• Title/Summary/Keyword: 다변량 판별분석

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A simulation study on projection pursuit discriminant analysis (투사지향방법에 의한 판별분석의 모의실험분석)

  • 안윤기;이성석
    • The Korean Journal of Applied Statistics
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    • v.5 no.1
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    • pp.103-111
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    • 1992
  • The projection pursuit method has been gussested as a technique for the analysis of the multivariate data. This method seeks out interesting linear projections of the multivariate data onto a line of a plane to solve the curse or dimensionality. In this paper we developed the discriminant analysis by using the projection method and simulations were used for comparison between this and other existing discriminant analysis methods.

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중풍의 증형 진단을 위한 판별모형

  • Sin, Yang-Gyu
    • Journal of the Korean Data and Information Science Society
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    • v.7 no.2
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    • pp.283-287
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    • 1996
  • 본 연구는 중풍에서의 한의학의 풍부한 임상자료들에 대한 객관적이고도 논리적인 자료처리방법 및 변증으로부터 증형을 추론할 수 있는 통계적 방법을 연구하고자 한다. 중풍 전문의에 의해 수집된 65명의 환자들의 임상자료로부터 다변량 자료 분석의 하나인 판별분석을 이용하여 증후로부터 증형을 판단할 수 있는 수리적 판별모형을 구축하였다. 구축된 모형은 중풍 전문가 시스템을 개발하기 위한 기초가 될 것이다.

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기업부도예측을 위한 통합알고리즘

  • Bae Jae-Gwon;Kim Jin-Hwa
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2006.06a
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    • pp.195-202
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    • 2006
  • 본 연구에서는 보다 효과적인 기업부도예측을 위하여, 동계적 방법과 인공지능 방법을 결합한 통합모형을 제시하였다. 이를 위하여 통계적인 모형 중에서 가장 널리 활용되고 있는 다변량 판별분석, 로지스틱 회귀분석과 인공 지능적인 방법으로서 최근 널리 사용되고 있는 인공신경망, 규칙유도기법, 베이지안 망의 5가지 방법론을 통합한 Voting with Performance & Weights from ANN(WP-ANN) 통합모형을 제시하였다. 실험결과, 본 연구에서 제안한 WP-ANN 통합모형은 다변량 판별분석, 로지스탁 회귀분석, 인공신경망, 규칙유도기법, 베이지안 망 등의 단일모형과 비교한 결과 가장 예측정확성이 유수한 것으로 나타났다. 따라서 본 연구를 통해 기업부도예측에 있어서 WP-ANN 통합모형이 기존의 모형들에 비해 우수한 예측정확성을 나타냄을 알 수 있었다.

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A Study of the Integration of Individual Classification Model in Data Mining for the Credit Evaluation (신용평가를 위한 데이터마이닝 분류모형의 통합모형에 관한 연구)

  • Kim Kap Sik
    • The KIPS Transactions:PartD
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    • v.12D no.2 s.98
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    • pp.211-218
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    • 2005
  • This study presents an integrated data mining model for the credit evaluation of the customers of a capital company. Based on customer information and financing processes in capital market, we derived individual models from multi-layered perceptrons(MLP), multivariate discrimination analysis(MDA), and decision tree. Further, the results from the existing models were compared with the results from the integrated model using genetic algorithm. The integrated model presented by this study turned out to be superior to the existing models. This study contributes not only to verifying the existing individual models but also to overcoming the limitations of the existing approaches.

Fault Detection Method for Multivariate Process using ICA (독립성분분석을 이용한 다변량 공정에서의 고장탐지 방법)

  • Jung, Seunghwan;Kim, Minseok;Lee, Hansoo;Kim, Jonggeun;Kim, Sungshin
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.24 no.2
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    • pp.192-197
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    • 2020
  • Multivariate processes, such as large scale power plants or chemical processes are operated in very hazardous environment, which can lead to significant human and material losses if a fault occurs. On-line monitoring technology, therefore, is essential to detect system faults. In this paper, the ICA-based fault detection method is conducted using three different multivariate process data. Fault detection procedure based on ICA is divided into off-line and on-line processes. The off-line process determines a threshold for fault detection by using the obtained dataset when the system is normal. And the on-line process computes statistics of query vectors measured in real-time. The fault is detected by comparing computed statistics and previously defined threshold. For comparison, the PCA-based fault detection method is also implemented in this paper. Experimental results show that the ICA-based fault detection method detects the system faults earlier and better than the PCA-based method.

Discrimination of Natural Earthquakes and Explosions in Spectral Domain (주파수 영역에서의 인공지진과 자연지진의 식별)

  • 김성균;김명수
    • Economic and Environmental Geology
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    • v.36 no.3
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    • pp.201-212
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    • 2003
  • Recently, the ability of earthquake detection in the Kyungsang Basin of southeastern Korean Peninsula is greatly improved since seismic stations including seismic network of KIGAM(Korea Institute of Geoscience and Mineral Resources) have been significantly increased. However, a large number of signals from explosions are recorded because of frequent medium to large chemical explosions. The discrimination between natural earthquakes and explosions in the Basin has become an important issue. High frequency local records from 43 earthquakes and 43 explosions with comparable magnitude are selected to establish a reliable discrimination technique in the Basin. Several discrimination techniques in spectral domain using spectral amplitude ratios among Pg, Sg, and Lg waves are widely examined with tile selected data. Among them the Pg/Lg spectral ratio method is appeared to be a good discrimination technique to improve the discrimination power. Multivariate discriminant analysis is also applied to the Pg/Lg spectral ratios. The discrimination power of the Pg/Lg ratios for distance corrected three component record compared to uncorrected vertical component one shows distinct improvement. In the frequency band 4 to 14 Hz, Pg/Lg spectral ratio for distance corrected three component record provides discrimination power with a total misclassification probability of only 0.89%.

Development of Discernment Analysis System by Graphical User Interface

  • Cha, Kyung-Joon;Shin, Young-Jae;Lee, Yong-Koun
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.113-117
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    • 2006
  • 우리는 다양한 자료에서 유의미한 정보를 파악하기 위한 방법으로 다변량 분석 방법 중에서 정준판별분석, 로지스틱, 다층퍼셉트론 그리고 의사결정나무를 사용자 편의를 극대화하고 사용이 간단한 비주얼 베이직 6.0을 이용하여 개발하였다.

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Evaluation of Corporate Distress Prediction Power using the Discriminant Analysis: The Case of First-Class Hotels in Seoul (판별분석에 의한 기업부실예측력 평가: 서울지역 특1급 호텔 사례 분석)

  • Kim, Si-Joong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.10
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    • pp.520-526
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    • 2016
  • This study aims to develop a distress prediction model, in order to evaluate the distress prediction power for first-class hotels and to calculate the average financial ratio in the Seoul area by using the financial ratios of hotels in 2015. The sample data was collected from 19 first-class hotels in Seoul and the financial ratios extracted from 14 of these 19 hotels. The results show firstly that the seven financial ratios, viz. the current ratio, total borrowings and bonds payable to total assets, interest coverage ratio to operating income, operating income to sales, net income to stockholders' equity, ratio of cash flows from operating activities to sales and total assets turnover, enable the top-level corporations to be discriminated from the failed corporations and, secondly, by using these seven financial ratios, a discriminant function which classifies the corporations into top-level and failed ones is estimated by linear multiple discriminant analysis. The accuracy of prediction of this discriminant capability turned out to be 87.9%. The accuracy of the estimates obtained by discriminant analysis indicates that the distress prediction model's distress prediction power is 78.95%. According to the analysis results, hotel management groups which administrate low level corporations need to focus on the classification of these seven financial ratios. Furthermore, hotel corporations have very different financial structures and failure prediction indicators from other industries. In accordance with this finding, for the development of credit evaluation systems for such hotel corporations, there is a need for systems to be developed that reflect hotel corporations' financial features.

Selection of Input Nodes in Artificial Neural Network for Bankruptcy Prediction by Integrated Link Weight Analysis (통합 연결강도모형에 의한 부도예측용 인공신경망 모형 입력노드 선정에 관한 연구)

  • 이웅규
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2001.06a
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    • pp.359-368
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    • 2001
  • 본 연구에서는 부도예측용 인공신경망의 입력노드 선정을 위한 휴리스틱으로 연결강도분석 접근법을 제안한다. 연결강도분석은 학습이 끝난 인공신경망에서 입력노드와 은닉노드와 연결된 가중치의 절대값 즉, 연결강도를 분석하여 입력변수를 선정하는 접근법으로, 본 연구에서는 약체연결뉴론제거법, 강체연결뉴론선택법 그리고 이 두 기법을 통합한 통합 연결강도 모형을 제안하여 각각 의사결정 트리 및 다변량판별분석에 의해 선정된 입력변수를 이용한 인공신경망 모형과 예측율을 비교한다. 실험 결과 본 연구에서 제안하고 있는 방법론이 의사결정트리나 다다변량판별분석 기법 보다 높은 예측율을 보여 주었다. 특히 두 기법의 통합연결강도 모형의 경우에는 다른 단일 기법보다 높은 예측율을 보이고 있다.

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