorithm consists of two functions: one is find_id_interest() and the other is find_relation (). Find_id_interest() is used to extract user interests during the input period, and find-relation() extracts users matching user interests. Finally, the proposed system reconstructs FOAF by reflecting extracted relationships and interests of users. For the justification of the suggested idea, we showed the implemented result together with its analysis. We used C# language and MS-SQL database, and input FOAF and RSS as data collected from livejournal.com. The implemented result shows that foaf : interest of users has reached an average of 19 percent increase for four weeks. In proportion to the increased foaf : interest change, the number of foaf : knows of users has grown an average of 9 percent for four weeks. As we use FOAF and RSS as basic data which have a wide support in web 2.0 and social network service, we have a definite advantage in utilizing user data distributed in the diverse web sites and services regardless of language and types of computer. By using suggested method in this paper, we can provide better services coping with the rapid change of user interests with the automatic application of FOAF.
Since database management systems(DBMSS) have limited lock resources, transactions requesting locks beyond the limit mutt be aborted. In the worst carte, if such transactions are aborted repeatedly, the DBMS can become paralyzed, i.e., transaction execute but cannot commit. Lock escalation is considered a solution to this problem. However, existing lock escalation methods do not provide a complete solution. In this paper, we prognose a new lock escalation method, adaptive lock escalation, that selves most of the problems. First, we propose a general model for lock escalation and present the concept of the unescalatable look, which is the major cause making the transactions to abort. Second, we propose the notions of semi lock escalation, lock blocking, and selective relief as the mechanisms to control the number of unescalatable locks. We then propose the adaptive lock escalation method using these notions. Adaptive lock escalation reduces needless aborts and guarantees that the DBMS is not paralyzed under excessive lock requests. It also allows graceful degradation of performance under those circumstances. Third, through extensive simulation, we show that adaptive lock escalation outperforms existing lock escalation methods. The results show that, compared to the existing methods, adaptive lock escalation reduces the number of aborts and the average response time, and increases the throughput to a great extent. Especially, it is shown that the number of concurrent transactions can be increased more than 16 ~256 fold. The contribution of this paper is significant in that it has formally analysed the role of lock escalation in lock resource management and identified the detailed underlying mechanisms. Existing lock escalation methods rely on users or system administrator to handle the problems of excessive lock requests. In contrast, adaptive lock escalation releases the users of this responsibility by providing graceful degradation and preventing system paralysis through automatic control of unescalatable locks Thus adaptive lock escalation can contribute to developing self-tuning: DBMSS that draw a lot of attention these days.
In driving at evening or night, we are not able to recognize the speed bump and so stop suddenly. It could result in accidents. And also, we have a restriction of street light installation in farm road because it could be harmful to the crops and driver could not recognize the walking people. It needs to develop the speed bump with light and streetlight to be non harmful to the crops. So, we develop both the speed bump and streetlight with LED which could be non harmful to the crops and be increased recognition of walking people in farm road. For LED lighting power, we use the solar cells, and piezoelectric elements. It has automatic on/off according to power saving rates without illumination sensor. Minimization of circuit elements and design of minimum resisters and low power LED was used for power saving in assuring 3-days.
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