• 제목/요약/키워드: Discriminant models

검색결과 181건 처리시간 0.028초

부실기업예측모형의 판별력 비교 (A Comparison of the Discrimination of Business Failure Prediction Models)

  • 최태성;김형기;김성호
    • 한국경영과학회지
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    • 제27권2호
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    • pp.1-13
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    • 2002
  • In this paper, we compares the business failure prediction accuracy among Linear Programming Discriminant Analysis(LPDA) model, Multivariate Discriminant Analysis (MDA) model and logit analysis model. The Data for 417 companies analyzed were gathered from KIS-FAS Published by Korea Information Service in 1999. The result of comparison for four time horizons shows that LPDA Is advantageous in prediction accuracy over the other two models when over all tilt ratio and business failure accuracy are considered simultaneously.

An Adaptive Face Recognition System Based on a Novel Incremental Kernel Nonparametric Discriminant Analysis

  • SOULA, Arbia;SAID, Salma BEN;KSANTINI, Riadh;LACHIRI, Zied
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제13권4호
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    • pp.2129-2147
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    • 2019
  • This paper introduces an adaptive face recognition method based on a Novel Incremental Kernel Nonparametric Discriminant Analysis (IKNDA) that is able to learn through time. More precisely, the IKNDA has the advantage of incrementally reducing data dimension, in a discriminative manner, as new samples are added asynchronously. Thus, it handles dynamic and large data in a better way. In order to perform face recognition effectively, we combine the Gabor features and the ordinal measures to extract the facial features that are coded across local parts, as visual primitives. The variegated ordinal measures are extraught from Gabor filtering responses. Then, the histogram of these primitives, across a variety of facial zones, is intermingled to procure a feature vector. This latter's dimension is slimmed down using PCA. Finally, the latter is treated as a facial vector input for the advanced IKNDA. A comparative evaluation of the IKNDA is performed for face recognition, besides, for other classification endeavors, in a decontextualized evaluation schemes. In such a scheme, we compare the IKNDA model to some relevant state-of-the-art incremental and batch discriminant models. Experimental results show that the IKNDA outperforms these discriminant models and is better tool to improve face recognition performance.

인공지능기법을 이용한 기업부도 예측 (Forecasting Corporate Bankruptcy with Artificial Intelligence)

  • 오우석;김진화
    • 산업융합연구
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    • 제15권1호
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    • pp.17-32
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    • 2017
  • The purpose of this study is to evaluate financial models that can predict corporate bankruptcy with diverse studies on evaluation models. The study uses discriminant analysis, logistic model, decision tree, neural networks as analyses tools with 18 input variables as major financial factors. The study found meaningful variables such as current ratio, return on investment, ordinary income to total assets, total debt turn over rate, interest expenses to sales, net working capital to total assets and it also found that prediction performance of suggested method is a bit low compared to that in literature review. It is because the studies in the past uses the data set on the listed companies or companies audited from outside. And this study uses data on the companies whose credibility is not verified enough. Another finding is that models based on decision tree analysis and discriminant analysis showed the highest performance among many bankruptcy forecasting models.

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Discriminant Analysis of Binary Data with Multinomial Distribution by Using the Iterative Cross Entropy Minimization Estimation

  • Lee Jung Jin
    • Communications for Statistical Applications and Methods
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    • 제12권1호
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    • pp.125-137
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    • 2005
  • Many discriminant analysis models for binary data have been used in real applications, but none of the classification models dominates in all varying circumstances(Asparoukhov & Krzanowski(2001)). Lee and Hwang (2003) proposed a new classification model by using multinomial distribution with the maximum entropy estimation method. The model showed some promising results in case of small number of variables, but its performance was not satisfactory for large number of variables. This paper explores to use the iterative cross entropy minimization estimation method in replace of the maximum entropy estimation. Simulation experiments show that this method can compete with other well known existing classification models.

DISCRIMINANT ANALYSIS OF LOGICAL RELATIONS

  • Osawa, Mitsuru
    • 한국감성과학회:학술대회논문집
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    • 한국감성과학회 2000년도 춘계 학술대회 및 국제 감성공학 심포지움 논문집 Proceeding of the 2000 Spring Conference of KOSES and International Sensibility Ergonomics Symposium
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    • pp.157-162
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    • 2000
  • Discriminant analysis is a method to relate whether the objects have a specific characteristic or not with their 'continuous' attribute values and, for given objects, to estimate whether they have a specific characteristic or not by their values of discriminant scores gotten from their attribute values. The author developed the new 'computational' method of discriminant analysis without specific hypotheses or assumptions and, by this new method, we can find 'feasible' solutions under the conditions required by our actual problems. In this paper, the author tried to apply this new method to the discrimination of logical relations. If this trial could be a success, we can apply this new method of discriminant analysis to the problems about relating the specific characteristic of the objects with their 'discrete' attribute values. The result was successful and the applicability of discriminant analysis could be expanded as a method for constructing the models for "estimating impressions".

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외식프랜차이즈기업 부실예측모형 예측력 평가 (Evaluating Distress Prediction Models for Food Service Franchise Industry)

  • 김시중
    • 유통과학연구
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    • 제17권11호
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    • pp.73-79
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    • 2019
  • Purpose: The purpose of this study was evaluated to compare the predictive power of distress prediction models by using discriminant analysis method and logit analysis method for food service franchise industry in Korea. Research design, data and methodology: Forty-six food service franchise industry with high sales volume in the 2017 were selected as the sample food service franchise industry for analysis. The fourteen financial ratios for analysis were calculated from the data in the 2017 statement of financial position and income statement of forty-six food service franchise industry in Korea. The fourteen financial ratios were used as sample data and analyzed by t-test. As a result seven statistically significant independent variables were chosen. The analysis method of the distress prediction model was performed by logit analysis and multiple discriminant analysis. Results: The difference between the average value of fourteen financial ratios of forty-six food service franchise industry was tested through t-test in order to extract variables that are classified as top-leveled and failure food service franchise industry among the financial ratios. As a result of the univariate test appears that the variables which differentiate the top-leveled food service franchise industry to failure food service industry are income to stockholders' equity, operating income to sales, current ratio, net income to assets, cash flows from operating activities, growth rate of operating income, and total assets turnover. The statistical significances of the seven financial ratio independent variables were also confirmed by logit analysis and discriminant analysis. Conclusions: The analysis results of the prediction accuracy of each distress prediction model in this study showed that the forecast accuracy of the prediction model by the discriminant analysis method was 84.8% and 89.1% by the logit analysis method, indicating that the logit analysis method has higher distress predictability than the discriminant analysis method. Comparing the previous distress prediction capability, which ranges from 75% to 85% by discriminant analysis and logit analysis, this study's prediction capacity, which is 84.8% in the discriminant analysis, and 89.1% in logit analysis, is found to belong to the range of previous study's prediction capacity range and is considered high number.

Using Classification function to integrate Discriminant Analysis, Logistic Regression and Backpropagation Neural Networks for Interest Rates Forecasting

  • Oh, Kyong-Joo;Ingoo Han
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2000년도 추계정기학술대회:지능형기술과 CRM
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    • pp.417-426
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    • 2000
  • This study suggests integrated neural network models for Interest rate forecasting using change-point detection, classifiers, and classification functions based on structural change. The proposed model is composed of three phases with tee-staged learning. The first phase is to detect successive and appropriate structural changes in interest rare dataset. The second phase is to forecast change-point group with classifiers (discriminant analysis, logistic regression, and backpropagation neural networks) and their. combined classification functions. The fecal phase is to forecast the interest rate with backpropagation neural networks. We propose some classification functions to overcome the problems of two-staged learning that cannot measure the performance of the first learning. Subsequently, we compare the structured models with a neural network model alone and, in addition, determine which of classifiers and classification functions can perform better. This article then examines the predictability of the proposed classification functions for interest rate forecasting using structural change.

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A study on Face Image Classification for Efficient Face Detection Using FLD

  • Nam, Mi-Young;Kim, Kwang-Baek
    • 한국정보통신학회:학술대회논문집
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    • 한국해양정보통신학회 2004년도 SMICS 2004 International Symposium on Maritime and Communication Sciences
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    • pp.106-109
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    • 2004
  • Many reported methods assume that the faces in an image or an image sequence have been identified and localization. Face detection from image is a challenging task because of variability in scale, location, orientation and pose. In this paper, we present an efficient linear discriminant for multi-view face detection. Our approaches are based on linear discriminant. We define training data with fisher linear discriminant to efficient learning method. Face detection is considerably difficult because it will be influenced by poses of human face and changes in illumination. This idea can solve the multi-view and scale face detection problem poses. Quickly and efficiently, which fits for detecting face automatically. In this paper, we extract face using fisher linear discriminant that is hierarchical models invariant pose and background. We estimation the pose in detected face and eye detect. The purpose of this paper is to classify face and non-face and efficient fisher linear discriminant..

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Using Structural Changes to support the Neural Networks based on Data Mining Classifiers: Application to the U.S. Treasury bill rates

  • 오경주
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.57-72
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    • 2003
  • This article provides integrated neural network models for the interest rate forecasting using change-point detection. The model is composed of three phases. The first phase is to detect successive structural changes in interest rate dataset. The second phase is to forecast change-point group with data mining classifiers. The final phase is to forecast the interest rate with BPN. Based on this structure, we propose three integrated neural network models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported neural network model, (2) case based reasoning (CBR)-supported neural network model and (3) backpropagation neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the predictability of integrated neural network models to represent the structural change.

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Artificial Neural Networks for Interest Rate Forecasting based on Structural Change : A Comparative Analysis of Data Mining Classifiers

  • Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.641-651
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    • 2003
  • This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.

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