• Title/Summary/Keyword: index term characteristics

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Chart-based Stock Price Prediction by Combing Variation Autoencoder and Attention Mechanisms (변이형 오토인코더와 어텐션 메커니즘을 결합한 차트기반 주가 예측)

  • Sanghyun Bae;Byounggu Choi
    • Information Systems Review
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    • v.23 no.1
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    • pp.23-43
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    • 2021
  • Recently, many studies have been conducted to increase the accuracy of stock price prediction by analyzing candlestick charts using artificial intelligence techniques. However, these studies failed to consider the time-series characteristics of candlestick charts and to take into account the emotional state of market participants in data learning for stock price prediction. In order to overcome these limitations, this study produced input data by combining volatility index and candlestick charts to consider the emotional state of market participants, and used the data as input for a new method proposed on the basis of combining variantion autoencoder (VAE) and attention mechanisms for considering the time-series characteristics of candlestick chart. Fifty firms were randomly selected from the S&P 500 index and their stock prices were predicted to evaluate the performance of the method compared with existing ones such as convolutional neural network (CNN) or long-short term memory (LSTM). The results indicated the method proposed in this study showed superior performance compared to the existing ones. This study implied that the accuracy of stock price prediction could be improved by considering the emotional state of market participants and the time-series characteristics of the candlestick chart.

Determination of Unit Hydrograph for the Hydrological Modelling of Long-term Run-off in the Major River Systems in Korea (장기유출의 수문적 모형개발을 위한 주요 수계별 단위도 유도)

  • 엄병현;박근수
    • Magazine of the Korean Society of Agricultural Engineers
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    • v.26 no.4
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    • pp.52-65
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    • 1984
  • In general precise estimation of hourly of daily distribution of the long-term run-off should be very important in a design of source of irrigation. However, there have not been a satisfying method for forecasting of stationar'y long-term run-off in Korea. Solving this problem, this study introduces unit-hydrograph method frequently used in short-term run-off analysis into the long-term run-off analysis, of which model basin was selected to be Sumgin-river catchment area. In the estimation of effective rainfall, conventional method neglects the Soil moisture condition of catchment area, but in this study, the initial discharge (qb) occurred just before rising phase of the hydrograph was selected as the index of a basin soil moisture condition and then introduced as 3rd variable in the analysis of the reationship between cumulative rainfall and cumulative loss of rainfall, which built a new type of separation method of effective rainfall. In next step, in order to normalize significant potential error included in hydrological data, especially in vast catchment area, Snyder's correlation method was applied. A key to solution in this study is multiple correlation method or multiple regressional analysis, which is primarily based on the method of least squres and which is solved by the form of systems of linear equations. And for verification of the change of characteristics of unit hydrograph according to the variation of a various kind of hydrological charateristics (for example, precipitation, tree cover, soil condition, etc),seasonal unit hydrograph models of dry season(autumn, winter), semi-dry season (spring), rainy season (summer) were made respectively. The results obtained in this study were summarized as follows; 1.During the test period of 1966-1971, effective rainfall was estimated for the total 114 run-off hydrograph. From this estimation results, relative error of estimation to the ovservation value was 6%, -which is mush smaller than 12% of the error of conventional method. 2.During the test period, daily distribution of long-term run-off discharge was estimated by the unit hydrograph model. From this estimation results, relative error of estimation by the application of standard unit hydrograph model was 12%. When estimating by each seasonal unit bydrograph model, the relative error was 14% during dry season 10% during semi-dry season and 7% during rainy season, which is much smaller than 37% of conventional method. Summing up the analysis results obtained above, it is convinced that qb-index method of this study for the estimation of effective rainfall be preciser than any other method developed before. Because even recently no method has been developed for the estimation of daily distribution of long-term run-off dicharge, therefore estimation value by unit hydrograph model was only compared with that due to kaziyama method which estimates monthly run-off discharge. However this method due to this study turns out to have high accuracy. If specially mentioned from the results of this study, there is no need to use each seasonal unit hydrograph model separately except the case of semi-dry season. The author hopes to analyze the latter case in future sudies.

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Hurst's memory for SOI and tree-ring series (남방진동지수, 나이테 자료에 대한 허스트 기억)

  • Kim Byung Sik;Kim Hung Soo;Seoh Byung Ha;Yoon Kang Hoon
    • Proceedings of the Korea Water Resources Association Conference
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    • 2005.05b
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    • pp.792-796
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    • 2005
  • The methods of times series analysis have been recognized as important tools for assisting in solving problems related to the management of water resources. Especially, After more than 40 years the so-called Hurst effect remains an open problem in stochastic hydrology. Until now, its existence has been explained fly R/S analysis that roots in early work of the British hydrologist H.E. Hurst(1951). Today, the Hurst analysis is mostly used for the hydrological studies for memory and characteristics of time series and many methodologies have been developed for the analysis. So, there are many different techniques for the estimation of the Hurst exponent(H). However, the techniques can produce different characteristics for the persistence of a time series each other. We found that DFA is the most appropriate technique for the Hurst exponent estimation for both the shot term memory and long term memory. We analyze the SOI(Southern Oscillations Index) and 6 tree-ring series for USA sites by means of DFA and the BDS statistic is used for nonlinearity test of the series. From the results, we found that SOI series is nonlinear time series which has a long term memory of H=0.92. Contrary to earlier work of Rao(1999), all the tree- ring series are not random from our analysis. A certain tree ring series show a long term memory of H=0.97 and nonlinear property. Therefore, we can say that the SOI and tree-ring series may show long memory and nonlinearity.

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A Study on the Rheological Behavior Properties of Short-term Aged Asphalt Binder (단기노화 된 아스팔트 바인더의 유변학적 거동 특성에 관한 연구)

  • Park, Tae-Soon
    • International Journal of Highway Engineering
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    • v.7 no.4 s.26
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    • pp.203-210
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    • 2005
  • The penetration and viscosity tests have been used for the evaluation of the aged asphalt binder performance change. The improved test method has been required because the conventional tests could not evaluate the viscoelastic characteristics and the real behaviour of the aged asphalt binder. The conventional test methods using a different short term aged asphalt binder were tested and the test results were expressed as the penetration index and the residual penetration. The oscillatory and rotational mode tests were performed to find out the rheological characteristics of the short term aged asphalt binder in this study. The test results showed that the change of testing frequency, the speed of the vehicle effects the complex modules and phase angles. The creep compliance and shear viscosity also showed the different test results when the short term aged asphalt binders were tested. The rheological behavior should consider when the pavement design is conducted.

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An Application of Various Drought Indices for Major Drought Analysis in Korea (우리나라의 주요가뭄해석을 위한 각종 가뭄지수의 적용)

  • Lee, Jae-Joon;Lee, Chang-Hoon
    • Journal of the Korean Society of Hazard Mitigation
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    • v.5 no.4 s.19
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    • pp.59-69
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    • 2005
  • Drought is difficult to detect and monitor, but it is easy to interpret through the drought index. The Palmer Drought Severity Index(PDSI), which is most commonly used as one of drought indices, have been widely used, however, the index have limitation as operational tools and triggers for policy responses. Recently, a new index, the Standardized Precipitation Index(SPI), was developed to improve drought detection and monitoring capabilities. The SPI has an improvement over previous indices md has several characteristics including its simplicity and temporal flexibility that allow its application for water resources on all timescales. Keetch-Byram Dought Index(KBDI) was defined as a number representing the net effect of evapotranspiration and precipitation in producing cumulative moisture deficiency in deep duff or upper soil layer. The purpose of this study is to analyze drought in Korea by using PDSI, SPI and KBDI. The result of this study suggests standard drought index by comparing of estimated drought indices. The data are obtained from Korea Meteorological Administration 56 stations over 30 years in each of the 8 sub-basins covering the whole nation. It is found that the PDSI had the advantage to detect the stage of drought resulting from cumulative shortage of rainfall, while SPI and KBDI had the advantage to detect the stage of drought resulting from short-term shortage of rainfall.

Long Term Operation of Microfiltration as a Pretreatment for Seawater Reverse Osmosis Processes (정밀여과를 이용한 역삼투법 해수담수화 전처리 공정의 장기운전 특성)

  • Kim, Su-Han;Kim, Chung-H.;Kang, Suk-H.;Lim, Jae-L.
    • Journal of Korean Society of Water and Wastewater
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    • v.24 no.6
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    • pp.735-741
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    • 2010
  • A pilot test was carried out to investigate the long term operation characteristics of Microfiltration (MF) system as a pretreatment for seawater reverse osmosis (SWRO) processes for two years. A commercialized MF module with pressurized operation type was used to filter seawater to remove particles which can foul reverse osmosis (RO) membrane. Silt Density Index (SDI) values of filtered seawater by the MF system were ranged from 0.14 to 1.79, which meet the SDI standard for RO feed water as depicted in previous literatures. Although the tested seawater is quite clean (i.e., dissolved organic cabon (DOC) concentration and turbidity were about 1 mg/l and less than 1 NTU, respectively) enough not to foul the MF membrane, steep increase in trans-membrane pressure (TMP) with a constant flux were observed over a whole operation period. A set of operation and water analysis data implies that the steep increase in TMP was resulted from iron and maganese fouling by the combination of metal corrosion by seawater and oxidation state by aeration and residual chlorine.

The Cost of Long-Term Care Alternatives for the Elderly (미국 노인환자들의 만성질환관리형태에 대한 비용분석)

  • Lee, Tae-Wha
    • Journal of Korean Academy of Nursing Administration
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    • v.4 no.2
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    • pp.351-361
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    • 1998
  • The purpose of this study was to explore whether there is a point within the range of physical impairment after which the cost of home care exceeds the cost of nursing home care among the elderly who require long-term care. The provision of long-term care for the elderly is a major health policy issue, in part due to the aging of the American population and dramatic increase in health care costs. The framework for this study was guided by Pollak's(1973)model of costs of alternative care settings for the elderly. This study used a retrospective, descriptive correlational design. Physical impairment was measured by the modified Index of Activities of Daily Living(Katz et al. 1963). Cost of care was measured by the average cost per patient per day. The sample for this study included 67 patients receiving long-term care at home from the Long-term Home Health Care Programs (LTHHCPs) and 67 patients receiving long-term care in nursing homes. Data were collected on patient characteristics. including activities of daily living and cognitive impairment. and on the number of physician visits. emergency room visits. and hospitalization from the patient records. For each patient. Medicaid cost data for home care services/or nursing home services were collected from the financial department of each home care agency or nursing home. The living costs and informal care costs were estimated for home care patients. The results indicated that the home care sample and the nursing home sample were similar in terms of gender. ethnic background. and marital status. The elderly patients in the home care sample were: however. younger and less physically impaired than those in the nursing home sample. The hypotheses of this study were supported: For elderly persons with physical impairment scores below 12(possible range of 0 to 14), cost of care was lower in home care than in the nursing home care setting. However, for elderly persons with physical impairment scores above 12. the cost of care was higher in home care than in the nursing home care setting. Thus. in this sample for elderly patients with extreme physical impairment, the cost of home care exceeded the cost of nursing home care.

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The New-Institutionalism Perspective for Long-term Care Service Evaluation System (노인 장기요양기관에 대한 현행 평가제도가 조직구조 및 활동에 미치는 영향)

  • Kwon, Hyunjung
    • Korean Journal of Social Welfare
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    • v.66 no.2
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    • pp.5-29
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    • 2014
  • The purpose of this study is to interpret how the long-term care evaluation system implements in the actual service settings with institutional isomorphism and decoupling based on new-institutional theory. This study conducted in-depth interview with employees engaged in 7 long term care service facilities. Directed qualitative content analysis was used to analyze the data. As a result, unlike the intention of the long-term care evaluation system to improve the efficiency of the organization by market competition, it found that organizations forcibly adapted a evaluation system to rely on government's resources and it results in isomorphism phenomena which is similar between organizations. This results confirmed that the evaluation system has implemented in the direction of enhancing the government's role to standardize and institutionalize the long-term care service rather than improving the efficiency of the organization by market competition. This study also partially found the phenomenon of decoupling between organizational formal structure accompanied by isomorphism and real behaviors. These results suggest that it is required to improve government's evaluation indicators on the issue of inefficiency caused by dual structure of organizations. In addition, this study proposes that government's evaluation index which is reflected the characteristics of care service is necessary for operating.

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Long-Term Treatment Response to Lithium and Valproate in Patients with Bipolar 1 Disorder Treated More Than 2 Years : A Retrospective Study (1형 양극성 장애 환자에서 리튬과 발프로산의 장기간 치료 효과에 대한 후향적 평가 : 2년 이상 치료받은 환자의 효과 비교)

  • Ahn, Sung Woo;Yang, So-Yung;Choi, Yujin;Hong, Kyung Sue
    • Korean Journal of Biological Psychiatry
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    • v.23 no.4
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    • pp.185-192
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    • 2016
  • Objectives Treatment response of bipolar disorders (BDs) to long-term mood stabilizers maintenance has not been well explored because of complicated clinical and treatment courses. This study aims at investigating long-term clinical response of BDs to lithium and/or valproate in a naturalistic setting of a tertiary-care university-affiliated hospital. Methods Subjects were 65 patients with bipolar I (BD-I) disorders who had been treated with lithium and/or valproate for more than two years at single bipolar disorder clinic. Long-term response to the best treatment based on treatment algorithms and the current clinical standard of care was retrospectively evaluated using the Alda Scale and the Clinical Global Impression Scale for use in bi-polar illness (CGI-BP). Patients were classified into full responder and partial/non responder groups based on the total score of the Alda Scale with the cut-off score generated from the frequentist mixture analysis of the authors' previous study. Results The mean duration of treatment with the index medication was 69.2 months. Baseline demographic and clinical characteristics were not different among three mood stabilizer groups (valproate, lithium, and combination groups). Twenty-one subjects were classified into full responder group (32.3%). Treatment response assessed by the Alda Scale and CGI-BP scores was not different between lithium and valproate groups. The Alda Scale scores were well correlated with the CGI-BP scores (p < 0.05). Conclusions One third of the patients showed a full response to the long-term lithium and/or valproate treatment in BD-I. The degree of response was similar between lithium and valproate groups.

Relative Palatability to Sheep of Some Browse Species, their In sacco Degradability and In vitro Gas Production Characteristics

  • Abdulrazak, S.A.;Nyangaga, J.;Fujihara, T.
    • Asian-Australasian Journal of Animal Sciences
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    • v.14 no.11
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    • pp.1580-1584
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    • 2001
  • A study was conducted to estimate the nutritive value of some selected acacia forages using palatability index, in sacco degradability and in vitro gas production characteristics. Ten wethers (mean wt. $18{\pm}3.5kg$) were offered Acacia tortilis, Acacia nilotica, Acacia mellifera, Acacia brevispica, Acacia Senegal and Leucaena leucocephala (control) using a cafeteria system to determine the species preference by the animals. The acacia species were rich in nitrogen and showed variable palatability pattern. Significant (p<0.05) differences in relative palatability index (RPI) were detected among the species with the following ranking: brevispica > leucaena > mellifera > tortilis > Senegal > nilotica. Acacia nilotica appeared to be of low relative palatability with RPI of 24% and this was attributed to relatively high phenolic concentrations. The DM potential degradability (B) and rate of degradation (c) of the species were significantly (p<0.05) different, ranging from 40.1 to 59.1% and 0.0285 to 0.0794/h respectively. Acacia species had moderate levels of rumen undegradable protein, much higher than that in leucaena. In vitro gas production results indicated the effect of polyphenolic compounds on the fermentation rate, with lower gas production recorded from A. nilotica and tortilis. Based on RPI, A. brevispica and mellifera were superior to the rest and comparable to L. leucocephala. Long-term feeding trials are required with the superior species when used as protein supplements to poor quality diets.