• Journal of Information Technology Applications and Management
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• v.19 no.1
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• pp.1-12
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• 2012

Data mining is the process of searching and analyzing large quantities of data for finding out meaningful patterns and rules. Artificial Neural Network (ANN) is one of the tools of data mining which is becoming very popular in forecasting the future values. Some of the areas where it is used are banking, medicine, retailing and fraud detection. In finance, artificial neural network is used in various disciplines including stock market forecasting. In the stock market time series, due to high volatility, it is very important to choose a model which reads volatility and forecasts the future values considering volatility as one of the major attributes for forecasting. In this paper, an attempt is made to develop two models - one using feed forward back propagation Artificial Neural Network and the other using Autoregressive Conditional Heteroskedasticity (ARCH) technique for forecasting stock market returns. Various parameters which are considered for the design of optimal ANN model development are input and output data normalization, transfer function and neuron/s at input, hidden and output layers, number of hidden layers, values with respect to momentum, learning rate and error tolerance. Simulations have been done using prices of daily close of Sensex. Stock market returns are chosen as input data and output is the forecasted return. Simulations of the Model have been done using MATLAB$^{(R)}$ 6.1.0.450 and EViews 4.1. Convergence and performance of models have been evaluated on the basis of the simulation results. Performance evaluation is done on the basis of the errors calculated between the actual and predicted values.

• Journal of Korea Society of Digital Industry and Information Management
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• v.11 no.4
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• pp.33-45
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• 2015

Currently, Internet is used an essential tool in the business area. Despite this importance, there is a risk of network attacks attempting collection of fraudulence, private information, and cyber terrorism. Firewalls and IDS(Intrusion Detection System) are tools against those attacks. IDS is used to determine whether a network data is a network attack. IDS analyzes the network data using various techniques including expert system, data mining, and state transition analysis. This paper tries to compare the performance of two data mining models in detecting network attacks. They are decision tree (C4.5), and neural network (FANN model). I trained and tested these models with data and measured the effectiveness in terms of detection accuracy, detection rate, and false alarm rate. This paper tries to find out which model is effective in intrusion detection. In the analysis, I used KDD Cup 99 data which is a benchmark data in intrusion detection research. I used an open source Weka software for C4.5 model, and C++ code available for FANN model.

• 제어로봇시스템학회:학술대회논문집
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• 1996.10b
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• pp.306-309
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• 1996

This paper presents a method of landmark recognition in indoor environments using a neural-network for an autonomous mobile robot. In order to adapt to image deformation of a landmark resulted from variations of view-points and distances, a multi-labeled template matching(MLTM) method and a dynamic area search method(DASM) are proposed. The MLTM is. used for matching an image template with deformed real images and the DASM is proposed to detect correct feature points among incorrect feature points. Finally a feed-forward neural-network using back-propagation algorithm is adopted for recognizing the landmark.

• Journal of Institute of Control, Robotics and Systems
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• v.5 no.2
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• pp.189-199
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• 1999

This paper presents an optimization algorithm for a stable Self Dynamic Neural Network(SDNN) using genetic algorithm. Optimized SDNN is applied to a problem of controlling nonlinear dynamical systems. SDNN is dynamic mapping and is better suited for dynamical systems than static forward neural network. The real-time implementation is very important, and thus the neuro controller also needs to be designed such that it converges with a relatively small number of training cycles. SDW has considerably fewer weights than DNN. Since there is no interlink among the hidden layer. The object of proposed algorithm is that the number of self dynamic neuron node and the gradient of activation functions are simultaneously optimized by genetic algorithms. To guarantee convergence, an analytic method based on the Lyapunov function is used to find a stable learning for the SDNN. The ability and effectiveness of identifying and controlling a nonlinear dynamic system using the proposed optimized SDNN considering stability is demonstrated by case studies.

• Proceedings of the KIEE Conference
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• 1996.07b
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• pp.939-942
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• 1996

This paper presents a stable learning algorithm for diagonal recurrent neural network(DRNN). DRNN is applied to a problem of controlling nonlinear dynamical systems. A architecture of DRNN is a modified model of the Recurrent Neural Network(RNN) with one hidden layer, and the hidden layer is comprised of self-recurrent neurons. DRNN has considerably fewer weights than RNN. Since there is no interlinks amongs in the hidden layer. DRNN is dynamic mapping and is better suited for dynamical systems than static forward neural network. To guarantee convergence and for faster learning, an adaptive learning rate is developed by using Lyapunov function. The ability and effectiveness of identifying and controlling a nonlinear dynamic system using the proposed algorithm is demonstrated by computer simulation.

• Journal of the Korean Society for Nondestructive Testing
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• v.28 no.3
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• pp.254-262
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• 2008

The objective of the proposed study is to produce a tool-condition monitoring (TCM) strategy that will lead to a more efficient and economical drilling tool usage. Drill-wear monitoring is an important attribute in the automatic cutting processes as it can help preventing damages of the tools and workpieces and optimizing the tool usage. This study presents the architectures of a multi-layer feed-forward neural network with back-propagation training algorithm for the monitoring of drill wear. The input features to the neural networks were extracted from the AE signals using the wavelet transform analysis. Training and testing were performed under a moderate range of cutting conditions in the dry drilling of steel plates. The results indicated that the extracted input features from AE signals to the supervised neural networks were effective for drill wear monitoring and the output of the neural networks could be utilized for the tool life management planning.

• Journal of Industrial Technology
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• v.24 no.A
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• pp.99-107
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• 2004

This paper considers reinforcement learning control with the self-organizing map. Reinforcement learning uses the observable states of objective system and signals from interaction of the system and the environments as input data. For fast learning in neural network training, it is necessary to reduce learning data. In this paper, we use the self-organizing map to parition the observable states. Partitioning states reduces the number of learning data which is used for training neural networks. And neural dynamic programming design method is used for the controller. For evaluating the designed reinforcement learning controller, an inverted pendulum of the cart system is simulated. The designed controller is composed of serial connection of self-organizing map and two Multi-layer Feed-Forward Neural Networks.

• Journal of the Korean Society for Precision Engineering
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• v.15 no.2
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• pp.7-13
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• 1998

This paper presents a methodology for determining machining conditions in Electric Discharge Wire-Cut. Unification of two phase neural network approach with an automatic generation of machining parameters is designed. The first phase neural network, which is 1 to M backward-mapping neural net, produces approximate machining conditions. Using approximate conditions, all possible conditions are newly created by the proposed automatic generation procedure. The second phase neural net, which is a M to 1 forward-mapping neural net, determines the best one among the generated candidates. Simulation results with ANN are given to verify that the presenting methodology could apply for determining machining parameters in Electric Discharge Wire-Cut.

• Proceedings of the KIEE Conference
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• 2006.10c
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• pp.419-421
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• 2006

The importance of automatic discrimination image data has evolved as a research topic over recent years. We have used forward neural network as a classifier using sound data features within image data, our initial tests have shown encouraging results that indicate the viability of our approach.

• Journal of Environmental Science International
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• v.15 no.2
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• pp.141-155
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• 2006

This study is aimed at the development of a runoff forecasting model to solve the uncertainties occurring in the process of rainfall-runoff modeling and improve the modeling accuracy of the stream runoff forecasting, The study area is the downstream of Naeseung-chun. Therefore, time-dependent data was obtained from the Wolpo water level gauging station. 11 and 2 out of total 13 flood events were selected for the training and testing set of model. The model performance was improved as the measuring time interval$(T_m)$ was smaller than the sampling time interval$(T_s)$. The Neuro-Fuzzy(NF) and TANK models can give more accurate runoff forecasts up to 4 hours ahead than the Feed Forward Multilayer Neural Network(FFNN) model in standard above the Determination coefficient$(R^2)$ 0.7.