• Title/Summary/Keyword: Default Prediction Model

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

  • Lee, Jin-Woo;Sohn, Dong-Sop;Min, Jung-Tak;Lee, Kwon-Soon
    • Proceedings of the KIEE Conference
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    • 2003.07d
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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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Performance Modelling of Adaptive VANET with Enhanced Priority Scheme

  • Lim, Joanne Mun-Yee;Chang, YoongChoon;Alias, MohamadYusoff;Loo, Jonathan
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.4
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    • pp.1337-1358
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    • 2015
  • In this paper, we present an analytical and simulated study on the performance of adaptive vehicular ad hoc networks (VANET) priority based on Transmission Distance Reliability Range (TDRR) and data type. VANET topology changes rapidly due to its inherent nature of high mobility nodes and unpredictable environments. Therefore, nodes in VANET must be able to adapt to the ever changing environment and optimize parameters to enhance performance. However, there is a lack of adaptability in the current VANET scheme. Existing VANET IEEE802.11p's Enhanced Distributed Channel Access; EDCA assigns priority solely based on data type. In this paper, we propose a new priority scheme which utilizes Markov model to perform TDRR prediction and assign priorities based on the proposed Markov TDRR Prediction with Enhanced Priority VANET Scheme (MarPVS). Subsequently, we performed an analytical study on MarPVS performance modeling. In particular, considering five different priority levels defined in MarPVS, we derived the probability of successful transmission, the number of low priority messages in back off process and concurrent low priority transmission. Finally, the results are used to derive the average transmission delay for data types defined in MarPVS. Numerical results are provided along with simulation results which confirm the accuracy of the proposed analysis. Simulation results demonstrate that the proposed MarPVS results in lower transmission latency and higher packet success rate in comparison with the default IEEE802.11p scheme and greedy scheduler scheme.

Comparisons of the corporate credit rating model power under various conditions (기준값 변화에 따른 기업신용평가모형 성능 비교)

  • Ha, Jeongcheol;Kim, Soojin
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.6
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    • pp.1207-1216
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    • 2015
  • This study aims to compare the model power in developing corporate credit rating models and to suggest a good way to build models based on the characteristic of data. Among many measurement methods, AR is used to measure the model power under various conditions. SAS/MACRO is in use for similar repetitions to reduce time to build models under several combination of conditions. A corporate credit rating model is composed of two sub-models; a credit scoring model and a default prediction model. We verify that the latter performs better than the former under various conditions. From the result of size comparisons, models of large size corporate are more powerful and more meaningful in financial viewpoint than those of small size corporate. As a corporate size gets smaller, the gap between sub-models becomes huge and the effect of outliers becomes serious.

Dynamic forecasts of bankruptcy with Recurrent Neural Network model (RNN(Recurrent Neural Network)을 이용한 기업부도예측모형에서 회계정보의 동적 변화 연구)

  • Kwon, Hyukkun;Lee, Dongkyu;Shin, Minsoo
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.139-153
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    • 2017
  • Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

A Study on Utilization of Vision Transformer for CTR Prediction (CTR 예측을 위한 비전 트랜스포머 활용에 관한 연구)

  • Kim, Tae-Suk;Kim, Seokhun;Im, Kwang Hyuk
    • Knowledge Management Research
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    • v.22 no.4
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    • pp.27-40
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    • 2021
  • Click-Through Rate (CTR) prediction is a key function that determines the ranking of candidate items in the recommendation system and recommends high-ranking items to reduce customer information overload and achieve profit maximization through sales promotion. The fields of natural language processing and image classification are achieving remarkable growth through the use of deep neural networks. Recently, a transformer model based on an attention mechanism, differentiated from the mainstream models in the fields of natural language processing and image classification, has been proposed to achieve state-of-the-art in this field. In this study, we present a method for improving the performance of a transformer model for CTR prediction. In order to analyze the effect of discrete and categorical CTR data characteristics different from natural language and image data on performance, experiments on embedding regularization and transformer normalization are performed. According to the experimental results, it was confirmed that the prediction performance of the transformer was significantly improved when the L2 generalization was applied in the embedding process for CTR data input processing and when batch normalization was applied instead of layer normalization, which is the default regularization method, to the transformer model.

A Study on the Optimal Loan Limit Management Using the Newsvendor Model (뉴스벤더 모델을 이용한 최적 대출금 한도 관리에 관한 연구)

  • Sin, Jeong-Hun;Hwang, Seung-June
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.38 no.3
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    • pp.39-48
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    • 2015
  • In this study, granting the optimal loan limit on SME (Small and Medium Enterprise) loans of financial institutions was proposed using the traditional newsvendor model. This study was the first domestic case study that applied the newsvendor model that was mainly used to calculate the optimum order quantity under some uncertain demands to the calculation of the loan limit (debt ceiling) of institutions. The method presented in this study made it possible to calculate the loan limit (debt ceiling) to maximize the revenue of a financial institution using probability functions, applied the newsvendor model setting the order volume of merchandise goods as the loan product order volume of the financial institution, and proposed, through the analysis of empirical data, the availability of additional loan to the borrower and the reduction of the debt ceiling and a management method for the recovery of the borrower who could not generate profit. In addition, the profit based loan money management model presented in this study also demonstrated that it also contributed to some extent to the prediction of the bankruptcy of the borrowing SME (Small and Medium Enterprise), as well as the calculation of the loan limit based on profit, by deriving the result values that the borrowing SME (Small and Medium Enterprise) actually went through bankruptcy at later times once the model had generated a signal of loan recovery for them during the validation of empirical data. accordingly, The method presented in this study suggested a methodology to generated a signal of loan recovery to reduce the losses by the bankruptcy.

Influence of Housing Market Changes on Construction Company Insolvency (주택시장 변화가 규모별 건설업체 부실화에 미치는 영향 분석)

  • Jang, Ho-Myun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.15 no.5
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    • pp.3260-3269
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    • 2014
  • The construction industry has strong ties with other industries, and so construction company insolvency also has a strong influence on other industries. Prediction models addressing the insolvency of construction company have been well studied. Although factors contributing to insolvency must precede those of predictions of insolvency, studies on these contributing factors are limited. The purpose of this study is to analyze the influence of changes in the housing market on construction company insolvency by using the Vector Error Correction Model. Construction companies were divided into two groups, and the expected default frequency(EDF), which indicates insolvency of each company was measured through the KMV model. The results verified that 10 largest construction companies were in a better financial condition compared to relatively smaller construction companies. As a result of conducting impulse response analysis, the EDF of large companies was found to be more sensitive to housing market change than that of small- and medium-sized construction companies.

Direction-Embedded Branch Prediction based on the Analysis of Neural Network (신경망의 분석을 통한 방향 정보를 내포하는 분기 예측 기법)

  • Kwak Jong Wook;Kim Ju-Hwan;Jhon Chu Shik
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.42 no.1
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    • pp.9-26
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    • 2005
  • In the pursuit of ever higher levels of performance, recent computer systems have made use of deep pipeline, dynamic scheduling and multi-issue superscalar processor technologies. In this situations, branch prediction schemes are an essential part of modem microarchitectures because the penalty for a branch misprediction increases as pipelines deepen and the number of instructions issued per cycle increases. In this paper, we propose a novel branch prediction scheme, direction-gshare(d-gshare), to improve the prediction accuracy. At first, we model a neural network with the components that possibly affect the branch prediction accuracy, and analyze the variation of their weights based on the neural network information. Then, we newly add the component that has a high weight value to an original gshare scheme. We simulate our branch prediction scheme using Simple Scalar, a powerful event-driven simulator, and analyze the simulation results. Our results show that, compared to bimodal, two-level adaptive and gshare predictor, direction-gshare predictor(d-gshare. 3) outperforms, without additional hardware costs, by up to 4.1% and 1.5% in average for the default mont of embedded direction, and 11.8% in maximum and 3.7% in average for the optimal one.

Assessment of Changed Input Modules with SMOKE Model (SMOKE 모델의 입력 모듈 변경에 따른 영향 분석)

  • Kim, Ji-Young;Kim, Jeong-Soo;Hong, Ji-Hyung;Jung, Dong-Il;Ban, Soo-Jin;Lee, Yong-Mi
    • Journal of Korean Society for Atmospheric Environment
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    • v.24 no.3
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    • pp.284-299
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    • 2008
  • Emission input modules was developed to produce emission input data and change some profiles for Sparse Matrix Operator Kernel Emissions (SMOKE) using Clean Air Policy Support System (CAPSS)'s activities and previous studies. Specially, this study was focused to improve chemical speciation and temporal allocation profiles of SMOKE. At first, SCC cord mapping was done. 579 SCC cords of CAPSS were matched with EPA's one. Temporal allocation profiles were changed using CAPSS monthly activities. And Chemical speciation profiles were substituted using Kang et al. (2000) and Lee et al. (2005) studies and Kim et al. (2005) study. Simulation in Seoul Metropolitan Area (Seoul, Incheon, Gyeonggi) using MM5, SMOKE and CMAQ modeling system was done for effect analysis of changed input modules of SMOKE. Emission model results adjusted with new input modules were slightly changed as compared to using EPA's default modules. SMOKE outputs shows that aldehyde emissions were decreased 4.78% after changing chemical profiles, increased 0.85% after implementing new temporal profiles. Toluene emissions were decreased 18.56% by changing chemical speciation profiles, increased 0.67% by replacing temporal profiles as well. Simulated results of air quality were also slightly elevated by using new input modules. Continuous accumulation of domestic data and studies to develop input system for air quality modeling would produce more improved results of air quality prediction.

Measurement of the Device Properties of a Ionization Smoke Detector to Improve Predictive Performance of the Fire Modeling (화재모델링 예측성능 개선을 위한 이온화식 연기감지기의 장치물성 측정)

  • Kim, Kyung-Hwa;Hwang, Cheol-Hong
    • Fire Science and Engineering
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    • v.27 no.4
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    • pp.27-34
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    • 2013
  • The high prediction performance of fire detector models is essentially needed to assure the reliability of fire and evacuation modeling in the process of PBD (Performance Based fire safety Design). The main objective of the present study is to measure input information in order to predict the accurate activation time of smoke detector into a Large Eddy Simulation (LES) fire model such as FDS (Fire Dynamics Simulator). To end this, FDE (Fire Detector Evaluator) which can measure the device properties of detector was developed, and the input information of Heskestad and Cleary's models was measured for a ionization smoke detector. In addition, the activation times of smoke detectors predicted using default values into FDS and measured values in the present study were systematically compared. As a result, the device properties of smoke detector examined in the present study showed a significant difference compared to the default values used into FDS, which resulted in the considerable difference of up to 15 minutes or more in terms of the activation time of smoke detector. The database (DB) on device properties of various smoke and heat detectors will be built to improve the reliability of PBD in future studies.