• Title/Summary/Keyword: Feature selection optimization

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Quantitative Golf Swing Analysis based on Kinematic Mining Approach (데이터마이닝을 활용한 골프 스윙 최적화 분석)

  • Lee, Kyu Jong;Ryou, Okhyun;Kang, Jihoon
    • Korean Journal of Applied Biomechanics
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    • v.31 no.2
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    • pp.87-94
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    • 2021
  • Objective: Identification of meaningful patterns and trends in large volumes of unstructured data is an important task in various research areas. In the present study, we gathered golf swing image data and did quantitative analysis of swing image. Method: We collected golf swing images of 30 novice players and 30 professional players in this study. Results: We selected important features of swing posture and employed data mining algorithm to classify whether a player is an expert or a novice. Moreover, our proposed method could offer quantitative advices for golf beginners for correcting their swing. Conclusion: Finally, we found a possibility that our proposed method can be expanded to golf swing correction system

Match Field based Algorithm Selection Approach in Hybrid SDN and PCE Based Optical Networks

  • Selvaraj, P.;Nagarajan, V.
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.12 no.12
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    • pp.5723-5743
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    • 2018
  • The evolving internet-based services demand high-speed data transmission in conjunction with scalability. The next generation optical network has to exploit artificial intelligence and cognitive techniques to cope with the emerging requirements. This work proposes a novel way to solve the dynamic provisioning problem in optical network. The provisioning in optical network involves the computation of routes and the reservation of wavelenghs (Routing and Wavelength assignment-RWA). This is an extensively studied multi-objective optimization problem and its complexity is known to be NP-Complete. As the exact algorithms incurs more running time, the heuristic based approaches have been widely preferred to solve this problem. Recently the software-defined networking has impacted the way the optical pipes are configured and monitored. This work proposes the dynamic selection of path computation algorithms in response to the changing service requirements and network scenarios. A software-defined controller mechanism with a novel packet matching feature was proposed to dynamically match the traffic demands with the appropriate algorithm. A software-defined controller with Path Computation Element-PCE was created in the ONOS tool. A simulation study was performed with the case study of dynamic path establishment in ONOS-Open Network Operating System based software defined controller environment. A java based NOX controller was configured with a parent path computation element. The child path computation elements were configured with different path computation algorithms under the control of the parent path computation element. The use case of dynamic bulk path creation was considered. The algorithm selection method is compared with the existing single algorithm based method and the results are analyzed.

Optimization of Multiclass Support Vector Machine using Genetic Algorithm: Application to the Prediction of Corporate Credit Rating (유전자 알고리즘을 이용한 다분류 SVM의 최적화: 기업신용등급 예측에의 응용)

  • Ahn, Hyunchul
    • Information Systems Review
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    • v.16 no.3
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    • pp.161-177
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    • 2014
  • Corporate credit rating assessment consists of complicated processes in which various factors describing a company are taken into consideration. Such assessment is known to be very expensive since domain experts should be employed to assess the ratings. As a result, the data-driven corporate credit rating prediction using statistical and artificial intelligence (AI) techniques has received considerable attention from researchers and practitioners. In particular, statistical methods such as multiple discriminant analysis (MDA) and multinomial logistic regression analysis (MLOGIT), and AI methods including case-based reasoning (CBR), artificial neural network (ANN), and multiclass support vector machine (MSVM) have been applied to corporate credit rating.2) Among them, MSVM has recently become popular because of its robustness and high prediction accuracy. In this study, we propose a novel optimized MSVM model, and appy it to corporate credit rating prediction in order to enhance the accuracy. Our model, named 'GAMSVM (Genetic Algorithm-optimized Multiclass Support Vector Machine),' is designed to simultaneously optimize the kernel parameters and the feature subset selection. Prior studies like Lorena and de Carvalho (2008), and Chatterjee (2013) show that proper kernel parameters may improve the performance of MSVMs. Also, the results from the studies such as Shieh and Yang (2008) and Chatterjee (2013) imply that appropriate feature selection may lead to higher prediction accuracy. Based on these prior studies, we propose to apply GAMSVM to corporate credit rating prediction. As a tool for optimizing the kernel parameters and the feature subset selection, we suggest genetic algorithm (GA). GA is known as an efficient and effective search method that attempts to simulate the biological evolution phenomenon. By applying genetic operations such as selection, crossover, and mutation, it is designed to gradually improve the search results. Especially, mutation operator prevents GA from falling into the local optima, thus we can find the globally optimal or near-optimal solution using it. GA has popularly been applied to search optimal parameters or feature subset selections of AI techniques including MSVM. With these reasons, we also adopt GA as an optimization tool. To empirically validate the usefulness of GAMSVM, we applied it to a real-world case of credit rating in Korea. Our application is in bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. The experimental dataset was collected from a large credit rating company in South Korea. It contained 39 financial ratios of 1,295 companies in the manufacturing industry, and their credit ratings. Using various statistical methods including the one-way ANOVA and the stepwise MDA, we selected 14 financial ratios as the candidate independent variables. The dependent variable, i.e. credit rating, was labeled as four classes: 1(A1); 2(A2); 3(A3); 4(B and C). 80 percent of total data for each class was used for training, and remaining 20 percent was used for validation. And, to overcome small sample size, we applied five-fold cross validation to our dataset. In order to examine the competitiveness of the proposed model, we also experimented several comparative models including MDA, MLOGIT, CBR, ANN and MSVM. In case of MSVM, we adopted One-Against-One (OAO) and DAGSVM (Directed Acyclic Graph SVM) approaches because they are known to be the most accurate approaches among various MSVM approaches. GAMSVM was implemented using LIBSVM-an open-source software, and Evolver 5.5-a commercial software enables GA. Other comparative models were experimented using various statistical and AI packages such as SPSS for Windows, Neuroshell, and Microsoft Excel VBA (Visual Basic for Applications). Experimental results showed that the proposed model-GAMSVM-outperformed all the competitive models. In addition, the model was found to use less independent variables, but to show higher accuracy. In our experiments, five variables such as X7 (total debt), X9 (sales per employee), X13 (years after founded), X15 (accumulated earning to total asset), and X39 (the index related to the cash flows from operating activity) were found to be the most important factors in predicting the corporate credit ratings. However, the values of the finally selected kernel parameters were found to be almost same among the data subsets. To examine whether the predictive performance of GAMSVM was significantly greater than those of other models, we used the McNemar test. As a result, we found that GAMSVM was better than MDA, MLOGIT, CBR, and ANN at the 1% significance level, and better than OAO and DAGSVM at the 5% significance level.

Life prediction of IGBT module for nuclear power plant rod position indicating and rod control system based on SDAE-LSTM

  • Zhi Chen;Miaoxin Dai;Jie Liu;Wei Jiang;Yuan Min
    • Nuclear Engineering and Technology
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    • v.56 no.9
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    • pp.3740-3749
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    • 2024
  • To reduce the losses caused by aging failure of insulation gate bipolar transistor (IGBT), which is the core components of nuclear power plant rod position indicating and rod control (RPC) system. It is necessary to conduct studies on its life prediction. The selection of IGBT failure characteristic parameters in existing research relies heavily on failure principles and expert experience. Moreover, the analysis and learning of time-domain degradation data have not been fully conducted, resulting in low prediction efficiency as the monotonicity, time correlation, and poor anti-interference ability of extracted degradation features. This paper utilizes the advantages of the stacked denoising autoencoder(SDAE) network in adaptive feature extraction and denoising capabilities to perform adaptive feature extraction on IGBT time-domain degradation data; establishes a long-short-term memory (LSTM) prediction model, and optimizes the learning rate, number of nodes in the hidden layer, and number of hidden layers using the Gray Wolf Optimization (GWO) algorithm; conducts verification experiments on the IGBT accelerated aging dataset provided by NASA PCoE Research Center, and selects performance evaluation indicators to compare and analyze the prediction results of the SDAE-LSTM model, PSOLSTM model, and BP model. The results show that the SDAE-LSTM model can achieve more accurate and stable IGBT life prediction.

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

ERS Feature Extraction using STFT and PSO for Customized BCI System (맞춤형 BCI시스템을 위한 STFT와 PSO를 이용한 ERS특징 추출)

  • Kim, Yong-Hoon;Kim, Jun-Yeup;Park, Seung-Min;Ko, Kwang-Eun;Sim, Kwee-Bo
    • Journal of the Korean Institute of Intelligent Systems
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    • v.22 no.4
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    • pp.429-434
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    • 2012
  • This paper presents a technology for manipulating external devices by Brain Computer Interface (BCI) system. Recently, BCI based rehabilitation and assistance system for disabled people, such as patient of Spinal Cord Injury (SCI), general paralysis, and so on, is attracting tremendous interest. Especially, electroencephalogram (EEG) signal is used to organize the BCI system by analyzing the signals, such as evoked potential. The general findings of neurophysiology support an availability of the EEG-based BCI system. We concentrate on the event-related synchronization of motor imagery EEG signal, which have an affinity with an intention for moving control of external device. To analyze the brain activity, short-time Fourier transform and particle swarm optimization are used to optimal feature selection from the preprocessed EEG signals. In our experiment, we can verify that the power spectral density correspond to range mu-rhythm(${\mu}8$~12Hz) have maximum amplitude among the raw signals and most of particles are concentrated in the corresponding region. Result shows accuracy of subject left hand 40% and right hand 38%.

Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

State of the Art Technology Trends and Case Analysis of Leading Research in Harmony Search Algorithm (하모니 탐색 알고리즘의 선도 연구에 관한 최첨단 기술 동향과 사례 분석)

  • Kim, Eun-Sung;Shin, Seung-Soo;Kim, Yong-Hyuk;Yoon, Yourim
    • Journal of the Korea Convergence Society
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    • v.12 no.11
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    • pp.81-90
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    • 2021
  • There are various optimization problems in real world and research continues to solve them. An optimization problem is the problem of finding a combination of parameters that maximizes or minimizes the objective function. Harmony search is a population-based metaheuristic algorithm for solving optimization problems and it is designed to mimic the improvisation of jazz music. Harmony search has been actively applied to optimization problems in various fields such as civil engineering, computer science, energy, medical science, and water quality engineering. Harmony search has a simple working principle and it has the advantage of finding good solutions quickly in constrained optimization problems. Especially there are various application cases showing high accuracy with a low number of iterations by improving the solution through the empirical derivative. In this paper, we explain working principle of Harmony search and classify the leading research in recent 3 years, review them according to category, and suggest future research directions. The research is divided into review by field, algorithmic analysis and theory, and application to real world problems. Application to real world problems is classified according to the purpose of optimization and whether or not they are hybridized with other metaheuristic algorithms.

An Interpretable Bearing Fault Diagnosis Model Based on Hierarchical Belief Rule Base

  • Boying Zhao;Yuanyuan Qu;Mengliang Mu;Bing Xu;Wei He
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.18 no.5
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    • pp.1186-1207
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    • 2024
  • Bearings are one of the main components of mechanical equipment and one of the primary components prone to faults. Therefore, conducting fault diagnosis on bearings is a key issue in mechanical equipment research. Belief rule base (BRB) is essentially an expert system that effectively integrates qualitative and quantitative information, demonstrating excellent performance in fault diagnosis. However, class imbalance often occurs in the diagnosis task, which poses challenges to the diagnosis. Models with interpretability can enhance decision-makers' trust in the output results. However, the randomness in the optimization process can undermine interpretability, thereby reducing the level of trustworthiness in the results. Therefore, a hierarchical BRB model based on extreme gradient boosting (XGBoost) feature selection with interpretability (HFS-IBRB) is proposed in this paper. Utilizing a main BRB alongside multiple sub-BRBs allows for the conversion of a multi-classification challenge into several distinct binary classification tasks, thereby leading to enhanced accuracy. By incorporating interpretability constraints into the model, interpretability is effectively ensured. Finally, the case study of the actual dataset of bearing fault diagnosis demonstrates the ability of the HFS-IBRB model to perform accurate and interpretable diagnosis.

Using Genetic Algorithms in Wireless Mesh Network Routing Protocol Design (유전 알고리즘을 이용한 무선 메쉬 네트워크에서의 라우팅 프로토콜 설계)

  • Yoon, Chang-Pyo;Ryou, Hwang-Bin
    • The KIPS Transactions:PartC
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    • v.18C no.3
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    • pp.179-186
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    • 2011
  • Wireless Mesh Network technology refers to the technology which establishes wireless network whose transmission speed is similar to that of the wire system, and provides more enhanced flexibility in the building of network, compared to the existing wired network. In addition, it has the feature of less mobility and less restriction from the energy effect. However, there follow many considerations such as system overhead in the case of setting or the selection of multi-path. Accordingly, the focus is on the design and optimization of network which can reflect this network feature and the technology to establish path. This paper suggests the methods on the programming of path in Wireless Mesh Network routing by applying the evaluation value of node service, making use of the loss rate of data, the hop count of bandwidth and link and the traffic status of node, considering the performance of link and load in the fitness evaluation function, in order to respond to the programming of multi-path effectively.