• 제목/요약/키워드: Ensemble Learning

검색결과 374건 처리시간 0.027초

암호화폐 가격 예측을 위한 딥러닝 앙상블 모델링 : Deep 4-LSTM Ensemble Model (Development of Deep Learning Ensemble Modeling for Cryptocurrency Price Prediction : Deep 4-LSTM Ensemble Model)

  • 최수빈;신동훈;윤상혁;김희웅
    • 한국IT서비스학회지
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    • 제19권6호
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    • pp.131-144
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    • 2020
  • As the blockchain technology attracts attention, interest in cryptocurrency that is received as a reward is also increasing. Currently, investments and transactions are continuing with the expectation and increasing value of cryptocurrency. Accordingly, prediction for cryptocurrency price has been attempted through artificial intelligence technology and social sentiment analysis. The purpose of this paper is to develop a deep learning ensemble model for predicting the price fluctuations and one-day lag price of cryptocurrency based on the design science research method. This paper intends to perform predictive modeling on Ethereum among cryptocurrencies to make predictions more efficiently and accurately than existing models. Therefore, it collects data for five years related to Ethereum price and performs pre-processing through customized functions. In the model development stage, four LSTM models, which are efficient for time series data processing, are utilized to build an ensemble model with the optimal combination of hyperparameters found in the experimental process. Then, based on the performance evaluation scale, the superiority of the model is evaluated through comparison with other deep learning models. The results of this paper have a practical contribution that can be used as a model that shows high performance and predictive rate for cryptocurrency price prediction and price fluctuations. Besides, it shows academic contribution in that it improves the quality of research by following scientific design research procedures that solve scientific problems and create and evaluate new and innovative products in the field of information systems.

스태킹 앙상블 기법을 활용한 고속도로 교통정보 예측모델 개발 및 교차검증에 따른 성능 비교 (Development of Highway Traffic Information Prediction Models Using the Stacking Ensemble Technique Based on Cross-validation)

  • 이요셉;오석진;김예진;박성호;윤일수
    • 한국ITS학회 논문지
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    • 제22권6호
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    • pp.1-16
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    • 2023
  • 정확도가 높은 교통정보 예측은 지능형교통체계(intelligent transport systems, ITS)를 통한 교통 시설 이용자들의 혼잡 경로 회피 안내 등에서 활용되는 중요한 기능이다. 정확한 교통정보예측을 위해 다양한 딥러닝 모델들이 발전되어 왔다. 최근에는 앙상블 기법을 활용하여 다양한 모델들의 장단점을 결합하여 예측 정확도와 안정성을 높이고 있다. 따라서, 본 연구에서는 다양한 딥러닝 모델들을 활용하여 교통정보 예측 모델을 개발하였으며, 개발된 딥러닝 모델들을 스태킹 앙상블(stacking ensemble)하여 성능을 개선하였다. 개별 모델들은 교통량 예측에서 10% 이내의 오차율을, 속도 예측에서 3% 이내의 오차율을 보였다. 앙상블 모델은 교차검증을 수행하지 않았을 때, 타 모델과 비교하여 더욱 높은 정확도를 보였다. 교차검증을 수행한 앙상블 모델은 장기예측에서 타 모델보다 균일한 오차율을 보이는 것으로 나타났다.

딥러닝과 앙상블 머신러닝 모형의 하천 탁도 예측 특성 비교 연구 (Comparative characteristic of ensemble machine learning and deep learning models for turbidity prediction in a river)

  • 박정수
    • 상하수도학회지
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    • 제35권1호
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    • pp.83-91
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    • 2021
  • The increased turbidity in rivers during flood events has various effects on water environmental management, including drinking water supply systems. Thus, prediction of turbid water is essential for water environmental management. Recently, various advanced machine learning algorithms have been increasingly used in water environmental management. Ensemble machine learning algorithms such as random forest (RF) and gradient boosting decision tree (GBDT) are some of the most popular machine learning algorithms used for water environmental management, along with deep learning algorithms such as recurrent neural networks. In this study GBDT, an ensemble machine learning algorithm, and gated recurrent unit (GRU), a recurrent neural networks algorithm, are used for model development to predict turbidity in a river. The observation frequencies of input data used for the model were 2, 4, 8, 24, 48, 120 and 168 h. The root-mean-square error-observations standard deviation ratio (RSR) of GRU and GBDT ranges between 0.182~0.766 and 0.400~0.683, respectively. Both models show similar prediction accuracy with RSR of 0.682 for GRU and 0.683 for GBDT. The GRU shows better prediction accuracy when the observation frequency is relatively short (i.e., 2, 4, and 8 h) where GBDT shows better prediction accuracy when the observation frequency is relatively long (i.e. 48, 120, 160 h). The results suggest that the characteristics of input data should be considered to develop an appropriate model to predict turbidity.

재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화 (Optimization of Random Subspace Ensemble for Bankruptcy Prediction)

  • 민성환
    • 한국IT서비스학회지
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    • 제14권4호
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    • pp.121-135
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    • 2015
  • Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

Gait Type Classification Using Multi-modal Ensemble Deep Learning Network

  • Park, Hee-Chan;Choi, Young-Chan;Choi, Sang-Il
    • 한국컴퓨터정보학회논문지
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    • 제27권11호
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    • pp.29-38
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    • 2022
  • 본 논문에서는 멀티 센서가 장착된 스마트 인솔로 측정한 보행 데이터에 대해 앙상블 딥러닝 네트워크를 이용하여 보행의 타입을 분류하는 시스템을 제안한다. 보행 타입 분류 시스템은 인솔에 의해 측정된 데이터를 정규화하는 부분과 딥러닝 네트워크를 이용하여 보행의 특징을 추출하는 부분, 그리고 추출된 특징을 입력으로 보행의 타입을 분류하는 부분으로 구성되어 있다. 서로 다른 특성을 가지는 CNN과 LSTM을 기반으로 하는 네트워크를 독립적으로 학습하여 두 종류의 보행 특징 맵을 추출하였으며, 각각의 분류 결과를 결합하여 최종적인 앙상블 네트워크의 분류 결과를 도출하였다. 20~30대 성인의 걷기, 뛰기, 빠르게 걷기, 계단 오르기와 내려가기, 언덕 오르기와 내려가기의 7종류의 보행에 대해, 스마트 인솔을 이용하여 실측한 멀티 센서 데이터를 제안한 앙상블 네트워크로 분류해 본 결과 90% 이상의 높은 분류율을 보이는 것을 확인하였다.

앙상블 학습을 이용한 DRAM 모듈 출하 품질보증 검사 불량 예측 (Fail Prediction of DRAM Module Outgoing Quality Assurance Inspection using Ensemble Learning Algorithm)

  • 김민석;백준걸
    • 산업공학
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    • 제25권2호
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    • pp.178-186
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    • 2012
  • The DRAM module is an important part of servers, workstations and personal computer. Its malfunction causes a lot of damage on customer system. Therefore, customers demand the highest quality products. The company applies DRAM module Outgoing Quality Assurance Inspection(OQA) to secures the highest quality. It is the key process to decides shipment of products through sample inspection method with customer oriented tests. High fraction of defectives entering to OQA causes inevitable high quality cost. This article proposes the application of ensemble learning to classify the lot status to minimize the ratio of wrong decision in OQA, observing a potential in reducing the wrong decision.

Genetic classification of various familial relationships using the stacking ensemble machine learning approaches

  • Su Jin Jeong;Hyo-Jung Lee;Soong Deok Lee;Ji Eun Park;Jae Won Lee
    • Communications for Statistical Applications and Methods
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    • 제31권3호
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    • pp.279-289
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    • 2024
  • Familial searching is a useful technique in a forensic investigation. Using genetic information, it is possible to identify individuals, determine familial relationships, and obtain racial/ethnic information. The total number of shared alleles (TNSA) and likelihood ratio (LR) methods have traditionally been used, and novel data-mining classification methods have recently been applied here as well. However, it is difficult to apply these methods to identify familial relationships above the third degree (e.g., uncle-nephew and first cousins). Therefore, we propose to apply a stacking ensemble machine learning algorithm to improve the accuracy of familial relationship identification. Using real data analysis, we obtain superior relationship identification results when applying meta-classifiers with a stacking algorithm rather than applying traditional TNSA or LR methods and data mining techniques.

배깅 및 스태킹 기반 앙상블 기계학습법을 이용한 고성능 콘크리트 압축강도 예측모델 개발 (Development of a High-Performance Concrete Compressive-Strength Prediction Model Using an Ensemble Machine-Learning Method Based on Bagging and Stacking)

  • 곽윤지;고채연;곽신영;임승현
    • 한국전산구조공학회논문집
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    • 제36권1호
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    • pp.9-18
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    • 2023
  • 고성능 콘크리트(HPC) 압축강도는 추가적인 시멘트질 재료의 사용으로 인해 예측하기 어렵고, 개선된 예측 모델의 개발이 필수적이다. 따라서, 본 연구의 목적은 배깅과 스태킹을 결합한 앙상블 기법을 사용하여 HPC 압축강도 예측 모델을 개발하는 것이다. 이 논문의 핵심적 기여는 기존 앙상블 기법인 배깅과 스태킹을 통합하여 새로운 앙상블 기법을 제시하고, 단일 기계학습 모델의 문제점을 해결하여 모델 예측 성능을 높이고자 한다. 단일 기계학습법으로 비선형 회귀분석, 서포트 벡터 머신, 인공신경망, 가우시안 프로세스 회귀를 사용하고, 앙상블 기법으로 배깅, 스태킹을 이용하였다. 결과적으로 본 연구에서 제안된 모델이 단일 기계학습 모델, 배깅 및 스태킹 모델보다 높은 정확도를 보였다. 이는 대표적인 4가지 성능 지표 비교를 통해 확인하였고, 제안된 방법의 유효성을 검증하였다.

호우 영향예보를 위한 머신러닝 기반의 수문학적 정량강우예측(HQPF) 최적화 방안 (Optimizing Hydrological Quantitative Precipitation Forecast (HQPF) based on Machine Learning for Rainfall Impact Forecasting)

  • 이한수;지용근;이영미;김병식
    • 한국환경과학회지
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    • 제30권12호
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    • pp.1053-1065
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    • 2021
  • In this study, the prediction technology of Hydrological Quantitative Precipitation Forecast (HQPF) was improved by optimizing the weather predictors used as input data for machine learning. Results comparison was conducted using bias and Root Mean Square Error (RMSE), which are predictive accuracy verification indicators, based on the heavy rain case on August 21, 2021. By comparing the rainfall simulated using the improved HQPF and the observed accumulated rainfall, it was revealed that all HQPFs (conventional HQPF and improved HQPF 1 and HQPF 2) showed a decrease in rainfall as the lead time increased for the entire grid region. Hence, the difference from the observed rainfall increased. In the accumulated rainfall evaluation due to the reduction of input factors, compared to the existing HQPF, improved HQPF 1 and 2 predicted a larger accumulated rainfall. Furthermore, HQPF 2 used the lowest number of input factors and simulated more accumulated rainfall than that projected by conventional HQPF and HQPF 1. By improving the performance of conventional machine learning despite using lesser variables, the preprocessing period and model execution time can be reduced, thereby contributing to model optimization. As an additional advanced method of HQPF 1 and 2 mentioned above, a simulated analysis of the Local ENsemble prediction System (LENS) ensemble member and low pressure, one of the observed meteorological factors, was analyzed. Based on the results of this study, if we select for the positively performing ensemble members based on the heavy rain characteristics of Korea or apply additional weights differently for each ensemble member, the prediction accuracy is expected to increase.

Rockfall Source Identification Using a Hybrid Gaussian Mixture-Ensemble Machine Learning Model and LiDAR Data

  • Fanos, Ali Mutar;Pradhan, Biswajeet;Mansor, Shattri;Yusoff, Zainuddin Md;Abdullah, Ahmad Fikri bin;Jung, Hyung-Sup
    • 대한원격탐사학회지
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    • 제35권1호
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    • pp.93-115
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    • 2019
  • The availability of high-resolution laser scanning data and advanced machine learning algorithms has enabled an accurate potential rockfall source identification. However, the presence of other mass movements, such as landslides within the same region of interest, poses additional challenges to this task. Thus, this research presents a method based on an integration of Gaussian mixture model (GMM) and ensemble artificial neural network (bagging ANN [BANN]) for automatic detection of potential rockfall sources at Kinta Valley area, Malaysia. The GMM was utilised to determine slope angle thresholds of various geomorphological units. Different algorithms(ANN, support vector machine [SVM] and k nearest neighbour [kNN]) were individually tested with various ensemble models (bagging, voting and boosting). Grid search method was adopted to optimise the hyperparameters of the investigated base models. The proposed model achieves excellent results with success and prediction accuracies at 95% and 94%, respectively. In addition, this technique has achieved excellent accuracies (ROC = 95%) over other methods used. Moreover, the proposed model has achieved the optimal prediction accuracies (92%) on the basis of testing data, thereby indicating that the model can be generalised and replicated in different regions, and the proposed method can be applied to various landslide studies.