• 제목/요약/키워드: Kernel machine technique

검색결과 41건 처리시간 0.023초

Estimating multiplicative competitive interaction model using kernel machine technique

  • Shim, Joo-Yong;Kim, Mal-Suk;Park, Hye-Jung
    • Journal of the Korean Data and Information Science Society
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    • 제23권4호
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    • pp.825-832
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    • 2012
  • We propose a novel way of forecasting the market shares of several brands simultaneously in a multiplicative competitive interaction model, which uses kernel regression technique incorporated with kernel machine technique applied in support vector machines and other machine learning techniques. Traditionally, the estimations of the market share attraction model are performed via a maximum likelihood estimation procedure under the assumption that the data are drawn from a normal distribution. The proposed method is shown to be a good candidate for forecasting method of the market share attraction model when normal distribution is not assumed. We apply the proposed method to forecast the market shares of 4 Korean car brands simultaneously and represent better performances than maximum likelihood estimation procedure.

M-quantile regression using kernel machine technique

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • 제21권5호
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    • pp.973-981
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    • 2010
  • Quantile regression investigates the quantiles of the conditional distribution of a response variable given a set of covariates. M-quantile regression extends this idea by a "quantile-like" generalization of regression based on influence functions. In this paper we propose a new method of estimating M-quantile regression functions, which uses kernel machine technique. Simulation studies are presented that show the finite sample properties of the proposed M-quantile regression.

On the Support Vector Machine with the kernel of the q-normal distribution

  • Joguchi, Hirofumi;Tanaka, Masaru
    • 대한전자공학회:학술대회논문집
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    • 대한전자공학회 2002년도 ITC-CSCC -2
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    • pp.983-986
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    • 2002
  • Support Vector Machine (SVM) is one of the methods of pattern recognition that separate input data using hyperplane. This method has high capability of pattern recognition by using the technique, which says kernel trick, and the Radial basis function (RBF) kernel is usually used as a kernel function in kernel trick. In this paper we propose using the q-normal distribution to the kernel function, instead of conventional RBF, and compare two types of the kernel function.

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Support Vector Machine을 이용한 부도예측모형의 개발 -격자탐색을 이용한 커널 함수의 최적 모수 값 선정과 기존 부도예측모형과의 성과 비교- (Support Vector Bankruptcy Prediction Model with Optimal Choice of RBF Kernel Parameter Values using Grid Search)

  • 민재형;이영찬
    • 한국경영과학회지
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    • 제30권1호
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    • pp.55-74
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    • 2005
  • Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

커널기계 기법을 이용한 일반화 이분산자기회귀모형 추정 (Estimating GARCH models using kernel machine learning)

  • 황창하;신사임
    • Journal of the Korean Data and Information Science Society
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    • 제21권3호
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    • pp.419-425
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    • 2010
  • 커널기계 기법은 최근 대용량 또는 고차원 비선형 자료를 분석하는 방법으로 인기를 많이 얻고 있다. 본 논문에서는 주식시장 수익률의 조건부 변동성을 예측하기 위한 일반화 이분산자기회귀모형을 추정하기 위해 커널기계 기법을 사용한다. 일반화 이분산자기회귀모형은 자료가 정규분포를 따른다고 가정한 후 주로 최대우도법을 사용하여 추정된다. 본 논문에서는 꼬리가 두꺼운 분포를 갖는 금융시계열자료의 변동성을 추정할 때 커널기계 기법이 최대우도법과 서포트벡터기계 보다 더 정확한 예측능력을 가진다는 것을 보이고자 한다.

Survey on Nucleotide Encoding Techniques and SVM Kernel Design for Human Splice Site Prediction

  • Bari, A.T.M. Golam;Reaz, Mst. Rokeya;Choi, Ho-Jin;Jeong, Byeong-Soo
    • Interdisciplinary Bio Central
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    • 제4권4호
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    • pp.14.1-14.6
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    • 2012
  • Splice site prediction in DNA sequence is a basic search problem for finding exon/intron and intron/exon boundaries. Removing introns and then joining the exons together forms the mRNA sequence. These sequences are the input of the translation process. It is a necessary step in the central dogma of molecular biology. The main task of splice site prediction is to find out the exact GT and AG ended sequences. Then it identifies the true and false GT and AG ended sequences among those candidate sequences. In this paper, we survey research works on splice site prediction based on support vector machine (SVM). The basic difference between these research works is nucleotide encoding technique and SVM kernel selection. Some methods encode the DNA sequence in a sparse way whereas others encode in a probabilistic manner. The encoded sequences serve as input of SVM. The task of SVM is to classify them using its learning model. The accuracy of classification largely depends on the proper kernel selection for sequence data as well as a selection of kernel parameter. We observe each encoding technique and classify them according to their similarity. Then we discuss about kernel and their parameter selection. Our survey paper provides a basic understanding of encoding approaches and proper kernel selection of SVM for splice site prediction.

Multi-Radial Basis Function SVM Classifier: Design and Analysis

  • Wang, Zheng;Yang, Cheng;Oh, Sung-Kwun;Fu, Zunwei
    • Journal of Electrical Engineering and Technology
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    • 제13권6호
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    • pp.2511-2520
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    • 2018
  • In this study, Multi-Radial Basis Function Support Vector Machine (Multi-RBF SVM) classifier is introduced based on a composite kernel function. In the proposed multi-RBF support vector machine classifier, the input space is divided into several local subsets considered for extremely nonlinear classification tasks. Each local subset is expressed as nonlinear classification subspace and mapped into feature space by using kernel function. The composite kernel function employs the dual RBF structure. By capturing the nonlinear distribution knowledge of local subsets, the training data is mapped into higher feature space, then Multi-SVM classifier is realized by using the composite kernel function through optimization procedure similar to conventional SVM classifier. The original training data set is partitioned by using some unsupervised learning methods such as clustering methods. In this study, three types of clustering method are considered such as Affinity propagation (AP), Hard C-Mean (HCM) and Iterative Self-Organizing Data Analysis Technique Algorithm (ISODATA). Experimental results on benchmark machine learning datasets show that the proposed method improves the classification performance efficiently.

함수근사를 위한 서포트 벡터 기계의 커널 애더트론 알고리즘 (Kernel Adatron Algorithm of Support Vector Machine for Function Approximation)

  • 석경하;황창하
    • 한국정보처리학회논문지
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    • 제7권6호
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    • pp.1867-1873
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    • 2000
  • 함수근사는 과학과 고학부야에서 공범위하게 응용된다. 시포트 벡터 기계(support vector machine, SVM)는 원래 분류를 위해 계안되어져 문자인식, 얼굴인식 등의 응용분야에서 좋은 결과를 보여주고 있다. 최근 SVM이론 함수근사로 확장되어 많이 활용되려 하고 있다. 그러나 함수근사를 위한 SVM 알고리즘은 QP(quadratic proramming)문제와 관련되어있어 계산에 시간이 걸리며 QP를 위한 패키지가 있어야 한다. 본 논문에서는 함수근사를 위해 커널-애더트론 알고리즘을 이용한 SVM을 제안하고 QP를 이용한 SVM과 성능을 비교하고자 한다.

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서포트벡터 회귀를 이용한 실시간 제품표면거칠기 예측 (Real-Time Prediction for Product Surface Roughness by Support Vector Regression)

  • 최수진;이동주
    • 산업경영시스템학회지
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    • 제44권3호
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    • pp.117-124
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    • 2021
  • The development of IOT technology and artificial intelligence technology is promoting the smartization of manufacturing system. In this study, data extracted from acceleration sensor and current sensor were obtained through experiments in the cutting process of SKD11, which is widely used as a material for special mold steel, and the amount of tool wear and product surface roughness were measured. SVR (Support Vector Regression) is applied to predict the roughness of the product surface in real time using the obtained data. SVR, a machine learning technique, is widely used for linear and non-linear prediction using the concept of kernel. In particular, by applying GSVQR (Generalized Support Vector Quantile Regression), overestimation, underestimation, and neutral estimation of product surface roughness are performed and compared. Furthermore, surface roughness is predicted using the linear kernel and the RBF kernel. In terms of accuracy, the results of the RBF kernel are better than those of the linear kernel. Since it is difficult to predict the amount of tool wear in real time, the product surface roughness is predicted with acceleration and current data excluding the amount of tool wear. In terms of accuracy, the results of excluding the amount of tool wear were not significantly different from those including the amount of tool wear.

SVM의 미세조정을 통한 음성/음악 분류 성능향상 (Fine-tuning SVM for Enhancing Speech/Music Classification)

  • 임정수;송지현;장준혁
    • 대한전자공학회논문지SP
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    • 제48권2호
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    • pp.141-148
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    • 2011
  • Support vector machine (SVM)은 패턴인식 분야에 많이 사용되어지고 있다. 한 예로서 3GPP2 selectable mode vocoder (SMV)와 같은 규격화된 코덱에 쓰여 코덱의 음성/음악 분류 성능을 향상시킬 수 있다. 본 논문에서는 SVM을 개선시켜 음성/음악의 분류성능을 향상시키는 새로운 방법을 제안한다. SVM을 학습시킬 때 적용되는 기존의 기법들과는 달리 제안되는 기법은 SVM이 패턴분류를 행할 때 사용된다. 그렇기 때문에 기존의 기법들과 독립적으로 개발되고 사용될 수 있고, 따라서 패턴분류의 성능을 한층 더 향상시킬 수 있다. 이를 위해 먼저 radial basis function의 커널 width 파라미터가 SVM의 패턴분류에 미치는 영향을 분석해 보았다. 분석한 결과, 커널 width 파라미터를 가지고 SVM의 패턴분류 성향을 미세 조정할 수 있다는 것을 알았다. 또한 음성신호의 각 프레임 간의 상관관계 (correlation)을 확인하고 이를 커널 width 파라미터조절의 길잡이로 삼았다. 실험을 통해, 제안된 기법이 SVM의 성능을 향상시킬 수 있음을 증명하였다.