• 제목/요약/키워드: movement prediction

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A Prediction of Stock Price Movements Using Support Vector Machines in Indonesia

  • ARDYANTA, Ervandio Irzky;SARI, Hasrini
    • The Journal of Asian Finance, Economics and Business
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    • 제8권8호
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    • pp.399-407
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    • 2021
  • Stock movement is difficult to predict because it has dynamic characteristics and is influenced by many factors. Even so, there are some approaches to predict stock price movements, namely technical analysis, fundamental analysis, and sentiment analysis. Many researches have tried to predict stock price movement by utilizing these analysis techniques. However, the results obtained are varied and inconsistent depending on the variables and object used. This is because stock price movement is influenced by a variety of factors, and it is likely that those studies did not cover all of them. One of which is that no research considers the use of fundamental analysis in terms of currency exchange rates and the use of foreign stock price index movement related to the technical analysis. This research aims to predict stock price movements in Indonesia based on sentiment analysis, technical analysis, and fundamental analysis using Support Vector Machine. The result obtained has a prediction accuracy rate of 65,33% on an average. The inclusion of currency exchange rate and foreign stock price index movement as a predictor in this research which can increase average prediction accuracy rate by 11.78% compared to the prediction without using these two variables which only results in average prediction accuracy rate of 53.55%.

DTN에서 Markov Chain을 이용한 노드의 이동 예측 기법 (Prediction method of node movement using Markov Chain in DTN)

  • 전일규;이강환
    • 한국정보통신학회논문지
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    • 제20권5호
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    • pp.1013-1019
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    • 2016
  • 본 논문에서는 Delay Tolerant Network(DTN)에서 Markov chain으로 노드의 속성 정보를 분석하여 노드의 이동경로를 예측하는 알고리즘을 제안한다. 기존 DTN에서의 예측기반 라우팅 기법은 노드가 미리 정해진 스케줄에 따라 이동하게 된다. 이러한 네트워크에서는 스케줄을 예측할 수 없는 환경에서 노드의 신뢰성이 낮아지는 문제가 있다. 본 논문에서는 이러한 문제를 극복하기 위해 노드의 속성 정보를 Markov chain을 적용하고 일정 구간에서 시간에 따른 노드의 이동 경로를 예측하는 CMCP(Context-awareness Markov-Chain Prediction)알고리즘을 제안한다. 제안하는 알고리즘은 노드의 속성 정보 중 노드의 속력과 방향성을 근사한 후 Markov chain을 이용하여 제한된 주기와 버퍼의 범위에서 확률전이 매트릭스를 생성하여 노드의 이동 경로를 예측하는 알고리즘이다. 주어진 모의실험 환경에서 노드의 이동 경로 예측을 통해 중계 노드를 선정하여 라우팅 함으로써 메시지 전송 지연 시간이 감소하고 전송률이 증가함 보여주고 있다.

익스트림 그라디언트 부스팅을 이용한 지수/주가 이동 방향 예측 (Prediction of the Movement Directions of Index and Stock Prices Using Extreme Gradient Boosting)

  • 김형도
    • 한국콘텐츠학회논문지
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    • 제18권9호
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    • pp.623-632
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    • 2018
  • 주가 이동 방향의 정확한 예측이 주식 매매에 관한 전략적 의사결정에 중요한 역할을 할 수 있기 때문에 투자자와 연구자 모두의 관심이 높다. 주가 이동 방향에 관한 기존 연구들을 종합해보면, 주식 시장에 따라서 그리고 예측 기간에 따라서 다양한 변수가 고려되고 있음을 알 수 있다. 이 연구에서는 한국 주식 시장을 대표하는 지수와 주식들을 대상으로 이동 방향 예측 기간에 따라서 어떤 데이터마이닝 기법의 성능이 우수한 것인지를 분석하고자 하였다. 특히, 최근 공개경쟁에서 활발히 사용되며 그 우수성이 입증되고 있는 익스트림 그라디언트 부스팅 기법을 주가 이동 방향 예측 문제에 적용하고자 하였으며, SVM, 랜덤 포리스트, 인공 신경망과 같이 기존 연구에서 우수한 것으로 보고된 데이터마이닝 기법들과 비교하여 분석하였다. 12년간 데이터를 사용하여 1일 후에서 5일 후까지의 이동 방향을 예측하는 실험을 통해서, 예측 기간과 종목에 따라서 선택된 변수들에 차이가 있으며, 1-4일 후 예측에서는 익스트림 그라디언트 부스팅이 다른 기법들과 부분적으로 동등함을 가지면서도 가장 우수함을 확인하였다.

Using an Adaptive Search Tree to Predict User Location

  • Oh, Se-Chang
    • Journal of Information Processing Systems
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    • 제8권3호
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    • pp.437-444
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    • 2012
  • In this paper, we propose a method for predicting a user's location based on their past movement patterns. There is no restriction on the length of past movement patterns when using this method to predict the current location. For this purpose, a modified search tree has been devised. The search tree is constructed in an effective manner while it additionally learns the movement patterns of a user one by one. In fact, the time complexity of the learning process for a movement pattern is linear. In this process, the search tree expands to take into consideration more details about the movement patterns when a pattern that conflicts with an existing trained pattern is found. In this manner, the search tree is trained to make an exact matching, as needed, for location prediction. In the experiments, the results showed that this method is highly accurate in comparison with more complex and sophisticated methods. Also, the accuracy deviation of users of this method is significantly lower than for any other methods. This means that this method is highly stable for the variations of behavioral patterns as compared to any other method. Finally, 1.47 locations were considered on average for making a prediction with this method. This shows that the prediction process is very efficient.

MOVEMENT CONTROL OF HIGH-RISE BUILDINGS DURING CONSTRUCTION

  • Taehun Ha;Sungho Lee;Bohwan Oh
    • 국제학술발표논문집
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    • The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
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    • pp.46-51
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    • 2011
  • High-rise buildings are widely being constructed in the Middle-East, South-East, and East Asia. These buildings are usually willing to stand for the landmark of the region and, therefore, exhibit some extraordinary features such as super-tall height, elevation set-backs, overhangs, or free-form exterior surface, all of which makes the construction difficult, complex, and even unsafe at some construction stages. In addition to the elaborately planned construction sequence, prediction and monitoring of building's movement during construction and after completion are required for precise and safe construction. This is often called the Building Movement Control during construction. This study describes Building Movement Control of the KLCC Tower, a 58-story office building currently being built right next to the famous PETRONAS Twin Towers. The main items of the Building Movement Control for the KLCC Tower are axial shortening and verticality. Preliminary prediction of these items are already carried out by the structural design team but more accurate prediction based on construction stage analysis and combined with time-dependent material testing, field monitoring, and site survey is done by the main contractor. As of September 2010, the Tower is under construction at level 30, where the plan abruptly changes from rectangle to triangle. Findings and troubleshooting until the current construction stage are explained in detail and implementations are suggested for future applications.

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지반굴착 흙막이공의 정보화시공 종합관리를 위한 역해석 프로그램 개발 (Development of Back Analysis Program for Total Management Using Observational Method of Earth Retaining Structures under Ground Excavation)

  • 오정환;조철현;김성재;백영식
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2001년도 정보화시공 학술발표회
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    • pp.103-122
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    • 2001
  • For prediction of ground movement per the excavation step, observational results of ground movement during the construction was very different with prediction during the analysis of design. step because of the uncertainty of the numerical analysis modelling, the soil parameter, and the condition of a construction field, etc. however accuratly numerical analysis method was applied. Therefore, the management system through the construction field measurement should be achieved for grasping the situation during the excavation. Until present, the measurement system restricted by ‘Absolute Value Management system’only analyzing the stability of present step was executed. So, it was difficult situation to expect the prediction of ground movement for the next excavation step. In this situation, it was developed that ‘The Management system TOMAS-EXCAV’ consisted of ‘Absolute value management system’ analyzing the stability of present step and ‘Prediction management system’ expecting the ground movement of next excavation step and analyzing the stability of next excavation step by‘Back Analysis’. TOMAS-EXCAV could be applied to all uncertainty of earth retaining structures analysis by connecting ‘Forward analysis program’ and ‘Back analysis program’ and optimizing the main design variables using SQP-MMFD optimization method through measurement results. The application of TOMAS-EXCAV was confirmed that verifed the three earth retaing construction field by back analysis.

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Psychophysical cost function of joint movement for arm reach posture prediction

  • 최재호;김성환;정의승
    • 한국경영과학회:학술대회논문집
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    • 대한산업공학회/한국경영과학회 1994년도 춘계공동학술대회논문집; 창원대학교; 08월 09일 Apr. 1994
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    • pp.561-568
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    • 1994
  • A man model can be used as an effective tool to design ergonomically sound products and workplaces, and subsequently evaluate them properly. For a man model to be truly useful, it must be integrated with a posture prediction model which should be capable of representing the human arm reach posture in the context of equipments and workspaces. Since the human movement possesses redundant degrees of freedom, accurate representation or prediction of human movement was known to be a difficult problem. To solve this redundancy problem, a psychophysical cost function was suggested in this study which defines a cost value for each joint movement angle. The psychophysical cost function developed integrates the psychophysical discomfort of joints and the joint range availability concept which has been used for redundant arm manipulation in robotics to predict the arm reach posture. To properly predict an arm reach posture, an arm reach posture prediction model was then developed in which a posture configuration that provides the minimum total cost is chosen. The predictivity of the psychophysical cost function was compared with that of the biomechanical cost function which is based on the minimization of joint torque. Here, the human body is regarded as a two-dimensional multi-link system which consists of four links ; trunk, upper arm, lower arm and hand. Real reach postures were photographed from the subjects and were compared to the postures predicted by the model. Results showed that the postures predicted by the psychophysical cost function closely simulated human reach postures and the predictivity was more accurate than that by the biomechanical cost function.

Application of black box model for height prediction of the fractured zone in coal mining

  • Zhang, Shichuan;Li, Yangyang;Xu, Cuicui
    • Geomechanics and Engineering
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    • 제13권6호
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    • pp.997-1010
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    • 2017
  • The black box model is a relatively new option for nonlinear dynamic system identification. It can be used for prediction problems just based on analyzing the input and output data without considering the changes of the internal structure. In this paper, a black box model was presented to solve unconstrained overlying strata movement problems in coal mine production. Based on the black box theory, the overlying strata regional system was viewed as a "black box", and the black box model on overburden strata movement was established. Then, the rock mechanical properties and the mining thickness and mined-out section area were selected as the subject and object respectively, and the influences of coal mining on the overburden regional system were discussed. Finally, a corrected method for height prediction of the fractured zone was obtained. According to actual mine geological conditions, the measured geological data were introduced into the black box model of overlying strata movement for height calculation, and the fractured zone height was determined as 40.36 m, which was comparable to the actual height value (43.91 m) of the fractured zone detected by Double-block Leak Hunting in Drill. By comparing the calculation result and actual surface subsidence value, it can be concluded that the proposed model is adaptable for height prediction of the fractured zone.

A Human Movement Stream Processing System for Estimating Worker Locations in Shipyards

  • Duong, Dat Van Anh;Yoon, Seokhoon
    • International Journal of Internet, Broadcasting and Communication
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    • 제13권4호
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    • pp.135-142
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    • 2021
  • Estimating the locations of workers in a shipyard is beneficial for a variety of applications such as selecting potential forwarders for transferring data in IoT services and quickly rescuing workers in the event of industrial disasters or accidents. In this work, we propose a human movement stream processing system for estimating worker locations in shipyards based on Apache Spark and TensorFlow serving. First, we use Apache Spark to process location data streams. Then, we design a worker location prediction model to estimate the locations of workers. TensorFlow serving manages and executes the worker location prediction model. When there are requirements from clients, Apache Spark extracts input data from the processed data for the prediction model and then sends it to TensorFlow serving for estimating workers' locations. The worker movement data is needed to evaluate the proposed system but there are no available worker movement traces in shipyards. Therefore, we also develop a mobility model for generating the workers' movements in shipyards. Based on synthetic data, the proposed system is evaluated. It obtains a high performance and could be used for a variety of tasksin shipyards.