• Journal of Biomedical Engineering Research
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• v.43 no.5
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• pp.353-360
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• 2022

Laryngeal disease harms quality of life, and laryngoscopy is critical in identifying causative lesions. This study extracts and analyzes using radiomics quantitative features from the lesion in laryngoscopy images and will fit and validate a classifier for finding meaningful features. Searching the region of interest for lesions not classified by the YOLOv5 model, features are extracted with radionics. Selected the extracted features are through a combination of three feature selectors, and three estimator models. Through the selected features, trained and verified two classification models, Random Forest and Gradient Boosting, and found meaningful features. The combination of SFS, LASSO, and RF shows the highest performance with an accuracy of 0.90 and AUROC 0.96. Model using features to select by SFM, or RIDGE was low lower performance than other things. Classification of larynx lesions through radiomics looks effective. But it should use various feature selection methods and minimize data loss as losing color data.

• Journal of Service Research and Studies
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• v.14 no.1
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• pp.27-43
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• 2024

The market share of online platform services in the used car market continues to expand. And The used car online platform service provides service users with specifications of vehicles, accident history, inspection details, detailed options, and prices of used cars. SUV vehicle type's share in the domestic automobile market will be more than 50% in 2023, Sales of Hybrid vehicle type are doubled compared to last year. And these vehicle types are also gaining popularity in the used car market. Prior research has proposed a used car price prediction model by executing a Machine Learning model for all vehicles or vehicles by brand. On the other hand, the popularity of SUV and Hybrid vehicles in the domestic market continues to rise, but It was difficult to find a study that proposed a used car price prediction model for these vehicle type. This study selects a used car price prediction model by vehicle type using vehicle specifications and options for Sedans, SUV, and Hybrid vehicles produced by domestic brands. Accordingly, after selecting feature through the Lasso regression model, which is a feature selection, the ensemble model was sequentially executed with the same sampling, and the best model by vehicle type was selected. As a result, the best model for all models was selected as the CBR model, and the contribution and direction of the features were confirmed by visualizing Tree SHAP Value for the best model for each model. The implications of this study are expected to propose a used car price prediction model by vehicle type to sales officials using online platform services, confirm the attribution and direction of features, and help solve problems caused by asymmetry fo information between them.

• Journal of Korean Society for Quality Management
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• v.50 no.3
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• pp.459-471
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• 2022

Purpose: The purpose of this study was to increase prediction accuracy for an anomaly interval identified using an artificial intelligence-based time series anomaly detection technique by establishing a pre-processing process. Methods: Significant variables were extracted by applying feature selection techniques, and anomalies were derived using the TadGAN time series anomaly detection algorithm. After applying machine learning and deep learning methodologies using normal section data (excluding anomaly sections), the explanatory power of the anomaly sections was demonstrated through performance comparison. Results: The results of the machine learning methodology, the performance was the best when SHAP and TadGAN were applied, and the results in the deep learning, the performance was excellent when Chi-square Test and TadGAN were applied. Comparing each performance with the papers applied with a Conventional methodology using the same data, it can be seen that the performance of the MLR was significantly improved to 15%, Random Forest to 24%, XGBoost to 30%, Lasso Regression to 73%, LSTM to 17% and GRU to 19%. Conclusion: Based on the proposed process, when detecting unsupervised learning anomalies of data that are not actually labeled in various fields such as cyber security, financial sector, behavior pattern field, SNS. It is expected to prove the accuracy and explanation of the anomaly detection section and improve the performance of the model.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.44 no.4
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• pp.12-22
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• 2021

This article suggests the machine learning model, i.e., classifier, for predicting the production quality of free-machining 303-series stainless steel(STS303) small rolling wire rods according to the operating condition of the manufacturing process. For the development of the classifier, manufacturing data for 37 operating variables were collected from the manufacturing execution system(MES) of Company S, and the 12 types of derived variables were generated based on literature review and interviews with field experts. This research was performed with data preprocessing, exploratory data analysis, feature selection, machine learning modeling, and the evaluation of alternative models. In the preprocessing stage, missing values and outliers are removed, and oversampling using SMOTE(Synthetic oversampling technique) to resolve data imbalance. Features are selected by variable importance of LASSO(Least absolute shrinkage and selection operator) regression, extreme gradient boosting(XGBoost), and random forest models. Finally, logistic regression, support vector machine(SVM), random forest, and XGBoost are developed as a classifier to predict the adequate or defective products with new operating conditions. The optimal hyper-parameters for each model are investigated by the grid search and random search methods based on k-fold cross-validation. As a result of the experiment, XGBoost showed relatively high predictive performance compared to other models with an accuracy of 0.9929, specificity of 0.9372, F₁-score of 0.9963, and logarithmic loss of 0.0209. The classifier developed in this study is expected to improve productivity by enabling effective management of the manufacturing process for the STS303 small rolling wire rods.

• Journal of Intelligence and Information Systems
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• v.24 no.4
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• pp.1-32
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• 2018

In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.