• 제목/요약/키워드: Default Prediction

검색결과 59건 처리시간 0.026초

대표 속성을 이용한 최적 연관 이웃 마이닝 (Optimal Associative Neighborhood Mining using Representative Attribute)

  • 정경용
    • 전자공학회논문지CI
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    • 제43권4호
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    • pp.50-57
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    • 2006
  • 최근 정보 기술의 발전에 따라 다양하고 폭넓은 정보들이 디지털 형태로 빠르게 생산 및 배포되고 있다. 사용자가 이러한 정보과잉 속에서 자신이 원하는 정보를 단시간 내에 검색하는 것은 그리 쉬운 일이 아니다. 따라서 유비쿼터스 상거래에서 사용자가 정보를 효율적으로 이용할 수 있도록 제어하고 필터링하는 일을 도와주는 개인화된 추천 시스템이 등장하였으며, 더 나아가 사용자가 원하는 아이템을 예측하고 추천해주고 있으며 이를 위해 협력적 필터링을 적용하고 있다. 이는 사용자의 성향에 맞는 아이템을 예측하고 추천하기 위하여 비슷한 선호도를 가지는 사용자들간의 유사도 가중치를 계산한다. 본 연구는 정보의 속성에 대한 사용자의 선호도를 고려하지 않은 문제를 개선하기 위하여 연관 이웃 마이닝을 사용하여 대표속성에 대한 연관 사용자의 선호도를 협력적 필터링에 반영하였다. 연관 이웃 마이닝은 선호도에 가장 크게 영향을 미치는 속성을 추출하여 유사한 성향을 가진 연관 사용자를 군집한다. 제안된 방법은 사용자가 아이템에 대해서 평가한 MovieLens 데이터 집합을 대상으로 평가되었으며, 기존의 nearest neighbor model과 K-means 군집보다 그 성능이 우수함을 보인다.

Enhancing streamflow prediction skill of WRF-Hydro-CROCUS with DDS calibration over the mountainous basin.

  • Mehboob, Muhammad Shafqat;Lee, Jaehyeong;Kim, Yeonjoo
    • 한국수자원학회:학술대회논문집
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    • 한국수자원학회 2021년도 학술발표회
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    • pp.137-137
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    • 2021
  • In this study we aimed to enhance streamflow prediction skill of a land-surface hydrological model, WRF-Hydro, over one of the snow dominated catchments lies in Himalayan mountainous range, Astore. To assess the response of the Himalayan river flows to climate change is complex due to multiple contributors: precipitation, snow, and glacier melt. WRF-Hydro model with default glacier module lacks generating streamflow in summer period but recently developed WRF-Hydro-CROCUS model overcomes this issue by melting snow/ice from the glaciers. We showed that by implementing WRF-Hydro-CROCUS model over Astore the results were significantly improved in comparison to WRF-Hydro with default glacier module. To constraint the model with the observed streamflow we chose 17 sensitive parameters of WRF-Hydro, which include groundwater parameters, surface runoff parameters, channel parameters, soil parameters, vegetation parameters and snowmelt parameters. We used Dynamically Dimensioned Search (DDS) method to calibrate the daily streamflow with the Nash-Sutcliffe efficiency (NSE) being greater than 0.7 both in calibration (2009-2010) and validation (2011-2013) period. Based on the number of iterations per parameter, we found that the parameters related to channel and runoff process are most sensitive to streamflow. The attempts to address the responses of the streamflows to climate change are still very weak and vague especially northwest Himalayan Part of Pakistan and this study is one of a few successful applications of process-based land-surface hydrologic model over this mountainous region of UIB that can be utilized to have an in-depth understanding of hydrological responses of climate change.

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베이지안 확률적 접근법을 이용한 건설업체 부도 예측에 관한 연구 (Predicting Default of Construction Companies Using Bayesian Probabilistic Approach)

  • 홍성문;황재연;권태환;김주형;김재준
    • 한국건설관리학회논문집
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    • 제17권5호
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    • pp.13-21
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    • 2016
  • 주수급자 역할을 하는 건설기업의 부실화는 발주자에게 공사계약 미이행에 따른 피해를 초래할 수 있고, 전문건설업체 및 자재공급업체의 재무건전성에 악영향을 줄 수 있다. 건설업은 프로젝트를 수주하고 진도에 따라 기성을 받는 현금흐름의 재무적 특성이 존재하고, 사업 진행 중의 부실화는 투입한 자금의 손실로 이어질 수 있으므로 건설업체의 부실화 예측은 중요하다. 국내 건설업체의 부실화 예측은 90년도 초 미국에서 개발된 KMV (Kealhofer McQuown and Vasicek)사의 KMV모형으로 수행되는 경우도 있지만, 이 모형은 일반적인 기업 및 은행의 신용위험 평가에 개발되어져 건설기업 예측력에는 부족함이 있다. 또한, KMV값의 부도확률 예측력에 대해서는 분석대상의 기업수 및 데이터의 부족으로 의문점이 지속적으로 제기되고 있다. 따라서 이러한 의문점을 해결하기 위해 기존 부도예측확률모형에 베이지안 확률적 접근법(Bayesian Probabilistic Approach)을 접목하고자 한다. 베이즈 통계학의 사전확률(Prior Probability)만 적절하게 예측가능하다면 적은 정보라도 증거에 대한 조건부 획득으로 신뢰성 있는 사후확률(Posterior Probability)을 예측할 수 있기 때문이다. 이에 본 연구에서는 기존 부도예측확률모형에 베이지안 확률적 접근법을 활용하여 예상부도확률(Expected Default Frequency, EDF)을 측정하고, 기존 모형의 예상부도확률과 비교하여 정확성을 예측하고자 한다.

앙상블 기반 관측 자료에 따른 예측 민감도 모니터링 시스템 구축 및 평가 (A Monitoring System of Ensemble Forecast Sensitivity to Observation Based on the LETKF Framework Implemented to a Global NWP Model)

  • 이영수;신설은;김정한
    • 대기
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    • 제30권2호
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    • pp.103-113
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    • 2020
  • In this study, we analyzed and developed the monitoring system in order to confirm the effect of observations on forecast sensitivity on ensemble-based data assimilation. For this purpose, we developed the Ensemble Forecast Sensitivity to observation (EFSO) monitoring system based on Local Ensemble Transform Kalman Filter (LETKF) system coupled with Korean Integrated Model (KIM). We calculated 24 h error variance of each of observations and then classified as beneficial or detrimental effects. In details, the relative rankings were according to their magnitude and analyzed the forecast sensitivity by region for north, south hemisphere and tropics. We performed cycle experiment in order to confirm the EFSO result whether reliable or not. According to the evaluation of the EFSO monitoring, GPSRO was classified as detrimental observation during the specified period and reanalyzed by data-denial experiment. Data-denial experiment means that we detect detrimental observation using the EFSO and then repeat the analysis and forecast without using the detrimental observations. The accuracy of forecast in the denial of detrimental GPSRO observation is better than that in the default experiment using all of the GPSRO observation. It means that forecast skill score can be improved by not assimilating observation classified as detrimental one by the EFSO monitoring system.

Web access prediction based on parallel deep learning

  • Togtokh, Gantur;Kim, Kyung-Chang
    • 한국컴퓨터정보학회논문지
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    • 제24권11호
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    • pp.51-59
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    • 2019
  • 웹에서 정보 접근에 대한 폭발적인 주문으로 웹 사용자의 다음 접근 페이지를 예측하는 필요성이 대두되었다. 웹 접근 예측을 위해 마코브(markov) 모델, 딥 신경망, 벡터 머신, 퍼지 추론 모델 등 많은 모델이 제안되었다. 신경망 모델에 기반한 딥러닝 기법에서 대규모 웹 사용 데이터에 대한 학습 시간이 엄청 길어진다. 이 문제를 해결하기 위하여 딥 신경망 모델에서는 학습을 여러 컴퓨터에 동시에, 즉 병렬로 학습시킨다. 본 논문에서는 먼저 스파크 클러스터에서 다층 Perceptron 모델을 학습 시킬 때 중요한 데이터 분할, shuffling, 압축, locality와 관련된 기본 파라미터들이 얼마만큼 영향을 미치는지 살펴보았다. 그 다음 웹 접근 예측을 위해 다층 Perceptron 모델을 학습 시킬 때 성능을 높이기 위하여 이들 스파크 파라미터들을 튜닝 하였다. 실험을 통하여 논문에서 제안한 스파크 파라미터 튜닝을 통한 웹 접근 예측 모델이 파라미터 튜닝을 하지 않았을 경우와 비교하여 웹 접근 예측에 대한 정확성과 성능 향상의 효과를 보였다.

단기 앙상블 예보에서 모형의 불확실성 표현: 태풍 루사 (Representation of Model Uncertainty in the Short-Range Ensemble Prediction for Typhoon Rusa (2002))

  • 김세나;임규호
    • 대기
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    • 제25권1호
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    • pp.1-18
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    • 2015
  • The most objective way to overcome the limitation of numerical weather prediction model is to represent the uncertainty of prediction by introducing probabilistic forecast. The uncertainty of the numerical weather prediction system developed due to the parameterization of unresolved scale motions and the energy losses from the sub-scale physical processes. In this study, we focused on the growth of model errors. We performed ensemble forecast to represent model uncertainty. By employing the multi-physics scheme (PHYS) and the stochastic kinetic energy backscatter scheme (SKEBS) in simulating typhoon Rusa (2002), we assessed the performance level of the two schemes. The both schemes produced better results than the control run did in the ensemble mean forecast of the track. The results using PHYS improved by 28% and those based on SKEBS did by 7%. Both of the ensemble mean errors of the both schemes increased rapidly at the forecast time 84 hrs. The both ensemble spreads increased gradually during integration. The results based on SKEBS represented model errors very well during the forecast time of 96 hrs. After the period, it produced an under-dispersive pattern. The simulation based on PHYS overestimated the ensemble mean error during integration and represented the real situation well at the forecast time of 120 hrs. The displacement speed of the typhoon based on PHYS was closest to the best track, especially after landfall. In the sensitivity tests of the model uncertainty of SKEBS, ensemble mean forecast was sensitive to the physics parameterization. By adjusting the forcing parameter of SKEBS, the default experiment improved in the ensemble spread, ensemble mean errors, and moving speed.

체납된 건강보험료 징수 가능성 예측모형 개발 연구 (Development Study of a Predictive Model for the Possibility of Collection Delinquent Health Insurance Contributions)

  • 나영균
    • 보건행정학회지
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    • 제33권4호
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    • pp.450-456
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    • 2023
  • Background: This study aims to develop a "Predictive Model for the Possibility of Collection Delinquent Health Insurance Contributions" for the National Health Insurance Service to enhance administrative efficiency in protecting and collecting contributions from livelihood-type defaulters. Additionally, it aims to establish customized collection management strategies based on individuals' ability to pay health insurance contributions. Methods: Firstly, to develop the "Predictive Model for the Possibility of Collection Delinquent Health Insurance Contributions," a series of processes including (1) analysis of defaulter characteristics, (2) model estimation and performance evaluation, and (3) model derivation will be conducted. Secondly, using the predictions from the model, individuals will be categorized into four types based on their payment ability and livelihood status, and collection strategies will be provided for each type. Results: Firstly, the regression equation of the prediction model is as follows: phat = exp (0.4729 + 0.0392 × gender + 0.00894 × age + 0.000563 × total income - 0.2849 × low-income type enrollee - 0.2271 × delinquency frequency + 0.9714 × delinquency action + 0.0851 × reduction) / [1 + exp (0.4729 + 0.0392 × gender + 0.00894 × age + 0.000563 × total income - 0.2849 × low-income type enrollee - 0.2271 × delinquency frequency + 0.9714 × delinquency action + 0.0851 × reduction)]. The prediction performance is an accuracy of 86.0%, sensitivity of 87.0%, and specificity of 84.8%. Secondly, individuals were categorized into four types based on livelihood status and payment ability. Particularly, the "support needed group," which comprises those with low payment ability and low-income type enrollee, suggests enhancing contribution relief and support policies. On the other hand, the "high-risk group," which comprises those without livelihood type and low payment ability, suggests implementing stricter default handling to improve collection rates. Conclusion: Upon examining the regression equation of the prediction model, it is evident that individuals with lower income levels and a history of past defaults have a lower probability of payment. This implies that defaults occur among those without the ability to bear the burden of health insurance contributions, leading to long-term defaults. Social insurance operates on the principles of mandatory participation and burden based on the ability to pay. Therefore, it is necessary to develop policies that consider individuals' ability to pay, such as transitioning livelihood-type defaulters to medical assistance or reducing insurance contribution burdens.

DR-FNN을 이용한 LMTT Positioning System 제어 (LMTT Positioning System Control using DR-FNN)

  • 이진우;손동섭;민정탁;이권순
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 2003년도 하계학술대회 논문집 D
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    • pp.2206-2208
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    • 2003
  • LMTT(Linear Motor-based Transfer Technology) is horizontal transfer system in the maritime container terminal for the port automation. The system is modeled PMLSM(Permanent Magnetic Linear Synchronous Motor) that is consists of stator modules on the rail and shuttle car(mover). Because of large variant of movers weight by loading and unloading containers, the difference of each characteristic of stator modules, and a stator module's default etc., LMCS(Linear Motor Conveyance System) is considered as that the system is changed its model suddenly and variously. In this paper, we will introduce the soft-computing method of a multi-step prediction control for LMCS using DR-FNN(Dynamically Constructed Recurrent Fuzzy Neural Network). The proposed control system is used two networks for multi-step prediction. Consequently, the system has an ability to adapt for external disturbance, cogging force, force ripple, and sudden changes of itself.

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Data-Dependent Choice of Optimal Number of Lags in Variogram Estimation

  • Choi, Seung-Bae;Kang, Chang-Wan;Cho, Jang-Sik
    • 응용통계연구
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    • 제23권3호
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    • pp.609-619
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    • 2010
  • Geostatistical data among spatial data is analyzed in three stages: (1) variogram estimation, (2) model fitting for the estimated variograms and (3) spatial prediction using the fitted variogram model. It is very important to estimate the variograms properly as the first stage(i.e., variogram estimation) affects the next two stages. In general, the variogram is estimated with the moment estimator. To estimate the variogram, we have to decide the 'lag increment' or the 'number of lags'. However, there is no established rule for selecting the number of lags in estimating the variogram. The present paper proposes a method of choosing the optimal number of lags based on the PRESS statistic. To show the usefulness of the proposed method, we perform a small simulation study and show an empirical example with with air pollution data from Korea.

Dynamic Retry Adaptation Scheme to Improve Transmission of H.264 HD Video over 802.11 Peer-to-Peer Networks

  • Sinky, Mohammed;Lee, Ben;Lee, Tae-Wook;Kim, Chang-Gone;Shin, Jong-Keun
    • ETRI Journal
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    • 제37권6호
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    • pp.1096-1107
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    • 2015
  • This paper presents a dynamic retry adaptation scheme for H.264 HD video, called DRAS.264, which dynamically adjusts the retry limits of frames at the medium access control (MAC) layer according to the impact those frames have on the streamed H.264 HD video. DRAS.264 is further improved with a bandwidth estimation technique, better prediction of packet delays, and expanded results covering multi-slice video. Our study is performed using the Open Evaluation Framework for Video Over Networks as a simulation environment for various congestion scenarios. Results show improvements in average peak signal-to-noise ratios of up to 4.45 dB for DRAS.264 in comparison to the default MAC layer operation. Furthermore, the ability of DRAS.264 to prioritize data of H.264 bitstreams reduces error propagation during video playback, leading to noticeable visual improvements.