• The KIPS Transactions:PartD
• /
• v.9D no.2
• /
• pp.173-184
• /
• 2002

This paper discuss an index-based subsequence matching that supports time warping in large sequence databases. Time warping enables finding sequences with similar patterns even when they are of different lengths. In earlier work, Kim et al. suggested an efficient method for whole matching under time warping. This method constructs a multidimensional index on a set of feature vectors, which are invariant to time warping, from data sequences. For filtering at feature space, it also applies a lower-bound function, which consistently underestimates the time warping distance as well as satisfies the triangular inequality. In this paper, we incorporate the prefix-querying approach based on sliding windows into the earlier approach. For indexing, we extract a feature vector from every subsequence inside a sliding window and construct a multidimensional index using a feature vector as indexing attributes. For query processing, we perform a series of index searches using the feature vectors of qualifying query prefixes. Our approach provides effective and scalable subsequence matching even with a large volume of a database. We also prove that our approach does not incur false dismissal. To verify the superiority of our approach, we perform extensive experiments. The results reveal that our approach achieves significant speedup with real-world S&P 500 stock data and with very large synthetic data.

• Journal of the Institute of Electronics and Information Engineers
• /
• v.50 no.3
• /
• pp.146-152
• /
• 2013

In this paper, we have proposed and experimentally demonstrated an intensity-based self-referencing fiber optic sensor. The proposed fiber optic sensor consists of a broadband light source (BLS), fiber Bragg grating (FBG), tunable Fabry-Perot (F-P) filter, and LabVIEW program. We define the measurement parameter (X) and the calibration parameter (${\beta}$) to determine the transfer function(H) of the self-referencing fiber optic sensor, and the validity of the theoretical analysis is confirmed by experiments. The self-referencing characteristic for the proposed system has been validated by showing that the measurement parameter (X) is invariant for BLS optical power attenuations of 0 dB, 3 dB, and 6 dB. Also, the measured result is irrelevant to the FBGs with different characteristics. This means that the proposed fiber optic sensor offers the flexibility for determining the FBGs needed for implementation. Experimental results for the proposed fiber optic sensor are in good agreement with a theoretical analysis for BLS optical power attenuations and for three FBG pairs with different characteristics. So, the proposed fiber optic sensor has several benefits, including the self-referencing characteristic and the flexibility to determine the FBGs.

• Sleep Medicine and Psychophysiology
• /
• v.5 no.2
• /
• pp.185-193
• /
• 1998

Objectives : The hypothesis that the brain is a nonlinear dynamical system exhibiting deterministic chaos has offered new perspectives to the investigation of information processing in the brain of schizophrenic patients. It seemed worthwhile to estimate nonlinear measures of the electroencephalogram (EEG) in positive and negative schizophrenics, because nonlinear measures might serve as indicators of the specific brain function in schizophrenia according to specific psychopathologies. Method : Previous studies which estimated the chaoticity in the brain of schizophrenia with nonlinear methods recorded the EEGs at limited electrodes, so we tried to record EEGs from 16 channels for nonlinear analysis in 8 positive and 9 negative schizophrenics and 8 healthy control subjects. We employed a new method to calculate the nonlinear invariant measures. For limited noisy data, this algorithm was strikingly faster and more accurate than previous ones. Results : Our results showed that the patients with negative schizophrenia had lower the first positive Lyapunov exponents ($L_1$) than the positive schizophrnics and control subjects at $T_3$ lead. Positive symptoms were positively correlated with $L_1$ in $C_3,\;O_1$ leads, and negatively correlated with $C_4$ lead. Conclusion : These results suggest that if clinical variables such as psychopathology or neuroleptic medications would be well controlled, the nonlinear analysis of the EEGs in patients with schizophrenia seems to be a useful tool in analyzing EEG data to explore the neurodynamics.

• Journal of Biomedical Engineering Research
• /
• v.32 no.3
• /
• pp.237-244
• /
• 2011

In this paper, a feature-based registration technique is proposed for pre-contrast and post-contrast lung CT images. It utilizes three dimensional(3-D) features with their descriptors and estimates feature correspondences by nearest neighborhood matching in the feature space. We design a transformation model between the input image pairs using a free form deformation(FFD) which is based on B-splines. Registration is achieved by minimizing an energy function incorporating the smoothness of FFD and the correspondence information through a non-linear gradient conjugate method. To deal with outliers in feature matching, our energy model integrates a robust estimator which discards outliers effectively by iteratively reducing a radius of confidence in the minimization process. Performance evaluation was carried out in terms of accuracy and efficiency using seven pairs of lung CT images of clinical practice. For a quantitative assessment, a radiologist specialized in thorax manually placed landmarks on each CT image pair. In comparative evaluation to a conventional feature-based registration method, our algorithm showed improved performances in both accuracy and efficiency.

• Journal of KIISE:Computer Systems and Theory
• /
• v.33 no.3
• /
• pp.157-165
• /
• 2006

The change of external/internal factors of the cell rquires specific biological functions to maintain life. Such functions encourage particular genes to jnteract/regulate each other in multiple ways. Accordingly, we applied a linear decomposition model IFSA, which derives hidden variables, called the 'expression mode' that corresponds to the functions. To interpret gene interaction/regulation, we used a cross-correlation method given an expression mode. Linear decomposition models such as principal component analysis (PCA) and independent component analysis (ICA) were shown to be useful in analyzing high dimensional DNA microarray data, compared to clustering methods. These methods assume that gene expression is controlled by a linear combination of uncorrelated/indepdendent latent variables. However these methods have some difficulty in grouping similar patterns which are slightly time-delayed or asymmetric since only exactly matched Patterns are considered. In order to overcome this, we employ the (IFSA) method of [1] to locate phase- and shut-invariant features. Membership scoring functions play an important role to classify genes since linear decomposition models basically aim at data reduction not but at grouping data. We address a new function essential to the IFSA method. In this paper we stress that IFSA is useful in grouping functionally-related genes in the presence of time-shift and expression phase variance. Ultimately, we propose a new approach to investigate the multiple interaction information of genes.

• Journal of Intelligence and Information Systems
• /
• v.23 no.2
• /
• pp.107-122
• /
• 2017

Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

• 한국노년학
• /
• v.38 no.4
• /
• pp.1035-1055
• /
• 2018

The purpose of this study is to investigate the relationship between public care and family care. Public care for older adults began in 2008 with the implementation of the Long-Term Care insurance in South Korea. Although the expansion of public care has the purpose of reducing the care burden for the family, it is not easy to say whether the developments of public care system reduce the amount of family care for older family members. Theoretically, public care and family care are expected to have various relationships depending on the degree of the role and function(substitution, hierarchical compensatory, task specific, supplementation, complementarity). And literatures have showed inconsistent results depending on the country, data, and methods. In this study, we analyzed the relationship between two care types focusing on home care services for older persons. Analyses were based on data from the second(2008) to sixth(2016) waves of Korean Longitudinal Study of Ageing(KLoSA). To investigate elderly care dynamics in the households, we pooled the data for four changes between two periods(2008-2010, 2010-2012, 2012-2014, and 2014-2016). This study used an analytic sample of 262 older adults, who are aged 55 over and experienced public care at least one point of time. We used Fixed-Effects(FE) model to analyze the differences within the same individuals under the condition that time-invariant unobserved factors are controlled. This study distinguished the cases of entry into public care and other cases of exiting public care. The results showed that older people who are dependent on public care are less dependent on family care than before. In both entry and exit groups, negative relations were maintained, but in the entering stage of public care, the degree of negative relations was relatively small, whereas in the stage of maintaining or departing from public care, relatively negative relations were strong. At the beginning periods, even though public care increased, family care did not decrease significantly. On the other hand, at the time of ending public care and relying on family care, family care increased significantly. The results of this study show that the relationship between public care and family care is close to hierarchical compensatory model and varies according to the stage of caring transition. Also, it was found that the cases of transition from public care to family care have the biggest burden of elderly care than other groups.