• Journal of Korea Multimedia Society
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• v.11 no.9
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• pp.1302-1309
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• 2008

Traditional clustering methods, like k-means or fuzzy clustering, are prototype-based methods which are applicable only to convex clusters. On the other hand, spectral clustering tries to find clusters only using local similarity information. Its ability to handle concave clusters has gained the popularity recent years together with support vector machine (SVM) which is a kernel-based classification method. However, as is in SVM, the kernel width plays an important role and has a great impact on the result. Several methods are proposed to decide it automatically, it is still determined based on heuristics. In this paper, we proposed an adaptive method deciding the kernel width based on distance histogram. The proposed method is motivated by the fact that the affinity matrix should be formed into a block diagonal matrix to generate the best result. We use the tradition Euclidean distance together with the random walk distance, which make it possible to form a more apparent block diagonal affinity matrix. Experimental results show that the proposed method generates more clear block structured affinity matrix than the existing one does.

• Proceedings of the Korea Water Resources Association Conference
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• 2021.06a
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• pp.326-326
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• 2021

장기간에 걸쳐 넓은 지역에 대해 발생하는 가뭄을 예측하기위해 많은 학자들의 기술적, 학술적 시도가 있어왔다. 본 연구에서는 복잡한 시계열을 가진 가뭄을 전망하는 방법 중 시나리오에 기반을 둔 가뭄전망 방법과 실시간으로 가뭄을 예측하는 비시나리오 기반의 방법 등을 이용하여 미래 가뭄전망을 실시했다. 시나리오에 기반을 둔 가뭄전망 방법으로는, 3개월 GCM(General Circulation Model) 예측 결과를 바탕으로 2009년도 PDSI(Palmer Drought Severity Index) 가뭄지수를 산정하여 가뭄심도에 대한 단기예측을 실시하였다. 또, 통계학적 방법과 물리적 모델(Physical model)에 기반을 둔 확정론적 수치해석 방법을 이용하여 비시나리오 기반 가뭄을 예측했다. 기존 가뭄을 통계학적 방법으로 예측하기 위해서 시도된 대표적인 방법으로 ARIMA(Autoregressive Integrated Moving Average) 모델의 예측에 대한 한계를 극복하기위해 서포트 벡터 회귀(support vector regression, SVR)와 웨이블릿(wavelet neural network) 신경망을 이용해 SPI를 측정하였다. 최적모델구조는 RMSE(root mean square error), MAE(mean absolute error) 및 R(correlation Coefficient)를 통해 선정하였고, 1-6개월의 선행예보 시간을 갖고 가뭄을 전망하였다. 그리고 SPI를 이용하여, 마코프 연쇄(Markov chain) 및 대수선형모델(log-linear model)을 적용하여 SPI기반 가뭄예측의 정확도를 검증하였으며, 터키의 아나톨리아(Anatolia) 지역을 대상으로 뉴로퍼지모델(Neuro-Fuzzy)을 적용하여 1964-2006년 기간의 월평균 강수량과 SPI를 바탕으로 가뭄을 예측하였다. 가뭄 빈도와 패턴이 불규칙적으로 변하며 지역별 강수량의 양극화가 심화됨에 따라 가뭄예측의 정확도를 높여야 하는 요구가 커지고 있다. 본 연구에서는 복잡하고 비선형성으로 이루어진 가뭄 패턴을 기상학적 가뭄의 정도를 나타내는 표준강수증발지수(SPEI, Standardized Precipitation Evapotranspiration Index)인 월SPEI와 일SPEI를 기계학습모델에 적용하여 예측개선 모형을 개발하고자 한다.

• Geomechanics and Engineering
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• v.36 no.5
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• pp.489-509
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• 2024

Slope stability analysis and prediction are of critical importance to geotechnical engineers, given the severe consequences associated with slope failure. This research endeavors to forecast the factor of safety (FOS) for slopes through the implementation of six distinct ML techniques, including back propagation neural networks (BPNN), feed-forward neural networks (FFNN), Takagi-Sugeno fuzzy system (TSF), gene expression programming (GEP), and least-square support vector machine (Ls-SVM). 344 slope cases were analyzed, incorporating a variety of geometric and shear strength parameters measured through the PLAXIS software alongside several loss functions to assess the models' performance. The findings demonstrated that all models produced satisfactory results, with BPNN and GEP models proving to be the most precise, achieving an R² of 0.86 each and MAE and MAPE rates of 0.00012 and 0.00002 and 0.005 and 0.004, respectively. A Pearson correlation and residuals statistical analysis were carried out to examine the importance of each factor in the prediction, revealing that all considered geomechanical features are significantly relevant to slope stability. However, the parameters of friction angle and slope height were found to be the most and least significant, respectively. In addition, to aid in the FOS computation for engineering challenges, a graphical user interface (GUI) for the ML-based techniques was created.

• Journal of Intelligence and Information Systems
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• v.23 no.3
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• pp.139-153
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• 2017

Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

• Asian-Australasian Journal of Animal Sciences
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• v.32 no.7
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• pp.1015-1026
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• 2019

Objective: The objective of this study was to evaluate three different degrees of white striping (WS) addressing their automatic assessment and customer acceptance. The WS classification was performed based on a computer vision system (CVS), exploring different machine learning (ML) algorithms and the most important image features. Moreover, it was verified by consumer acceptance and purchase intent. Methods: The samples for image analysis were classified by trained specialists, according to severity degrees regarding visual and firmness aspects. Samples were obtained with a digital camera, and 25 features were extracted from these images. ML algorithms were applied aiming to induce a model capable of classifying the samples into three severity degrees. In addition, two sensory analyses were performed: 75 samples properly grilled were used for the first sensory test, and 9 photos for the second. All tests were performed using a 10-cm hybrid hedonic scale (acceptance test) and a 5-point scale (purchase intention). Results: The information gain metric ranked 13 attributes. However, just one type of image feature was not enough to describe the phenomenon. The classification models support vector machine, fuzzy-W, and random forest showed the best results with similar general accuracy (86.4%). The worst performance was obtained by multilayer perceptron (70.9%) with the high error rate in normal (NORM) sample predictions. The sensory analysis of acceptance verified that WS myopathy negatively affects the texture of the broiler breast fillets when grilled and the appearance attribute of the raw samples, which influenced the purchase intention scores of raw samples. Conclusion: The proposed system has proved to be adequate (fast and accurate) for the classification of WS samples. The sensory analysis of acceptance showed that WS myopathy negatively affects the tenderness of the broiler breast fillets when grilled, while the appearance attribute of the raw samples eventually influenced purchase intentions.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.18 no.4
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• pp.825-832
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• 2014

Previous works for detecting arrhythmia have mostly used nonlinear method such as artificial neural network, fuzzy theory, support vector machine to increase classification accuracy. Most methods require accurate detection of P-QRS-T point, higher computational cost and larger processing time. Even if some methods have the advantage in low complexity, but they generally suffer form low sensitivity. Also, it is difficult to detect PVC accurately because of the various QRS pattern by person's individual difference. Therefore it is necessary to design an efficient algorithm that classifies PVC based on QRS pattern in realtime and decreases computational cost by extracting minimal feature. In this paper, we propose PVC classification based on QRS pattern using QS interval and R wave amplitude. For this purpose, we detected R wave, RR interval, QRS pattern from noise-free ECG signal through the preprocessing method. Also, we classified PVC in realtime through QS interval and R wave amplitude. The performance of R wave detection, PVC classification is evaluated by using 9 record of MIT-BIH arrhythmia database that included over 30 PVC. The achieved scores indicate the average of 99.02% in R wave detection and the rate of 93.72% in PVC classification.

• Journal of the Korea Institute of Information and Communication Engineering
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• v.17 no.8
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• pp.1947-1954
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• 2013

Previous works for detecting arrhythmia have mostly used nonlinear method such as artificial neural network, fuzzy theory, support vector machine to increase classification accuracy. Most methods require accurate detection of P-QRS-T point, higher computational cost and larger processing time. But it is difficult to detect the P and T wave signal because of person's individual difference. Therefore it is necessary to design efficient algorithm that classifies different arrhythmia in realtime and decreases computational cost by extrating minimal feature. In this paper, we propose arrhythmia detection based on binary coding using QRS feature varibility. For this purpose, we detected R wave, RR interval, QRS width from noise-free ECG signal through the preprocessing method. Also, we classified arrhythmia in realtime by converting threshold variability of feature to binary code. PVC, PAC, Normal, BBB, Paced beat classification is evaluated by using 39 record of MIT-BIH arrhythmia database. The achieved scores indicate the average of 97.18%, 94.14%, 99.83%, 92.77%, 97.48% in PVC, PAC, Normal, BBB, Paced beat classification.

• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.187-201
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• 2011

KOSPI200 index is the Korean stock price index consisting of actively traded 200 stocks in the Korean stock market. Its base value of 100 was set on January 3, 1990. The Korea Exchange (KRX) developed derivatives markets on the KOSPI200 index. KOSPI200 index futures market, introduced in 1996, has become one of the most actively traded indexes markets in the world. Traders can make profit by entering a long position on the KOSPI200 index futures contract if the KOSPI200 index will rise in the future. Likewise, they can make profit by entering a short position if the KOSPI200 index will decline in the future. Basically, KOSPI200 index futures trading is a short-term zero-sum game and therefore most futures traders are using technical indicators. Advanced traders make stable profits by using system trading technique, also known as algorithm trading. Algorithm trading uses computer programs for receiving real-time stock market data, analyzing stock price movements with various technical indicators and automatically entering trading orders such as timing, price or quantity of the order without any human intervention. Recent studies have shown the usefulness of artificial intelligent systems in forecasting stock prices or investment risk. KOSPI200 index data is numerical time-series data which is a sequence of data points measured at successive uniform time intervals such as minute, day, week or month. KOSPI200 index futures traders use technical analysis to find out some patterns on the time-series chart. Although there are many technical indicators, their results indicate the market states among bull, bear and flat. Most strategies based on technical analysis are divided into trend following strategy and non-trend following strategy. Both strategies decide the market states based on the patterns of the KOSPI200 index time-series data. This goes well with Markov model (MM). Everybody knows that the next price is upper or lower than the last price or similar to the last price, and knows that the next price is influenced by the last price. However, nobody knows the exact status of the next price whether it goes up or down or flat. So, hidden Markov model (HMM) is better fitted than MM. HMM is divided into discrete HMM (DHMM) and continuous HMM (CHMM). The only difference between DHMM and CHMM is in their representation of state probabilities. DHMM uses discrete probability density function and CHMM uses continuous probability density function such as Gaussian Mixture Model. KOSPI200 index values are real number and these follow a continuous probability density function, so CHMM is proper than DHMM for the KOSPI200 index. In this paper, we present an artificial intelligent trading system based on CHMM for the KOSPI200 index futures system traders. Traders have experienced on technical trading for the KOSPI200 index futures market ever since the introduction of the KOSPI200 index futures market. They have applied many strategies to make profit in trading the KOSPI200 index futures. Some strategies are based on technical indicators such as moving averages or stochastics, and others are based on candlestick patterns such as three outside up, three outside down, harami or doji star. We show a trading system of moving average cross strategy based on CHMM, and we compare it to a traditional algorithmic trading system. We set the parameter values of moving averages at common values used by market practitioners. Empirical results are presented to compare the simulation performance with the traditional algorithmic trading system using long-term daily KOSPI200 index data of more than 20 years. Our suggested trading system shows higher trading performance than naive system trading.