• Journal of the Korean Data and Information Science Society
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• 제24권6호
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• pp.1113-1125
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• 2013

기업의 부도를 예측하는 것은 회계나 재무 분야에서 중요한 연구주제이다. 지금까지 기업 부도예측을 위해 여러 가지 데이터마이닝 기법들이 적용되었으나 주로 단일 모형을 사용함으로서 복잡한 분류 문제에의 적용에 한계를 갖고 있었다. 본 논문에서는 최근에 각광받고 있는 SVM (support vector machine) 모형들을 결합한 앙상블 SVM 모형 (ensemble SVM model)을 부도예측에 사용하고자 한다. 제안된 앙상블 모형은 v-조각 교차 타당성 (v-fold cross-validation)에 의해 얻어진 여러 가지 모형 중에서 성능이 좋은 상위 k개의 단일 모형으로 구성하고 과반수 투표 방식 (majority voting)을 사용하여 미지의 클래스를 분류한다. 본 논문에서 제안된 앙상블 SVM 모형의 성능을 평가하기 위해 실제 기업의 재무비율 자료와 모의실험자료를 가지고 실험하였고, 실험결과 제안된 앙상블 모형이 여러 가지 평가척도 하에서 단일 SVM 모형들보다 좋은 성능을 보임을 알 수 있었다.

• 한국병원경영학회지
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• 제11권3호
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• pp.19-41
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• 2006

The Objective of this study was to design the model which predict the future cash flow of hospitals and on the basis of designed model to support sound hospital management by the prediction of future cash flow. The five cash flow measurement variables discussed in financial accrual part were used as variables and these variables were defined as NI, NIDPR, CFO, CFAI, CC. To measure the cash flow B/S related variables, P/L related variables and financial ratio related variables were utilized in this study. To measure cash flow models were designed and to estimate the prediction ability of five cash flow models, the martingale model and the market model were utilized. To estimate relative prediction outcome of cash flow prediction model and simple market model, MAE and MER were used to compare and analyze relative prediction ability of the cash flow model and the market model and to prove superiority of the model of the cash flow prediction model, 32 Regional Public Hospital's cross-section data and 4 year time series data were combined and pooled cross-sectional time series regression model was used for GLS-analysis. To analyze this data, Firstly, each cash flow prediction model, martingale model and market model were made and MAE and MER were estimated. Secondly difference-test was conducted to find the difference between MAE and MER of cash flow prediction model. Thirdly after ranking by size the prediction of cash flow model, martingale model and market model, Friedman-test was evaluated to find prediction ability. The results of this study were as follows: when t-test was conducted to find prediction ability among each model, the error of prediction of cash flow model was smaller than that of martingale and market model, and the difference of prediction error cash flow was significant, so cash flow model was analyzed as excellent compare with other models. This research results can be considered conductive in that present the suitable prediction model of future cash flow to the hospital. This research can provide valuable information in policy-making of hospital's policy decision. This research provide effects as follows; (1) the research is useful to estimate the benefit of hospital, solvency and capital supply ability for substitution of fixed equipment. (2) the research is useful to estimate hospital's liqudity, solvency and financial ability. (3) the research is useful to estimate evaluation ability in hospital management. Furthermore, the research should be continued by sampling all hospitals and constructed advanced cash flow model in dimension, established type and continued by studying unified model which is related each cash flow model.

• Fibers and Polymers
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• 제1권2호
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• pp.103-110
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• 2000

Flow analysis of profile extrusion is essential for design and production of a profile extrusion die. Velocity, pressure, and temperature distribution in an extrusion die are predicted and compared with the experimental results. A two dimensional numerical method is proposed for three dimensional analysis of the flow field within the profile extrusion die by applying a modified cross-sectional numerical method. Since the cross-sectional shape of the die is varied gradually, it is assumed that the pressure is constant within a cross-sectional plane that is perpendicular to the flow direction. With this assumption, the velocity component in the cross-sectional direction is neglected. The exact cross-sectional shape at any position is calculated based on the geometry of standard cross-sections. The momentum and energy equations are solved with proper boundary conditions at a cross-section and then the same calculation is carried out for the next cross-section using the current calculated values. An L-shaped profile extrusion die is produced and employed for experimental investigation using a commercially available polypropylene. Numerical prediction for the varying cross-sectional shape provides better results than the previous studies and is in good agreement with the experimental results.

• 정보과학회 논문지
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• 제44권9호
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• pp.954-965
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• 2017

안정적인 전력 공급은 전력 인프라의 유지 보수 및 작동에 매우 중요하며, 이를 위해 정확한 전력 사용량 예측이 요구된다. 대학 캠퍼스는 전력 사용량이 많은 곳이며, 시간과 환경에 따른 전력 사용량 변화폭이 다양하다. 이러한 이유로, 전력계통의 효율적인 운영을 위해서는 전력 사용량을 정확하게 예측할 수 있는 모델이 요구된다. 기존의 시계열 예측 기법은 학습 시점과 예측 시점 간의 차이가 클수록 예측 구간이 넓어짐으로 예측 성능이 크게 떨어진다는 단점이 있다. 본 논문은 이를 보완하려는 방안으로, 먼저 의사결정나무를 이용해 날짜, 요일, 공휴일 여부, 학기 등을 고려하여 시계열 형태가 유사한 전력 데이터를 분류한다. 다음으로 분류된 데이터 셋에 각각의 자기회귀누적이동평균모형을 구성하여, 예측 시점에서 시계열 교차검증을 적용해 대학 캠퍼스의 일간 전력 사용량 예측 기법을 제안한다. 예측의 정확성을 평가하기 위해, 성능 평가 지표를 이용하여 제안한 기법의 타당성을 검증하였다.

• 한국빅데이터학회지
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• 제7권2호
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• pp.195-204
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• 2022

관광산업은 최근 코로나19 유행으로 인해 위기에 봉착해 있으며, 이를 극복하기 위해 무엇보다 수익성 개선이 매우 중요한 상황이다. 이 때 여행 수요 자체가 축소된 코로나19와 같은 상황에서는 수익 증대를 위해 객실 점유율을 높이기 위한 공격적인 영업전략보다 어려운 여건 속에서도 찾아온 고객에게 객실 외 추가상품을 판매하여 객단가를 높이는 방향이 더 효율적일 것이다. 국내 관광 연구 분야에서 머신러닝 기법은 수요예측을 중심으로 연구된 바 있으나 교차판매 예측에 대해서는 연구된 바가 거의 없다. 또한 넓은 의미로는 호텔과 같은 숙박업종 이지만 회원제 중심으로 운영하며 숙박과 취사에 적합한 시설을 갖추고 있는 리조트 업종에 특화된 연구는 더욱이 전무한 실정이다. 이에 본 연구에서는 실제 리조트 회사의 투숙 데이터로 다양한 머신러닝 기법을 활용하여 교차판매 예측 모형을 제안하고자 한다. 또한 설명가능한 인공지능(eXplainable AI) 기법을 적용해 교차판매에 영향을 미치는 요인이 무엇인지 해석하고 어떻게 영향을 미치는지 실증 분석을 통해 확인해 보고자 한다.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제7권3호
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• pp.77-90
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• 2018

소프트웨어 결함 예측(SDP)은 결함이 있는 모듈을 식별하기 위한 연구 분야이다. 충분한 로컬 데이터가 없으면 다른 회사에서 수집한 데이터를 사용하여 분류기를 구축하는 교차 프로젝트 결함 예측(CPDP)을 활용할 수 있다. SDP에 대한 대부분의 기계 학습 알고리즘은 서로 다른 값에 따라 예측 성능에 큰 영향을 미치는 하나 이상의 매개 변수를 사용한다. 본 연구의 목적은 CPDP의 예측 성능 향상을 위해 매개 변수 선택 기법을 제안하는 것이다. Harmony Search 알고리즘을 사용하여, 예측 어려움을 야기하는 클래스 불균형을 해결하는 방법인 비용에 민감한 부스팅의 매개 변수를 조정한다. 분포 특성에 따라 매개 변수 범위와 매개 변수 간의 제한 조건 규칙이 정의되어 하모니 검색 알고리즘에 적용된다. 제안된 접근법은 15개의 대상 프로젝트를 대상으로 3개의 CPDP 모델과 내부프로젝트 결함 예측(WPDP) 모델을 비교한다. 실험 결과는 제안된 방법이 클래스 불균형의 맥락에서 다른 CPDP 방법보다 성능이 우수하다는 것을 보여준다. 이전의 연구에서는 탐지 확률이 낮거나 오보 가능성이 높았으나 우리의 기법은 높은 PD와 낮은 PF를 제공하면서 높은 전체 성능을 보였다. 또한 WPDP와 비슷한 성능을 제공하였다.

• Structural Engineering and Mechanics
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• 제89권3호
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• pp.309-321
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• 2024

In this paper, the effect of semi-rigid connections on the stability bearing capacity of cross-bracings in steel tubular transmission towers is investigated. Herein, a prediction method based on the hybrid model which is a combination of particle swarm optimization (PSO) and backpropagation neural network (BPNN) is proposed to accurately predict the stability bearing capacity of cross-bracings with semi-rigid connections and to efficiently conduct its probabilistic assessment. Firstly, the establishment of the finite element (FE) model of cross-bracings with semi-rigid connections is developed on the basis of the development of the mechanical model. Then, a dataset of 7425 samples generated by the FE model is used to train and test the PSO-BPNN model, and the accuracy of the proposed method is evaluated. Finally, the probabilistic assessment for the stability bearing capacity of cross-bracings with semi-rigid connections is conducted based on the proposed method and the Monte Carlo simulation, in which the geometric and material properties including the outer diameter and thickness of cross-sections and the yield strength of steel are considered as random variables. The results indicate that the proposed method based on the PSO-BPNN model has high accuracy in predicting the stability bearing capacity of cross-bracings with semi-rigid connections. Meanwhile, the semi-rigid connections could enhance the stability bearing capacity of cross-bracings and the reliability of cross-bracings would significantly increase after considering semi-rigid connections.

• 한국생물정보학회:학술대회논문집
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• 한국생물정보시스템생물학회 2005년도 BIOINFO 2005
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• pp.237-242
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• 2005

Predicting the cellular location of an unknown protein gives a valuable information for inferring the possible function of the protein. For more accurate prediction system, we need a good feature extraction method that transforms the raw sequence data into the numerical feature vector, minimizing information loss. In this paper, we propose new methods of extracting underlying features only from the sequence data by computing pairwise sequence alignment scores. In addition, we use composition based features to improve prediction accuracy. To construct an SVM ensemble from separately trained SVM classifiers, we propose specificity based weighted majority voting. The overall prediction accuracy evaluated by the 5-fold cross-validation reached 88.53% for the eukaryotic animal data set. By comparing the prediction accuracy of various feature extraction methods, we could get the biological insight on the location of targeting information. Our numerical experiments confirm that our new feature extraction methods are very useful for predicting subcellular localization of proteins.

• 한국경영과학회지
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• 제30권1호
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• pp.55-74
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• 2005

Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

• 한국컴퓨터정보학회논문지
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• 제23권9호
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• pp.81-86
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• 2018

Software defect severity is very important in projects with limited historical data or new projects. But general software defect prediction is very difficult to collect the label information of the training set and cross-project defect prediction must have a lot of data. In this paper, an unclassified data set with defect severity is clustered according to the distribution ratio. And defect severity-based prediction model is proposed by way of labeling. Proposed model is applied CLAMI in JM1, PC4 with the least ambiguity of defect severity-based NASA dataset. And it is evaluated the value of ACC compared to original data. In this study experiment result, proposed model is improved JM1 0.15 (15%), PC4 0.12(12%) than existing defect severity-based prediction models.