• Journal of Advanced Navigation Technology
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• v.23 no.1
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• pp.84-89
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• 2019

This is a pilot study of machine learning based structural health monitoring system using flight data of composite aircraft. In this study, the most suitable machine learning algorithm for structural health monitoring was selected and dimensionality reduction method for application on the actual flight data was conducted. For these tasks, impact test on the cantilever beam with added mass, which is the simulation of damage in the aircraft wing structure was conducted and classification model for damage states (damage location and level) was trained. Through vibration test of cantilever beam with fiber bragg grating (FBG) sensor, data of normal and 12 damaged states were acquired, and the most suitable algorithm was selected through comparison between algorithms like tree, discriminant, support vector machine (SVM), kNN, ensemble. Besides, through neighborhood component analysis (NCA) feature selection, dimensionality reduction which is necessary to deal with high dimensional flight data was conducted. As a result, quadratic SVMs performed best with 98.7% for without NCA and 95.9% for with NCA. It is also shown that the application of NCA improved prediction speed, training time, and model memory.

• The Mathematical Education
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• v.63 no.2
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• pp.165-186
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• 2024

Despite the growing attention on artificial intelligence-based automated scoring technology as a support method for the introduction of descriptive items in school environments and large-scale assessments, there is a noticeable lack of foundational research in mathematics compared to other subjects. This study developed an automated scoring model for two descriptive items in first-year middle school mathematics using the Random Forest algorithm, evaluated its performance, and explored ways to enhance this performance. The accuracy of the final models for the two items was found to be between 0.95 to 1.00 and 0.73 to 0.89, respectively, which is relatively high compared to automated scoring models in other subjects. We discovered that the strategic selection of the number of evaluation categories, taking into account the amount of data, is crucial for the effective development and performance of automated scoring models. Additionally, text preprocessing by mathematics education experts proved effective in improving both the performance and interpretability of the automated scoring model. Selecting a vectorization method that matches the characteristics of the items and data was identified as one way to enhance model performance. Furthermore, we confirmed that oversampling is a useful method to supplement performance in situations where practical limitations hinder balanced data collection. To enhance educational utility, further research is needed on how to utilize feature importance derived from the Random Forest-based automated scoring model to generate useful information for teaching and learning, such as feedback. This study is significant as foundational research in the field of mathematics descriptive automatic scoring, and there is a need for various subsequent studies through close collaboration between AI experts and math education experts.

• Journal of Intelligence and Information Systems
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• v.24 no.4
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• pp.1-32
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• 2018

In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.

• The KIPS Transactions:PartC
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• v.18C no.3
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• pp.167-178
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• 2011

As the growth of ubiquitous services, various types of ad hoc networks have emerged. In particular, wireless sensor networks (WSN) and mobile ad hoc networks (MANET) are widely known ad hoc networks, but there are also other kinds of wireless ad hoc networks in which the characteristics of the aforementioned two network types are mixed together. This paper proposes a variant of the Low Energy Adaptive Cluster Hierarchy (LEACH) routing protocol modified to be suitable in such a combined network environment. That is, the proposed routing protocol provides node detection and route discovery/maintenance in a network with a large number of mobile sensor nodes, while preserving node mobility, network connectivity, and energy efficiency. The proposed routing protocol is implemented with a multi-hop multi-path algorithm, a topology reconfiguration technique using node movement estimation and vibration sensors, and an efficient path selection and data transmission technique for a great many moving nodes. In the experiments, the performance of the proposed protocol is demonstrated by comparing it to the conventional LEACH protocol.

• Asia pacific journal of information systems
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• v.19 no.2
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• pp.139-155
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• 2009

For the last few decades, many studies have tried to explore and unveil venture companies' success factors and unique features in order to identify the sources of such companies' competitive advantages over their rivals. Such venture companies have shown tendency to give high returns for investors generally making the best use of information technology. For this reason, many venture companies are keen on attracting avid investors' attention. Investors generally make their investment decisions by carefully examining the evaluation criteria of the alternatives. To them, credit rating information provided by international rating agencies, such as Standard and Poor's, Moody's and Fitch is crucial source as to such pivotal concerns as companies stability, growth, and risk status. But these types of information are generated only for the companies issuing corporate bonds, not venture companies. Therefore, this study proposes a method for evaluating venture businesses by presenting our recent empirical results using financial data of Korean venture companies listed on KOSDAQ in Korea exchange. In addition, this paper used multi-class SVM for the prediction of DEA-based efficiency rating for venture businesses, which was derived from our proposed method. Our approach sheds light on ways to locate efficient companies generating high level of profits. Above all, in determining effective ways to evaluate a venture firm's efficiency, it is important to understand the major contributing factors of such efficiency. Therefore, this paper is constructed on the basis of following two ideas to classify which companies are more efficient venture companies: i) making DEA based multi-class rating for sample companies and ii) developing multi-class SVM-based efficiency prediction model for classifying all companies. First, the Data Envelopment Analysis(DEA) is a non-parametric multiple input-output efficiency technique that measures the relative efficiency of decision making units(DMUs) using a linear programming based model. It is non-parametric because it requires no assumption on the shape or parameters of the underlying production function. DEA has been already widely applied for evaluating the relative efficiency of DMUs. Recently, a number of DEA based studies have evaluated the efficiency of various types of companies, such as internet companies and venture companies. It has been also applied to corporate credit ratings. In this study we utilized DEA for sorting venture companies by efficiency based ratings. The Support Vector Machine(SVM), on the other hand, is a popular technique for solving data classification problems. In this paper, we employed SVM to classify the efficiency ratings in IT venture companies according to the results of DEA. The SVM method was first developed by Vapnik (1995). As one of many machine learning techniques, SVM is based on a statistical theory. Thus far, the method has shown good performances especially in generalizing capacity in classification tasks, resulting in numerous applications in many areas of business, SVM is basically the algorithm that finds the maximum margin hyperplane, which is the maximum separation between classes. According to this method, support vectors are the closest to the maximum margin hyperplane. If it is impossible to classify, we can use the kernel function. In the case of nonlinear class boundaries, we can transform the inputs into a high-dimensional feature space, This is the original input space and is mapped into a high-dimensional dot-product space. Many studies applied SVM to the prediction of bankruptcy, the forecast a financial time series, and the problem of estimating credit rating, In this study we employed SVM for developing data mining-based efficiency prediction model. We used the Gaussian radial function as a kernel function of SVM. In multi-class SVM, we adopted one-against-one approach between binary classification method and two all-together methods, proposed by Weston and Watkins(1999) and Crammer and Singer(2000), respectively. In this research, we used corporate information of 154 companies listed on KOSDAQ market in Korea exchange. We obtained companies' financial information of 2005 from the KIS(Korea Information Service, Inc.). Using this data, we made multi-class rating with DEA efficiency and built multi-class prediction model based data mining. Among three manners of multi-classification, the hit ratio of the Weston and Watkins method is the best in the test data set. In multi classification problems as efficiency ratings of venture business, it is very useful for investors to know the class with errors, one class difference, when it is difficult to find out the accurate class in the actual market. So we presented accuracy results within 1-class errors, and the Weston and Watkins method showed 85.7% accuracy in our test samples. We conclude that the DEA based multi-class approach in venture business generates more information than the binary classification problem, notwithstanding its efficiency level. We believe this model can help investors in decision making as it provides a reliably tool to evaluate venture companies in the financial domain. For the future research, we perceive the need to enhance such areas as the variable selection process, the parameter selection of kernel function, the generalization, and the sample size of multi-class.

• Journal of the Institute of Electronics Engineers of Korea SP
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• v.42 no.4 s.304
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• pp.1-12
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• 2005

Image registration is a process to establish the spatial correspondence between images of the same scene, which are acquired at different view points, at different times, or by different sensors. This paper presents a new algorithm for robust registration of the images acquired by multiple sensors having different modalities; the EO (electro-optic) and IR(infrared) ones in the paper. The two feature-based and intensity-based approaches are usually possible for image registration. In the former selection of accurate common features is crucial for high performance, but features in the EO image are often not the same as those in the R image. Hence, this approach is inadequate to register the E0/IR images. In the latter normalized mutual Information (nHr) has been widely used as a similarity measure due to its high accuracy and robustness, and NMI-based image registration methods assume that statistical correlation between two images should be global. Unfortunately, since we find out that EO and IR images don't often satisfy this assumption, registration accuracy is not high enough to apply to some applications. In this paper, we propose a two-stage NMI-based registration method based on the analysis of statistical correlation between E0/1R images. In the first stage, for robust registration, we propose two preprocessing schemes: extraction of statistically correlated regions (ESCR) and enhancement of statistical correlation by filtering (ESCF). For each image, ESCR automatically extracts the regions that are highly correlated to the corresponding regions in the other image. And ESCF adaptively filters out each image to enhance statistical correlation between them. In the second stage, two output images are registered by using NMI-based algorithm. The proposed method provides prospective results for various E0/1R sensor image pairs in terms of accuracy, robustness, and speed.