• Journal of Korean Society for Quality Management
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• v.23 no.2
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• pp.53-67
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• 1995

The problem considered here is to find the optimal discriminant analysis method in growth curve model. It has been studied how to find correct prior probability for the effective classification in discriminant analysis. We use the balanced condition to calculate prior probability. From the informative simulation study, new classification rule for the growth curve model is suggested. The suggested classification rule has better classification result than the other previously suggested method in terms of error rate criterion.

• Journal of Intelligence and Information Systems
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• v.11 no.2
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• pp.175-195
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• 2005

사례기반추론(case-based reasoning)은 사례간 유사도를 평가하여 유사한 이웃사례를 찾아내고, 이웃사례의 결과를 이용하여 새로운 사례에 대한 예측결과를 생성하는 전통적인 인공지능기법 중 하나다. 이러한 사례기반추론이 최근 적용이 쉽고 간단하다는 장점과 모형의 갱신이 실시간으로 이루어진다는 점 등으로 인해, 온라인 환경에서의 고객관계관리를 위한 도구로 학계와 실무에서 주목을 받고 있다 하지만, 전통적인 사례기반추론의 경우, 타 인공지능기법에 비해 정확도가 상대적으로 크게 떨어진다는 점이 종종 문제점으로 제기되어 왔다. 이에, 본 연구에서는 사례기반추론의 성과를 획기적으로 개선하기 위한 방법으로 유전자 알고리즘을 활용한 사례기반추론의 동시 최적화 모형을 제안하고자 한다. 본 연구가 제안하는 모형에서는 기존 연구에서 사례기반추론의 성과에 중대한 영향을 미치는 요소들로 제시된 바 있는 사례 특징변수의 상대적 가중치 선정(feature weighting)과 참조사례 선정(instance selection)을 유전자 알고리즘을 이용해 최적화함으로서, 사례간 유사도를 보다 정밀하게 도출하는 동시에 추론의 결과를 왜곡할 수 있는 오류사례의 영향을 최소화하고자 하였다. 제안모형의 유용성을 검증하기 위해, 본 연구에서는 국내 한 전문 인터넷 쇼핑몰의 구매예측모형 구축사례에 제안모형을 적용하여 그 성과를 살펴보았다. 그 결과, 제안모형이 지금까지 기존 연구에서 제안된 다른 사례기반추론 개선모형들은 물론, 로지스틱 회귀분석(LOGIT), 다중판별분석(MDA), 인공신경망(ANN), SVM 등 다른 인공지능 기법들에 비해서도 상대적으로 우수한 성과를 도출할 수 있음을 확인할 수 있었다.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
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• v.9 no.1
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• pp.119-132
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• 2014

This study analyzed the failure prediction model of the firms listed on the KOSDAQ by considering whether there are embezzlement, malpractice and the largest shareholder changes or not. This study composed a total of 166 firms by using two-paired sampling method. For sample of failed firm, 83 manufacturing firms which delisted on KOSDAQ market for 4 years from 2009 to 2012 are selected. For sample of normal firm, 83 firms (with same item or same business as failed firm) that are listed on KOSDAQ market and perform normal business activities during the same period (from 2009 to 2012) are selected. This study selected 80 financial ratios for 5 years immediately preceding from delisting of sample firm above and conducted T-test to derive 19 of them which emerged for five consecutive years among significant variables and used forward selection to estimate logistic regression model. While the precedent studies only analyzed the data of three years immediately preceding the delisting, this study analyzes data of five years immediately preceding the delisting. This study is distinct from existing previous studies that it researches which significant financial characteristic influences the insolvency from the initial phase of insolvent firm with time lag and it also empirically analyzes the usefulness of data by building a firm's fail prediction model which considered embezzlement/malpractice and the largest shareholder changes as dummy variable(non-financial characteristics). The accuracy of classification of the prediction model with dummy variable appeared 95.2% in year T-1, 88.0% in year T-2, 81.3% in year T-3, 79.5% in year T-4, and 74.7% in year T-5. It increased as year of delisting approaches and showed generally higher the accuracy of classification than the results of existing previous studies. This study expects to reduce the damage of not only the firm but also investors, financial institutions and other stakeholders by finding the firm with high potential to fail in advance.

• Journal of Korean Society of Transportation
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• v.33 no.3
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• pp.284-293
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• 2015

The objective of this paper is to determine the conditions of road surface by utilizing the images collected from closed-circuit television (CCTV) cameras installed on roadside. First, a technique was examined to detect wet surfaces at nighttime. From the literature reviews, it was revealed that image processing using polarization is one of the preferred options. However, it is hard to use the polarization characteristics of road surface images at nighttime because of irregular or no light situations. In this study, we proposes a new discriminant for detecting wet and dry road surfaces using CCTV image data at night. To detect the road surface conditions with night vision, we applied the wavelet packet transform for analyzing road surface textures. Additionally, to apply the luminance feature of night CCTV images, we set the intensity histogram based on HSI(Hue Saturation Intensity) color model. With a set of 200 images taken from the field, we constructed a detection criteria hyperplane with SVM (Support Vector Machine). We conducted field tests to verify the detection ability of the wet road surfaces and obtained reliable results. The outcome of this study is also expected to be used for monitoring road surfaces to improve safety.

• Journal of Intelligence and Information Systems
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• v.23 no.3
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• pp.139-153
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• 2017

Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

• Proceedings of the Korea Water Resources Association Conference
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• 2023.05a
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• pp.143-143
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• 2023

최근 대청댐('17), 평림댐('19) 등 광역 취수원에서 망간의 먹는 물 수질기준(0.05mg/L 이하) 초과 사례가 발생되어, 다수의 민원이 제기되는 등 취수원의 망간 관리 중요성이 부각되고 있다. 특히, 동절기 전도(Turn-over)시기에 고농도 망간이 발생되는 경우가 많은데, 현재 정수장에서는 망간을 처리하기 위해 유입구간에 필터를 설치하고 주기적으로 교체하는 방식으로 처리하고 있다. 그러나 단기간에 고농도 망간 다량 유입 시 처리용량의 한계 등 정수장에서의 공정관리가 어려워지므로 사전 예측에 의한 대응 체계 고도화가 필요한 실정이다. 본 연구는 광역취수원인 주암댐을 대상으로 망간 예측의 정확도 향상 및 예측기간 확대를 위해 다양한 머신러닝 기법들을 적용하여 비교 분석하였으며, 독립변수 및 초매개변수 최적화를 진행하여 모형의 정확도를 개선하였다. 머신러닝 모형은 수심별 탁도, 저수위, pH, 수온, 전기전도도, DO, 클로로필-a, 기상, 수문 자료 등의 독립변수와 화순정수장에 유입된 망간 농도를 종속변수로 각 변수에 해당하는 실측치를 학습데이터로 사용하였다. 그리고 데이터기반 모형의 정확도를 개선하기 위해서 성층의 수준을 판별하는 지표로서 PEA(Potential Energy Anomaly)를 도입하여 데이터 분석에 활용하고자 하였다. 분석 결과, 망간 유입률은 계절 주기에 따라 농도가 달라지는 것을 확인하였고 동절기 전도시점과 하절기 장마기간 난류생성 시기에 저층의 고농도 망간이 유입이 되는 것을 분석하였다. 또한, 두 시기의 망간 농도의 변화 패턴이 상이하므로 예측 모델은 각 계절별로 구축해 학습을 진행함으로써 예측의 정확도를 향상할 수 있었다. 다양한 머신러닝 모델을 구축하여 성능 비교를 진행한 결과, 동절기에는 Gradient Boosting Machine, 하절기에는 eXtreme Gradient Boosting의 기법이 우수하여 추론 모델로 활용하고자 하였다. 선정 모델을 통한 단기 수질예측 결과, 전도현상 발생 시기에 대한 추종 및 예측력이 기존의 데이터 모형만 적용했을 경우대비 약 15% 이상 예측 효율이 향상된 것으로 나타났다. 본 연구는 머신러닝 모델을 활용한 망간 농도 예측으로 정수장의 신속한 대응 체계 마련을 지원하고, 수처리 공정의 효율성을 높이는 데 기여할 것으로 기대되며, 후속 연구로 과거 시계열 자료 활용 및 물리모형과의 연결 등을 통해 모델의 신뢰성을 제고 할 계획이다.

• Journal of Digital Convergence
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• v.13 no.3
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• pp.155-165
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• 2015

Bankruptcy prediction has been one of the important research topics in finance since 1960s. In Korea, it has gotten attention from researchers since IMF crisis in 1998. This study aims at proposing a novel model for better bankruptcy prediction by converging three techniques - support vector machine(SVM), fuzzy theory, and genetic algorithm(GA). Our convergence model is basically based on SVM, a classification algorithm enables to predict accurately and to avoid overfitting. It also incorporates fuzzy theory to extend the dimensions of the input variables, and GA to optimize the controlling parameters and feature subset selection. To validate the usefulness of the proposed model, we applied it to H Bank's non-external auditing companies' data. We also experimented six comparative models to validate the superiority of the proposed model. As a result, our model was found to show the best prediction accuracy among the models. Our study is expected to contribute to the relevant literature and practitioners on bankruptcy prediction.

• Science of Emotion and Sensibility
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• v.16 no.1
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• pp.117-124
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• 2013

This study examined that how precisely MFCC, LPC, energy, and pitch related parameters of the speech data, which have been used mainly for voice recognition system could predict the vocal emotion categories as well as dimensions of vocal emotion. 110 college students participated in this experiment. For more realistic emotional response, we used well defined emotion-inducing stimuli. This study analyzed the relationship between the parameters of MFCC, LPC, energy, and pitch of the speech data and four emotional dimensions (valence, arousal, intensity, and potency). Because dimensional approach is more useful for realistic emotion classification. It results in the best vocal cue parameters for predicting each of dimensions by stepwise multiple regression analysis. Emotion categorizing accuracy analyzed by LDA is 62.7%, and four dimension regression models are statistically significant, p<.001. Consequently, this result showed the possibility that the parameters could also be applied to spontaneous vocal emotion recognition.

• The Journal of the Korea Contents Association
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• v.22 no.2
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• pp.545-558
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• 2022

The purpose of this study is to explore a prediction model for accurately predicting Financial Difficulties of Chinese Cultural Industry Enterprises through Traditional Statistics and Machine Learning. To construct the prediction model, the data of 128 listed Cultural Industry Enterprises in China are used. On the basis of data groups composed of 25 explanatory variables, prediction models using Traditional Statistical such as Discriminant Analysis and logistic as well as Machine Learning such as SVM, Decision Tree and Random Forest were constructed, and Python software was used to evaluate the performance of each model. The results show that the Random Forest model has the best prediction performance, with an accuracy of 95%. The SVM model was followed with 93% accuracy. The Decision Tree model was followed with 92% accuracy.The Discriminant Analysis model was followed with 89% accuracy. The model with the lowest prediction effect was the Logistic model with an accuracy of 88%. This shows that Machine Learning model can achieve better prediction effect than Traditional Statistical model when predicting financial distress of Chinese cultural industry enterprises.

• Proceedings of the Korean Operations and Management Science Society Conference
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• 2008.10a
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• pp.342-345
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• 2008

산재 발생 시 산재근로자는 근로복지공단을 통해서 각종 급여를 받게 된다. 본 논문은 심사 과정과 급여지급 후에 부정수급으로 판명된 산재 청구 건을 데이터 마이닝을 통해서 분석하여 부정수급의 유형을 발견하고자 한다. 이 연구에서는 서울관내 4개 지사에서 8년 동안(2000년$\sim$2007년)의 총 61,536명의 최초요양 신청을 한 산재근로자 자료를 대상으로 하였고, 종속변수에 영향을 미치는 8개의 독립변수를 선택해서 사용한다. 데이터 마이닝을 적용함에 있어서 가장 효율적인 허위 부정 탐지 모델을 만들기 위해 의사결정나무분석(Decision Tree)과 로지스틱 회귀분석(Logistic Regresion)등의 다양한 기법을 적용하여 결과를 비교분석 하고, 오분류 비용을 적용하여, 최적의 분류결정 값을 가지는 모델을 도출한다. 분석결과, 로지스틱 회귀분석이 산재보험 부정수급 유형 발견에 보다 효과적인 모델로 판명되었다. 또한 판별점(Cut-Off) 0.01로 했을 때 4개변수(요양기간, 업종형태, 의료기관, 재해발생형태)가 부정수급에 탐지하는데 영향력이 큰 변수로 선정되었다.