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디노이징 필터와 LSTM을 활용한 KOSPI200 선물지수 예측
이낙영(Nak Young Lee),오경주(Kyong Joo Oh) 한국데이터정보과학회 2019 한국데이터정보과학회지 Vol.30 No.3
딥러닝 모형을 통해 금융시장을 예측하는 연구는 활발하지만 디노이징 필터를 적용하여 금융 데이터의 노이즈를 제거함으로써 예측 모형의 성능을 높이는 연구는 거의 이루어지지 않고 있다. 따라서, 본 연구의 목적은 디노이징 필터를 사용하여 데이터의 노이즈를 제거한 후 시계열 예측에 유용한 딥러닝 모형인 LSTM의 예측 성능을 높이는 것이다. KOSPI200 선물지수의 일봉과 30분봉 데이터를 이용해 실증분석을 하였다. 디노이징 필터를 적용한 예측 모형의 성능이 기존 LSTM보다 전체 기간 실험과 슬라이딩 윈도우 실험을 통해 우수함을 입증하였다. 또한, 제안한 디노이징 필터 중 사비츠키-골레이 필터가 이동평균 필터보다 예측 모형 성능 향상에 유용함을 확인하였다. 향후, 디노이징 필터가 다양한 딥러닝 모형의 예측 성능 향상에 사용될 수 있음을 기대한다. There has been many studies which predict the financial market using the deep learning model. However, there has been few studies which apply the denoising filter that improves the performance of predictions removing the noise of financial data. Therefore, the purpose of this study is to apply denoising filter to remove noise from data and then to improve the prediction performance of long short term memory, a deep learning model which is useful for time series prediction. We conducted an empirical analysis using daily and 30 min KOSPI200 futures index data. It is proven that the performance of prediction model using denoising filter is superior to that of the previous long short term memory for the whole period and the sliding window experiment. Also, we confirmed that savitzky-golay filter is more useful for improving the prediction model performance than moving average filter. In the future, denosing filter may be used to improve the prediction performance of various deep learning models.
단속적 검사에서 스트레스한계를 가지는 램프스트레스시험을 위한 비모수적 추정
이낙영 ( Nak Young Lee ),안웅환 ( Ung Hwan Ahn ) 한국품질경영학회 2004 품질경영학회지 Vol.32 No.4
This paper considers a nonparametric estimation of lifetime distribution for ramp stress tests with stress bound under intermittent inspection. The test items are inspected only at specified time points and so the collected observations are grouped data. Under the cumulative exposure model, two nonparametric estimation methods of estimating the lifetime distribution at use condition stress are proposed for the situation which the time transformation function relating stress to lifetime is a type of the inverse power law. Each of items is initially put on test under ramp stress and then survivors are put on test under constant stress, where all failures in the inspection interval are assumed to occur at the midpoint or the endpoint of that interval. Two proposed estimators of quantile from grouped data consisting of the number of items failed in each inspection interval are numerically compared with the maximum likelihood estimator(MLE) based on Weibull distribution.
양재영(Jae Young Yang),이낙영(Nak Young Lee) 한국신뢰성학회 2015 신뢰성응용연구 Vol.15 No.3
It is important to obtain the information of population center for establishing the balanced development policy of a nation. In this note, the population center of Korea is obtained using 2010 Census data and compared with the past population centers. The weighted average method is used for calculating the population center. The results of this note will be able to contribute in the regional population distribution policies.
유양하(Yu Yang-Ha),이낙영(Lee Nak-Young),김호순(Kim Ho-Soon) 한국철도학회 2010 한국철도학회 학술발표대회논문집 Vol.2010 No.7
At present, KORAIL is in the middle of renovating. All steps exert great effort at cost reduction and a profit improvement. Especially to improve maintenance method and inspection period at the rolling-stock division lots of research is under progress. Daily inspection of rolling stocks is to operate the rolling stock normally. Daily inspection items are driving control device, coupling device, brake system, water system and air conditioning system, electrical system etc. Half of the maintenance manpower are inputted at daily inspection. Strengthens the quality and optimize the proportion of daily inspection are urgent problem. Daily inspection period extension aim is as follows. KTX from 3,500㎞ to 5,000㎞, passenger car from 1st to 3,500㎞, new style electric locomotive from 2nd to 5,000㎞, the diesel locomotive is 2,800㎞ from 1,200㎞. In this paper, the optimal daily inspection period and methods are considered including expected problem and counter measures.
최석규 ( Seok-gyu Choi ),이낙영 ( Nak-young Lee ) 한국재정정책학회 2024 財政政策論集 Vol.26 No.2
The purpose of this study is to analyze the current status and problems of the domestic family business inheritance deduction system and suggest improvement measures. To this end, we analyzed previous studies and analyzed problems with the family business inheritance deduction system, such as the irrationality of the high inheritance tax rate that appears during intergenerational succession in domestic companies and the irrationality of the post-management of family business inheritance, and came up with improvement measures. In particular, rather than simply limiting the reform of family business inheritance deductions for taxpayers under the Inheritance and Gift Tax Act, the study also proposed improvements in personnel standards for post-management of family business inheritance in consideration of Korea’s current low birth rate. In addition, a broad and reformative plan to reform the family business inheritance deduction tax system that can help prepare for the future, including changes in industries to suit and survive in the era of the 4th Industrial Revolution, was also drawn. The improvement policy for the family business inheritance deduction system derived from the analysis results is as follows. In other words, Policies such as relaxation of industry sector and adjustment of sales standards for corporate inheritance deductions, expansion of family business inheritance deductions and abolition of inheritance tax, easing of employment conditions due to changes in the labor environment for workers, introduction of an inheritance acquisition tax system with a performance burden to ease the tax burden, comprehensive income tax of family business inheritance tax simplifying the sum and reducing the tax rate, expanding the annual payment of family business inheritance tax, and actively abolishing requirements for personnel restrictions on family business heirs are needed.
김유광,이우준,백명진,천용식,이낙영,Kim, You-gwang,Lee, Woo-jun,Baek, Myung-jin,Chun, Young-Sik,Lee, Nak-young 항공우주시스템공학회 2015 항공우주시스템공학회지 Vol.9 No.2
The various risk factors that affected schedule, costs and mission success, etc. in development of the satellite. This paper derives the considerable "Cost of Quality" factors in the satellite development phase through the survey of practical techniques in respect of measurement of quality cost in the commercial products manufacturing, and proposes mitigation strategy of quality cost using the approach that can be minimized it.