• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.63-83
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• 2019

Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.

• Journal of radiological science and technology
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• v.33 no.4
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• pp.327-334
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• 2010

Exposure during childhood results in higher risk for certain detrimental cancers than exposure during adulthood. We measured entrance skin dose (ESD) under 7-year children undergoing chest imaging and compared the relationship between ESD and age, height, weight, chest thickness. Though it is important to measure chest thickness for setting up the exposure condition of chest examination, it is difficult to measure chest thickness of children. We set up exposure parameters according to age because chest thickness of children has correlation with age. In the exposure parameters, for chest A-P examination under 2 year-children, tube voltage (kVp) in hospital A was higher than that in hospital B while tube current (mAs) was higher in hospital B, thus the ESD values were about 1.7 times higher in hospital B. However, for chest P-A examination over 4 year-children, the tube voltage was 7 kVp higher in hospital B, the tube current were same in all two systems, and focus to image receptor distance (FID) in hospital B (180 cm) was longer than that in hospital A (130 cm), thus the ESD values were 1.4 times higher in hospital A. For same ages, the ESD values for chest A-P examinations were higher than those for chest P-A examinations. Comparing ESD according to age, ESD values were $154{\mu}Gy$, $194{\mu}Gy$ and $138{\mu}Gy$ for children under 1 year, 1 to under 4 years and 4 to under 7 years of age, respectively. These values were lower than reference level ($200{\mu}Gy$) recommended in JART (japan association of radiological technologists), however these were higher than reference values recommended by EC (european commission), NRPB (national radiological protection board) and NIFDS (national institute of food & drug safety evaluation). In conclusion, the values of ESD were affected by exposure parameters from radiographer's past experience more than x-ray system. ESD values for older children were not always higher than those for younger children. Therefore we need to establish our own DRLs (diagnostic reference levels) according to age of the children in order to optimize pediatric patient protection.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.29 no.2
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• pp.141-148
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• 2016

The long-span bridges such as Incheon Bridge and Seohae Grand Bridge are located on the coastal region effected frequently by strong wind of typhoons. In order to ensure the wind-resistant performance of the structure, estimation of the proper design wind speed is very important. In this study, stochastic estimation of design wind speed incurred by typhoons is carried out. For this purpose, we first established probability distribution of climatological parameters such as central pressure depth, distance of closest approach, translation speed and heading to build statistical model of typhoons, which are employed in Monte Carlo simulation for hypothetical typhoons. Once a typhoon is generated with statistically justified parameters, wind speeds are estimated along its path using wind field model. Thousands of typhoons are generated and their peak wind speeds are utilized to establish the extreme wind speeds for different return period. The results are compared with design basic wind speeds in Korean Highway Bridge Design Code, showing that the present results agree well with similar studies while the existing code suggests higher design wind speed.

• Journal of the Korean GEO-environmental Society
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• v.16 no.1
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• pp.17-27
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• 2015

Recently, Korean government has tried out to set up earthquake hazards prevention system. In the system, several geotechnical hazard maps including liquefaction hazard map and landslide hazard map for the whole country have drawn to consider the domestic seismic characteristics. To draw the macro liquefaction hazard map, big data of site investigations in metropolitan areas and provincial areas has to be verified for its application. In this research, we carried out site response analyses using 522 borehole site investigation data in S city during a desirable earthquake. The soil classification was separately compared to shear wave velocity considering the uncertainty of site investigation data. Probability distribution and statistical analysis for the results of site response analyses was applied to the feasibility study. Finally, we suggest a new site amplification coefficient, hereby presented with the similar results of liquefaction hazard mapping using the calculated liquefaction potential index by the site response analyses. Above-mentioned study will be expected to help to follow research and draw liquefaction hazard map in moderate seismic region.

• Journal of the Korea Institute of Building Construction
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• v.18 no.2
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• pp.151-159
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• 2018

Accident rate in the construction industry of South Korea is increasing every year, and it represents the highest percentage among industries. This shows that activities performed to prevent safety accidents in the country are not efficient when it comes to reduce the accident rate. In order to resolve this issue, a model for the prediction of human accidents should be established. In addition, it is required a quantification study based on pattern of human accidents. Therefore, the objective of this study is to quantify uncertainty of human accidents risk and predict how to change in various circumstances by using Monte Carlo Simulation. To achieve the objective, first, pattern of human accidents was defined. Second, insurance claim payout and information of human accidents during 14 years in construction site were collected. Third, descriptive analysis is conducted to determine the characteristics of the accident pattern. Fourth, to quantitatively analyze the pattern of the human accidents, the population of each accident occurrence and payout were estimated. Finally, estimated populations was analyzed according to characteristics of distribution by using Monte carlo simulation. In the future, this study can be used as a reference for developing the safety management checklist in construction site and development of prediction models of human accident.

• Journal of Animal Science and Technology
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• v.46 no.1
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• pp.15-22
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• 2004

To investigate genetic features and the allele distribution of transferrin gene in three Cheju horse groups (group I, 137 horses of Jeju institute; group II, 107 horses of farms; group III, 89 racing horses) and three foreign breeds(l03 Thoroughbred, 10 Mongolian and 5 American Quarter horses), transferrin gene exons 13, 15, and 16 were analyzed by SSCP. The allele frequencies of transferrin gene of these groups and breeds were used to calculate genetic distances and to test population differentiations. The Fst values were 0.067 between Cheju horse groups I and II, 0.070 between Cheju horse groups I and group III, 0.091 between Cheju horse group I and Mongolian breed, and 0.189 between Cheju horse group I and Thoroughbred breed. Cheju horse group I showed significant population differentiation from other two Cheju horse groups and three foreign breeds while Cheju horse group III showed significant population differentiation only from Cheju horse group I and Thoroughbred breed(p <0.05). Results indicate that three Cheju horse groups showed population differentiation between each other, suggesting genetic heterogeneity of Cheju horses.

• The KIPS Transactions:PartC
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• v.15C no.5
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• pp.399-408
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• 2008

Mobile WiMAX provides wireless broadband services for data communication based on IP protocol. The limitation of physical bandwidth in the radio links may cause performance degradation in providing wireless broadband services in WIMAX. To enhance the efficiency of the radio link utilization, Payload Header Suppression (PHS) is defined as an optional header compression mechanism for mobile WiMAX. It has, however, a very limited compression capability since it has very restrictive compression fields. In this paper, hence, we assumed the application of Robust Header Compression (ROHC), a header compression scheme proposed for links characterized by high bit error ratios, long round-trip times (RTT), and scarce resource, to Mobile WiMAX, and studied its performance. Previous studies on ROHC performance merely focused on the impact of high bit error rate. However, bit error is virtually transparent to ROHC in the wireless systems like WiMAX, since the MAC provides the bit error checking function. In order to evaluate the performance of ROHC in the Mobile WiMAX environments, therefore, we evaluated the performance of ROHC with respect to the packet losses instead of bit error. We investigated the impact of the ROHC parameters that are recommended for the implementation in the ROHC and compared the performance of ROHC with PHS.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.3 no.4
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• pp.795-804
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• 1999

The increasing number of users of mobile communication systems and the corresponding need for increased system capacity require the use of a modulation scheme which is both power and spectrally efficient. In this paper, we numerically calculate the BER performance of DS/CDMA-BPSK system in different fading channel (Rayleigh, Rician, Shadow Rician). Also, we calculate BER performance and the channel capacity of DS/CDMA-BPSK system which is constant or nearly constant envelopes in 3-state fading channel model. The Shadow Rician fading model described in this paper apply the parameters of the Canadian Mobile Satellite (MSAT). And we assume that the 3-state fading channel model is consist of Rayleigh fading state, Rician fading state, and shadow Rician fading state. This model can be used as a basis for the simulation of the land mobile satellite channel. The dynamic 3-state fading channel model is considered corresponding to different environments and the transitions between these environments. From the numerically calculate results, the DS/CDMA-BPSK system with MUI-20, PG-511 can not achieve the BER performance ($P_b\leq10^{-5}$). And the channel capacity did not meet the system requirement. Also, we know that the BER performance is depend m the occupancy probability of radio channel and the degree of shadow. From the results, we how that during shadowed time intervals it is necessary to use some form of error control coding and receiver diversity in order to support reliable data communication.

• Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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• 1995.04a
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• pp.213-216
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• 1995

공사장의 건설기계 소음은 저주파 에너지를 많이 가지고 있기 때문에, 일단 소음이 발생되면 그 전파가 멀리까지 감쇄없이 진행하는 물리적 특징을 가지고 있으며 현실적으로 흡음재처리를 통한 소음방지효과는 저조한 실정이다. 특히, 선진국에서는 건설기계 등의 엄격한 소음 인증제도 실시로 인해 국내 일부 건설장비 생산제품이 외국에서 요구하는 소음규제치를 초과하기 때문에 저소음, 저진동 건설기계 설계 기술의 발전이 없으면, 향후 수출여건이 점차 어려워지고 있다. 이와같은 주변여건의 변화로 인해 건설기계를 생산하는 입체에서는 공사장 소음과 같은 저주파 에너지에 의해 지배 받는 소음문제를 효과적으로 저감시키기 위한 건설기계의 저소음, 저진동 설계의 필요성을 심각하게 인식하고 있는 실정이다. 건설기계중, 소음이 문제시되는 기계로는 지반정지공사, 기초공사, 콘크리트공사, 포장공사, 파괴 및 해체공사와 기타등 6가지가 있다. 이중에서 환경연구원의 연구결과에 따르면, 항타기, 브레이커 및 착암기가 높은 소음도를 나타내고 있다. 가장 높은 소음을 배출하고 있는 항타기는 기초 공사에 쓰이는 것으로써 지반 천공후 H빔을 싣는 디젤 항타기의 경우, 소음도가 107dBA를 보여주고 있다. 이 값은 기계로부터 7m 떨어진 거리에서 측정된 값이다. 또, 파괴 및 해제공사에 쓰이는 브레이커는 98dBA의 소음도를 보여주고 있다. 착암기는 작용원리에 따라 91-96dBA의 소음을 배출하고 있다. 본 연구에서는 건설기계중 소음이 높아 문제시 되고 있는 유압 브레이커의 저소음 설계기술개발에 관한 내용이다. 저소음 브레이커의 개발을 위해 소음에너지의 전달경로를 검토하고, 현실성있는 소음방지 대책을 제시하였다. 연구결과, 브레이커의 설계개량을 통해, 10dB의 소음저감효과를 볼 수 있어 만족스러운 결과를 도출할 수 있었다.타를 처리하기에는 부적절한 방법임이 널리 알려진 사실이다[3]. 최근에 Ben Mrad와 Fassois[4]는 신호에 잡음이 존재하여도 이를 잘 처리할 수 있는 확률적(stochastic) 방법을 개발하여 기존의 결정적 방법들과 그 결과를 비교하였다. 그러나, 개발된 방법은 응답 신호에 백색잡음(white noise)이 섞이는 특수한 경우에만 사용할 수 있게 만들어져서 이 방법의 실질적인 적용에는 어려움이 있다. 본 연구에서는 기존의 방법들의 단점을 극복할 수 있는 새로운 회귀적 모우드 변수 규명 방법을 개발하였다. 이는 Fassois와 Lee가 ARMAX모델의 계수를 효율적으로 추정하기 위하여 개발한 뱉치방법인 Suboptimum Maximum Likelihood 방법[5]를 기초로 하여 개발하였다. 개발된 방법의 장점은 응답 신호에 유색잡음이 존재하여도 모우드 변수들을 항상 정확하게 구할 수 있으며, 또한 알고리즘의 안정성이 보장된 것이다.. 여기서는 실험실 수준의 평 판모델을 제작하고 실제 현장에서 이루어질 수 있는 진동제어 구조물에 대 한 동적실험 및 FRS를 수행하는 과정과 동일하게 따름으로써 실제 발생할 수 있는 오차나 error를 실험실내의 차원에서 파악하여 진동원을 있는 구조 물에 대한 진동제어기술을 보유하고자 한다. 이용한 해마의 부피측정은 해마경화증 환자의 진단에 있어 육안적인 MR 진단이 어려운 제한된 경우에만 실제적 도움을 줄 수 있는 보조적인 방법으로 생각된다.ofile whereas relaxivity at high field is not affected by τS. On the other hand, the change in τV does not affect low field profile but strongly in fluences on both inflection

• Food Science of Animal Resources
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• v.27 no.2
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• pp.150-156
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• 2007

This study was conducted to analyze the genetic characteristics of Korean Native Pigs(KNP), and to establish an individual identification system comprising many microsatellite markers located on different pig autosomes. Genotype data from 13 microsatellites typed in 446 animals was used to determine the validation of a method of individual identification in 4 KNP. A total of 112 alleles of the 13 microsatellites were detected and average heterozygosities(polymorphic information content) ranged from 0.286(0.423) to 0.686(0.796) in this study. Comparing the pattern of allele frequency among the KNP, Yorkshire, Landrace and Duroc breeds, there was specific differentiation between populations at multi-allelic loci. The cumulative power of discrimination(CPD) was 99.999% by including 10 microsatellite loci for the individual identification system. The probability that two different individuals incidentally have same genotype was estimated to be $0.36{\times}10^{-9}$. The system employing these 10 markers therefore proved to be applicable to the individual identification of KNP.