• Title/Summary/Keyword: trend algorithm

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A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

The Audience Behavior-based Emotion Prediction Model for Personalized Service (고객 맞춤형 서비스를 위한 관객 행동 기반 감정예측모형)

  • Ryoo, Eun Chung;Ahn, Hyunchul;Kim, Jae Kyeong
    • Journal of Intelligence and Information Systems
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    • v.19 no.2
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    • pp.73-85
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    • 2013
  • Nowadays, in today's information society, the importance of the knowledge service using the information to creative value is getting higher day by day. In addition, depending on the development of IT technology, it is ease to collect and use information. Also, many companies actively use customer information to marketing in a variety of industries. Into the 21st century, companies have been actively using the culture arts to manage corporate image and marketing closely linked to their commercial interests. But, it is difficult that companies attract or maintain consumer's interest through their technology. For that reason, it is trend to perform cultural activities for tool of differentiation over many firms. Many firms used the customer's experience to new marketing strategy in order to effectively respond to competitive market. Accordingly, it is emerging rapidly that the necessity of personalized service to provide a new experience for people based on the personal profile information that contains the characteristics of the individual. Like this, personalized service using customer's individual profile information such as language, symbols, behavior, and emotions is very important today. Through this, we will be able to judge interaction between people and content and to maximize customer's experience and satisfaction. There are various relative works provide customer-centered service. Specially, emotion recognition research is emerging recently. Existing researches experienced emotion recognition using mostly bio-signal. Most of researches are voice and face studies that have great emotional changes. However, there are several difficulties to predict people's emotion caused by limitation of equipment and service environments. So, in this paper, we develop emotion prediction model based on vision-based interface to overcome existing limitations. Emotion recognition research based on people's gesture and posture has been processed by several researchers. This paper developed a model that recognizes people's emotional states through body gesture and posture using difference image method. And we found optimization validation model for four kinds of emotions' prediction. A proposed model purposed to automatically determine and predict 4 human emotions (Sadness, Surprise, Joy, and Disgust). To build up the model, event booth was installed in the KOCCA's lobby and we provided some proper stimulative movie to collect their body gesture and posture as the change of emotions. And then, we extracted body movements using difference image method. And we revised people data to build proposed model through neural network. The proposed model for emotion prediction used 3 type time-frame sets (20 frames, 30 frames, and 40 frames). And then, we adopted the model which has best performance compared with other models.' Before build three kinds of models, the entire 97 data set were divided into three data sets of learning, test, and validation set. The proposed model for emotion prediction was constructed using artificial neural network. In this paper, we used the back-propagation algorithm as a learning method, and set learning rate to 10%, momentum rate to 10%. The sigmoid function was used as the transform function. And we designed a three-layer perceptron neural network with one hidden layer and four output nodes. Based on the test data set, the learning for this research model was stopped when it reaches 50000 after reaching the minimum error in order to explore the point of learning. We finally processed each model's accuracy and found best model to predict each emotions. The result showed prediction accuracy 100% from sadness, and 96% from joy prediction in 20 frames set model. And 88% from surprise, and 98% from disgust in 30 frames set model. The findings of our research are expected to be useful to provide effective algorithm for personalized service in various industries such as advertisement, exhibition, performance, etc.

The Availability of the step optimization in Monaco Planning system (모나코 치료계획 시스템에서 단계적 최적화 조건 실현의 유용성)

  • Kim, Dae Sup
    • The Journal of Korean Society for Radiation Therapy
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    • v.26 no.2
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    • pp.207-216
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    • 2014
  • Purpose : We present a method to reduce this gap and complete the treatment plan, to be made by the re-optimization is performed in the same conditions as the initial treatment plan different from Monaco treatment planning system. Materials and Methods : The optimization is carried in two steps when performing the inverse calculation for volumetric modulated radiation therapy or intensity modulated radiation therapy in Monaco treatment planning system. This study was the first plan with a complete optimization in two steps by performing all of the treatment plan, without changing the optimized condition from Step 1 to Step 2, a typical sequential optimization performed. At this time, the experiment was carried out with a pencil beam and Monte Carlo algorithm is applied In step 2. We compared initial plan and re-optimized plan with the same optimized conditions. And then evaluated the planning dose by measurement. When performing a re-optimization for the initial treatment plan, the second plan applied the step optimization. Results : When the common optimization again carried out in the same conditions in the initial treatment plan was completed, the result is not the same. From a comparison of the treatment planning system, similar to the dose-volume the histogram showed a similar trend, but exhibit different values that do not satisfy the conditions best optimized dose, dose homogeneity and dose limits. Also showed more than 20% different in comparison dosimetry. If different dose algorithms, this measure is not the same out. Conclusion : The process of performing a number of trial and error, and you get to the ultimate goal of treatment planning optimization process. If carried out to optimize the completion of the initial trust only the treatment plan, we could be made of another treatment plan. The similar treatment plan could not satisfy to optimization results. When you perform re-optimization process, you will need to apply the step optimized conditions, making sure the dose distribution through the optimization process.

A Case Study of a Text Mining Method for Discovering Evolutionary Patterns of Mobile Phone in Korea (국내 휴대폰의 진화패턴 규명을 위한 텍스트 마이닝 방안 제안 및 사례 연구)

  • On, Byung-Won
    • Journal of the Korea Society of Computer and Information
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    • v.20 no.2
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    • pp.29-45
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    • 2015
  • Systematic theory, concepts, and methodology for the biological evolution have been developed while patterns and principles of the evolution have been actively studied in the past 200 years. Furthermore, they are applied to various fields such as evolutionary economics, evolutionary psychology, evolutionary linguistics, making significant progress in research. In addition, existing studies have applied main biological evolutionary models to artifacts although such methods do not fit to them. These models are also limited to generalize evolutionary patterns of artifacts because they are designed in terms of a subjective point of view of experts who know well about the artifacts. Unlike biological organisms, because artifacts are likely to reflect the imagination of the human will, it is known that the theory of biological evolution cannot be directly applied to artifacts. In this paper, beyond the individual's subjective, the aim of our research is to present evolutionary patterns of a given artifact based on peeping the idea of the public. For this, we propose a text mining approach that presents a systematic framework that can find out the evolutionary patterns of a given artifact and then visualize effectively. In particular, based on our proposal, we focus mainly on a case study of mobile phone that has emerged as an icon of innovation in recent years. We collect and analyze review posts on mobile phone available in the domestic market over the past decade, and discuss the detailed results about evolutionary patterns of the mobile phone. Moreover, this kind of task is a tedious work over a long period of time because a small number of experts carry out an extensive literature survey and summarize a huge number of materials to finally draw a diagram of evolutionary patterns of the mobile phone. However, in this work, to minimize the human efforts, we present a semi-automatic mining algorithm, and through this research we can understand how human creativity and imagination are implemented. In addition, it is a big help to predict the future trend of mobile phone in business and industries.

Temporal and Spatial Characteristics of Sediment Yields from the Chungju Dam Upstream Watershed (충주댐 상류유역의 유사 발생에 대한 시공간적인 특성)

  • Kim, Chul-Gyum;Lee, Jeong-Eun;Kim, Nam-Won
    • Journal of Korea Water Resources Association
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    • v.40 no.11
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    • pp.887-898
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    • 2007
  • A physically based semi-distributed model, SWAT was applied to the Chungju Dam upstream watershed in order to investigate the spatial and temporal characteristics of watershed sediment yields. For this, general features of the SWAT and sediment simulation algorithm within the model were described briefly, and watershed sediment modeling system was constructed after calibration and validation of parameters related to the runoff and sediment. With this modeling system, temporal and spatial variation of soil loss and sediment yields according to watershed scales, land uses, and reaches was analyzed. Sediment yield rates with drainage areas resulted in $0.5{\sim}0.6ton/ha/yr$ excluding some upstream sub-watersheds and showed around 0.51 ton/ha/yr above the areas of $1,000km^2$. Annual average soil loss according to land use represented the higher values in upland areas, but relatively lower in paddy and forest areas which were similar to the previous results from other researchers. Among the upstream reaches, Pyeongchanggang and Jucheongang showed higher sediment yields which was thought to be caused by larger area and higher fraction of upland than other upstream sub-areas. Monthly sediment yields at the main outlet showed same trend with seasonal rainfall distribution, that is, approximately 62% of annual yield was generated during July to August and the amount was about 208 ton/yr. From the results, we could obtain the uniform value of sediment yield rate and could roughly evaluate the effect of soil loss with land uses, and also could analyze the temporal and spatial characteristics of sediment yields from each reach and monthly variation for the Chungju Dam upstream watershed.

Analysis of Influence on Galic Crops and Its Economical Value by Meteorological and Climatological Information (기상기후정보가 마늘 작물에 미치는 영향과 경제적 가치 분석)

  • Park, Seung Hye;Moon, Yun Seob;Jeong, Ok Jin;Kang, Woo Kyeong;Kim, Da Bin
    • Journal of the Korean earth science society
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    • v.39 no.5
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    • pp.419-435
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    • 2018
  • The purpose of this study is to understand meteorological and climatological factors that have influence on the garlic product in Seosan and Taean, and to analyze the economic value according to the use of climatical information data for garlic farmers. The climatological characteristics and trends in this area are analyzed using the meteorological data at the Seosan local meteorological agency from 1984 to 2013, the national statistical data for the product of garlic from 1989 to 2013, and the scenario data for climate change (RCP 4.5 and 8.5) for the period from 2001 to 2100. The results are as follows. First, the condition of lower temperature for garlic growth in winter season is satisfied with the mean air temperature. The wind speed are lower and stronger in Seosan and Taean than other garlic area. The suitable condition for the growth of northern type of garlic shows the decreasing trend in the accumulated precipitation in May. However, the area of growing the northern type garlic in the future is likely diminished because mean air temperature, accumulated precipitation, and mean wind speed are strong in the harvest time of garlic. Second, the seedtime of the northern and southern type of garlic using climate change scenarios (RCP 4.5, 8.5) in Seosan and Taean is getting late as time passes. and the harvest time gets faster, which indicates s that the period of garlic cultivation becomes shorter from 50 days to around 90 in the next 100 years. Third, the beginning days of white rot and delia platura of garlic are estimated by applying to the meteorological algorithm using mean air temperature and soil humidity. Especially, the beginning day of white rot garlic is shown to be faster according to the scenarios of RCP 4.5 and RCP 8.5. Fourth, the product of garlic (kg/10a) shows a high correlation with the minimum air temperature of a wintering time, the mean wind speed of a wintering time, the accumulated precipitation of a corpulent time, and the mean relative humidity of corpulent time of garlic. On the other hand, the analysis of garlic product when using the meteorological information data in cultivating garlic in Seosan and Taean reveals that the economic value increases up to 9% in total.

Comparative Analysis of the Keywords in Taekwondo News Articles by Year: Applying Topic Modeling Method (태권도 뉴스기사의 연도별 주제어 비교분석: 토픽모델링 적용)

  • Jeon, Minsoo;Lim, Hyosung
    • Journal of Digital Convergence
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    • v.19 no.11
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    • pp.575-583
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    • 2021
  • This study aims to analyze Taekwondo trends according to news articles by year by applying topic modeling. In order to examine the Taekwondo trend through media reports, articles including news articles and Taekwondo specialized media articles were collected through Big Kinds of the Korea Press Foundation. The search period was divided into three sections: before 2000, 2001~2010, and 2011~2020. A total of 12,124 items were selected as research data. For topic analysis, pre-processing was performed, and topic analysis was performed using the LDA algorithm. In this case, python 3 was applied for all analysis. First, as a result of analyzing the topics of media articles by year, 'World' was the most common keyword before 2000. 'South and North Korea' was next common and 'Olympic' was the third commonest topic. From 2001 to 2010, 'World' was the most common topic, followed by 'Association' and 'World Taekwondo'. From 2011 to 2020, 'World', 'Demonstration', and 'Kukkiwon' was the most common topic in that order. Second, as a result of analyzing news articles before 2000 by topic modeling, topics were divided into two categories. Specifically, Topic 1 was selected as 'South-North Korea sports exchange' and Topic 2 was selected as 'Adoption of Olympic demonstration events'. Third, as a result of analyzing news articles from 2001 to 2010 by topic modeling, three topics were selected. Topic 1 was selected as 'Taekwondo Demonstration Performance and Corruption', Topic 2 was selected as 'Muju Taekwondo Park Creation', and Topic 3 was selected as 'World Taekwondo Festival'. Fourth, as a result of analyzing news articles from 2011 to 2020 by topic modeling, three topics were selected. Topic 1 was selected as 'Successful Hosting of the 2018 Pyeongchang Winter Olympics', Topic 2 was selected as 'North-South Korea Taekwondo Joint Demonstration Performance', and Topic 3 was selected as '2017 Muju World Taekwondo Championships'.