• 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.37 no.4
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• pp.307-321
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• 2024

This paper delves into the critical assessment of predicting sidewall displacement in underground caverns through the application of nine distinct machine learning techniques. The accurate prediction of sidewall displacement is essential for ensuring the structural safety and stability of underground caverns, which are prone to various geological challenges. The dataset utilized in this study comprises a total of 310 data points, each containing 13 relevant parameters extracted from 10 underground cavern projects located in Iran and other regions. To facilitate a comprehensive evaluation, the dataset is evenly divided into training and testing subset. The study employs a diverse array of machine learning models, including recurrent neural network, back-propagation neural network, K-nearest neighbors, normalized and ordinary radial basis function, support vector machine, weight estimation, feed-forward stepwise regression, and fuzzy inference system. These models are leveraged to develop predictive models that can accurately forecast sidewall displacement in underground caverns. The training phase involves utilizing 80% of the dataset (248 data points) to train the models, while the remaining 20% (62 data points) are used for testing and validation purposes. The findings of the study highlight the back-propagation neural network (BPNN) model as the most effective in providing accurate predictions. The BPNN model demonstrates a remarkably high correlation coefficient (R2 = 0.99) and a low error rate (RMSE = 4.27E-05), indicating its superior performance in predicting sidewall displacement in underground caverns. This research contributes valuable insights into the application of machine learning techniques for enhancing the safety and stability of underground structures.

• 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 Pacific Journal of Cancer Prevention
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• v.15 no.14
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• pp.5721-5727
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• 2014

Objectives: To evaluate the performance of clustering methods used in the prognostic assessment of categorical clinical data for hepatocellular carcinoma (HCC) patients in China, and establish a predictable prognostic nomogram for clinical decisions. Materials and Methods: A total of 332 newly diagnosed HCC patients treated with hepatic resection during 2006-2009 were enrolled. Patients were regularly followed up at outpatient clinics. Clustering methods including the Average linkage, k-modes, fuzzy k-modes, PAM, CLARA, protocluster, and ROCK were compared by Monte Carlo simulation, and the optimal method was applied to investigate the clustering pattern of the indices including platelet count, platelet/lymphocyte ratio (PLR) and serum aspartate aminotransferase activity/platelet count ratio index (APRI). Then the clustering variable, age group, tumor size, number of tumor and vascular invasion were studied in a multivariable Cox regression model. A prognostic nomogram was constructed for clinical decisions. Results: The ROCK was best in both the overlapping and non-overlapping cases performed to assess the prognostic value of platelet-based indices. Patients with categorical platelet-based indices significantly split across two clusters, and those with high values, had a high risk of HCC recurrence (hazard ratio [HR] 1.42, 95% CI 1.09-1.86; p<0.01). Tumor size, number of tumor and blood vessel invasion were also associated with high risk of HCC recurrence (all p< 0.01). The nomogram well predicted HCC patient survival at 3 and 5 years. Conclusions: A cluster of platelet-based indices combined with other clinical covariates could be used for prognosis evaluation in HCC.