• Title/Summary/Keyword: integrating

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Forecasting the Volatility of KOSPI 200 Using Data Mining

  • Kim, Keon-Kyun;Cho, Mee-Hye;Park, Eun-Sik
    • Journal of the Korean Data and Information Science Society
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    • v.19 no.4
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    • pp.1305-1325
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    • 2008
  • As index option markets grow recently, many analysts and investors become interested in forecasting the volatility of KOSPI 200 Index to achieve portfolio's goal from the point of financial risk management and asset evaluation. To serve this purpose, we introduce NN and SVM integrated with other financial series models such as GARCH, EGARCH, and EWMA. Moreover, according to the empirical test, Integrating NN with GARCH or EWMA models improves prediction power in terms of the precision and the direction of the volatility of KOSPI 200 index. However, integrating SVM with financial series models doesn't improve greatly the prediction power. In summary, SVM-EGARCH was the best in terms of predicting the direction of the volatility and NN-GARCH was the best in terms of the prediction precision. We conclude with advantages of the integration process and the need for integrating models to enhance the prediction power.

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A Study about XML Application for Integrating Field Device (필드기기 통합구성을 위한 XML 적용에 관한 연구)

  • Moon, Yong-Seon;Lee, Myung-Bok;Jeong, Cheol-Ho
    • Journal of Institute of Control, Robotics and Systems
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    • v.11 no.8
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    • pp.733-739
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    • 2005
  • Device Description that is described as C-based DDL(Device Description Language) should be provided for the control system to use the progressive function of field device in the distributed control system. DD expresses field device function itself and parameter. DD is used to set a necessary function far a control strategy in the central control system. DD technology which was adopted as international standard IEC 61804-Part 2 is being used in PROFIBUS, Foundation Fieldbus and HART. However, the DD is dependent to the fieldbus and it doesn't have a suitable form in the industrial Ethernet. This paper presents the possibility of a change from EDD(Electronic Device Description) and GSD(General Slave Data) used for integrating field devices to XDD(XML for Device Description) and verifies it's effectiveness. Also, this paper presents research assignment on the XML application in the distributional system from now on by examining the possibility of Ethernet`s development in the industrial area.

DEVELOPMENT OF A MAXIMUM DEMAND CONTROLLER USING FUZZY LOGIC (퍼지로직 알고리즘을 이용한 최대수요전력 제어기의 개발)

  • Han, Hong-Seok;Chung, Kee-Chul;Seong, Ki-Chul;Yoon, Sang-Hyun
    • Proceedings of the KIEE Conference
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    • 1996.07b
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    • pp.778-780
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    • 1996
  • The predictive maximum demand controllers often bring about large number of control actions during the every integrating period and/or undesirable load-disconnecting operations during the begining stage if the integrating period. To solve these problems, a fuzzy predictive maximum demand control algorithm is proposed, which determines the sensitivity if control action by urgency if the load interrupting action along with the predicted demand reading to the target or the time arriving at the end stage if the integrating period. A prototype controller employing the proposed algorithm also is developed and its performances are tested by PROCOM SYSTEMS Corperation of Korea.

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EasyConnection : An Efficient Approach to Integrating Heterogeneous Databases (EasyConnection : 이질 데이터베이스들의 효율적 연동 방식)

  • 변광준
    • The Journal of Society for e-Business Studies
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    • v.4 no.3
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    • pp.235-246
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    • 1999
  • There have been several approaches to integrating heterogeneous database systems in enterprises. Due to their inherent limitations, however, it has been difficult to apply them to actual situations in enterprises. In this paper, we propose EasyConnection, a system that is based on the flexible and extensible architecture and overcomes the limitations of the previous approaches, EasyConnection consists of Wrappers, Sharing Manager, and Clients, and the connections among these components are based on CORBA. It can also be used as the information management mechanism for such application systems as ERP, PDM, and EAI.

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Integrating drafting with analysis and design of framed steel structures (철골 구조물의 통합 설계 시스템)

  • 김홍국;이병해
    • Proceedings of the Computational Structural Engineering Institute Conference
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    • 1991.10a
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    • pp.127-132
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    • 1991
  • The purpose of this study is to integrate a structural design Process of framed steel structures. It is composed of analysis, design, drafting and construction management. However each step of these works involved with a large amount of data and man hour resources. The aim of this study is to alleviate time consuming efforts mentioned above by integrating the different stage of works. Very successful results have been achieved by setting up a common database in whole process and applying the techniques of knowledge base system.

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비균열 외팔 보형 회전날개의 진동특성에 관한 연구

  • 정인성;채회창;박태원;이기형;이환성
    • Proceedings of the Korean Society of Precision Engineering Conference
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    • 2001.10a
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    • pp.96-100
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    • 2001
  • A method is presented for determining the free vibration characteristics of a rotating blade having nonuniform span wise properies and cantilevers boundary condition. The equations which govern the coupled the coupled flapwise, choirwise, and torsional motion of such a blade are solved using an integrating matrix method. By expressing the equation of motion in matrix notation, utilizing the integrating matrix as an operator, and applying the boundary condition, the equations are formulated into an eigenvalues problem whose solution may be determined by conventional method. Computer results are compared with experimental data.

공급 사슬 상에서 Cross Docking을 고려한 Vehicle Routing Scheduling(VRS)

  • 이경민;이영해
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2003.11a
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    • pp.325-328
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    • 2003
  • Fierce competition in today's global markets, the heightened expectation of customers have forced business enterprises to invest in, and focus attentions on, their Supply Chains, Also Cross Docking is an essential part of SC, and integrating Cross Docking with vehicle routing scheduling is needed to smoothly link the physical flow of SC, However, there is no the mathematical model which focuses on Cross Docking with vehicle routing scheduling. Therefore, the integrating model considers Cross Docking and vehicle routing scheduling will be developed in this paper. And the solution based on Tabu algorithm to this model will be provided.

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Integrating Pronunciation into a Classroom and on the Web Courseware

  • Kim, He-Kyung
    • MALSORI
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    • no.41
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    • pp.49-59
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    • 2001
  • The aim of this paper is to suggest possible methods of integrating the teaching of Pronunciation into a typical communicative classroom and consequently on English teaming web courseware. It is hoped that this paper will prompt teachers to understand the current role of pronunciation in communicative English programs and that the web technology can help students improve their pronunciation, which will develop their speaking and listening skills. It also suggests the need for a database of visualized communicative expressions.

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Robustness of Display Hemispherical Reflectance Measurement Apparatus

  • Penczek, John;Kelley, Edward F.;Kim, Seung-Kwan
    • 한국정보디스플레이학회:학술대회논문집
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    • 2008.10a
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    • pp.1355-1357
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    • 2008
  • Reflection measurements are critical to the evaluation of display performance under ambient illumination conditions. Various hemispherical reflection methods are evaluated for their suitability and robustness across display technologies. The standard integrating sphere method is compared to a sampling sphere apparatus.

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