• Title/Summary/Keyword: Kernel regression

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Enhancing Heart Disease Prediction Accuracy through Soft Voting Ensemble Techniques

  • Byung-Joo Kim
    • International Journal of Internet, Broadcasting and Communication
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    • v.16 no.3
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    • pp.290-297
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    • 2024
  • We investigate the efficacy of ensemble learning methods, specifically the soft voting technique, for enhancing heart disease prediction accuracy. Our study uniquely combines Logistic Regression, SVM with RBF Kernel, and Random Forest models in a soft voting ensemble to improve predictive performance. We demonstrate that this approach outperforms individual models in diagnosing heart disease. Our research contributes to the field by applying a well-curated dataset with normalization and optimization techniques, conducting a comprehensive comparative analysis of different machine learning models, and showcasing the superior performance of the soft voting ensemble in medical diagnosis. This multifaceted approach allows us to provide a thorough evaluation of the soft voting ensemble's effectiveness in the context of heart disease prediction. We evaluate our models based on accuracy, precision, recall, F1 score, and Area Under the ROC Curve (AUC). Our results indicate that the soft voting ensemble technique achieves higher accuracy and robustness in heart disease prediction compared to individual classifiers. This study advances the application of machine learning in medical diagnostics, offering a novel approach to improve heart disease prediction. Our findings have significant implications for early detection and management of heart disease, potentially contributing to better patient outcomes and more efficient healthcare resource allocation.

Analysis of the Effects of Some Meteorological Factors on the Yield Components of Rice (수도 수량구성요소에 미치는 기상영향의 해석적 연구)

  • Seok-Hong Park
    • KOREAN JOURNAL OF CROP SCIENCE
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    • v.18
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    • pp.54-87
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    • 1975
  • The effects of various weather factors on yield components of rice, year variation of yield components within regions, and regional differences of yield components within year were investigated at three Crop Experiment Stations O.R.D., Suweon, Iri, Milyang, and at nine provincial Offices of Rural Development for eight years from 1966 to 1973 for the purpose of providing information required in improving cultural practices and predicting the yield level of rice. The experimental results analyzed by standard partial regression analysis are summarized as follows: 1. When rice was grown in ordinary seasonal culture the number of panicles greatly affected rice yield compared to other yield components. However, when rice was seeded in ordinary season and transplanted late, and transplanted in ordinary season in the northern area the ratio of ripening was closely related to the rice yield. 2. The number of panicles showed the greatest year variation when the Jinheung variety was grown in the northern area. The ripening ratio or 1, 000 grain weight also greatly varied due to years. However, the number of spikelets per unit area showed the greatest effects on yield of the Tongil variety. 2. Regional variation of yield components was classified into five groups; 1) Vegetation dependable type (V), 2) Partial vegetation dependable type (P), 3) Medium type (M), 4) Partial ripening dependable type (P.R), and 5) Ripening dependable type (R). In general, the number of kernel of rice in the southern area showed the greatest partial regression coefficient among yield components. However, in the mid-northern part of country the ripening ratio was one of the component!; affecting rice yield most. 4. A multivariate equation was obtained for both normal planting and late planting by log-transforming from the multiplication of each component of four yield components to additive fashion. It revealed that a more accurate yield could be estimated from the above equation in both cases of ordinary seasonal culture and late transplanting. 5. A highly positive correlation coefficient was obtained between the number of tillers from 20 days after transplanting and the number of panicles at each(tillering) stage 20 days after transplanting in normal planting and late planting methods. 6. A close relationship was found between the number of panicles and weather factors 21 to 30 days, after transplanting. 7. The average temperature 31 to 40 days after transplanting was greatly responsible for the maximum number of tillers while the number of duration of sunshine hours per day 11 to 30 days after transplantation was responsible for that character. The effect of water temperature was negligible. 8. No reasonable prediction for number of panicles was calculated from using either number of tillers or climatic factors. The number of panicles could early be estimated formulating a multiple equation using number of tillers 20 days after transplantation and maximum temperature, temperature range and duration of sunshine for the period of 20 days from 20 to 40 days after transplantation. 9. The effects of maximum temperature and day length 25 to 34 days before heading, on kernel number per panicle, were great in the mid-northern area. However, the minimum temperature and day length greatly affected the kernel number per panicle in the southern area. The maximum temperature had a negative relationship with the kernel number per panicle in the southern area. 10. The maximum temperature was highly responsible for an increased ripening ratio. On the other hand, the minimum temperature at pre-heading and early ripening stages showed an adverse effect on ripening ratio. 11. The 1, 000 grain weight was greatly affected by the maximum temperature during pre- or mid-ripening stage and was negatively associated with the minimum temperature over the entire ripening period.

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A comparison of imputation methods using nonlinear models (비선형 모델을 이용한 결측 대체 방법 비교)

  • Kim, Hyein;Song, Juwon
    • The Korean Journal of Applied Statistics
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    • v.32 no.4
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    • pp.543-559
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    • 2019
  • Data often include missing values due to various reasons. If the missing data mechanism is not MCAR, analysis based on fully observed cases may an estimation cause bias and decrease the precision of the estimate since partially observed cases are excluded. Especially when data include many variables, missing values cause more serious problems. Many imputation techniques are suggested to overcome this difficulty. However, imputation methods using parametric models may not fit well with real data which do not satisfy model assumptions. In this study, we review imputation methods using nonlinear models such as kernel, resampling, and spline methods which are robust on model assumptions. In addition, we suggest utilizing imputation classes to improve imputation accuracy or adding random errors to correctly estimate the variance of the estimates in nonlinear imputation models. Performances of imputation methods using nonlinear models are compared under various simulated data settings. Simulation results indicate that the performances of imputation methods are different as data settings change. However, imputation based on the kernel regression or the penalized spline performs better in most situations. Utilizing imputation classes or adding random errors improves the performance of imputation methods using nonlinear models.

Dynamic Nonlinear Prediction Model of Univariate Hydrologic Time Series Using the Support Vector Machine and State-Space Model (Support Vector Machine과 상태공간모형을 이용한 단변량 수문 시계열의 동역학적 비선형 예측모형)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.3B
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    • pp.279-289
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    • 2006
  • The reconstruction of low dimension nonlinear behavior from the hydrologic time series has been an active area of research in the last decade. In this study, we present the applications of a powerful state space reconstruction methodology using the method of Support Vector Machines (SVM) to the Great Salt Lake (GSL) volume. SVMs are machine learning systems that use a hypothesis space of linear functions in a Kernel induced higher dimensional feature space. SVMs are optimized by minimizing a bound on a generalized error (risk) measure, rather than just the mean square error over a training set. The utility of this SVM regression approach is demonstrated through applications to the short term forecasts of the biweekly GSL volume. The SVM based reconstruction is used to develop time series forecasts for multiple lead times ranging from the period of two weeks to several months. The reliability of the algorithm in learning and forecasting the dynamics is tested using split sample sensitivity analyses, with a particular interest in forecasting extreme states. Unlike previously reported methodologies, SVMs are able to extract the dynamics using only a few past observed data points (Support Vectors, SV) out of the training examples. Considering statistical measures, the prediction model based on SVM demonstrated encouraging and promising results in a short-term prediction. Thus, the SVM method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

A Predictive Model of the Generator Output Based on the Learning of Performance Data in Power Plant (발전플랜트 성능데이터 학습에 의한 발전기 출력 추정 모델)

  • Yang, HacJin;Kim, Seong Kun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.16 no.12
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    • pp.8753-8759
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    • 2015
  • Establishment of analysis procedures and validated performance measurements for generator output is required to maintain stable management of generator output in turbine power generation cycle. We developed turbine expansion model and measurement validation model for the performance calculation of generator using turbine output based on ASME (American Society of Mechanical Engineers) PTC (Performance Test Code). We also developed verification model for uncertain measurement data related to the turbine and generator output. Although the model in previous researches was developed using artificial neural network and kernel regression, the verification model in this paper was based on algorithms through Support Vector Machine (SVM) model to overcome the problems of unmeasured data. The selection procedures of related variables and data window for verification learning was also developed. The model reveals suitability in the estimation procss as the learning error was in the range of about 1%. The learning model can provide validated estimations for corrective performance analysis of turbine cycle output using the predictions of measurement data loss.

A Study of the Feature Classification and the Predictive Model of Main Feed-Water Flow for Turbine Cycle (주급수 유량의 형상 분류 및 추정 모델에 대한 연구)

  • Yang, Hac Jin;Kim, Seong Kun;Choi, Kwang Hee
    • Journal of Energy Engineering
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    • v.23 no.4
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    • pp.263-271
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    • 2014
  • Corrective thermal performance analysis is required for thermal power plants to determine performance status of turbine cycle. We developed classification method for main feed water flow to make precise correction for performance analysis based on ASME (American Society of Mechanical Engineers) PTC (Performance Test Code). The classification is based on feature identification of status of main water flow. Also we developed predictive algorithms for corrected main feed-water through Support Vector Machine (SVM) Model for each classified feature area. The results was compared to estimations using Neural Network(NN) and Kernel Regression(KR). The feature classification and predictive model of main feed-water flow provides more practical methods for corrective thermal performance analysis of turbine cycle.

APPLICATION OF SUPPORT VECTOR MACHINE TO THE PREDICTION OF GEO-EFFECTIVE HALO CMES

  • Choi, Seong-Hwan;Moon, Yong-Jae;Vien, Ngo Anh;Park, Young-Deuk
    • Journal of The Korean Astronomical Society
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    • v.45 no.2
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    • pp.31-38
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    • 2012
  • In this study we apply Support Vector Machine (SVM) to the prediction of geo-effective halo coronal mass ejections (CMEs). The SVM, which is one of machine learning algorithms, is used for the purpose of classification and regression analysis. We use halo and partial halo CMEs from January 1996 to April 2010 in the SOHO/LASCO CME Catalog for training and prediction. And we also use their associated X-ray flare classes to identify front-side halo CMEs (stronger than B1 class), and the Dst index to determine geo-effective halo CMEs (stronger than -50 nT). The combinations of the speed and the angular width of CMEs, and their associated X-ray classes are used for input features of the SVM. We make an attempt to find the best model by using cross-validation which is processed by changing kernel functions of the SVM and their parameters. As a result we obtain statistical parameters for the best model by using the speed of CME and its associated X-ray flare class as input features of the SVM: Accuracy=0.66, PODy=0.76, PODn=0.49, FAR=0.72, Bias=1.06, CSI=0.59, TSS=0.25. The performance of the statistical parameters by applying the SVM is much better than those from the simple classifications based on constant classifiers.

Multi-Frame-Based Super Resolution Algorithm by Using Motion Vector Normalization and Edge Pattern Analysis (움직임 벡터의 정규화 및 에지의 패턴 분석을 이용한 복수 영상 기반 초해상도 영상 생성 기법)

  • Kwon, Soon-Chan;Yoo, Jisang
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.38A no.2
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    • pp.164-173
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    • 2013
  • In this paper, we propose multi-frame based super resolution algorithm by using motion vector normalization and edge pattern analysis. Existing algorithms have constraints of sub-pixel motion and global translation between frames. Thus, applying of algorithms is limited. And single-frame based super resolution algorithm by using discrete wavelet transform which robust to these problems is proposed but it has another problem that quantity of information for interpolation is limited. To solve these problems, we propose motion vector normalization and edge pattern analysis for 2*2 block motion estimation. The experimental results show that the proposed algorithm has better performance than other conventional algorithms.

Case study: application of fused sliced average variance estimation to near-infrared spectroscopy of biscuit dough data (Fused sliced average variance estimation의 실증분석: 비스킷 반죽의 근적외분광분석법 분석 자료로의 적용)

  • Um, Hye Yeon;Won, Sungmin;An, Hyoin;Yoo, Jae Keun
    • The Korean Journal of Applied Statistics
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    • v.31 no.6
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    • pp.835-842
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    • 2018
  • The so-called sliced average variance estimation (SAVE) is a popular methodology in sufficient dimension reduction literature. SAVE is sensitive to the number of slices in practice. To overcome this, a fused SAVE (FSAVE) is recently proposed by combining the kernel matrices obtained from various numbers of slices. In the paper, we consider practical applications of FSAVE to large p-small n data. For this, near-infrared spectroscopy of biscuit dough data is analyzed. In this case study, the usefulness of FSAVE in high-dimensional data analysis is confirmed by showing that the result by FASVE is superior to existing analysis results.