• The Journal of Korean Association of Computer Education
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• v.6 no.2
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• pp.33-40
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• 2003

Criticality prediction models that determine whether a design entity is fault-prone or non fault-prone play an important role in reducing system development costs because the problems in early phases largely affect the quality of the late products. Real-time systems such as telecommunication systems are so large that criticality prediction is mere important in real-time system design. The current models are based on the technique such as discriminant analysis, neural net and classification trees. These models have some problems with analyzing causes of the prediction results and low extendability. This paper builds a new prediction model, GAM, based on Genetic Algorithm. GAM is different from other models because it produces a criticality function. So GAM can be used for comparison between entities by criticality. GAM is implemented and compared with a well-known prediction model, BackPropagation neural network Model(BPM), considering Internal characteristics and accuracy of prediction.

• The Journal of Information Systems
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• v.30 no.4
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• pp.247-275
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• 2021

Purpose This study attempted to predict corporate innovation and business performance using ensemble learning. Design/methodology/approach The ensemble techniques uses weak learning to create robust learning, which combines several weak models to derive improved performance. In this study, XGboost, LightGBM, and Catboost were used among ensemble techniques. It was compared and evaluated with traditional machine learning methods. Findings The summary of the research results is as follows. First, the type of innovation is expanding from technical innovation to non-technical areas. Second, it was confirmed that LightGBM performed best for radical innovation prediction, and XGboost performed best for incremental innovation prediction. Third, Catboost performed best for firm performance prediction. Although there was no significant difference in predictive power between ensemble techniques, we found that comparative analysis was necessary to confirm better prediction performance.

• Water for future
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• v.20 no.2
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• pp.161-168
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• 1987

The prediction of changes in the tidal regime due to the construction of a barrier in the Keum River was performed via one-dimensional numerical model. It is shown that a barrier in Mangwolri will lead to a small increase in the $ tidal range. The validity of this prediction is examined using the hydrodynamic analogy with AC circuit theory. Some of preliminary results are presented and discussed.

• The Korean Journal of Financial Management
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• v.12 no.2
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• pp.221-237
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• 1995

When we apply parametric models to the movement of stock prices, we don't know whether they are really correct specifications. In the paper, any prior conditional mean structure is not assumed. By applying the nonparametric model, we see if it better performs (than the random walk model) in terms of out-of-sample prediction. An interesting finding is that the random walk model is still the best. There doesn't seem to exist any form of nonlinearity (not to mention linearity) in stock prices that can be exploitable in terms of point prediction.

• Journal of Distribution Science
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• v.17 no.11
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• pp.73-79
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• 2019

Purpose: The purpose of this study was evaluated to compare the predictive power of distress prediction models by using discriminant analysis method and logit analysis method for food service franchise industry in Korea. Research design, data and methodology: Forty-six food service franchise industry with high sales volume in the 2017 were selected as the sample food service franchise industry for analysis. The fourteen financial ratios for analysis were calculated from the data in the 2017 statement of financial position and income statement of forty-six food service franchise industry in Korea. The fourteen financial ratios were used as sample data and analyzed by t-test. As a result seven statistically significant independent variables were chosen. The analysis method of the distress prediction model was performed by logit analysis and multiple discriminant analysis. Results: The difference between the average value of fourteen financial ratios of forty-six food service franchise industry was tested through t-test in order to extract variables that are classified as top-leveled and failure food service franchise industry among the financial ratios. As a result of the univariate test appears that the variables which differentiate the top-leveled food service franchise industry to failure food service industry are income to stockholders' equity, operating income to sales, current ratio, net income to assets, cash flows from operating activities, growth rate of operating income, and total assets turnover. The statistical significances of the seven financial ratio independent variables were also confirmed by logit analysis and discriminant analysis. Conclusions: The analysis results of the prediction accuracy of each distress prediction model in this study showed that the forecast accuracy of the prediction model by the discriminant analysis method was 84.8% and 89.1% by the logit analysis method, indicating that the logit analysis method has higher distress predictability than the discriminant analysis method. Comparing the previous distress prediction capability, which ranges from 75% to 85% by discriminant analysis and logit analysis, this study's prediction capacity, which is 84.8% in the discriminant analysis, and 89.1% in logit analysis, is found to belong to the range of previous study's prediction capacity range and is considered high number.

• Asia pacific journal of information systems
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• v.34 no.2
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• pp.565-584
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• 2024

More than 1 million automobile insurance repairs occur per year globally, and the related repair costs add up to astronomical amounts. Insurance companies and repair shops are spending a great deal of money on manpower every year to claim reasonable insurance repair costs. For this reason, promptly predicting insurance claims for vehicles in accidents can help reduce social costs related to auto insurance. Several recent studies have been conducted in auto insurance repair prediction using variables such as photos of vehicle damage. We propose a new model that reflects auto insurance repair characteristics to predict auto insurance repair claims through an association rule method that combines gradient descent and location information. This method searches for the appropriate number of rules by applying the gradient descent method to results generated by association rules and eventually extracting main rules with a distance filter that reflects automobile part location information to find items suitable for insurance repair claims. According to our results, predictive performance could be improved by applying the rule set extracted by the proposed method. Therefore, a model combining the gradient descent method and a location-based association rule method is suitable for predicting auto insurance repair claims.

• The Journal of the Korea Contents Association
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• v.18 no.8
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• pp.525-535
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• 2018

If the frequency of a particular class is excessively higher than the frequency of other classes in the classification problem, data imbalance problems occur, which make machine learning distorted. Corporate bankruptcy prediction often suffers from data imbalance problems since the ratio of insolvent companies is generally very low, whereas the ratio of solvent companies is very high. To mitigate these problems, it is required to apply a proper sampling technique. Until now, oversampling techniques which adjust the class distribution of a data set by sampling minor class with replacement have popularly been used. However, they are a risk of overfitting. Under this background, this study proposes ROSE(Random Over Sampling Examples) technique which is proposed by Menardi and Torelli in 2014 for the effective corporate bankruptcy prediction. The ROSE technique creates new learning samples by synthesizing the samples for learning, so it leads to better prediction accuracy of the classifiers while avoiding the risk of overfitting. Specifically, our study proposes to combine the ROSE method with SVM(support vector machine), which is known as the best binary classifier. We applied the proposed method to a real-world bankruptcy prediction case of a Korean major bank, and compared its performance with other sampling techniques. Experimental results showed that ROSE contributed to the improvement of the prediction accuracy of SVM in bankruptcy prediction compared to other techniques, with statistical significance. These results shed a light on the fact that ROSE can be a good alternative for resolving data imbalance problems of the prediction problems in social science area other than bankruptcy prediction.

• Journal of Korea Water Resources Association
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• v.54 no.7
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• pp.485-493
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• 2021

Groundwater is an important water resource that can be used along with surface water. In particular, in the case of island regions, research on groundwater level variability is essential for stable groundwater use because the ratio of groundwater use is relatively high. Researches using artificial intelligence models (AIs) for the prediction and analysis of groundwater level variability are continuously increasing. However, there are insufficient studies presenting evaluation criteria to judge the appropriateness of groundwater level prediction. This study comprehensively analyzed the research results that predicted the groundwater level using AIs for various regions around the world over the past 20 years to present the range of allowable groundwater level prediction errors. As a result, the groundwater level prediction error increased as the observed groundwater level variability increased. Therefore, the criteria for evaluating the adequacy of the groundwater level prediction by an AI is presented as follows: less than or equal to the root mean square error or maximum error calculated using the linear regression equations presented in this study, or NSE ≥ 0.849 or R² ≥ 0.880. This allowable prediction error range can be used as a reference for determining the appropriateness of the groundwater level prediction using an AI.

• Proceedings of the Korea Water Resources Association Conference
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• 2005.05b
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• pp.225-229
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• 2005

이류모형을 이용한 단기예측 레이더 강우자료와 관측 레이더자료의 비교를 통하여 얻어진 예측오차를 분석하였다. 임의 시점까지의 예측오차 장에 나타나는 확률분포 형태와 공간적 상관성을 분석하여 이들 특성을 반영하는 추후의 예측오차 장을 모의할 수 있었다. 모의된 예측오차 장과 합성된 단기예측 강우 장은 이류모형을 이용한 예측에 따른 불확실성 을 추계학적으로 반영한 예측강우를 제공한다.

• Proceedings of the Korea Water Resources Association Conference
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• 2001.05a
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• pp.35-44
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• 2001

As one of advanced uses of radar, a physically based rainfall prediction method which uses a conceptual rainfall model assimilated by information from volume scanning radar is shown. As another example of advanced utilization of weather radar, results from analyzing a hierarchical time-scale structure in dependency of rainfall distribution en topography are shown.