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An Accurate Cryptocurrency Price Forecasting using Reverse Walk-Forward Validation (역순 워크 포워드 검증을 이용한 암호화폐 가격 예측)

  • Ahn, Hyun;Jang, Baekcheol
    • Journal of Internet Computing and Services
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    • v.23 no.4
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    • pp.45-55
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    • 2022
  • The size of the cryptocurrency market is growing. For example, market capitalization of bitcoin exceeded 500 trillion won. Accordingly, many studies have been conducted to predict the price of cryptocurrency, and most of them have similar methodology of predicting stock prices. However, unlike stock price predictions, machine learning become best model in cryptocurrency price predictions, conceptually cryptocurrency has no passive income from ownership, and statistically, cryptocurrency has at least three times higher liquidity than stocks. Thats why we argue that a methodology different from stock price prediction should be applied to cryptocurrency price prediction studies. We propose Reverse Walk-forward Validation (RWFV), which modifies Walk-forward Validation (WFV). Unlike WFV, RWFV measures accuracy for Validation by pinning the Validation dataset directly in front of the Test dataset in time series, and gradually increasing the size of the Training dataset in front of it in time series. Train data were cut according to the size of the Train dataset with the highest accuracy among all measured Validation accuracy, and then combined with Validation data to measure the accuracy of the Test data. Logistic regression analysis and Support Vector Machine (SVM) were used as the analysis model, and various algorithms and parameters such as L1, L2, rbf, and poly were applied for the reliability of our proposed RWFV. As a result, it was confirmed that all analysis models showed improved accuracy compared to existing studies, and on average, the accuracy increased by 1.23%p. This is a significant improvement in accuracy, given that most of the accuracy of cryptocurrency price prediction remains between 50% and 60% through previous studies.

Impacts of Seasonal and Interannual Variabilities of Sea Surface Temperature on its Short-term Deep-learning Prediction Model Around the Southern Coast of Korea (한국 남부 해역 SST의 계절 및 경년 변동이 단기 딥러닝 모델의 SST 예측에 미치는 영향)

  • JU, HO-JEONG;CHAE, JEONG-YEOB;LEE, EUN-JOO;KIM, YOUNG-TAEG;PARK, JAE-HUN
    • The Sea:JOURNAL OF THE KOREAN SOCIETY OF OCEANOGRAPHY
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    • v.27 no.2
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    • pp.49-70
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    • 2022
  • Sea Surface Temperature (SST), one of the ocean features, has a significant impact on climate, marine ecosystem and human activities. Therefore, SST prediction has been always an important issue. Recently, deep learning has drawn much attentions, since it can predict SST by training past SST patterns. Compared to the numerical simulations, deep learning model is highly efficient, since it can estimate nonlinear relationships between input data. With the recent development of Graphics Processing Unit (GPU) in computer, large amounts of data can be calculated repeatedly and rapidly. In this study, Short-term SST will be predicted through Convolutional Neural Network (CNN)-based U-Net that can handle spatiotemporal data concurrently and overcome the drawbacks of previously existing deep learning-based models. The SST prediction performance depends on the seasonal and interannual SST variabilities around the southern coast of Korea. The predicted SST has a wide range of variance during spring and summer, while it has small range of variance during fall and winter. A wide range of variance also has a significant correlation with the change of the Pacific Decadal Oscillation (PDO) index. These results are found to be affected by the intensity of the seasonal and PDO-related interannual SST fronts and their intensity variations along the southern Korean seas. This study implies that the SST prediction performance using the developed deep learning model can be significantly varied by seasonal and interannual variabilities in SST.

Generative optical flow based abnormal object detection method using a spatio-temporal translation network

  • Lim, Hyunseok;Gwak, Jeonghwan
    • Journal of the Korea Society of Computer and Information
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    • v.26 no.4
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    • pp.11-19
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    • 2021
  • An abnormal object refers to a person, an object, or a mechanical device that performs abnormal and unusual behavior and needs observation or supervision. In order to detect this through artificial intelligence algorithm without continuous human intervention, a method of observing the specificity of temporal features using optical flow technique is widely used. In this study, an abnormal situation is identified by learning an algorithm that translates an input image frame to an optical flow image using a Generative Adversarial Network (GAN). In particular, we propose a technique that improves the pre-processing process to exclude unnecessary outliers and the post-processing process to increase the accuracy of identification in the test dataset after learning to improve the performance of the model's abnormal behavior identification. UCSD Pedestrian and UMN Unusual Crowd Activity were used as training datasets to detect abnormal behavior. For the proposed method, the frame-level AUC 0.9450 and EER 0.1317 were shown in the UCSD Ped2 dataset, which shows performance improvement compared to the models in the previous studies.

Prediction of cyanobacteria harmful algal blooms in reservoir using machine learning and deep learning (머신러닝과 딥러닝을 이용한 저수지 유해 남조류 발생 예측)

  • Kim, Sang-Hoon;Park, Jun Hyung;Kim, Byunghyun
    • Journal of Korea Water Resources Association
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    • v.54 no.spc1
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    • pp.1167-1181
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    • 2021
  • In relation to the algae bloom, four types of blue-green algae that emit toxic substances are designated and managed as harmful Cyanobacteria, and prediction information using a physical model is being also published. However, as algae are living organisms, it is difficult to predict according to physical dynamics, and not easy to consider the effects of numerous factors such as weather, hydraulic, hydrology, and water quality. Therefore, a lot of researches on algal bloom prediction using machine learning have been recently conducted. In this study, the characteristic importance of water quality factors affecting the occurrence of Cyanobacteria harmful algal blooms (CyanoHABs) were analyzed using the random forest (RF) model for Bohyeonsan Dam and Yeongcheon Dam located in Yeongcheon-si, Gyeongsangbuk-do and also predicted the occurrence of harmful blue-green algae using the machine learning and deep learning models and evaluated their accuracy. The water temperature and total nitrogen (T-N) were found to be high in common, and the occurrence prediction of CyanoHABs using artificial neural network (ANN) also predicted the actual values closely, confirming that it can be used for the reservoirs that require the prediction of harmful cyanobacteria for algal management in the future.

Prediction Model of Real Estate ROI with the LSTM Model based on AI and Bigdata

  • Lee, Jeong-hyun;Kim, Hoo-bin;Shim, Gyo-eon
    • International journal of advanced smart convergence
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    • v.11 no.1
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    • pp.19-27
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    • 2022
  • Across the world, 'housing' comprises a significant portion of wealth and assets. For this reason, fluctuations in real estate prices are highly sensitive issues to individual households. In Korea, housing prices have steadily increased over the years, and thus many Koreans view the real estate market as an effective channel for their investments. However, if one purchases a real estate property for the purpose of investing, then there are several risks involved when prices begin to fluctuate. The purpose of this study is to design a real estate price 'return rate' prediction model to help mitigate the risks involved with real estate investments and promote reasonable real estate purchases. Various approaches are explored to develop a model capable of predicting real estate prices based on an understanding of the immovability of the real estate market. This study employs the LSTM method, which is based on artificial intelligence and deep learning, to predict real estate prices and validate the model. LSTM networks are based on recurrent neural networks (RNN) but add cell states (which act as a type of conveyer belt) to the hidden states. LSTM networks are able to obtain cell states and hidden states in a recursive manner. Data on the actual trading prices of apartments in autonomous districts between January 2006 and December 2019 are collected from the Actual Trading Price Disclosure System of the Ministry of Land, Infrastructure and Transport (MOLIT). Additionally, basic data on apartments and commercial buildings are collected from the Public Data Portal and Seoul Metropolitan Government's data portal. The collected actual trading price data are scaled to monthly average trading amounts, and each data entry is pre-processed according to address to produce 168 data entries. An LSTM model for return rate prediction is prepared based on a time series dataset where the training period is set as April 2015~August 2017 (29 months), the validation period is set as September 2017~September 2018 (13 months), and the test period is set as December 2018~December 2019 (13 months). The results of the return rate prediction study are as follows. First, the model achieved a prediction similarity level of almost 76%. After collecting time series data and preparing the final prediction model, it was confirmed that 76% of models could be achieved. All in all, the results demonstrate the reliability of the LSTM-based model for return rate prediction.

A Vision Transformer Based Recommender System Using Side Information (부가 정보를 활용한 비전 트랜스포머 기반의 추천시스템)

  • Kwon, Yujin;Choi, Minseok;Cho, Yoonho
    • Journal of Intelligence and Information Systems
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    • v.28 no.3
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    • pp.119-137
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    • 2022
  • Recent recommendation system studies apply various deep learning models to represent user and item interactions better. One of the noteworthy studies is ONCF(Outer product-based Neural Collaborative Filtering) which builds a two-dimensional interaction map via outer product and employs CNN (Convolutional Neural Networks) to learn high-order correlations from the map. However, ONCF has limitations in recommendation performance due to the problems with CNN and the absence of side information. ONCF using CNN has an inductive bias problem that causes poor performances for data with a distribution that does not appear in the training data. This paper proposes to employ a Vision Transformer (ViT) instead of the vanilla CNN used in ONCF. The reason is that ViT showed better results than state-of-the-art CNN in many image classification cases. In addition, we propose a new architecture to reflect side information that ONCF did not consider. Unlike previous studies that reflect side information in a neural network using simple input combination methods, this study uses an independent auxiliary classifier to reflect side information more effectively in the recommender system. ONCF used a single latent vector for user and item, but in this study, a channel is constructed using multiple vectors to enable the model to learn more diverse expressions and to obtain an ensemble effect. The experiments showed our deep learning model improved performance in recommendation compared to ONCF.

Strawberry Pests and Diseases Detection Technique Optimized for Symptoms Using Deep Learning Algorithm (딥러닝을 이용한 병징에 최적화된 딸기 병충해 검출 기법)

  • Choi, Young-Woo;Kim, Na-eun;Paudel, Bhola;Kim, Hyeon-tae
    • Journal of Bio-Environment Control
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    • v.31 no.3
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    • pp.255-260
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    • 2022
  • This study aimed to develop a service model that uses a deep learning algorithm for detecting diseases and pests in strawberries through image data. In addition, the pest detection performance of deep learning models was further improved by proposing segmented image data sets specialized in disease and pest symptoms. The CNN-based YOLO deep learning model was selected to enhance the existing R-CNN-based model's slow learning speed and inference speed. A general image data set and a proposed segmented image dataset was prepared to train the pest and disease detection model. When the deep learning model was trained with the general training data set, the pest detection rate was 81.35%, and the pest detection reliability was 73.35%. On the other hand, when the deep learning model was trained with the segmented image dataset, the pest detection rate increased to 91.93%, and detection reliability was increased to 83.41%. This study concludes with the possibility of improving the performance of the deep learning model by using a segmented image dataset instead of a general image dataset.

An Analysis of Inquiry Activities Performed by Pre-service Elementary Teachers to Learn Optical Phenomena Using Algodoo Simulations (Algodoo 시뮬레이션을 활용한 초등 예비교사의 광학 현상 탐구 활동 분석)

  • Park, Jeongwoo
    • Journal of Korean Elementary Science Education
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    • v.41 no.3
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    • pp.538-552
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    • 2022
  • This study attempted to understand the characteristics of pedagogic activities performed by pre-service elementary school teachers. To this end, it applied Algodoo simulations to analyze the actions of students and obtain educational implications for optical learning. The study's participants comprised 79 first-year students enrolled in a teacher training college. Their activities could be classified as representation reproductions, verification experiments, and inquiry experiments. Students who performed representation reproduction exercises replicated renowned and authoritative exemplars, apprehending and demonstrating their principal features through simulations. Students performing verification experiments attempted to validate previously learned optical concepts by reviewing the relevant theoretical contexts. Such students primarily conducted simple experiments. Students accomplishing inquiry experiments used simulations to explore phenomena they did not know. Some of them even investigated optical phenomena beyond the domain of general physics. The above results confirmed that free optical experiments performed using Algodoo can effectively denote starting points for learners to engage in activities at varying levels. Additionally, students require assistance from instructors in addressing queries about the application of the principles and models related to optics. This study suggests ways in which instructors should help students at each level of activity. Additionally, the paper presents examples of varying levels of inquiry-related activities available on Algodoo. It also discusses the advantages and disadvantages of performing inquiry-based activities on Algodoo and suggests ways of enhancing the learning achieved through this platform.

A Korean menu-ordering sentence text-to-speech system using conformer-based FastSpeech2 (콘포머 기반 FastSpeech2를 이용한 한국어 음식 주문 문장 음성합성기)

  • Choi, Yerin;Jang, JaeHoo;Koo, Myoung-Wan
    • The Journal of the Acoustical Society of Korea
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    • v.41 no.3
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    • pp.359-366
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    • 2022
  • In this paper, we present the Korean menu-ordering Sentence Text-to-Speech (TTS) system using conformer-based FastSpeech2. Conformer is the convolution-augmented transformer, which was originally proposed in Speech Recognition. Combining two different structures, the Conformer extracts better local and global features. It comprises two half Feed Forward module at the front and the end, sandwiching the Multi-Head Self-Attention module and Convolution module. We introduce the Conformer in Korean TTS, as we know it works well in Korean Speech Recognition. For comparison between transformer-based TTS model and Conformer-based one, we train FastSpeech2 and Conformer-based FastSpeech2. We collected a phoneme-balanced data set and used this for training our models. This corpus comprises not only general conversation, but also menu-ordering conversation consisting mainly of loanwords. This data set is the solution to the current Korean TTS model's degradation in loanwords. As a result of generating a synthesized sound using ParallelWave Gan, the Conformer-based FastSpeech2 achieved superior performance of MOS 4.04. We confirm that the model performance improved when the same structure was changed from transformer to Conformer in the Korean TTS.

Text Classification Using Heterogeneous Knowledge Distillation

  • Yu, Yerin;Kim, Namgyu
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.10
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    • pp.29-41
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    • 2022
  • Recently, with the development of deep learning technology, a variety of huge models with excellent performance have been devised by pre-training massive amounts of text data. However, in order for such a model to be applied to real-life services, the inference speed must be fast and the amount of computation must be low, so the technology for model compression is attracting attention. Knowledge distillation, a representative model compression, is attracting attention as it can be used in a variety of ways as a method of transferring the knowledge already learned by the teacher model to a relatively small-sized student model. However, knowledge distillation has a limitation in that it is difficult to solve problems with low similarity to previously learned data because only knowledge necessary for solving a given problem is learned in a teacher model and knowledge distillation to a student model is performed from the same point of view. Therefore, we propose a heterogeneous knowledge distillation method in which the teacher model learns a higher-level concept rather than the knowledge required for the task that the student model needs to solve, and the teacher model distills this knowledge to the student model. In addition, through classification experiments on about 18,000 documents, we confirmed that the heterogeneous knowledge distillation method showed superior performance in all aspects of learning efficiency and accuracy compared to the traditional knowledge distillation.