Juwon Kim

LG
h-index8
3papers
1citation
Novelty53%
AI Score36

3 Papers

RODec 3, 2025
MSG-Loc: Multi-Label Likelihood-based Semantic Graph Matching for Object-Level Global Localization

Gihyeon Lee, Jungwoo Lee, Juwon Kim et al.

Robots are often required to localize in environments with unknown object classes and semantic ambiguity. However, when performing global localization using semantic objects, high semantic ambiguity intensifies object misclassification and increases the likelihood of incorrect associations, which in turn can cause significant errors in the estimated pose. Thus, in this letter, we propose a multi-label likelihood-based semantic graph matching framework for object-level global localization. The key idea is to exploit multi-label graph representations, rather than single-label alternatives, to capture and leverage the inherent semantic context of object observations. Based on these representations, our approach enhances semantic correspondence across graphs by combining the likelihood of each node with the maximum likelihood of its neighbors via context-aware likelihood propagation. For rigorous validation, data association and pose estimation performance are evaluated under both closed-set and open-set detection configurations. In addition, we demonstrate the scalability of our approach to large-vocabulary object categories in both real-world indoor scenes and synthetic environments.

LGSep 17, 2025
ST-LINK: Spatially-Aware Large Language Models for Spatio-Temporal Forecasting

Hyotaek Jeon, Hyunwook Lee, Juwon Kim et al.

Traffic forecasting represents a crucial problem within intelligent transportation systems. In recent research, Large Language Models (LLMs) have emerged as a promising method, but their intrinsic design, tailored primarily for sequential token processing, introduces notable challenges in effectively capturing spatial dependencies. Specifically, the inherent limitations of LLMs in modeling spatial relationships and their architectural incompatibility with graph-structured spatial data remain largely unaddressed. To overcome these limitations, we introduce ST-LINK, a novel framework that enhances the capability of Large Language Models to capture spatio-temporal dependencies. Its key components are Spatially-Enhanced Attention (SE-Attention) and the Memory Retrieval Feed-Forward Network (MRFFN). SE-Attention extends rotary position embeddings to integrate spatial correlations as direct rotational transformations within the attention mechanism. This approach maximizes spatial learning while preserving the LLM's inherent sequential processing structure. Meanwhile, MRFFN dynamically retrieves and utilizes key historical patterns to capture complex temporal dependencies and improve the stability of long-term forecasting. Comprehensive experiments on benchmark datasets demonstrate that ST-LINK surpasses conventional deep learning and LLM approaches, and effectively captures both regular traffic patterns and abrupt changes.

LGSep 18, 2025
From Patterns to Predictions: A Shapelet-Based Framework for Directional Forecasting in Noisy Financial Markets

Juwon Kim, Hyunwook Lee, Hyotaek Jeon et al.

Directional forecasting in financial markets requires both accuracy and interpretability. Before the advent of deep learning, interpretable approaches based on human-defined patterns were prevalent, but their structural vagueness and scale ambiguity hindered generalization. In contrast, deep learning models can effectively capture complex dynamics, yet often offer limited transparency. To bridge this gap, we propose a two-stage framework that integrates unsupervised pattern extracion with interpretable forecasting. (i) SIMPC segments and clusters multivariate time series, extracting recurrent patterns that are invariant to amplitude scaling and temporal distortion, even under varying window sizes. (ii) JISC-Net is a shapelet-based classifier that uses the initial part of extracted patterns as input and forecasts subsequent partial sequences for short-term directional movement. Experiments on Bitcoin and three S&P 500 equities demonstrate that our method ranks first or second in 11 out of 12 metric--dataset combinations, consistently outperforming baselines. Unlike conventional deep learning models that output buy-or-sell signals without interpretable justification, our approach enables transparent decision-making by revealing the underlying pattern structures that drive predictive outcomes.