• Title/Summary/Keyword: recursive

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True Orthoimage Generation from LiDAR Intensity Using Deep Learning (딥러닝에 의한 라이다 반사강도로부터 엄밀정사영상 생성)

  • Shin, Young Ha;Hyung, Sung Woong;Lee, Dong-Cheon
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.38 no.4
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    • pp.363-373
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    • 2020
  • During last decades numerous studies generating orthoimage have been carried out. Traditional methods require exterior orientation parameters of aerial images and precise 3D object modeling data and DTM (Digital Terrain Model) to detect and recover occlusion areas. Furthermore, it is challenging task to automate the complicated process. In this paper, we proposed a new concept of true orthoimage generation using DL (Deep Learning). DL is rapidly used in wide range of fields. In particular, GAN (Generative Adversarial Network) is one of the DL models for various tasks in imaging processing and computer vision. The generator tries to produce results similar to the real images, while discriminator judges fake and real images until the results are satisfied. Such mutually adversarial mechanism improves quality of the results. Experiments were performed using GAN-based Pix2Pix model by utilizing IR (Infrared) orthoimages, intensity from LiDAR data provided by the German Society for Photogrammetry, Remote Sensing and Geoinformation (DGPF) through the ISPRS (International Society for Photogrammetry and Remote Sensing). Two approaches were implemented: (1) One-step training with intensity data and high resolution orthoimages, (2) Recursive training with intensity data and color-coded low resolution intensity images for progressive enhancement of the results. Two methods provided similar quality based on FID (Fréchet Inception Distance) measures. However, if quality of the input data is close to the target image, better results could be obtained by increasing epoch. This paper is an early experimental study for feasibility of DL-based true orthoimage generation and further improvement would be necessary.

Closed Integral Form Expansion for the Highly Efficient Analysis of Fiber Raman Amplifier (라만증폭기의 효율적인 성능분석을 위한 라만방정식의 적분형 전개와 수치해석 알고리즘)

  • Choi, Lark-Kwon;Park, Jae-Hyoung;Kim, Pil-Han;Park, Jong-Han;Park, Nam-Kyoo
    • Korean Journal of Optics and Photonics
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    • v.16 no.3
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    • pp.182-190
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    • 2005
  • The fiber Raman amplifier(FRA) is a distinctly advantageous technology. Due to its wider, flexible gain bandwidth, and intrinsically lower noise characteristics, FRA has become an indispensable technology of today. Various FRA modeling methods, with different levels of convergence speed and accuracy, have been proposed in order to gain valuable insights for the FRA dynamics and optimum design before real implementation. Still, all these approaches share the common platform of coupled ordinary differential equations(ODE) for the Raman equation set that must be solved along the long length of fiber propagation axis. The ODE platform has classically set the bar for achievable convergence speed, resulting exhaustive calculation efforts. In this work, we propose an alternative, highly efficient framework for FRA analysis. In treating the Raman gain as the perturbation factor in an adiabatic process, we achieved implementation of the algorithm by deriving a recursive relation for the integrals of power inside fiber with the effective length and by constructing a matrix formalism for the solution of the given FRA problem. Finally, by adiabatically turning on the Raman process in the fiber as increasing the order of iterations, the FRA solution can be obtained along the iteration axis for the whole length of fiber rather than along the fiber propagation axis, enabling faster convergence speed, at the equivalent accuracy achievable with the methods based on coupled ODEs. Performance comparison in all co-, counter-, bi-directionally pumped multi-channel FRA shows more than 102 times faster with the convergence speed of the Average power method at the same level of accuracy(relative deviation < 0.03dB).

Radio location algorithm in microcellular wide-band CDMA environment (마이크로 셀룰라 Wide-band CDMA 환경에서의 위치 추정 알고리즘)

  • Chang, Jin-Weon;Han, Il;Sung, Dan-Keun;Shin, Bung-Chul;Hong, Een-Kee
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.23 no.8
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    • pp.2052-2063
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    • 1998
  • Various full-scale radio location systems have been developed since ground-based radio navigation systems appeared during World War II, and more recently global positioning systems (GPS) have been widely used as a representative location system. In addition, radio location systems based on cellular systems are intensively being studied as cellular services become more and more popular. However, these studies have been focused mainly on macrocellular systems of which based stations are mutually synchronized. There has been no study about systems of which based stations are asynchronous. In this paper, we proposed two radio location algorithms in microcellular CDMA systems of which base stations are asychronous. The one is to estimate the position of a personal station at the center of rectangular shaped area which approximates the realistic common area. The other, as a method based on road map, is to first find candidate positions, the centers of roads pseudo-range-distant from the base station which the personal station belongs to and then is to estimate the position by monitoring the pilot signal strengths of neighboring base stations. We compare these two algorithms with three wide-spread algorithms through computer simulations and investigate interference effect on measuring pseudo ranges. The proposed algorithms require no recursive calculations and yield smaller position error than the existing algorithms because of less affection of non-line-of-signt propagation in microcellular environments.

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The Recognition Characteristics of Science Gifted Students on the Earth System based on their Thinking Style (과학 영재 학생들의 사고양식에 따른 지구시스템에 대한 인지 특성)

  • Lee, Hyonyong;Kim, Seung-Hwan
    • Journal of Science Education
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    • v.33 no.1
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    • pp.12-30
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    • 2009
  • The purpose of this study was to analyze recognition characteristics of science gifted students on the earth system based on their thinking style. The subjects were 24 science gifted students at the Science Institute for Gifted Students of a university located in metropolitan city in Korea. The students' thinking styles were firstly examined on the basis of the Sternberg's theory of mental self-government. And then, the students were divided into two groups: Type I group(legislative, judicial, global, liberal) and Type II group(executive, local, conservative) based on Sternberg's theory. Data was collected from three different type of questionnaires(A, B, C types), interview, word association method, drawing analyses, concept map, hidden dimension inventory, and in-depth interviews. The findings of analysis indicated that their thinking styles were characterized by 'Legislative', 'Executive', 'Anarchic', 'Global', 'External', 'Liberal' styles. Their preference were conducting new projects and using creative problem solving processes. The results of students' recognition characteristics on earth system were as follows: First, though the two groups' quantitative value on 'System Understanding' was very similar, there were considerable distinctions in details. Second, 'Understanding the Relationship in the System' was closely connected to thinking styles. Type I group was more advantageous with multiple, dynamic, and recursive approach. Third, in the relation to 'System Generalization' both of the groups had similar simple interpretational ability of the system, but Type I group was better on generalization when 'hidden dimension inventory' factor was added. On the system prediction factor, however, students' ability was weak regardless of the type. Consequently, more specific development strategies on various objects are needed for the development and application of the system learning program. Furthermore, it is expected that this study could be practically and effectively used on various fields related to system recognition.

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Very short-term rainfall prediction based on radar image learning using deep neural network (심층신경망을 이용한 레이더 영상 학습 기반 초단시간 강우예측)

  • Yoon, Seongsim;Park, Heeseong;Shin, Hongjoon
    • Journal of Korea Water Resources Association
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    • v.53 no.12
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    • pp.1159-1172
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    • 2020
  • This study applied deep convolution neural network based on U-Net and SegNet using long period weather radar data to very short-term rainfall prediction. And the results were compared and evaluated with the translation model. For training and validation of deep neural network, Mt. Gwanak and Mt. Gwangdeoksan radar data were collected from 2010 to 2016 and converted to a gray-scale image file in an HDF5 format with a 1km spatial resolution. The deep neural network model was trained to predict precipitation after 10 minutes by using the four consecutive radar image data, and the recursive method of repeating forecasts was applied to carry out lead time 60 minutes with the pretrained deep neural network model. To evaluate the performance of deep neural network prediction model, 24 rain cases in 2017 were forecast for rainfall up to 60 minutes in advance. As a result of evaluating the predicted performance by calculating the mean absolute error (MAE) and critical success index (CSI) at the threshold of 0.1, 1, and 5 mm/hr, the deep neural network model showed better performance in the case of rainfall threshold of 0.1, 1 mm/hr in terms of MAE, and showed better performance than the translation model for lead time 50 minutes in terms of CSI. In particular, although the deep neural network prediction model performed generally better than the translation model for weak rainfall of 5 mm/hr or less, the deep neural network prediction model had limitations in predicting distinct precipitation characteristics of high intensity as a result of the evaluation of threshold of 5 mm/hr. The longer lead time, the spatial smoothness increase with lead time thereby reducing the accuracy of rainfall prediction The translation model turned out to be superior in predicting the exceedance of higher intensity thresholds (> 5 mm/hr) because it preserves distinct precipitation characteristics, but the rainfall position tends to shift incorrectly. This study are expected to be helpful for the improvement of radar rainfall prediction model using deep neural networks in the future. In addition, the massive weather radar data established in this study will be provided through open repositories for future use in subsequent studies.

Performance of Investment Strategy using Investor-specific Transaction Information and Machine Learning (투자자별 거래정보와 머신러닝을 활용한 투자전략의 성과)

  • Kim, Kyung Mock;Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.65-82
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    • 2021
  • Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.

A Ranking Algorithm for Semantic Web Resources: A Class-oriented Approach (시맨틱 웹 자원의 랭킹을 위한 알고리즘: 클래스중심 접근방법)

  • Rho, Sang-Kyu;Park, Hyun-Jung;Park, Jin-Soo
    • Asia pacific journal of information systems
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    • v.17 no.4
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    • pp.31-59
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    • 2007
  • We frequently use search engines to find relevant information in the Web but still end up with too much information. In order to solve this problem of information overload, ranking algorithms have been applied to various domains. As more information will be available in the future, effectively and efficiently ranking search results will become more critical. In this paper, we propose a ranking algorithm for the Semantic Web resources, specifically RDF resources. Traditionally, the importance of a particular Web page is estimated based on the number of key words found in the page, which is subject to manipulation. In contrast, link analysis methods such as Google's PageRank capitalize on the information which is inherent in the link structure of the Web graph. PageRank considers a certain page highly important if it is referred to by many other pages. The degree of the importance also increases if the importance of the referring pages is high. Kleinberg's algorithm is another link-structure based ranking algorithm for Web pages. Unlike PageRank, Kleinberg's algorithm utilizes two kinds of scores: the authority score and the hub score. If a page has a high authority score, it is an authority on a given topic and many pages refer to it. A page with a high hub score links to many authoritative pages. As mentioned above, the link-structure based ranking method has been playing an essential role in World Wide Web(WWW), and nowadays, many people recognize the effectiveness and efficiency of it. On the other hand, as Resource Description Framework(RDF) data model forms the foundation of the Semantic Web, any information in the Semantic Web can be expressed with RDF graph, making the ranking algorithm for RDF knowledge bases greatly important. The RDF graph consists of nodes and directional links similar to the Web graph. As a result, the link-structure based ranking method seems to be highly applicable to ranking the Semantic Web resources. However, the information space of the Semantic Web is more complex than that of WWW. For instance, WWW can be considered as one huge class, i.e., a collection of Web pages, which has only a recursive property, i.e., a 'refers to' property corresponding to the hyperlinks. However, the Semantic Web encompasses various kinds of classes and properties, and consequently, ranking methods used in WWW should be modified to reflect the complexity of the information space in the Semantic Web. Previous research addressed the ranking problem of query results retrieved from RDF knowledge bases. Mukherjea and Bamba modified Kleinberg's algorithm in order to apply their algorithm to rank the Semantic Web resources. They defined the objectivity score and the subjectivity score of a resource, which correspond to the authority score and the hub score of Kleinberg's, respectively. They concentrated on the diversity of properties and introduced property weights to control the influence of a resource on another resource depending on the characteristic of the property linking the two resources. A node with a high objectivity score becomes the object of many RDF triples, and a node with a high subjectivity score becomes the subject of many RDF triples. They developed several kinds of Semantic Web systems in order to validate their technique and showed some experimental results verifying the applicability of their method to the Semantic Web. Despite their efforts, however, there remained some limitations which they reported in their paper. First, their algorithm is useful only when a Semantic Web system represents most of the knowledge pertaining to a certain domain. In other words, the ratio of links to nodes should be high, or overall resources should be described in detail, to a certain degree for their algorithm to properly work. Second, a Tightly-Knit Community(TKC) effect, the phenomenon that pages which are less important but yet densely connected have higher scores than the ones that are more important but sparsely connected, remains as problematic. Third, a resource may have a high score, not because it is actually important, but simply because it is very common and as a consequence it has many links pointing to it. In this paper, we examine such ranking problems from a novel perspective and propose a new algorithm which can solve the problems under the previous studies. Our proposed method is based on a class-oriented approach. In contrast to the predicate-oriented approach entertained by the previous research, a user, under our approach, determines the weights of a property by comparing its relative significance to the other properties when evaluating the importance of resources in a specific class. This approach stems from the idea that most queries are supposed to find resources belonging to the same class in the Semantic Web, which consists of many heterogeneous classes in RDF Schema. This approach closely reflects the way that people, in the real world, evaluate something, and will turn out to be superior to the predicate-oriented approach for the Semantic Web. Our proposed algorithm can resolve the TKC(Tightly Knit Community) effect, and further can shed lights on other limitations posed by the previous research. In addition, we propose two ways to incorporate data-type properties which have not been employed even in the case when they have some significance on the resource importance. We designed an experiment to show the effectiveness of our proposed algorithm and the validity of ranking results, which was not tried ever in previous research. We also conducted a comprehensive mathematical analysis, which was overlooked in previous research. The mathematical analysis enabled us to simplify the calculation procedure. Finally, we summarize our experimental results and discuss further research issues.

A Study on Developing a VKOSPI Forecasting Model via GARCH Class Models for Intelligent Volatility Trading Systems (지능형 변동성트레이딩시스템개발을 위한 GARCH 모형을 통한 VKOSPI 예측모형 개발에 관한 연구)

  • Kim, Sun-Woong
    • Journal of Intelligence and Information Systems
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    • v.16 no.2
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    • pp.19-32
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    • 2010
  • Volatility plays a central role in both academic and practical applications, especially in pricing financial derivative products and trading volatility strategies. This study presents a novel mechanism based on generalized autoregressive conditional heteroskedasticity (GARCH) models that is able to enhance the performance of intelligent volatility trading systems by predicting Korean stock market volatility more accurately. In particular, we embedded the concept of the volatility asymmetry documented widely in the literature into our model. The newly developed Korean stock market volatility index of KOSPI 200, VKOSPI, is used as a volatility proxy. It is the price of a linear portfolio of the KOSPI 200 index options and measures the effect of the expectations of dealers and option traders on stock market volatility for 30 calendar days. The KOSPI 200 index options market started in 1997 and has become the most actively traded market in the world. Its trading volume is more than 10 million contracts a day and records the highest of all the stock index option markets. Therefore, analyzing the VKOSPI has great importance in understanding volatility inherent in option prices and can afford some trading ideas for futures and option dealers. Use of the VKOSPI as volatility proxy avoids statistical estimation problems associated with other measures of volatility since the VKOSPI is model-free expected volatility of market participants calculated directly from the transacted option prices. This study estimates the symmetric and asymmetric GARCH models for the KOSPI 200 index from January 2003 to December 2006 by the maximum likelihood procedure. Asymmetric GARCH models include GJR-GARCH model of Glosten, Jagannathan and Runke, exponential GARCH model of Nelson and power autoregressive conditional heteroskedasticity (ARCH) of Ding, Granger and Engle. Symmetric GARCH model indicates basic GARCH (1, 1). Tomorrow's forecasted value and change direction of stock market volatility are obtained by recursive GARCH specifications from January 2007 to December 2009 and are compared with the VKOSPI. Empirical results indicate that negative unanticipated returns increase volatility more than positive return shocks of equal magnitude decrease volatility, indicating the existence of volatility asymmetry in the Korean stock market. The point value and change direction of tomorrow VKOSPI are estimated and forecasted by GARCH models. Volatility trading system is developed using the forecasted change direction of the VKOSPI, that is, if tomorrow VKOSPI is expected to rise, a long straddle or strangle position is established. A short straddle or strangle position is taken if VKOSPI is expected to fall tomorrow. Total profit is calculated as the cumulative sum of the VKOSPI percentage change. If forecasted direction is correct, the absolute value of the VKOSPI percentage changes is added to trading profit. It is subtracted from the trading profit if forecasted direction is not correct. For the in-sample period, the power ARCH model best fits in a statistical metric, Mean Squared Prediction Error (MSPE), and the exponential GARCH model shows the highest Mean Correct Prediction (MCP). The power ARCH model best fits also for the out-of-sample period and provides the highest probability for the VKOSPI change direction tomorrow. Generally, the power ARCH model shows the best fit for the VKOSPI. All the GARCH models provide trading profits for volatility trading system and the exponential GARCH model shows the best performance, annual profit of 197.56%, during the in-sample period. The GARCH models present trading profits during the out-of-sample period except for the exponential GARCH model. During the out-of-sample period, the power ARCH model shows the largest annual trading profit of 38%. The volatility clustering and asymmetry found in this research are the reflection of volatility non-linearity. This further suggests that combining the asymmetric GARCH models and artificial neural networks can significantly enhance the performance of the suggested volatility trading system, since artificial neural networks have been shown to effectively model nonlinear relationships.