• Journal of Information Processing Systems
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• 제15권3호
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• pp.682-693
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• 2019

The traditional classification methods mostly assume that the data for class distribution is balanced, while imbalanced data is widely found in the real world. So it is important to solve the problem of classification with imbalanced data. In Mahalanobis-Taguchi system (MTS) algorithm, data classification model is constructed with the reference space and measurement reference scale which is come from a single normal group, and thus it is suitable to handle the imbalanced data problem. In this paper, an improved method of MTS-CBPSO is constructed by introducing the chaotic mapping and binary particle swarm optimization algorithm instead of orthogonal array and signal-to-noise ratio (SNR) to select the valid variables, in which G-means, F-measure, dimensionality reduction are regarded as the classification optimization target. This proposed method is also applied to the financial distress prediction of Chinese listed companies. Compared with the traditional MTS and the common classification methods such as SVM, C4.5, k-NN, it is showed that the MTS-CBPSO method has better result of prediction accuracy and dimensionality reduction.

• 국제학술발표논문집
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• The 4th International Conference on Construction Engineering and Project Management Organized by the University of New South Wales
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• pp.382-388
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• 2011

Being aware of the risk in advance necessitates intricate processes but is feasible. Although previous studies have demonstrated high accuracy, their performance still leaves room for improvement. A self-organizing feature map (SOM) based neurofuzzy model is developed in this study to provide another alternative for forecasting corporate financial distress. The model is designed to yield high prediction accuracy, as well as reference rules for evaluating corporate financial status. As a database, the study collects all financial reports from listed construction companies during the latest decade, resulting in over 1000 effective samples. The proportion of "failed" and "non-failed" companies is approximately 1:2. Each financial report is comprised of 25 ratios which are set as the input variable s. The proposed model integrates the concepts of pattern classification, fuzzy modeling and SOM-based optimization to predict corporate financial distress. The results exhibit a high accuracy rate at 85.1%. This model outperforms previous tools. A total of 97 rules are extracted from the proposed model which can be also used as reference for construction practitioners. Users may easily identify their corporate financial status by using these rules.

• 한국도로학회논문집
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• 제4권2호
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• pp.9-18
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• 2002

포장의 공용성에 영향을 미치는 주요파손은 소성변형, 피로균열, 종단평탄성이다. 따라서 이들 세가지 파손량에 영향을 미치는 요인들을 분석하고 예측모델을 개발하는 것이 포장의 공용성 관리면에서 중요하다. 본 논문에서는 미국에서 개발되어 다양한 포장구간에 대한 광범위한 데이터가 축적되어 있는 DataPave 프로그램을 이용하여 세가지 파손량과 각각에 영향을 미치는 인자들을 추출한 후 파손 예측모델을 개발하였다. 개발된 모델의 입력변수들이 각각의 파손량에 미치는 영향을 파악하기 위해 민감도분석을 수행하였다. 소성변형 예측모델의 민감도분석결과 아스팔트함량, 공극율, 노상의 최적함수비가 주요영향인자로 나타났으며, 피로균열예측모델의 경우 아스팔트점도, 아스팔트함량, 공극율 순으로 나타났다. 종단평탄성 예측모델 분석결과 아스팔트점도, 노상골재의 200번체 통과율, 아스팔트함량 순으로 영향을 미치는 것을 알 수 있었다.

• 한국도로학회논문집
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• 제18권2호
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• pp.11-18
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• 2016

PURPOSES: This paper investigates behavior and performance of concrete pavement in tunnel based on temperature data from field. METHODS : In this study, there are 4 contents to evaluate concrete pavement in tunnel, First, Comparison for distress was conducted at outside, transition, and inside part of tunnel. Secondly, temperature data was collected in air and inside concrete pavement in outside and inside tunnel. Thirdly, FEM analysis was performed to evaluate stress condition, based on temperature data from field. Finally, performance prediction was done with KPRP program. RESULTS: From the distress evaluation, failure of inside tunnel was much less than it of outside tunnel, Temperature change in tunnel was less than out side, and also it was more stable. According to result of FEM analysis, both curling stress status of inside tunnel was lower than it of outside tunnel. Based on KPRP program analysis, performance of inside tunnel was longer than outside. CONCLUSIONS : Through all study about behavior and performance of concrete pavement in tunnel, condition in tunnel has more advantages from environmental and distress point of view. Therefore, performance of inside tunnel was better than outside.

• 지능정보연구
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• 제21권4호
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• pp.111-131
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• 2015

본 연구에서는 데이터마이닝 기법의 일종인 자기조직화지도(Self-Organizing Map, SOM)를 이용하여 비외감기업의 부실화 유형을 구분하고자 한다. 자기조직화지도는 인공 신경망을 기초로 자율학습을 통해 입력된 값을 유사한 군집끼리 묶어내는 방법으로, 기존의 통계적 군집 분류 방법보다 성능이 뛰어나고, 고차원의 입력데이터를 저차원으로 시각화할 수 있다는 장점 때문에 다양한 분야에서 각광받고 있다. 본 연구에서는 기존 연구의 주요 분석대상이었던 외감기업에 비해 부실화 빈도는 높지만 데이터 수집의 어려움으로 인해 분석대상에서 다소 제외되었던 비외감기업의 부실화 유형에 대해 알아보고, 유형별 구체적인 사례도 소개하고자 한다. 재무자료수집이 가능한 100개의 비외감 부실기업에 대해 분석한 결과, 비외감기업의 부실화 유형은 다섯 가지로 구분되었다. 유형 1은 전체 집단의 약 12%를 차지하며, 수익성, 성장성 등 재무지표가 다른 유형에 비해 열등하였다. 유형 2는 전체 집단의 약 14%로, 유형 1보다는 덜 심각하지만 재무지표가 대체로 열등하였다. 유형 3은 성장성 지표가 열등한 그룹으로 기업간 경쟁이 극심한 가운데 지속적으로 성장하지 못하고 부실화된 경우로 약 30%의 기업이 포함되었다. 유형 4는 성장성은 탁월하나 부채경영 등 과감한 경영으로 인해 유동성 부족이나 현금부족 등의 이유로 부실화된 그룹으로 약 25%의 기업이 포함되었다. 유형 5는 거의 모든 재무지표가 우수한 건전기업으로, 단기적인 경영전략의 실수 또는 중소기업의 특성상 경영자의 개인적 사정으로 부실화 되었을 가능성이 큰 그룹으로 약 18%의 기업이 포함되었다. 본 연구 결과는 부실화 유형을 구분하는데 기존의 통계적 방법이 아닌 자기조직화지도를 이용하였다는 점에서 학문적 의의가 있고, 비외감기업의 재무지표만으로도 1차적인 부실화 징후를 발견할 수 있다는 점에서 실무적 의의가 있다고 할 수 있다.

• 생물정신의학
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• 제21권4호
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• pp.141-150
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• 2014

Objectives The purpose of this study is to evaluate the effects of attachment security, social support and health-related burden in the prediction of psychological distress and the mediation effects of social support and health-related burden in relationship between attachment security and psychological distress. Methods Finally, 161 patients were included for the analysis. Chi-square test and independent samples t-test were used for comparing differences between depressive/anxious group and non-depressive/non-anxious group. For evaluating the relationship among attachment security, social support, psychological distress and health-related burden, structural equation modeling analysis were performed. Results 40.7% and 32.0% of the patients have significant depressive symptoms and anxiety symptoms, respectively. In the analysis for testing the differences between groups who have psychological distress and who have not, there were no significant differences of sociodemographic factors and medical characteristics between groups, except for association between depressive symptoms and type of surgery (p = 0.01). Contrary to sociodemographic and medical characteristics, there were significant differences of health-related burden and two coping resources (attachment security and social support) between groups (all p < 0.01), except for the support from medical team in between anxious group and non-anxious group (p = 0.20). In the structural equation model analysis (Model fit : chi-square/df ratio = 0.8, root mean square error of approximation = 0.000, comparative fit index = 1.000, non-normed fit index =0.991), attachment security and social support emerged as an important predictor of psychopathology. Conclusions Attachment security and social support are important factors affecting the psychological distress. We suggest that individual attachment style and the social support state must be considered to approach the newly diagnosed breast cancer patients with psychological distress.

• Computers and Concrete
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• 제6권4호
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• pp.281-303
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• 2009

The lack of safety of bridge deck structures causes frequent repair and strengthening of such structures. The repair induces great loss of economy, not only due to direct cost by repair, but also due to stopping the public use of such structures during repair. The major reason for this frequent repair is mainly due to the lack of realistic and accurate assessment system for the bridge decks. The purpose of the present research was to develop a realistic expert system, called Bridge Slab-Expert which can evaluate reasonably the condition as well as the service life of concrete bridge decks, based on the deterioration models that are derived from both the structural and environmental effects. The diagnosis assessment of deck slabs due to structural and environmental effects are developed based on the cracking in concrete, surface distress and structural distress. Fuzzy logic is utilized to handle uncertainties and imprecision involved. Finally, Bridge Slab-Expert is developed for prediction of safety and remaining service life based on the chloride ions penetration and fick's second law. Proposed expert system is based on user-friendly GUI environment. The developed expert system will allow the correct diagnosis of concrete decks, realistic prediction of service life, the determination of confidence level, the description of condition and the proposed action for repair.

• The Journal of Asian Finance, Economics and Business
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• 제8권1호
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• pp.665-673
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• 2021

Default has become an extreme concern in the current world due to the financial crisis. The previous prediction of companies' bankruptcy exhibits evidence of decision assistance for financial and regulatory bodies. Notwithstanding numerous advanced approaches, this area of study is not outmoded and requires additional research. The purpose of this research is to find the best classifier to detect a company's default risk and bankruptcy. This study used secondary data from the Pakistan Stock Exchange (PSX) and it is time-series data to examine the impact on the determinants. This research examined several different classifiers as per their competence to properly categorize default and non-default Pakistani companies listed on the PSX. Additionally, PSX has remained consistent for some years in terms of growth and has provided benefits to its stockholders. This paper utilizes machine learning techniques to predict financial distress in companies listed on the PSX. Our results indicate that most multi-stage mixture of classifiers provided noteworthy developments over the individual classifiers. This means that firms will have to work on the financial variables such as liquidity and profitability to not fall into the category of liquidation. Moreover, Adaptive Boosting (Adaboost) provides a significant boost in the performance of each classifier.

• The Journal of Asian Finance, Economics and Business
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• 제8권8호
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• pp.1-12
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• 2021

Altman's Z-score is used to measure a company's financial health and to predict the probability that a company will collapse within 2 years. It is proven to be very accurate to forecast bankruptcy in a wide variety of contexts and markets. The goal of this study is to use Altman's Z-score model to forecast insolvency in non-financial publicly traded enterprises. Non-financial firms are a significant industry in Malaysia, and current trends of consolidation and long-term government subsidies make assessing the financial health of such businesses critical not just for the owners, but also for other stakeholders. The sample of this study includes 84 listed companies in the Kuala Lumpur Stock Exchange. Of the 84 companies, 52 are considered high risk, and 32 are considered low-risk companies. Secondary data for the analysis was gathered from chosen companies' financial reports. The findings of this study show that the Altman model may be used to forecast a company's financial collapse. It dispelled any reservations about the model's legitimacy and the utility of applying it to predict the likelihood of bankruptcy in a company. The findings of this study have significant consequences for investors, creditors, and corporate management. Portfolio managers may make better selections by not investing in companies that have proved to be in danger of failing if they understand the variables that contribute to corporate distress.

• 한국컴퓨터정보학회논문지
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• 제27권3호
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• pp.1-12
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• 2022

해양조난사고 발생 시 해상 익수자의 안전과 생명 보장을 위해 구조자산을 활용한 신속한 탐색 및 구조작전은 매우 중요하다. 본 연구는 해양관측부이에서 수집되는 기상정보에 다중선형회귀분석, 의사결정나무, 서포트벡터머신, 벡터자기회귀, 순환신경망의 LSTM을 활용하여 울릉도 북서해역의 표층해류를 분석하고 유향과 유속에 대한 각각의 예측모형을 구축하여 예측된 유향과 유속정보를 통해 해상 익수자의 이동경로를 예측하는 모형들을 제안한다. 본 연구에서 적용한 다양한 기계학습 모형을 MAE와 RMSE의 성능 평가척도로 비교해 볼 때 LSTM이 가장 우수한 성능을 보였다. 또한, 익수자 이동지점과 예측모형의 예측지점 간 거리 차이에 있어서도 LSTM이 다른 모형들에 비해 탁월한 성능을 나타내었다.