• Title/Summary/Keyword: Ensemble Learning

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

  • Choi, Soo-bin;Shin, Dong-hoon;Yoon, Sang-Hyeak;Kim, Hee-Woong
    • Journal of Information Technology Services
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    • v.19 no.6
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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.

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

  • Yoseph Lee;Seok Jin Oh;Yejin Kim;Sung-ho Park;Ilsoo Yun
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.22 no.6
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    • pp.1-16
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    • 2023
  • Accurate traffic information prediction is considered to be one of the most important aspects of intelligent transport systems(ITS), as it can be used to guide users of transportation facilities to avoid congested routes. Various deep learning models have been developed for accurate traffic prediction. Recently, ensemble techniques have been utilized to combine the strengths and weaknesses of various models in various ways to improve prediction accuracy and stability. Therefore, in this study, we developed and evaluated a traffic information prediction model using various deep learning models, and evaluated the performance of the developed deep learning models as a stacking ensemble. The individual models showed error rates within 10% for traffic volume prediction and 3% for speed prediction. The ensemble model showed higher accuracy compared to other models when no cross-validation was performed, and when cross-validation was performed, it showed a uniform error rate in long-term forecasting.

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

  • Park, Jungsu
    • Journal of Korean Society of Water and Wastewater
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    • v.35 no.1
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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.

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

  • Min, Sung-Hwan
    • Journal of Information Technology Services
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    • v.14 no.4
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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
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.11
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    • pp.29-38
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    • 2022
  • This paper proposes a system for classifying gait types using an ensemble deep learning network for gait data measured by a smart insole equipped with multi-sensors. The gait type classification system consists of a part for normalizing the data measured by the insole, a part for extracting gait features using a deep learning network, and a part for classifying the gait type by inputting the extracted features. Two kinds of gait feature maps were extracted by independently learning networks based on CNNs and LSTMs with different characteristics. The final ensemble network classification results were obtained by combining the classification results. For the seven types of gait for adults in their 20s and 30s: walking, running, fast walking, going up and down stairs, and going up and down hills, multi-sensor data was classified into a proposed ensemble network. As a result, it was confirmed that the classification rate was higher than 90%.

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

  • Kim, Min-Seok;Baek, Jun-Geol
    • IE interfaces
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    • v.25 no.2
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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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    • v.31 no.3
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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.

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

  • Yun-Ji Kwak;Chaeyeon Go;Shinyoung Kwag;Seunghyun Eem
    • Journal of the Computational Structural Engineering Institute of Korea
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    • v.36 no.1
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    • pp.9-18
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    • 2023
  • Predicting the compressive strength of high-performance concrete (HPC) is challenging because of the use of additional cementitious materials; thus, the development of improved predictive models is essential. The purpose of this study was to develop an HPC compressive-strength prediction model using an ensemble machine-learning method of combined bagging and stacking techniques. The result is a new ensemble technique that integrates the existing ensemble methods of bagging and stacking to solve the problems of a single machine-learning model and improve the prediction performance of the model. The nonlinear regression, support vector machine, artificial neural network, and Gaussian process regression approaches were used as single machine-learning methods and bagging and stacking techniques as ensemble machine-learning methods. As a result, the model of the proposed method showed improved accuracy results compared with single machine-learning models, an individual bagging technique model, and a stacking technique model. This was confirmed through a comparison of four representative performance indicators, verifying the effectiveness of the method.

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

  • Lee, Han-Su;Jee, Yongkeun;Lee, Young-Mi;Kim, Byung-Sik
    • Journal of Environmental Science International
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    • v.30 no.12
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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
    • Korean Journal of Remote Sensing
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    • v.35 no.1
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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.