• Title/Summary/Keyword: Bayesian 방법

Search Result 788, Processing Time 0.025 seconds

Managing the Reverse Extrapolation Model of Radar Threats Based Upon an Incremental Machine Learning Technique (점진적 기계학습 기반의 레이더 위협체 역추정 모델 생성 및 갱신)

  • Kim, Chulpyo;Noh, Sanguk
    • The Journal of Korean Institute of Next Generation Computing
    • /
    • v.13 no.4
    • /
    • pp.29-39
    • /
    • 2017
  • Various electronic warfare situations drive the need to develop an integrated electronic warfare simulator that can perform electronic warfare modeling and simulation on radar threats. In this paper, we analyze the components of a simulation system to reversely model the radar threats that emit electromagnetic signals based on the parameters of the electronic information, and propose a method to gradually maintain the reverse extrapolation model of RF threats. In the experiment, we will evaluate the effectiveness of the incremental model update and also assess the integration method of reverse extrapolation models. The individual model of RF threats are constructed by using decision tree, naive Bayesian classifier, artificial neural network, and clustering algorithms through Euclidean distance and cosine similarity measurement, respectively. Experimental results show that the accuracy of reverse extrapolation models improves, while the size of the threat sample increases. In addition, we use voting, weighted voting, and the Dempster-Shafer algorithm to integrate the results of the five different models of RF threats. As a result, the final decision of reverse extrapolation through the Dempster-Shafer algorithm shows the best performance in its accuracy.

Modeling Consumers' WOM (Word-Of-Mouth) Behavior with Subjective Evaluation and Objective Information on High-tech Products (하이테크 제품에 대한 소비자의 주관적 평가와 객관적 정보 구전 활동에 대한 연구)

  • Chung, Jaihak
    • Asia Marketing Journal
    • /
    • v.11 no.1
    • /
    • pp.73-92
    • /
    • 2009
  • Consumers influence other consumers' brand choice behavior by delivering a variety of objective or subjective information on a particular product, which is called WOM (Word-Of-Mouth) activities. For WOM activities, WOM senders should choose messages to deliver to other consumers. We classify the contents of the messages a consumer chooses for WOM delivery into two categories: Subjective (positive or negative) evaluation and objective information on products. In our study, we regard WOM senders' activities as a choice behavior and introduce a choice model to study the relationship between the choice of different WOM information (WOM with positive or negative subjective evaluation and WOM with objective information) and its influencing factors (information sources and consumer characteristics) by developing two bivariate Probit models. In order to consider the mediating effects of WOM senders' product involvement, product attitude, and their characteristics (gender and age), we develop three second-level models for the propagation of positive evaluations, of negative evaluations, and of objective information on products in an hierarchical Bayesian modeling framework. Our empirical results show that WOM senders' information choice behavior differs according to the types of information sources. The effects of information sources on WOM activities differ according to the types of WOM messages (subjective evaluation (positive or negative) and objective information). Therefore, our study concludes that WOM activities can be partially managed with effective communication plans influencing on consumers' WOM message choice behavior. The empirical results provide some guidelines for consumers' propagation of information on products companies want.

  • PDF

Evaluation of Performance Based Design Method of Concrete Structures for Various Climate Changes (다양한 기후변화에 따른 콘크리트 구조물의 성능중심형 설계 평가)

  • Kim, Tae-Kyun;Shim, Hyun-Bo;Ahn, Tae-Song;Kim, Jang-Ho Jay
    • Journal of the Korean Recycled Construction Resources Institute
    • /
    • v.1 no.1
    • /
    • pp.8-16
    • /
    • 2013
  • Currently, global warming has advanced by the usage of fossil fuels such as coal and petroleum. and the atmosphere temperature in the world of 100 years(1906~2005) has been risen $0.74^{\circ}C{\pm}0.18^{\circ}C$, IPCC announced that the global warming effect of last decade was nearly doubled compared to the changes($0.07^{\circ}C{\pm}0.02^{\circ}C$/10year) in the past 100 years. Moreover, due to the global warming, heat wave, heavy snow, heavy rain, super typhoon, were caused and are increasing to happen in the world continuously causing damages and destruction of social infrastructures, where concrete structures are suffering deterioration by long-term extreme climate changes. to solve these problems, the new construction technology and codes are necessary. In this study, to solve these problems, experiments on a variety of cases considering the temperature and humidity, the main factors of climate factors, were performed, and the cases are decided by temperature and humidity. The specimens were tested in compressive strength test and split tensile test by the curing age(3,7,28 days) morever, performance based design(PBD) method was applied by using the satisfaction curve developed from the experiment date. PBD is the design method that gathers the current experimental analysis and past experimental analysis and develops the material properties required for the structure, and carries out the design of concrete mix, and it is recently studied actively worldwide. Also, it is the ultimate goal of PBD to design and perform on structures have sufficient performance during usage and to provide the problem solving for various situations, Also, it can achieve maximum effect in terms of functionality and economy.

Development of Quantification Methods for the Myocardial Blood Flow Using Ensemble Independent Component Analysis for Dynamic $H_2^{15}O$ PET (동적 $H_2^{15}O$ PET에서 앙상블 독립성분분석법을 이용한 심근 혈류 정량화 방법 개발)

  • Lee, Byeong-Il;Lee, Jae-Sung;Lee, Dong-Soo;Kang, Won-Jun;Lee, Jong-Jin;Kim, Soo-Jin;Choi, Seung-Jin;Chung, June-Key;Lee, Myung-Chul
    • The Korean Journal of Nuclear Medicine
    • /
    • v.38 no.6
    • /
    • pp.486-491
    • /
    • 2004
  • Purpose: factor analysis and independent component analysis (ICA) has been used for handling dynamic image sequences. Theoretical advantages of a newly suggested ICA method, ensemble ICA, leaded us to consider applying this method to the analysis of dynamic myocardial $H_2^{15}O$ PET data. In this study, we quantified patients' blood flow using the ensemble ICA method. Materials and Methods: Twenty subjects underwent $H_2^{15}O$ PET scans using ECAT EXACT 47 scanner and myocardial perfusion SPECT using Vertex scanner. After transmission scanning, dynamic emission scans were initiated simultaneously with the injection of $555{\sim}740$ MBq $H_2^{15}O$. Hidden independent components can be extracted from the observed mixed data (PET image) by means of ICA algorithms. Ensemble learning is a variational Bayesian method that provides an analytical approximation to the parameter posterior using a tractable distribution. Variational approximation forms a lower bound on the ensemble likelihood and the maximization of the lower bound is achieved through minimizing the Kullback-Leibler divergence between the true posterior and the variational posterior. In this study, posterior pdf was approximated by a rectified Gaussian distribution to incorporate non-negativity constraint, which is suitable to dynamic images in nuclear medicine. Blood flow was measured in 9 regions - apex, four areas in mid wall, and four areas in base wall. Myocardial perfusion SPECT score and angiography results were compared with the regional blood flow. Results: Major cardiac components were separated successfully by the ensemble ICA method and blood flow could be estimated in 15 among 20 patients. Mean myocardial blood flow was $1.2{\pm}0.40$ ml/min/g in rest, $1.85{\pm}1.12$ ml/min/g in stress state. Blood flow values obtained by an operator in two different occasion were highly correlated (r=0.99). In myocardium component image, the image contrast between left ventricle and myocardium was 1:2.7 in average. Perfusion reserve was significantly different between the regions with and without stenosis detected by the coronary angiography (P<0.01). In 66 segment with stenosis confirmed by angiography, the segments with reversible perfusion decrease in perfusion SPECT showed lower perfusion reserve values in $H_2^{15}O$ PET. Conclusions: Myocardial blood flow could be estimated using an ICA method with ensemble learning. We suggest that the ensemble ICA incorporating non-negative constraint is a feasible method to handle dynamic image sequence obtained by the nuclear medicine techniques.

Feeding Behavior of Crustaceans (Cladocera, Copepoda and Ostracoda): Food Selection Measured by Stable Isotope Analysis Using R Package SIAR in Mesocosm Experiment (메소코즘을 이용한 지각류, 요각류 및 패충류의 섭식 성향 분석; 탄소, 질소 안정동위원소비의 믹싱모델 (R package SIAR)을 이용한 정량 분석)

  • Chang, Kwang-Hyeon;Seo, Dong-Il;Go, Soon-Mi;Sakamoto, Masaki;Nam, Gui-Sook;Choi, Jong-Yun;Kim, Min-Seob;Jeong, Kwang-Seok;La, Geung-Hwan;Kim, Hyun-Woo
    • Korean Journal of Ecology and Environment
    • /
    • v.49 no.4
    • /
    • pp.279-288
    • /
    • 2016
  • Stable Isotope Analysis(SIA) of carbon and nitrogen is useful tool for the understanding functional roles of target organisms in biological interactions in the food web. Recently, mixing model based on SIA is frequently used to determine which of the potential food sources predominantly assimilated by consumers, however, application of model is often limited and difficult for non-expert users of software. In the present study, we suggest easy manual of R software and package SIAR with example data regarding selective feeding of crustaceans dominated freshwater zooplankton community. We collected SIA data from the experimental mesocosms set up at the littoral area of eutrophic Chodae Reservoir, and analyzed the dominant crustacean species main food sources among small sized particulate organic matters (POM, <$50{\mu}m$), large sized POM (>$50{\mu}m$), and attached POM using mixing model. From the results obtained by SIAR model, Daphnia galeata and Ostracoda mainly consumed small sized POM while Simocephalus vetulus consumed both small and large sized POM simultaneously. Copepods collected from the reservoir showed no preferences on various food items, but in the mesocosm tanks, main food sources for the copepods was attached POM rather than planktonic preys including rotifers. The results have suggested that their roles as grazers in food web of eutrophicated reservoirs are different, and S. vetulus is more efficient grazer on wide range of food items such as large colony of phytoplankton and cyanobacteria during water bloom period.

Predictive Clustering-based Collaborative Filtering Technique for Performance-Stability of Recommendation System (추천 시스템의 성능 안정성을 위한 예측적 군집화 기반 협업 필터링 기법)

  • Lee, O-Joun;You, Eun-Soon
    • Journal of Intelligence and Information Systems
    • /
    • v.21 no.1
    • /
    • pp.119-142
    • /
    • 2015
  • With the explosive growth in the volume of information, Internet users are experiencing considerable difficulties in obtaining necessary information online. Against this backdrop, ever-greater importance is being placed on a recommender system that provides information catered to user preferences and tastes in an attempt to address issues associated with information overload. To this end, a number of techniques have been proposed, including content-based filtering (CBF), demographic filtering (DF) and collaborative filtering (CF). Among them, CBF and DF require external information and thus cannot be applied to a variety of domains. CF, on the other hand, is widely used since it is relatively free from the domain constraint. The CF technique is broadly classified into memory-based CF, model-based CF and hybrid CF. Model-based CF addresses the drawbacks of CF by considering the Bayesian model, clustering model or dependency network model. This filtering technique not only improves the sparsity and scalability issues but also boosts predictive performance. However, it involves expensive model-building and results in a tradeoff between performance and scalability. Such tradeoff is attributed to reduced coverage, which is a type of sparsity issues. In addition, expensive model-building may lead to performance instability since changes in the domain environment cannot be immediately incorporated into the model due to high costs involved. Cumulative changes in the domain environment that have failed to be reflected eventually undermine system performance. This study incorporates the Markov model of transition probabilities and the concept of fuzzy clustering with CBCF to propose predictive clustering-based CF (PCCF) that solves the issues of reduced coverage and of unstable performance. The method improves performance instability by tracking the changes in user preferences and bridging the gap between the static model and dynamic users. Furthermore, the issue of reduced coverage also improves by expanding the coverage based on transition probabilities and clustering probabilities. The proposed method consists of four processes. First, user preferences are normalized in preference clustering. Second, changes in user preferences are detected from review score entries during preference transition detection. Third, user propensities are normalized using patterns of changes (propensities) in user preferences in propensity clustering. Lastly, the preference prediction model is developed to predict user preferences for items during preference prediction. The proposed method has been validated by testing the robustness of performance instability and scalability-performance tradeoff. The initial test compared and analyzed the performance of individual recommender systems each enabled by IBCF, CBCF, ICFEC and PCCF under an environment where data sparsity had been minimized. The following test adjusted the optimal number of clusters in CBCF, ICFEC and PCCF for a comparative analysis of subsequent changes in the system performance. The test results revealed that the suggested method produced insignificant improvement in performance in comparison with the existing techniques. In addition, it failed to achieve significant improvement in the standard deviation that indicates the degree of data fluctuation. Notwithstanding, it resulted in marked improvement over the existing techniques in terms of range that indicates the level of performance fluctuation. The level of performance fluctuation before and after the model generation improved by 51.31% in the initial test. Then in the following test, there has been 36.05% improvement in the level of performance fluctuation driven by the changes in the number of clusters. This signifies that the proposed method, despite the slight performance improvement, clearly offers better performance stability compared to the existing techniques. Further research on this study will be directed toward enhancing the recommendation performance that failed to demonstrate significant improvement over the existing techniques. The future research will consider the introduction of a high-dimensional parameter-free clustering algorithm or deep learning-based model in order to improve performance in recommendations.

A Study on Differences of Contents and Tones of Arguments among Newspapers Using Text Mining Analysis (텍스트 마이닝을 활용한 신문사에 따른 내용 및 논조 차이점 분석)

  • Kam, Miah;Song, Min
    • Journal of Intelligence and Information Systems
    • /
    • v.18 no.3
    • /
    • pp.53-77
    • /
    • 2012
  • This study analyses the difference of contents and tones of arguments among three Korean major newspapers, the Kyunghyang Shinmoon, the HanKyoreh, and the Dong-A Ilbo. It is commonly accepted that newspapers in Korea explicitly deliver their own tone of arguments when they talk about some sensitive issues and topics. It could be controversial if readers of newspapers read the news without being aware of the type of tones of arguments because the contents and the tones of arguments can affect readers easily. Thus it is very desirable to have a new tool that can inform the readers of what tone of argument a newspaper has. This study presents the results of clustering and classification techniques as part of text mining analysis. We focus on six main subjects such as Culture, Politics, International, Editorial-opinion, Eco-business and National issues in newspapers, and attempt to identify differences and similarities among the newspapers. The basic unit of text mining analysis is a paragraph of news articles. This study uses a keyword-network analysis tool and visualizes relationships among keywords to make it easier to see the differences. Newspaper articles were gathered from KINDS, the Korean integrated news database system. KINDS preserves news articles of the Kyunghyang Shinmun, the HanKyoreh and the Dong-A Ilbo and these are open to the public. This study used these three Korean major newspapers from KINDS. About 3,030 articles from 2008 to 2012 were used. International, national issues and politics sections were gathered with some specific issues. The International section was collected with the keyword of 'Nuclear weapon of North Korea.' The National issues section was collected with the keyword of '4-major-river.' The Politics section was collected with the keyword of 'Tonghap-Jinbo Dang.' All of the articles from April 2012 to May 2012 of Eco-business, Culture and Editorial-opinion sections were also collected. All of the collected data were handled and edited into paragraphs. We got rid of stop-words using the Lucene Korean Module. We calculated keyword co-occurrence counts from the paired co-occurrence list of keywords in a paragraph. We made a co-occurrence matrix from the list. Once the co-occurrence matrix was built, we used the Cosine coefficient matrix as input for PFNet(Pathfinder Network). In order to analyze these three newspapers and find out the significant keywords in each paper, we analyzed the list of 10 highest frequency keywords and keyword-networks of 20 highest ranking frequency keywords to closely examine the relationships and show the detailed network map among keywords. We used NodeXL software to visualize the PFNet. After drawing all the networks, we compared the results with the classification results. Classification was firstly handled to identify how the tone of argument of a newspaper is different from others. Then, to analyze tones of arguments, all the paragraphs were divided into two types of tones, Positive tone and Negative tone. To identify and classify all of the tones of paragraphs and articles we had collected, supervised learning technique was used. The Na$\ddot{i}$ve Bayesian classifier algorithm provided in the MALLET package was used to classify all the paragraphs in articles. After classification, Precision, Recall and F-value were used to evaluate the results of classification. Based on the results of this study, three subjects such as Culture, Eco-business and Politics showed some differences in contents and tones of arguments among these three newspapers. In addition, for the National issues, tones of arguments on 4-major-rivers project were different from each other. It seems three newspapers have their own specific tone of argument in those sections. And keyword-networks showed different shapes with each other in the same period in the same section. It means that frequently appeared keywords in articles are different and their contents are comprised with different keywords. And the Positive-Negative classification showed the possibility of classifying newspapers' tones of arguments compared to others. These results indicate that the approach in this study is promising to be extended as a new tool to identify the different tones of arguments of newspapers.

Robo-Advisor Algorithm with Intelligent View Model (지능형 전망모형을 결합한 로보어드바이저 알고리즘)

  • Kim, Sunwoong
    • Journal of Intelligence and Information Systems
    • /
    • v.25 no.2
    • /
    • pp.39-55
    • /
    • 2019
  • Recently banks and large financial institutions have introduced lots of Robo-Advisor products. Robo-Advisor is a Robot to produce the optimal asset allocation portfolio for investors by using the financial engineering algorithms without any human intervention. Since the first introduction in Wall Street in 2008, the market size has grown to 60 billion dollars and is expected to expand to 2,000 billion dollars by 2020. Since Robo-Advisor algorithms suggest asset allocation output to investors, mathematical or statistical asset allocation strategies are applied. Mean variance optimization model developed by Markowitz is the typical asset allocation model. The model is a simple but quite intuitive portfolio strategy. For example, assets are allocated in order to minimize the risk on the portfolio while maximizing the expected return on the portfolio using optimization techniques. Despite its theoretical background, both academics and practitioners find that the standard mean variance optimization portfolio is very sensitive to the expected returns calculated by past price data. Corner solutions are often found to be allocated only to a few assets. The Black-Litterman Optimization model overcomes these problems by choosing a neutral Capital Asset Pricing Model equilibrium point. Implied equilibrium returns of each asset are derived from equilibrium market portfolio through reverse optimization. The Black-Litterman model uses a Bayesian approach to combine the subjective views on the price forecast of one or more assets with implied equilibrium returns, resulting a new estimates of risk and expected returns. These new estimates can produce optimal portfolio by the well-known Markowitz mean-variance optimization algorithm. If the investor does not have any views on his asset classes, the Black-Litterman optimization model produce the same portfolio as the market portfolio. What if the subjective views are incorrect? A survey on reports of stocks performance recommended by securities analysts show very poor results. Therefore the incorrect views combined with implied equilibrium returns may produce very poor portfolio output to the Black-Litterman model users. This paper suggests an objective investor views model based on Support Vector Machines(SVM), which have showed good performance results in stock price forecasting. SVM is a discriminative classifier defined by a separating hyper plane. The linear, radial basis and polynomial kernel functions are used to learn the hyper planes. Input variables for the SVM are returns, standard deviations, Stochastics %K and price parity degree for each asset class. SVM output returns expected stock price movements and their probabilities, which are used as input variables in the intelligent views model. The stock price movements are categorized by three phases; down, neutral and up. The expected stock returns make P matrix and their probability results are used in Q matrix. Implied equilibrium returns vector is combined with the intelligent views matrix, resulting the Black-Litterman optimal portfolio. For comparisons, Markowitz mean-variance optimization model and risk parity model are used. The value weighted market portfolio and equal weighted market portfolio are used as benchmark indexes. We collect the 8 KOSPI 200 sector indexes from January 2008 to December 2018 including 132 monthly index values. Training period is from 2008 to 2015 and testing period is from 2016 to 2018. Our suggested intelligent view model combined with implied equilibrium returns produced the optimal Black-Litterman portfolio. The out of sample period portfolio showed better performance compared with the well-known Markowitz mean-variance optimization portfolio, risk parity portfolio and market portfolio. The total return from 3 year-period Black-Litterman portfolio records 6.4%, which is the highest value. The maximum draw down is -20.8%, which is also the lowest value. Sharpe Ratio shows the highest value, 0.17. It measures the return to risk ratio. Overall, our suggested view model shows the possibility of replacing subjective analysts's views with objective view model for practitioners to apply the Robo-Advisor asset allocation algorithms in the real trading fields.