• Title/Summary/Keyword: In-Sample Prediction

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Large-sample comparisons of calibration procedures when both measurements are subject to error

  • Lee, Seung-Hoon;Yum, Bong-Jin
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1990.04a
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    • pp.254-262
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    • 1990
  • A predictive functional relationship model is presented for the calibration problem in which the standard as well as the nonstandard measurements are subject to error. For the estimation of the relationship between the two measurements, the ordinary least squares and maximum likelihood estimation methods are considered, while for the prediction of unknown standard measurementswe consider direct and inverse approaches. Relative performances of those calibration procedures are compared in terms of the asymptotic mean square error of prediction.

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Improving an Ensemble Model by Optimizing Bootstrap Sampling (부트스트랩 샘플링 최적화를 통한 앙상블 모형의 성능 개선)

  • Min, Sung-Hwan
    • Journal of Internet Computing and Services
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    • v.17 no.2
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    • pp.49-57
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    • 2016
  • Ensemble classification involves combining multiple classifiers to obtain more accurate predictions than those obtained using individual models. Ensemble learning techniques are known to be very useful for improving prediction accuracy. Bagging is one of the most popular ensemble learning techniques. Bagging has been known to be successful in increasing the accuracy of prediction of the individual classifiers. Bagging draws bootstrap samples from the training sample, applies the classifier to each bootstrap sample, and then combines the predictions of these classifiers to get the final classification result. Bootstrap samples are simple random samples selected from the original training data, so not all bootstrap samples are equally informative, due to the randomness. In this study, we proposed a new method for improving the performance of the standard bagging ensemble by optimizing bootstrap samples. A genetic algorithm is used to optimize bootstrap samples of the ensemble for improving prediction accuracy of the ensemble model. The proposed model is applied to a bankruptcy prediction problem using a real dataset from Korean companies. The experimental results showed the effectiveness of the proposed model.

Color Determination of Beef Rib Eye Using Near Infrared Spectroscopy

  • Kang, J.O.;Park, J.Y.;Choy, Y.H.
    • Asian-Australasian Journal of Animal Sciences
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    • v.14 no.2
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    • pp.263-267
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    • 2001
  • Beef samples of loin eye area from New Zealand, USA and three quality grades of Hanwoo were analyzed using near infrared spectrophotometer with reference values from laboratory optical Chromameter to determine effective spectrum range and mathematical treatment for determination of color values. $R^2s$ of prediction models were not improved much by calibrating with whole light range (400~2500 nm) compared to using visible range (400~1100 nm). Standard errors of calibration and prediction were influenced by possible bias due to sampling non-homogeneous sample sources. However, partial differentiation in the first order was more stable against sampling biases than second derivatives of the spectra. Lightness value was little different among the five sample sources of beef. Beef samples from USA were brighter and more reddish than beefs of Hanwoo or from New Zealand (p<0.05). Yellowness of USA beef was the highest followed by beef from New Zealand, which was also higher than Hanwoo beefs of three quality grades (p<0.05).

Electrostatic Prediction Embedded System based on PXA255 (PXA255 기반 정전기 예측 임베디드 시스템 개발)

  • Byeon, Chi-Nam;Kim, Kang-Chul
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2007.06a
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    • pp.406-409
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    • 2007
  • This paper proposes an algorithm that predicts current electrostatic charge in a factory. The algorithm based on LSM(Least Square Method) dynamically takes the number of sample while calculating the value of electrostatic charge. The simulation results show that the proposed algorithm gains 73.18161 standard deviation with 95% trust probability and is better than conventional algorithm. We design the electrostatic prediction embedded system based on pxa255 with the proposes algorithm.

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Bayesian Approach to the Prediction in the Censored Sample from Rayleigh Population

  • Ko, Jeong-Hwan;Kim, Young-Hoon;Kang, Sang-Gil
    • Journal of the Korean Data and Information Science Society
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    • v.8 no.1
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    • pp.71-77
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    • 1997
  • S independent sample 0,1,2, $\cdots$, s-1 (or stages 0,1,2, $\cdots$, s-1) are available from the Raleigh population. Procedure for predicting any order statistic in the $(s+1)^{th}$ sample is developed by obtaining the predictive distribution at stage s. Bounds for the sample size at stage S, in order to have the variance at stage S less than that at stage (s-1), are obtained.

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Noise reduction of a vehicle acoustic cavity sample using coupled Structural-Acoustic element analysis (구조-음향 연성해석을 통한 모형차실 모델의 소음저감 기술연구)

  • 김태정;강성종;서정범
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 1994.10a
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    • pp.288-294
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    • 1994
  • A study of prediction and qualification techniques for structure borne booming noise is presented in this paper. Result from acoustic normal mode finite element analysis of a 1/2 size vehicle cavity sample model is compared to the that from an experiment. Coupled structural-acoustic analysis is performed on a 1/4 size vehicle cavity sample model surrounded by 2 mm thick normal steel plates. Interior noise levels around passensger's ear position are predicted and reduced by structural modification based on panel participation factor analysis about the sample cavity model. Futhermore, optimization technique in application of anti-vibration pad is studied.

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The Data Processing Method for Small Samples and Multi-variates Series in GPS Deformation Monitoring

  • Guo-Lin, Liu;Wen-Hua, Zheng;Xin-Zhou, Wang;Lian-Peng, Zhang
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • v.1
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    • pp.185-189
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    • 2006
  • Time series analysis is a frequently effective method of constructing model and prediction in data processing of deformation monitoring. The monitoring data sample must to be as more as possible and time intervals are equal roughly so as to construct time series model accurately and achieve reliable prediction. But in the project practice of GPS deformation monitoring, the monitoring data sample can't be obtained too much and time intervals are not equal because of being restricted by all kinds of factors, and it contains many variates in the deformation model moreover. It is very important to study the data processing method for small samples and multi-variates time series in GPS deformation monitoring. A new method of establishing small samples and multi-variates deformation model and prediction model are put forward so as to resolve contradiction of small samples and multi-variates encountered in constructing deformation model and improve formerly data processing method of deformation monitoring. Based on the system theory, a deformation body is regarded as a whole organism; a time-dependence linear system model and a time-dependence bilinear system model are established. The dynamic parameters estimation is derived by means of prediction fit and least information distribution criteria. The final example demonstrates the validity and practice of this method.

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Development of Prediction Model of Financial Distress and Improvement of Prediction Performance Using Data Mining Techniques (데이터마이닝 기법을 이용한 기업부실화 예측 모델 개발과 예측 성능 향상에 관한 연구)

  • Kim, Raynghyung;Yoo, Donghee;Kim, Gunwoo
    • Information Systems Review
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    • v.18 no.2
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    • pp.173-198
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    • 2016
  • Financial distress can damage stakeholders and even lead to significant social costs. Thus, financial distress prediction is an important issue in macroeconomics. However, most existing studies on building a financial distress prediction model have only considered idiosyncratic risk factors without considering systematic risk factors. In this study, we propose a prediction model that considers both the idiosyncratic risk based on a financial ratio and the systematic risk based on a business cycle. Ultimately, we build several IT artifacts associated with financial ratio and add them to the idiosyncratic risk factors as well as address the imbalanced data problem by using an oversampling technique and synthetic minority oversampling technique (SMOTE) to ensure good performance. When considering systematic risk, our study ensures that each data set consists of both financially distressed companies and financially sound companies in each business cycle phase. We conducted several experiments that change the initial imbalanced sample ratio between the two company groups into a 1:1 sample ratio using SMOTE and compared the prediction results from the individual data set. We also predicted data sets from the subsequent business cycle phase as a test set through a built prediction model that used business contraction phase data sets, and then we compared previous prediction performance and subsequent prediction performance. Thus, our findings can provide insights into making rational decisions for stakeholders that are experiencing an economic crisis.

Topological Analysis of Large Scale Structure Using the Final BOSS Sample

  • Choe, Yun-Yeong;Kim, Ju-Han
    • The Bulletin of The Korean Astronomical Society
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    • v.39 no.2
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    • pp.43.2-43.2
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    • 2014
  • We present the three-dimensional genus topology of large-scale structure using the CMASS sample of the Final SDSS-III Baryon Oscillation Spectroscopic Survey (BOSS) data. To estimate the uncertainties in the measured genus, we very carefully construct mock CMASS surveys along the past light cone from the Horizon Run 3. We find that the shape of the observed genus curve agrees very well with the prediction of perturbation theory and with the mean topology of the mock surveys. However, comparison with simulations show that the observed genus curve slightly deviates from the theoretical Gaussian expectation. From the deviation, we further quantify the primordial non-Gaussian contribution.

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Default Prediction of Automobile Credit Based on Support Vector Machine

  • Chen, Ying;Zhang, Ruirui
    • Journal of Information Processing Systems
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    • v.17 no.1
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    • pp.75-88
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    • 2021
  • Automobile credit business has developed rapidly in recent years, and corresponding default phenomena occur frequently. Credit default will bring great losses to automobile financial institutions. Therefore, the successful prediction of automobile credit default is of great significance. Firstly, the missing values are deleted, then the random forest is used for feature selection, and then the sample data are randomly grouped. Finally, six prediction models of support vector machine (SVM), random forest and k-nearest neighbor (KNN), logistic, decision tree, and artificial neural network (ANN) are constructed. The results show that these six machine learning models can be used to predict the default of automobile credit. Among these six models, the accuracy of decision tree is 0.79, which is the highest, but the comprehensive performance of SVM is the best. And random grouping can improve the efficiency of model operation to a certain extent, especially SVM.