• Title/Summary/Keyword: neural network learning

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The Effect of Data Size on the k-NN Predictability: Application to Samsung Electronics Stock Market Prediction (데이터 크기에 따른 k-NN의 예측력 연구: 삼성전자주가를 사례로)

  • Chun, Se-Hak
    • Journal of Intelligence and Information Systems
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    • v.25 no.3
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    • pp.239-251
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    • 2019
  • Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.

Feature Vector Extraction and Classification Performance Comparison According to Various Settings of Classifiers for Fault Detection and Classification of Induction Motor (유도 전동기의 고장 검출 및 분류를 위한 특징 벡터 추출과 분류기의 다양한 설정에 따른 분류 성능 비교)

  • Kang, Myeong-Su;Nguyen, Thu-Ngoc;Kim, Yong-Min;Kim, Cheol-Hong;Kim, Jong-Myon
    • The Journal of the Acoustical Society of Korea
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    • v.30 no.8
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    • pp.446-460
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    • 2011
  • The use of induction motors has been recently increasing with automation in aeronautical and automotive industries, and it playes a significant role. This has motivated that many researchers have studied on developing fault detection and classification systems of an induction motor in order to minimize economical damage caused by its fault. With this reason, this paper proposed feature vector extraction methods based on STE (short-time energy)+SVD (singular value decomposition) and DCT (discrete cosine transform)+SVD techniques to early detect and diagnose faults of induction motors, and classified faults of an induction motor into different types of them by using extracted features as inputs of BPNN (back propagation neural network) and multi-layer SVM (support vector machine). When BPNN and multi-lay SVM are used as classifiers for fault classification, there are many settings that affect classification performance: the number of input layers, the number of hidden layers and learning algorithms for BPNN, and standard deviation values of Gaussian radial basis function for multi-layer SVM. Therefore, this paper quantitatively simulated to find appropriate settings for those classifiers yielding higher classification performance than others.

Building an Analytical Platform of Big Data for Quality Inspection in the Dairy Industry: A Machine Learning Approach (유제품 산업의 품질검사를 위한 빅데이터 플랫폼 개발: 머신러닝 접근법)

  • Hwang, Hyunseok;Lee, Sangil;Kim, Sunghyun;Lee, Sangwon
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.125-140
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    • 2018
  • As one of the processes in the manufacturing industry, quality inspection inspects the intermediate products or final products to separate the good-quality goods that meet the quality management standard and the defective goods that do not. The manual inspection of quality in a mass production system may result in low consistency and efficiency. Therefore, the quality inspection of mass-produced products involves automatic checking and classifying by the machines in many processes. Although there are many preceding studies on improving or optimizing the process using the data generated in the production process, there have been many constraints with regard to actual implementation due to the technical limitations of processing a large volume of data in real time. The recent research studies on big data have improved the data processing technology and enabled collecting, processing, and analyzing process data in real time. This paper aims to propose the process and details of applying big data for quality inspection and examine the applicability of the proposed method to the dairy industry. We review the previous studies and propose a big data analysis procedure that is applicable to the manufacturing sector. To assess the feasibility of the proposed method, we applied two methods to one of the quality inspection processes in the dairy industry: convolutional neural network and random forest. We collected, processed, and analyzed the images of caps and straws in real time, and then determined whether the products were defective or not. The result confirmed that there was a drastic increase in classification accuracy compared to the quality inspection performed in the past.

Detection of Obstructive Sleep Apnea Using Heart Rate Variability (심박변화율을 이용한 폐쇄성 수면무호흡 검출)

  • Choi Ho-Seon;Cho Sung-Pil
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.42 no.3 s.303
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    • pp.47-52
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    • 2005
  • Obstructive Sleep Apnea (OSA) is a representative symptom of sleep disorder caused by the obstruction of upper airway. Because OSA causes not only excessive daytime sleepiness and fatigue, hypertension and arrhythmia but also cardiac arrest and sudden death during sleep in the severe case, it is very important to detect the occurrence and the frequency of OSA. OSA is usually diagnosed through the laboratory-based Polysomnography (PSG) which is uncomfortable and expensive. Therefore researches to improve the disadvantages of PSG are needed and studies for the detection of OSA using only one or two parameters are being made as alternatives to PSG. In this paper, we developed an algorithm for the detection of OSA based on Heart Rate Variability (HRV). The proposed method is applied to the ECG data sets provided from PhysioNet which consist of learning set and training set. We extracted features for the detection of OSA such as average and standard deviation of 1 minute R-R interval, power spectrum of R-R interval and S-peak amplitude from data sets. These features are applied to the input of neural network. As a result, we obtained sensitivity of $89.66\%$ and specificity of $95.25\%$. It shows that the features suggested in this study are useful to detect OSA.

Transpiration Prediction of Sweet Peppers Hydroponically-grown in Soilless Culture via Artificial Neural Network Using Environmental Factors in Greenhouse (온실의 환경요인을 이용한 인공신경망 기반 수경 재배 파프리카의 증산량 추정)

  • Nam, Du Sung;Lee, Joon Woo;Moon, Tae Won;Son, Jung Eek
    • Journal of Bio-Environment Control
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    • v.26 no.4
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    • pp.411-417
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    • 2017
  • Environmental and growth factors such as light intensity, vapor pressure deficit, and leaf area index are important variables that can change the transpiration rate of plants. The objective of this study was to compare the transpiration rates estimated by modified Penman-Monteith model and artificial neural network. The transpiration rate of paprika (Capsicum annuum L. cv. Fiesta) was obtained by using the change in substrate weight measured by load cells. Radiation, temperature, relative humidity, and substrate weight were collected every min for 2 months. Since the transpiration rate cannot be accurately estimated with linear equations, a modified Penman-Monteith equation using compensated radiation (Shin et al., 2014) was used. On the other hand, ANN was applied to estimating the transpiration rate. For this purpose, an ANN composed of an input layer using radiation, temperature, relative humidity, leaf area index, and time as input factors and five hidden layers was constructed. The number of perceptons in each hidden layer was 512, which showed the highest accuracy. As a result of validation, $R^2$ values of the modified model and ANN were 0.82 and 0.94, respectively. Therefore, it is concluded that the ANN can estimate the transpiration rate more accurately than the modified model and can be applied to the efficient irrigation strategy in soilless cultures.

The Implementable Functions of the CoreNet of a Multi-Valued Single Neuron Network (단층 코어넷 다단입력 인공신경망회로의 함수에 관한 구현가능 연구)

  • Park, Jong Joon
    • Journal of IKEEE
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    • v.18 no.4
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    • pp.593-602
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    • 2014
  • One of the purposes of an artificial neural netowrk(ANNet) is to implement the largest number of functions as possible with the smallest number of nodes and layers. This paper presents a CoreNet which has a multi-leveled input value and a multi-leveled output value with a 2-layered ANNet, which is the basic structure of an ANNet. I have suggested an equation for calculating the capacity of the CoreNet, which has a p-leveled input and a q-leveled output, as $a_{p,q}={\frac{1}{2}}p(p-1)q^2-{\frac{1}{2}}(p-2)(3p-1)q+(p-1)(p-2)$. I've applied this CoreNet into the simulation model 1(5)-1(6), which has 5 levels of an input and 6 levels of an output with no hidden layers. The simulation result of this model gives, the maximum 219 convergences for the number of implementable functions using the cot(${\sqrt{x}}$) input leveling method. I have also shown that, the 27 functions are implementable by the calculation of weight values(w, ${\theta}$) with the multi-threshold lines in the weight space, which are diverged in the simulation results. Therefore the 246 functions are implementable in the 1(5)-1(6) model, and this coincides with the value from the above eqution $a_{5,6}(=246)$. I also show the implementable function numbering method in the weight space.

A Study on Classification of CNN-based Linux Malware using Image Processing Techniques (영상처리기법을 이용한 CNN 기반 리눅스 악성코드 분류 연구)

  • Kim, Se-Jin;Kim, Do-Yeon;Lee, Hoo-Ki;Lee, Tae-Jin
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.9
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    • pp.634-642
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    • 2020
  • With the proliferation of Internet of Things (IoT) devices, using the Linux operating system in various architectures has increased. Also, security threats against Linux-based IoT devices are increasing, and malware variants based on existing malware are constantly appearing. In this paper, we propose a system where the binary data of a visualized Executable and Linkable Format (ELF) file is applied to Local Binary Pattern (LBP) image processing techniques and a median filter to classify malware in a Convolutional Neural Network (CNN). As a result, the original image showed the highest accuracy and F1-score at 98.77%, and reproducibility also showed the highest score at 98.55%. For the median filter, the highest precision was 99.19%, and the lowest false positive rate was 0.008%. Using the LBP technique confirmed that the overall result was lower than putting the original ELF file through the median filter. When the results of putting the original file through image processing techniques were classified by majority, it was confirmed that the accuracy, precision, F1-score, and false positive rate were better than putting the original file through the median filter. In the future, the proposed system will be used to classify malware families or add other image processing techniques to improve the accuracy of majority vote classification. Or maybe we mean "the use of Linux O/S distributions for various architectures has increased" instead? If not, please rephrase as intended.

A Research about Time Domain Estimation Method for Greenhouse Environmental Factors based on Artificial Intelligence (인공지능 기반 온실 환경인자의 시간영역 추정)

  • Lee, JungKyu;Oh, JongWoo;Cho, YongJin;Lee, Donghoon
    • Journal of Bio-Environment Control
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    • v.29 no.3
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    • pp.277-284
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    • 2020
  • To increase the utilization of the intelligent methodology of smart farm management, estimation modeling techniques are required to assess prior examination of crops and environment changes in realtime. A mandatory environmental factor such as CO2 is challenging to establish a reliable estimation model in time domain accounted for indoor agricultural facilities where various correlated variables are highly coupled. Thus, this study was conducted to develop an artificial neural network for reducing time complexity by using environmental information distributed in adjacent areas from a time perspective as input and output variables as CO2. The environmental factors in the smart farm were continuously measured using measuring devices that integrated sensors through experiments. Modeling 1 predicted by the mean data of the experiment period and modeling 2 predicted by the day-to-day data were constructed to predict the correlation of CO2. Modeling 2 predicted by the previous day's data learning performed better than Modeling 1 predicted by the 60-day average value. Until 30 days, most of them showed a coefficient of determination between 0.70 and 0.88, and Model 2 was about 0.05 higher. However, after 30 days, the modeling coefficients of both models showed low values below 0.50. According to the modeling approach, comparing and analyzing the values of the determinants showed that data from adjacent time zones were relatively high performance at points requiring prediction rather than a fixed neural network model.

Empirical Research on Search model of Web Service Repository (웹서비스 저장소의 검색기법에 관한 실증적 연구)

  • Hwang, You-Sub
    • Journal of Intelligence and Information Systems
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    • v.16 no.4
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    • pp.173-193
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    • 2010
  • The World Wide Web is transitioning from being a mere collection of documents that contain useful information toward providing a collection of services that perform useful tasks. The emerging Web service technology has been envisioned as the next technological wave and is expected to play an important role in this recent transformation of the Web. By providing interoperable interface standards for application-to-application communication, Web services can be combined with component-based software development to promote application interaction and integration within and across enterprises. To make Web services for service-oriented computing operational, it is important that Web services repositories not only be well-structured but also provide efficient tools for an environment supporting reusable software components for both service providers and consumers. As the potential of Web services for service-oriented computing is becoming widely recognized, the demand for an integrated framework that facilitates service discovery and publishing is concomitantly growing. In our research, we propose a framework that facilitates Web service discovery and publishing by combining clustering techniques and leveraging the semantics of the XML-based service specification in WSDL files. We believe that this is one of the first attempts at applying unsupervised artificial neural network-based machine-learning techniques in the Web service domain. We have developed a Web service discovery tool based on the proposed approach using an unsupervised artificial neural network and empirically evaluated the proposed approach and tool using real Web service descriptions drawn from operational Web services repositories. We believe that both service providers and consumers in a service-oriented computing environment can benefit from our Web service discovery approach.

CNN-Based Hand Gesture Recognition for Wearable Applications (웨어러블 응용을 위한 CNN 기반 손 제스처 인식)

  • Moon, Hyeon-Chul;Yang, Anna;Kim, Jae-Gon
    • Journal of Broadcast Engineering
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    • v.23 no.2
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    • pp.246-252
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    • 2018
  • Hand gestures are attracting attention as a NUI (Natural User Interface) of wearable devices such as smart glasses. Recently, to support efficient media consumption in IoT (Internet of Things) and wearable environments, the standardization of IoMT (Internet of Media Things) is in the progress in MPEG. In IoMT, it is assumed that hand gesture detection and recognition are performed on a separate device, and thus provides an interoperable interface between these modules. Meanwhile, deep learning based hand gesture recognition techniques have been recently actively studied to improve the recognition performance. In this paper, we propose a method of hand gesture recognition based on CNN (Convolutional Neural Network) for various applications such as media consumption in wearable devices which is one of the use cases of IoMT. The proposed method detects hand contour from stereo images acquisitioned by smart glasses using depth information and color information, constructs data sets to learn CNN, and then recognizes gestures from input hand contour images. Experimental results show that the proposed method achieves the average 95% hand gesture recognition rate.