• 제목/요약/키워드: Ensemble approach

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Predicting stock price direction by using data mining methods : Emphasis on comparing single classifiers and ensemble classifiers

  • Eo, Kyun Sun;Lee, Kun Chang
    • 한국컴퓨터정보학회논문지
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    • 제22권11호
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    • pp.111-116
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    • 2017
  • This paper proposes a data mining approach to predicting stock price direction. Stock market fluctuates due to many factors. Therefore, predicting stock price direction has become an important issue in the field of stock market analysis. However, in literature, there are few studies applying data mining approaches to predicting the stock price direction. To contribute to literature, this paper proposes comparing single classifiers and ensemble classifiers. Single classifiers include logistic regression, decision tree, neural network, and support vector machine. Ensemble classifiers we consider are adaboost, random forest, bagging, stacking, and vote. For the sake of experiments, we garnered dataset from Korea Stock Exchange (KRX) ranging from 2008 to 2015. Data mining experiments using WEKA revealed that random forest, one of ensemble classifiers, shows best results in terms of metrics such as AUC (area under the ROC curve) and accuracy.

GDAPS 앙상블 예보 시스템을 이용한 북서태평양에서의 태풍 발생 계절 예측 (Seasonal Prediction of Tropical Cyclone Frequency in the Western North Pacific using GDAPS Ensemble Prediction System)

  • 김지선;권혁조
    • 대기
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    • 제17권3호
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    • pp.269-279
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    • 2007
  • This study investigates the possibility of seasonal prediction for tropical cyclone activity in the western North Pacific by using a dynamical modeling approach. We use data from the SMIP/HFP (Seasonal Prediction Model Inter-comparison Project/Historical Forecast Project) experiment with the Korea Meteorological Administration's GDAPS (Global Data Assimilation and Prediction System) T106 model, focusing our analysis on model-generated tropical cyclones. It is found that the prediction depends primarily on the tropical cyclone (TC) detecting criteria. Additionally, a scaling factor and a different weighting to each ensemble member are found to be essential for the best predictions of summertime TC activity. This approach indeed shows a certain skill not only in the category forecast but in the standard verifications such as Brier score and relative operating characteristics (ROC).

Ensemble-By-Session Method on Keystroke Dynamics based User Authentication

  • Ho, Jiacang;Kang, Dae-Ki
    • International Journal of Internet, Broadcasting and Communication
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    • 제8권4호
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    • pp.19-25
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    • 2016
  • There are many free applications that need users to sign up before they can use the applications nowadays. It is difficult to choose a suitable password for your account. If the password is too complicated, then it is hard to remember it. However, it is easy to be intruded by other users if we use a very simple password. Therefore, biometric-based approach is one of the solutions to solve the issue. The biometric-based approach includes keystroke dynamics on keyboard, mice, or mobile devices, gait analysis and many more. The approach can integrate with any appropriate machine learning algorithm to learn a user typing behavior for authentication system. Preprocessing phase is one the important role to increase the performance of the algorithm. In this paper, we have proposed ensemble-by-session (EBS) method which to operate the preprocessing phase before the training phase. EBS distributes the dataset into multiple sub-datasets based on the session. In other words, we split the dataset into session by session instead of assemble them all into one dataset. If a session is considered as one day, then the sub-dataset has all the information on the particular day. Each sub-dataset will have different information for different day. The sub-datasets are then trained by a machine learning algorithm. From the experimental result, we have shown the improvement of the performance for each base algorithm after the preprocessing phase.

An Enhanced Text Mining Approach using Ensemble Algorithm for Detecting Cyber Bullying

  • Z.Sunitha Bai;Sreelatha Malempati
    • International Journal of Computer Science & Network Security
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    • 제23권5호
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    • pp.1-6
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    • 2023
  • Text mining (TM) is most widely used to process the various unstructured text documents and process the data present in the various domains. The other name for text mining is text classification. This domain is most popular in many domains such as movie reviews, product reviews on various E-commerce websites, sentiment analysis, topic modeling and cyber bullying on social media messages. Cyber-bullying is the type of abusing someone with the insulting language. Personal abusing, sexual harassment, other types of abusing come under cyber-bullying. Several existing systems are developed to detect the bullying words based on their situation in the social networking sites (SNS). SNS becomes platform for bully someone. In this paper, An Enhanced text mining approach is developed by using Ensemble Algorithm (ETMA) to solve several problems in traditional algorithms and improve the accuracy, processing time and quality of the result. ETMA is the algorithm used to analyze the bullying text within the social networking sites (SNS) such as facebook, twitter etc. The ETMA is applied on synthetic dataset collected from various data a source which consists of 5k messages belongs to bullying and non-bullying. The performance is analyzed by showing Precision, Recall, F1-Score and Accuracy.

A Grey Wolf Optimized- Stacked Ensemble Approach for Nitrate Contamination Prediction in Cauvery Delta

  • Kalaivanan K;Vellingiri J
    • 자원환경지질
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    • 제57권3호
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    • pp.329-342
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    • 2024
  • The exponential increase in nitrate pollution of river water poses an immediate threat to public health and the environment. This contamination is primarily due to various human activities, which include the overuse of nitrogenous fertilizers in agriculture and the discharge of nitrate-rich industrial effluents into rivers. As a result, the accurate prediction and identification of contaminated areas has become a crucial and challenging task for researchers. To solve these problems, this work leads to the prediction of nitrate contamination using machine learning approaches. This paper presents a novel approach known as Grey Wolf Optimizer (GWO) based on the Stacked Ensemble approach for predicting nitrate pollution in the Cauvery Delta region of Tamilnadu, India. The proposed method is evaluated using a Cauvery River dataset from the Tamilnadu Pollution Control Board. The proposed method shows excellent performance, achieving an accuracy of 93.31%, a precision of 93%, a sensitivity of 97.53%, a specificity of 94.28%, an F1-score of 95.23%, and an ROC score of 95%. These impressive results underline the demonstration of the proposed method in accurately predicting nitrate pollution in river water and ultimately help to make informed decisions to tackle these critical environmental problems.

특징 강화 방법의 앙상블을 이용한 화자 식별 (Speaker Identification Using an Ensemble of Feature Enhancement Methods)

  • 양일호;김민석;소병민;김명재;유하진
    • 말소리와 음성과학
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    • 제3권2호
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    • pp.71-78
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    • 2011
  • In this paper, we propose an approach which constructs classifier ensembles of various channel compensation and feature enhancement methods. CMN and CMVN are used as channel compensation methods. PCA, kernel PCA, greedy kernel PCA, and kernel multimodal discriminant analysis are used as feature enhancement methods. The proposed ensemble system is constructed with the combination of 15 classifiers which include three channel compensation methods (including 'without compensation') and five feature enhancement methods (including 'without enhancement'). Experimental results show that the proposed ensemble system gives highest average speaker identification rate in various environments (channels, noises, and sessions).

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Performance Improvement of Classifier by Combining Disjunctive Normal Form features

  • Min, Hyeon-Gyu;Kang, Dong-Joong
    • International Journal of Internet, Broadcasting and Communication
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    • 제10권4호
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    • pp.50-64
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    • 2018
  • This paper describes a visual object detection approach utilizing ensemble based machine learning. Object detection methods employing 1D features have the benefit of fast calculation speed. However, for real image with complex background, detection accuracy and performance are degraded. In this paper, we propose an ensemble learning algorithm that combines a 1D feature classifier and 2D DNF (Disjunctive Normal Form) classifier to improve the object detection performance in a single input image. Also, to improve the computing efficiency and accuracy, we propose a feature selecting method to reduce the computing time and ensemble algorithm by combining the 1D features and 2D DNF features. In the verification experiments, we selected the Haar-like feature as the 1D image descriptor, and demonstrated the performance of the algorithm on a few datasets such as face and vehicle.

Heterogeneous Ensemble of Classifiers from Under-Sampled and Over-Sampled Data for Imbalanced Data

  • Kang, Dae-Ki;Han, Min-gyu
    • International journal of advanced smart convergence
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    • 제8권1호
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    • pp.75-81
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    • 2019
  • Data imbalance problem is common and causes serious problem in machine learning process. Sampling is one of the effective methods for solving data imbalance problem. Over-sampling increases the number of instances, so when over-sampling is applied in imbalanced data, it is applied to minority instances. Under-sampling reduces instances, which usually is performed on majority data. We apply under-sampling and over-sampling to imbalanced data and generate sampled data sets. From the generated data sets from sampling and original data set, we construct a heterogeneous ensemble of classifiers. We apply five different algorithms to the heterogeneous ensemble. Experimental results on an intrusion detection dataset as an imbalanced datasets show that our approach shows effective results.

Melanoma Classification Using Log-Gabor Filter and Ensemble of Deep Convolution Neural Networks

  • Long, Hoang;Lee, Suk-Hwan;Kwon, Seong-Geun;Kwon, Ki-Ryong
    • 한국멀티미디어학회논문지
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    • 제25권8호
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    • pp.1203-1211
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    • 2022
  • Melanoma is a skin cancer that starts in pigment-producing cells (melanocytes). The death rates of skin cancer like melanoma can be reduced by early detection and diagnosis of diseases. It is common for doctors to spend a lot of time trying to distinguish between skin lesions and healthy cells because of their striking similarities. The detection of melanoma lesions can be made easier for doctors with the help of an automated classification system that uses deep learning. This study presents a new approach for melanoma classification based on an ensemble of deep convolution neural networks and a Log-Gabor filter. First, we create the Log-Gabor representation of the original image. Then, we input the Log-Gabor representation into a new ensemble of deep convolution neural networks. We evaluated the proposed method on the melanoma dataset collected at Yonsei University and Dongsan Clinic. Based on our numerical results, the proposed framework achieves more accuracy than other approaches.

Path Loss Prediction Using an Ensemble Learning Approach

  • Beom Kwon;Eonsu Noh
    • 한국컴퓨터정보학회논문지
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    • 제29권2호
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    • pp.1-12
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    • 2024
  • 경로 손실(Path Loss)을 예측하는 것은 셀룰러 네트워크(Cellular Network)에서 기지국(Base Station) 의 설치 위치 선정 등 무선망 설계에 중요한 요인 중 하나다. 기존에는 기지국의 최적 설치 위치를 결정하기 위해 수많은 현장 테스트(Field Tests)를 통해 경로 손실 값을 측정했다. 따라서 측정에 많은 시간이 소요된다는 단점이 있었다. 이러한 문제를 해결하기 위해 본 연구에서는 머신러닝(Machine Learning, ML) 기반의 경로 손실 예측 방법을 제안한다. 특히, 경로 손실 예측 성능을 향상시키기 위해서 앙상블 학습(Ensemble Learning) 접근법을 적용하였다. 부트스트랩 데이터 세트(Bootstrap Dataset)을 활용하여 서로 다른 하이퍼파라미터(Hyperparameter) 구성을 갖는 모델들을 얻고, 이 모델들을 앙상블하여 최종 모델을 구축했다. 인터넷상에 공개된 경로 손실 데이터 세트를 활용하여 제안하는 앙상블 기반 경로 손실 예측 방법과 다양한 ML 기반 방법들의 성능을 평가 및 비교했다. 실험 결과, 제안하는 방법이 기존 방법들보다 우수한 성능을 달성하였으며, 경로 손실 값을 가장 정확하게 예측할 수 있다는 것을 입증하였다.