• Title/Summary/Keyword: 서포트 벡터 회귀분석

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Mixed effects least squares support vector machine for survival data analysis (생존자료분석을 위한 혼합효과 최소제곱 서포트벡터기계)

  • Hwang, Chang-Ha;Shim, Joo-Yong
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.4
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    • pp.739-748
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    • 2012
  • In this paper we propose a mixed effects least squares support vector machine (LS-SVM) for the censored data which are observed from different groups. We use weights by which the randomly right censoring is taken into account in the nonlinear regression. The weights are formed with Kaplan-Meier estimates of censoring distribution. In the proposed model a random effects term representing inter-group variation is included. Furthermore generalized cross validation function is proposed for the selection of the optimal values of hyper-parameters. Experimental results are then presented which indicate the performance of the proposed LS-SVM by comparing with a standard LS-SVM for the censored data.

Estimating GARCH models using kernel machine learning (커널기계 기법을 이용한 일반화 이분산자기회귀모형 추정)

  • Hwang, Chang-Ha;Shin, Sa-Im
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.419-425
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    • 2010
  • Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

Predicting and Reviewing the Amount of Snow Damage in Korea using Statistical and Machine Learning Techniques (통계기법 및 기계학습 기법을 이용한 우리나라 대설피해액 예측 및 적용성 검토)

  • Lee, Hyeong Joo;Lee, Keun Woo;Jang, Hyeon Bin;Chung, Gun Hui
    • Proceedings of the Korea Water Resources Association Conference
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    • 2022.05a
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    • pp.384-384
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    • 2022
  • 과거의 우리나라 대설피해 양상을 살펴보면 지역적으로 집중되어 피해가 발생하는 것이 특징이다. 그러나 현재는 전국적으로 대설피해가 가중되는 추세이며, 이에 따라 대설피해에 대비 가능한 대책의 강구가 필요한 실정이다. 그러나 피해 발생 시 정확한 피해 예측으로 사전에 재난을 대비가 가능한 수준의 연구는 미흡한 실정이다. 따라서 본 연구에서는 다양한 통계기법과 기계학습 기법을 이용하여 대설로 인해 발생한 피해액을 개략적으로 예측이 가능한 모형을 개발하고자 하였다. 대설피해액 예측 모형은 다중회귀분석, 서포트 벡터 머신, 인공신경망 기법, 랜덤포레스트 기법을 이용하여 총 4가지 기법으로 개발하였으며, 독립변수로 사회·경제적 요소, 기상요소를 사용하였고, 종속변수로는 1994년부터 2020년까지 발생한 대설피해 이력의 대설피해액을 사용하였다. 결과적으로 4가지 예측 모형의 예측력 검증 및 기법 간의 예측력을 비교하여 개발한 모형의 적용성을 검토하였다. 본 연구 결과에서 제시한 모형의 개선방안 및 업데이트 방안을 참고하여 후속 연구가 진행된다면 미래에 전국적으로 확대될 대설피해에 대한 대비가 가능할 것으로 기대되며 복구비 및 예방비 투자의 지역적 우선순위를 분석하여 선제적인 대비가 가능할 것으로 판단된다.

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Comparison of Methodologies for Characterizing Pedestrian-Vehicle Collisions (보행자-차량 충돌사고 특성분석 방법론 비교 연구)

  • Choi, Saerona;Jeong, Eunbi;Oh, Cheol
    • Journal of Korean Society of Transportation
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    • v.31 no.6
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    • pp.53-66
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    • 2013
  • The major purpose of this study is to evaluate methodologies to predict the injury severity of pedestrian-vehicle collisions. Methodologies to be evaluated and compared in this study include Binary Logistic Regression(BLR), Ordered Probit Model(OPM), Support Vector Machine(SVM) and Decision Tree(DT) method. Valuable insights into applying methodologies to analyze the characteristics of pedestrian injury severity are derived. For the purpose of identifying causal factors affecting the injury severity, statistical approaches such as BLR and OPM are recommended. On the other hand, to achieve better prediction performance, heuristic approaches such as SVM and DT are recommended. It is expected that the outcome of this study would be useful in developing various countermeasures for enhancing pedestrian safety.

A Comparative Study on the Accuracy of Important Statistical Prediction Techniques for Marketing Data (마케팅 데이터를 대상으로 중요 통계 예측 기법의 정확성에 대한 비교 연구)

  • Cho, Min-Ho
    • The Journal of the Korea institute of electronic communication sciences
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    • v.14 no.4
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    • pp.775-780
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    • 2019
  • Techniques for predicting the future can be categorized into statistics-based and deep-run-based techniques. Among them, statistic-based techniques are widely used because simple and highly accurate. However, working-level officials have difficulty using many analytical techniques correctly. In this study, we compared the accuracy of prediction by applying multinomial logistic regression, decision tree, random forest, support vector machine, and Bayesian inference to marketing related data. The same marketing data was used, and analysis was conducted by using R. The prediction results of various techniques reflecting the data characteristics of the marketing field will be a good reference for practitioners.

Performance Evaluation of Attention-inattetion Classifiers using Non-linear Recurrence Pattern and Spectrum Analysis (비선형 반복 패턴과 스펙트럼 분석을 이용한 집중-비집중 분류기의 성능 평가)

  • Lee, Jee-Eun;Yoo, Sun-Kook;Lee, Byung-Chae
    • Science of Emotion and Sensibility
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    • v.16 no.3
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    • pp.409-416
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    • 2013
  • Attention is one of important cognitive functions in human affecting on the selectional concentration of relevant events and ignorance of irrelevant events. The discrimination of attentional and inattentional status is the first step to manage human's attentional capability using computer assisted device. In this paper, we newly combine the non-linear recurrence pattern analysis and spectrum analysis to effectively extract features(total number of 13) from the electroencephalographic signal used in the input to classifiers. The performance of diverse types of attention-inattention classifiers, including supporting vector machine, back-propagation algorithm, linear discrimination, gradient decent, and logistic regression classifiers were evaluated. Among them, the support vector machine classifier shows the best performance with the classification accuracy of 81 %. The use of spectral band feature set alone(accuracy of 76 %) shows better performance than that of non-linear recurrence pattern feature set alone(accuracy of 67 %). The support vector machine classifier with hybrid combination of non-linear and spectral analysis can be used in later designing attention-related devices.

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A Study on the Sentiment analysis of Google Play Store App Comment Based on WPM(Word Piece Model) (WPM(Word Piece Model)을 활용한 구글 플레이스토어 앱의 댓글 감정 분석 연구)

  • Park, jae Hoon;Koo, Myong-wan
    • 한국어정보학회:학술대회논문집
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    • 2016.10a
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    • pp.291-295
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    • 2016
  • 본 논문에서는 한국어 기본 유니트 단위로 WPM을 활용한 구글 플레이 스토어 앱의 댓글 감정분석을 수행하였다. 먼저 자동 띄어쓰기 시스템을 적용한 후, 어절단위, 형태소 분석기, WPM을 각각 적용하여 모델을 생성하고, 로지스틱 회귀(Logistic Regression), 소프트맥스 회귀(Softmax Regression), 서포트 벡터머신(Support Vector Machine, SVM)등의 알고리즘을 이용하여 댓글 감정(긍정과 부정)을 비교 분석하였다. 그 결과 어절단위, 형태소 분석기보다 WPM이 최대 25%의 향상된 결과를 얻었다. 또한 분류 과정에서 로지스틱회귀, 소프트맥스 회귀보다는 SVM 성능이 우수했으며, SVM의 기본 파라미터({'kernel':('linear'), 'c':[4]})보다 최적의 파라미터를 적용({'kernel': ('linear','rbf', 'sigmoid', 'poly'), 'C':[0.01, 0.1, 1.4.5]} 하였을 때, 최대 91%의 성능이 나타났다.

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A Study on the Sentiment analysis of Google Play Store App Comment Based on WPM(Word Piece Model) (WPM(Word Piece Model)을 활용한 구글 플레이스토어 앱의 댓글 감정 분석 연구)

  • Park, jae Hoon;Koo, Myong-wan
    • Annual Conference on Human and Language Technology
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    • 2016.10a
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    • pp.291-295
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    • 2016
  • 본 논문에서는 한국어 기본 유니트 단위로 WPM을 활용한 구글 플레이 스토어 앱의 댓글 감정분석을 수행하였다. 먼저 자동 띄어쓰기 시스템을 적용한 후, 어절단위, 형태소 분석기, WPM을 각각 적용하여 모델을 생성하고, 로지스틱 회귀(Logistic Regression), 소프트맥스 회귀(Softmax Regression), 서포트 벡터머신(Support Vector Machine, SVM)등의 알고리즘을 이용하여 댓글 감정(긍정과 부정)을 비교 분석하였다. 그 결과 어절단위, 형태소 분석기보다 WPM이 최대 25%의 향상된 결과를 얻었다. 또한 분류 과정에서 로지스틱회귀, 소프트맥스 회귀보다는 SVM 성능이 우수했으며, SVM의 기본 파라미터({'kernel':('linear'), 'c':[4]})보다 최적의 파라미터를 적용({'kernel': ('linear','rbf', 'sigmoid', 'poly'), 'C':[0.01, 0.1, 1.4.5]} 하였을 때, 최대 91%의 성능이 나타났다.

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A Study of the Feature Classification and the Predictive Model of Main Feed-Water Flow for Turbine Cycle (주급수 유량의 형상 분류 및 추정 모델에 대한 연구)

  • Yang, Hac Jin;Kim, Seong Kun;Choi, Kwang Hee
    • Journal of Energy Engineering
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    • v.23 no.4
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    • pp.263-271
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    • 2014
  • Corrective thermal performance analysis is required for thermal power plants to determine performance status of turbine cycle. We developed classification method for main feed water flow to make precise correction for performance analysis based on ASME (American Society of Mechanical Engineers) PTC (Performance Test Code). The classification is based on feature identification of status of main water flow. Also we developed predictive algorithms for corrected main feed-water through Support Vector Machine (SVM) Model for each classified feature area. The results was compared to estimations using Neural Network(NN) and Kernel Regression(KR). The feature classification and predictive model of main feed-water flow provides more practical methods for corrective thermal performance analysis of turbine cycle.

A Differential Pricing Model for Industrial Land based on Locational Characteristics (입지특성을 고려한 토지가격의 차등적 산정방안 - 산업시설용지 공급가격을 중심으로 -)

  • Shim, Jae Heon
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.31 no.2D
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    • pp.303-314
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    • 2011
  • This paper proposes a differential pricing model for industrial land based on locational characteristics, using Support Vector Regression (SVR) as a land pricing methodology. The initial selling price of industrial land is set based on the total cost of site development that comprises the land acquisition cost and tax, land development expense, infrastructure installation cost, labor cost, migration expense, selling and administrative expense, capital cost, and so on. However, the current industrial land pricing method unreasonably applies the same price per square meter to all parcels within an industrial complex without considering differences in price depending on the location of each parcel. Therefore, this paper proposes an empirical land pricing model to solve this irrationality and verifies its validity and applicability.