• Title/Summary/Keyword: Ensemble

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Optimizing SVM Ensembles Using Genetic Algorithms in Bankruptcy Prediction

  • Kim, Myoung-Jong;Kim, Hong-Bae;Kang, Dae-Ki
    • Journal of information and communication convergence engineering
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    • v.8 no.4
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    • pp.370-376
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    • 2010
  • Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.

Predictability for Heavy Rainfall over the Korean Peninsula during the Summer using TIGGE Model (TIGGE 모델을 이용한 한반도 여름철 집중호우 예측 활용에 관한 연구)

  • Hwang, Yoon-Jeong;Kim, Yeon-Hee;Chung, Kwan-Young;Chang, Dong-Eon
    • Atmosphere
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    • v.22 no.3
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    • pp.287-298
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    • 2012
  • The predictability of heavy precipitation over the Korean Peninsula is studied using THORPEX Interactive Grand Global Ensemble (TIGGE) data. The performance of the six ensemble models is compared through the inconsistency (or jumpiness) and Root Mean Square Error (RMSE) for MSLP, T850 and H500. Grand Ensemble (GE) of the three best ensemble models (ECMWF, UKMO and CMA) with equal weight and without bias correction is consisted. The jumpiness calculated in this study indicates that the GE is more consistent than each single ensemble model. Brier Score (BS) of precipitation also shows that the GE outperforms. The GE is used for a case study of a heavy rainfall event in Korean Peninsula on 9 July 2009. The probability forecast of precipitation using 90 members of the GE and the percentage of 90 members exceeding 90 percentile in climatological Probability Density Function (PDF) of observed precipitation are calculated. As the GE is excellent in possibility of potential detection of heavy rainfall, GE is more skillful than the single ensemble model and can lead to a heavy rainfall warning in medium-range. If the performance of each single ensemble model is also improved, GE can provide better performance.

An ensemble learning based Bayesian model updating approach for structural damage identification

  • Guangwei Lin;Yi Zhang;Enjian Cai;Taisen Zhao;Zhaoyan Li
    • Smart Structures and Systems
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    • v.32 no.1
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    • pp.61-81
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    • 2023
  • This study presents an ensemble learning based Bayesian model updating approach for structural damage diagnosis. In the developed framework, the structure is initially decomposed into a set of substructures. The autoregressive moving average (ARMAX) model is established first for structural damage localization based structural motion equation. The wavelet packet decomposition is utilized to extract the damage-sensitive node energy in different frequency bands for constructing structural surrogate models. Four methods, including Kriging predictor (KRG), radial basis function neural network (RBFNN), support vector regression (SVR), and multivariate adaptive regression splines (MARS), are selected as candidate structural surrogate models. These models are then resampled by bootstrapping and combined to obtain an ensemble model by probabilistic ensemble. Meanwhile, the maximum entropy principal is adopted to search for new design points for sample space updating, yielding a more robust ensemble model. Through the iterations, a framework of surrogate ensemble learning based model updating with high model construction efficiency and accuracy is proposed. The specificities of the method are discussed and investigated in a case study.

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.

Developing an Ensemble Classifier for Bankruptcy Prediction (부도 예측을 위한 앙상블 분류기 개발)

  • Min, Sung-Hwan
    • Journal of Korea Society of Industrial Information Systems
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    • v.17 no.7
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    • pp.139-148
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    • 2012
  • An ensemble of classifiers is to employ a set of individually trained classifiers and combine their predictions. It has been found that in most cases the ensembles produce more accurate predictions than the base classifiers. Combining outputs from multiple classifiers, known as ensemble learning, is one of the standard and most important techniques for improving classification accuracy in machine learning. An ensemble of classifiers is efficient only if the individual classifiers make decisions as diverse as possible. Bagging is the most popular method of ensemble learning to generate a diverse set of classifiers. Diversity in bagging is obtained by using different training sets. The different training data subsets are randomly drawn with replacement from the entire training dataset. The random subspace method is an ensemble construction technique using different attribute subsets. In the random subspace, the training dataset is also modified as in bagging. However, this modification is performed in the feature space. Bagging and random subspace are quite well known and popular ensemble algorithms. However, few studies have dealt with the integration of bagging and random subspace using SVM Classifiers, though there is a great potential for useful applications in this area. The focus of this paper is to propose methods for improving SVM performance using hybrid ensemble strategy for bankruptcy prediction. This paper applies the proposed ensemble model to the bankruptcy prediction problem using a real data set from Korean companies.

Development and Evaluation of an Ensemble Forecasting System for the Regional Ocean Wave of Korea (앙상블 지역 파랑예측시스템 구축 및 검증)

  • Park, JongSook;Kang, KiRyong;Kang, Hyun-Suk
    • Journal of Korean Society of Coastal and Ocean Engineers
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    • v.30 no.2
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    • pp.84-94
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    • 2018
  • In order to overcome the limitation of deterministic forecast, an ensemble forecasting system for regional ocean wave is developed. This system predicts ocean wind waves based on the meteorological forcing from the Ensemble Prediction System for Global of the Korea Meteorological Administration, which is consisted of 24 ensemble members. The ensemble wave forecasting system is evaluated by using the moored buoy data around Korea. The root mean squared error (RMSE) of ensemble mean showed the better performance than the deterministic forecast system after 2 days, especially RMSE of ensemble mean is improved by 15% compared with the deterministic forecast for 3-day lead time. It means that the ensemble method could reduce the uncertainty of the deterministic prediction system. The Relative Operating Characteristic as an evaluation scheme of probability prediction was bigger than 0.9 showing high predictability, meaning that the ensemble wave forecast could be usefully applied.

Assessment of the Prediction Performance of Ensemble Size-Related in GloSea5 Hindcast Data (기상청 기후예측시스템(GloSea5)의 과거기후장 앙상블 확대에 따른 예측성능 평가)

  • Park, Yeon-Hee;Hyun, Yu-Kyung;Heo, Sol-Ip;Ji, Hee-Sook
    • Atmosphere
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    • v.31 no.5
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    • pp.511-523
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    • 2021
  • This study explores the optimal ensemble size to improve the prediction performance of the Korea Meteorological Administration's operational climate prediction system, global seasonal forecast system version 5 (GloSea5). The GloSea5 produces an ensemble of hindcast data using the stochastic kinetic energy backscattering version2 (SKEB2) and timelagged ensemble. An experiment to increase the hindcast ensemble from 3 to 14 members for four initial dates was performed and the improvement and effect of the prediction performance considering Root Mean Square Error (RMSE), Anomaly Correlation Coefficient (ACC), ensemble spread, and Ratio of Predictable Components (RPC) were evaluated. As the ensemble size increased, the RMSE and ACC prediction performance improved and more significantly in the high variability area. In spread and RPC analysis, the prediction accuracy of the system improved as the ensemble size increased. The closer the initial date, the better the predictive performance. Results show that increasing the ensemble to an appropriate number considering the combination of initial times is efficient.

Ensemble Forecasting of Summer Seasonal Streamflow Using Hydroclimatic Information (수문기상정보를 이용한 여름 유량의 Ensemble 예측)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Proceedings of the Korea Water Resources Association Conference
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    • 2006.05a
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    • pp.1455-1459
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    • 2006
  • 우리나라 수자원 관리에서 여름 유량은 이수 및 치수 측면에서 매우 중요한 역할을 한다. 이러한 점에서 여름유량의 예측 가능성을 검토하는 것은 수자원 관리에 유연성을 주는 동시에 상대적으로 위험도를 저감시킬 수 있는 역할을 할 수 있다. 따라서 본 연구의 목적은 여름 계절 유량을 대상으로 기상인자와의 상관성 분석을 통해 유량 예측을 위한 수문기상정보(hydroclimatics)를 전 지구적으로 검토하고 최종적으로 불확실성을 고려할 수 있는 Ensemble예측을 실시하고자 한다. Ensemble예측은 설정 가능한 입력 자료를 통하여 다수의 출력자료를 얻는 방법론으로서 불확실성이 큰 기상 및 수문기상자료 분석에 주로 이용되고 있다. 본 연구에서는 해수면온도(sea surface temperature), 해수면기압(sea level pressure)과 방출장파복사에너지(outgoing longwave radiation)를 주요 기상인자로 고려하였으며 예측모형으로서는 Cross Ensemble(out of bagging)방법에 근거한 Support Vector Machine 모형을 이용하였다. 분석결과 주요 기상인자와 50%이상의 상관관계를 보이고 있으며 다소 합리적인 예측 결과를 제시하여 주고 있어 수자원관리를 위한 보조수단으로 이용이 가능할 것으로 사료된다.

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Optimal Multi-Model Ensemble Model Development Using Hierarchical Bayesian Model Based (Hierarchical Bayesian Model을 이용한 GCMs 의 최적 Multi-Model Ensemble 모형 구축)

  • Kwon, Hyun-Han;Min, Young-Mi;Hameed, Saji N.
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1147-1151
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    • 2009
  • In this study, we address the problem of producing probability forecasts of summer seasonal rainfall, on the basis of Hindcast experiments from a ensemble of GCMs(cwb, gcps, gdaps, metri, msc_gem, msc_gm2, msc_gm3, msc_sef and ncep). An advanced Hierarchical Bayesian weighting scheme is developed and used to combine nine GCMs seasonal hindcast ensembles. Hindcast period is 23 years from 1981 to 2003. The simplest approach for combining GCM forecasts is to weight each model equally, and this approach is referred to as pooled ensemble. This study proposes a more complex approach which weights the models spatially and seasonally based on past model performance for rainfall. The Bayesian approach to multi-model combination of GCMs determines the relative weights of each GCM with climatology as the prior. The weights are chosen to maximize the likelihood score of the posterior probabilities. The individual GCM ensembles, simple poolings of three and six models, and the optimally combined multimodel ensemble are compared.

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Ensemble Learning for Underwater Target Classification (수중 표적 식별을 위한 앙상블 학습)

  • Seok, Jongwon
    • Journal of Korea Multimedia Society
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    • v.18 no.11
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    • pp.1261-1267
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    • 2015
  • The problem of underwater target detection and classification has been attracted a substantial amount of attention and studied from many researchers for both military and non-military purposes. The difficulty is complicate due to various environmental conditions. In this paper, we study classifier ensemble methods for active sonar target classification to improve the classification performance. In general, classifier ensemble method is useful for classifiers whose variances relatively large such as decision trees and neural networks. Bagging, Random selection samples, Random subspace and Rotation forest are selected as classifier ensemble methods. Using the four ensemble methods based on 31 neural network classifiers, the classification tests were carried out and performances were compared.