• Journal of the Korea Society for Simulation
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• v.29 no.1
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• pp.11-21
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• 2020

Cardio-cerebrovascular diseases (CCD) account for 24% of the causes of death to Koreans and its proportion is the highest except cancer. Currently, the risk of the cardiovascular disease for domestic patients is based on the Framingham risk score (FRS), but accuracy tends to decrease because it is a foreign guideline. Also, it can't score the risk of cerebrovascular disease. CCD is hard to predict, because it is difficult to analyze the features of early symptoms for prevention. Therefore, proper prediction method for Koreans is needed. The purpose of this paper is validating IG-MLP (Information Gain - Multilayer Perceptron) evaluation based feature selection method using CCD data with simulation. The proposed method uses the raw data of the 4^th ~ 7^th of The Korea National Health and Nutrition Examination Survey (KNHANES). To select the important feature of CCD, analysis on the attributes using IG-MLP are processed, finally CCD prediction ANN model using optimize feature set is provided. Proposed method can find important features of CCD prediction of Koreans, and ANN model could predict more accurate CCD for Koreans.

• Information Systems Review
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• v.16 no.3
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• pp.161-177
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• 2014

Corporate credit rating assessment consists of complicated processes in which various factors describing a company are taken into consideration. Such assessment is known to be very expensive since domain experts should be employed to assess the ratings. As a result, the data-driven corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has received considerable attention from researchers and practitioners. In particular, statistical methods such as multiple discriminant analysis (MDA) and multinomial logistic regression analysis (MLOGIT), and AI methods including case-based reasoning (CBR), artificial neural network (ANN), and multiclass support vector machine (MSVM) have been applied to corporate credit rating.2) Among them, MSVM has recently become popular because of its robustness and high prediction accuracy. In this study, we propose a novel optimized MSVM model, and appy it to corporate credit rating prediction in order to enhance the accuracy. Our model, named 'GAMSVM (Genetic Algorithm-optimized Multiclass Support Vector Machine),' is designed to simultaneously optimize the kernel parameters and the feature subset selection. Prior studies like Lorena and de Carvalho (2008), and Chatterjee (2013) show that proper kernel parameters may improve the performance of MSVMs. Also, the results from the studies such as Shieh and Yang (2008) and Chatterjee (2013) imply that appropriate feature selection may lead to higher prediction accuracy. Based on these prior studies, we propose to apply GAMSVM to corporate credit rating prediction. As a tool for optimizing the kernel parameters and the feature subset selection, we suggest genetic algorithm (GA). GA is known as an efficient and effective search method that attempts to simulate the biological evolution phenomenon. By applying genetic operations such as selection, crossover, and mutation, it is designed to gradually improve the search results. Especially, mutation operator prevents GA from falling into the local optima, thus we can find the globally optimal or near-optimal solution using it. GA has popularly been applied to search optimal parameters or feature subset selections of AI techniques including MSVM. With these reasons, we also adopt GA as an optimization tool. To empirically validate the usefulness of GAMSVM, we applied it to a real-world case of credit rating in Korea. Our application is in bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. The experimental dataset was collected from a large credit rating company in South Korea. It contained 39 financial ratios of 1,295 companies in the manufacturing industry, and their credit ratings. Using various statistical methods including the one-way ANOVA and the stepwise MDA, we selected 14 financial ratios as the candidate independent variables. The dependent variable, i.e. credit rating, was labeled as four classes: 1(A1); 2(A2); 3(A3); 4(B and C). 80 percent of total data for each class was used for training, and remaining 20 percent was used for validation. And, to overcome small sample size, we applied five-fold cross validation to our dataset. In order to examine the competitiveness of the proposed model, we also experimented several comparative models including MDA, MLOGIT, CBR, ANN and MSVM. In case of MSVM, we adopted One-Against-One (OAO) and DAGSVM (Directed Acyclic Graph SVM) approaches because they are known to be the most accurate approaches among various MSVM approaches. GAMSVM was implemented using LIBSVM-an open-source software, and Evolver 5.5-a commercial software enables GA. Other comparative models were experimented using various statistical and AI packages such as SPSS for Windows, Neuroshell, and Microsoft Excel VBA (Visual Basic for Applications). Experimental results showed that the proposed model-GAMSVM-outperformed all the competitive models. In addition, the model was found to use less independent variables, but to show higher accuracy. In our experiments, five variables such as X7 (total debt), X9 (sales per employee), X13 (years after founded), X15 (accumulated earning to total asset), and X39 (the index related to the cash flows from operating activity) were found to be the most important factors in predicting the corporate credit ratings. However, the values of the finally selected kernel parameters were found to be almost same among the data subsets. To examine whether the predictive performance of GAMSVM was significantly greater than those of other models, we used the McNemar test. As a result, we found that GAMSVM was better than MDA, MLOGIT, CBR, and ANN at the 1% significance level, and better than OAO and DAGSVM at the 5% significance level.

• Journal of Korea Water Resources Association
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• v.57 no.2
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• pp.73-85
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• 2024

Predicting water quality of rivers and reservoirs is necessary for the management of water resources. Artificial Neural Networks (ANNs) have been used in many studies to predict water quality with high accuracy. Previous studies have used Gradient Descent (GD)-based optimizers as an optimizer, an operator of ANN that searches parameters. However, GD-based optimizers have the disadvantages of the possibility of local optimal convergence and absence of a solution storage and comparison structure. This study developed improved optimizers to overcome the disadvantages of GD-based optimizers. Proposed optimizers are optimizers that combine adaptive moments (Adam) and Nesterov-accelerated adaptive moments (Nadam), which have low learning errors among GD-based optimizers, with Harmony Search (HS) or Novel Self-adaptive Harmony Search (NSHS). To evaluate the performance of Long Short-Term Memory (LSTM) using improved optimizers, the water quality data from the Dasan water quality monitoring station were used for training and prediction. Comparing the learning results, Mean Squared Error (MSE) of LSTM using Nadam combined with NSHS (NadamNSHS) was the lowest at 0.002921. In addition, the prediction rankings according to MSE and R² for the four water quality indices for each optimizer were compared. Comparing the average of ranking for each optimizer, it was confirmed that LSTM using NadamNSHS was the highest at 2.25.

• Asia-Pacific Journal of Business Venturing and Entrepreneurship
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• v.13 no.6
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• pp.155-166
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• 2018

The purpose of this study is to analyze the impact of self-efficacy of SMEs' organization members on job engagement and job performance, and to analyze the difference between gender and marital status by applying SEM-ANN analysis. To accomplish the study purpose, 285 valid samples were collected from 400 SMEs' organization members and analyzed. In this study, self - efficacy consisted of three sub-dimensions: self-confidence, self-regulation efficacy, and task difficulty preference. As a result of the analysis, self - efficacy such as self-confidence, self-regulation efficacy, and task difficulty preference had a positive direct effect on job engagement. In addition, self-efficacy and self-control efficacy have a positive effect on job performance, but the preference of task difficulty has no significant effect. In addition, job engagement has a positive(+) effect on job performance, and has a mediating role in the relationship between self-efficacy and job performance. Also, married males preferred self-regulation efficacy, while females preferred self-regulation and self-control efficacy regardless of marital status. The purpose of this study is to present the framework of self-efficacy-job engagement-job performance of SMEs by measuring the self-efficacy related researches mainly in education and service industries, and is meaningful that companies can help to find the basis of management of organization members by gender and marital status of organization members. In addition, the SEM-ANN analysis process of this study is different in that it explains the nonlinear (nonobservative) relationship that can analyze the influence or the combination of the reference variables in the linear (compensatory) relation using the SEM.

• Journal of Intelligence and Information Systems
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• v.18 no.3
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• pp.185-202
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• 2012

.Since the value of information has been realized in the information society, the usage and collection of information has become important. A facial expression that contains thousands of information as an artistic painting can be described in thousands of words. Followed by the idea, there has recently been a number of attempts to provide customers and companies with an intelligent service, which enables the perception of human emotions through one's facial expressions. For example, MIT Media Lab, the leading organization in this research area, has developed the human emotion prediction model, and has applied their studies to the commercial business. In the academic area, a number of the conventional methods such as Multiple Regression Analysis (MRA) or Artificial Neural Networks (ANN) have been applied to predict human emotion in prior studies. However, MRA is generally criticized because of its low prediction accuracy. This is inevitable since MRA can only explain the linear relationship between the dependent variables and the independent variable. To mitigate the limitations of MRA, some studies like Jung and Kim (2012) have used ANN as the alternative, and they reported that ANN generated more accurate prediction than the statistical methods like MRA. However, it has also been criticized due to over fitting and the difficulty of the network design (e.g. setting the number of the layers and the number of the nodes in the hidden layers). Under this background, we propose a novel model using Support Vector Regression (SVR) in order to increase the prediction accuracy. SVR is an extensive version of Support Vector Machine (SVM) designated to solve the regression problems. The model produced by SVR only depends on a subset of the training data, because the cost function for building the model ignores any training data that is close (within a threshold ${\varepsilon}$) to the model prediction. Using SVR, we tried to build a model that can measure the level of arousal and valence from the facial features. To validate the usefulness of the proposed model, we collected the data of facial reactions when providing appropriate visual stimulating contents, and extracted the features from the data. Next, the steps of the preprocessing were taken to choose statistically significant variables. In total, 297 cases were used for the experiment. As the comparative models, we also applied MRA and ANN to the same data set. For SVR, we adopted '${\varepsilon}$-insensitive loss function', and 'grid search' technique to find the optimal values of the parameters like C, d, ${\sigma}^2$, and ${\varepsilon}$. In the case of ANN, we adopted a standard three-layer backpropagation network, which has a single hidden layer. The learning rate and momentum rate of ANN were set to 10%, and we used sigmoid function as the transfer function of hidden and output nodes. We performed the experiments repeatedly by varying the number of nodes in the hidden layer to n/2, n, 3n/2, and 2n, where n is the number of the input variables. The stopping condition for ANN was set to 50,000 learning events. And, we used MAE (Mean Absolute Error) as the measure for performance comparison. From the experiment, we found that SVR achieved the highest prediction accuracy for the hold-out data set compared to MRA and ANN. Regardless of the target variables (the level of arousal, or the level of positive / negative valence), SVR showed the best performance for the hold-out data set. ANN also outperformed MRA, however, it showed the considerably lower prediction accuracy than SVR for both target variables. The findings of our research are expected to be useful to the researchers or practitioners who are willing to build the models for recognizing human emotions.

• Journal of Intelligence and Information Systems
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• v.19 no.2
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• pp.125-140
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• 2013

We call a data set in which the number of records belonging to a certain class far outnumbers the number of records belonging to the other class, 'imbalanced data set'. Most of the classification techniques perform poorly on imbalanced data sets. When we evaluate the performance of a certain classification technique, we need to measure not only 'accuracy' but also 'sensitivity' and 'specificity'. In a customer churn prediction problem, 'retention' records account for the majority class, and 'churn' records account for the minority class. Sensitivity measures the proportion of actual retentions which are correctly identified as such. Specificity measures the proportion of churns which are correctly identified as such. The poor performance of the classification techniques on imbalanced data sets is due to the low value of specificity. Many previous researches on imbalanced data sets employed 'oversampling' technique where members of the minority class are sampled more than those of the majority class in order to make a relatively balanced data set. When a classification model is constructed using this oversampled balanced data set, specificity can be improved but sensitivity will be decreased. In this research, we developed a hybrid model of support vector machine (SVM), artificial neural network (ANN) and decision tree, that improves specificity while maintaining sensitivity. We named this hybrid model 'hybrid SVM model.' The process of construction and prediction of our hybrid SVM model is as follows. By oversampling from the original imbalanced data set, a balanced data set is prepared. SVM_I model and ANN_I model are constructed using the imbalanced data set, and SVM_B model is constructed using the balanced data set. SVM_I model is superior in sensitivity and SVM_B model is superior in specificity. For a record on which both SVM_I model and SVM_B model make the same prediction, that prediction becomes the final solution. If they make different prediction, the final solution is determined by the discrimination rules obtained by ANN and decision tree. For a record on which SVM_I model and SVM_B model make different predictions, a decision tree model is constructed using ANN_I output value as input and actual retention or churn as target. We obtained the following two discrimination rules: 'IF ANN_I output value <0.285, THEN Final Solution = Retention' and 'IF ANN_I output value ${\geq}0.285$, THEN Final Solution = Churn.' The threshold 0.285 is the value optimized for the data used in this research. The result we present in this research is the structure or framework of our hybrid SVM model, not a specific threshold value such as 0.285. Therefore, the threshold value in the above discrimination rules can be changed to any value depending on the data. In order to evaluate the performance of our hybrid SVM model, we used the 'churn data set' in UCI Machine Learning Repository, that consists of 85% retention customers and 15% churn customers. Accuracy of the hybrid SVM model is 91.08% that is better than that of SVM_I model or SVM_B model. The points worth noticing here are its sensitivity, 95.02%, and specificity, 69.24%. The sensitivity of SVM_I model is 94.65%, and the specificity of SVM_B model is 67.00%. Therefore the hybrid SVM model developed in this research improves the specificity of SVM_B model while maintaining the sensitivity of SVM_I model.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.30 no.11 s.254
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• pp.1425-1432
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• 2006

Coating layers on a coated sheet steel frequently affect distributions of strain rate of sheets and deteriorate the frictional characteristics between sheets and tools in sheet metal forming. Thus, it is important to identify the deformation behavior of these coatings to ensure the success of the sheet forming operation. In this study, the technique using nano-indentation test, FE-simulation and Artificial Neural Network(ANN) were proposed to determine the power law stress-strain behavior of coating layer and the power law behavior of extracted coating layers was examined using FE-simulation of drawing and nano-indentation process. Also, deep drawing test was performed to estimate the formability and frictional characteristic of coated sheet, which was calculated using the linear relationship between drawing force and blank holding force obtained from the deep drawing test. FE-simulations of the drawing process were respectively carried out for single-behavior FE-model having one stress-strain behavior and for layer-behavior FE-model which consist of coating and substrate separately. The results of simulations showed that layer-behavior model can predict drawing forces with more accuracy in comparison with single-behavior model. Also, mean friction coefficients used in FE-simulation signify the value that can occur maximum drawing force in a drawing test.

• Food Science of Animal Resources
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• v.38 no.2
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• pp.362-375
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• 2018

This study proposed a rapid microscopic examination method for pork freshness evaluation by using the self-assembled hyperspectral microscopic imaging (HMI) system with the help of feature extraction algorithm and pattern recognition methods. Pork samples were stored for different days ranging from 0 to 5 days and the freshness of samples was divided into three levels which were determined by total volatile basic nitrogen (TVB-N) content. Meanwhile, hyperspectral microscopic images of samples were acquired by HMI system and processed by the following steps for the further analysis. Firstly, characteristic hyperspectral microscopic images were extracted by using principal component analysis (PCA) and then texture features were selected based on the gray level co-occurrence matrix (GLCM). Next, features data were reduced dimensionality by fisher discriminant analysis (FDA) for further building classification model. Finally, compared with linear discriminant analysis (LDA) model and support vector machine (SVM) model, good back propagation artificial neural network (BP-ANN) model obtained the best freshness classification with a 100 % accuracy rating based on the extracted data. The results confirm that the fabricated HMI system combined with multivariate algorithms has ability to evaluate the fresh degree of pork accurately in the microscopic level, which plays an important role in animal food quality control.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.38 no.5
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• pp.489-495
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• 2014

A micro-genetic algorithm (MGA) is one of the improved forms of a genetic algorithm. It is used to reduce the number of iterations and the computing resources required by using small populations. The efficiency of MGAs has been proved through many problems, especially problems with 3-5 design variables. This study proposes an optimization algorithm based on the sequential design of experiments (SDOE) and an MGA. In a previous study, the authors used the SDOE technique to reduce trial-and-error in the conventional approximate optimization method by using the statistical design of experiments (DOE) and response surface method (RSM) systematically. The proposed algorithm has been applied to various mathematical examples and a structural problem.

• Journal of Korean Society for Geospatial Information Science
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• v.20 no.3
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• pp.65-71
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• 2012

Recently the high-resolution satellite images are helpfully using the land cover, status data for the natural resources or environment management. The effective satellite analysis process for these satellite images that require high investment can be increase the effectiveness has become increasingly important. In this Study, the statistical value of the training data is calculated and analyzed during the preprocessing. Also, that is explained about the maximum likelihood classification of traditional classification method, artificial neural network (ANN) classification method and Support Vector Machines(SVM) classification method and then the IKONOS high-resolution satellite imagery was produced the land cover map using each classification method. Each result data had to analyze the accuracy through the error matrix. The results of this study prove that SVM classification method can be good alternative of the total accuracy of about 86% than other classification method.