• Title/Summary/Keyword: Default prediction

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

  • Jung Kyung-Yong
    • Journal of the Institute of Electronics Engineers of Korea CI
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    • v.43 no.4 s.310
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    • pp.50-57
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    • 2006
  • In Electronic Commerce, the latest most of the personalized recommender systems have applied to the collaborative filtering technique. This method calculates the weight of similarity among users who have a similar preference degree in order to predict and recommend the item which hits to propensity of users. In this case, we commonly use Pearson Correlation Coefficient. However, this method is feasible to calculate a correlation if only there are the items that two users evaluated a preference degree in common. Accordingly, the accuracy of prediction falls. The weight of similarity can affect not only the case which predicts the item which hits to propensity of users, but also the performance of the personalized recommender system. In this study, we verify the improvement of the prediction accuracy through an experiment after observing the rule of the weight of similarity applying Vector similarity, Entropy, Inverse user frequency, and Default voting of Information Retrieval field. The result shows that the method combining the weight of similarity using the Entropy with Default voting got the most efficient performance.

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

  • Mehboob, Muhammad Shafqat;Lee, Jaehyeong;Kim, Yeonjoo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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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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Predicting Default of Construction Companies Using Bayesian Probabilistic Approach (베이지안 확률적 접근법을 이용한 건설업체 부도 예측에 관한 연구)

  • Hong, Sungmoon;Hwang, Jaeyeon;Kwon, Taewhan;Kim, Juhyung;Kim, Jaejun
    • Korean Journal of Construction Engineering and Management
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    • v.17 no.5
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    • pp.13-21
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    • 2016
  • Insolvency of construction companies that play the role of main contractors can lead to clients' losses due to non-fulfillment of construction contracts, and it can have negative effects on the financial soundness of construction companies and suppliers. The construction industry has the cash flow financial characteristic of receiving a project and getting payment based on the progress of the construction. As such, insolvency during project progress can lead to financial losses, which is why the prediction of construction companies is so important. The prediction of insolvency of Korean construction companies are often made through the KMV model from the KMV (Kealhofer McQuown and Vasicek) Company developed in the U.S. during the early 90s, but this model is insufficient in predicting construction companies because it was developed based on credit risk assessment of general companies and banks. In addition, the predictive performance of KMV value's insolvency probability is continuously being questioned due to lack of number of analyzed companies and data. Therefore, in order to resolve such issues, the Bayesian Probabilistic Approach is to be combined with the existing insolvency predictive probability model. This is because if the Prior Probability of Bayesian statistics can be appropriately predicted, reliable Posterior Probability can be predicted through ensured conditionality on the evidence despite the lack of data. Thus, this study is to measure the Expected Default Frequency (EDF) by utilizing the Bayesian Probabilistic Approach with the existing insolvency predictive probability model and predict the accuracy by comparing the result with the EDF of the existing model.

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

  • Lee, Youngsu;Shin, Seoleun;Kim, Junghan
    • Atmosphere
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    • v.30 no.2
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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
    • Journal of the Korea Society of Computer and Information
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    • v.24 no.11
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    • pp.51-59
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    • 2019
  • Due to the exponential growth of access information on the web, the need for predicting web users' next access has increased. Various models such as markov models, deep neural networks, support vector machines, and fuzzy inference models were proposed to handle web access prediction. For deep learning based on neural network models, training time on large-scale web usage data is very huge. To address this problem, deep neural network models are trained on cluster of computers in parallel. In this paper, we investigated impact of several important spark parameters related to data partitions, shuffling, compression, and locality (basic spark parameters) for training Multi-Layer Perceptron model on Spark standalone cluster. Then based on the investigation, we tuned basic spark parameters for training Multi-Layer Perceptron model and used it for tuning Spark when training Multi-Layer Perceptron model for web access prediction. Through experiments, we showed the accuracy of web access prediction based on our proposed web access prediction model. In addition, we also showed performance improvement in training time based on our spark basic parameters tuning for training Multi-Layer Perceptron model over default spark parameters configuration.

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

  • Kim, Sena;Lim, Gyu-Ho
    • Atmosphere
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    • v.25 no.1
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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.

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

  • Young-Kyoon Na
    • Health Policy and Management
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    • v.33 no.4
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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.

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

  • Choi, Seung-Bae;Kang, Chang-Wan;Cho, Jang-Sik
    • The Korean Journal of Applied Statistics
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    • v.23 no.3
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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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    • v.37 no.6
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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.