• Title/Summary/Keyword: Logistic regression analysis model artificial neural networks model

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사례기반추론을 이용한 다이렉트 마케팅의 고객반응예측모형의 통합

  • Hong, Taeho;Park, Jiyoung
    • The Journal of Information Systems
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    • v.18 no.3
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    • pp.375-399
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    • 2009
  • In this study, we propose a integrated model of logistic regression, artificial neural networks, support vector machines(SVM), with case-based reasoning(CBR). To predict respondents in the direct marketing is the binary classification problem as like bankruptcy prediction, IDS, churn management and so on. To solve the binary problems, we employed logistic regression, artificial neural networks, SVM. and CBR. CBR is a problem-solving technique and shows significant promise for improving the effectiveness of complex and unstructured decision making, and we can obtain excellent results through CBR in this study. Experimental results show that the classification accuracy of integration model using CBR is superior to logistic regression, artificial neural networks and SVM. When we apply the customer response model to predict respondents in the direct marketing, we have to consider from the view point of profit/cost about the misclassification.

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A Study on Determinants of Stockpile Ammunition using Data Mining (데이터 마이닝을 활용한 장기저장탄약 상태 결정요인 분석 연구)

  • Roh, Yu Chan;Cho, Nam-Wook;Lee, Dongnyok
    • Journal of Korean Society for Quality Management
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    • v.48 no.2
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    • pp.297-307
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    • 2020
  • Purpose: The purpose of this study is to analyze the factors that affect ammunition performance by applying data mining techniques to the Ammunition Stockpile Reliability Program (ASRP) data of the 155mm propelling charge. Methods: The ASRP data from 1999 to 2017 have been utilized. Logistic regression and decision tree analysis were used to investigate the factors that affect performance of ammunition. The performance evaluation of each model was conducted through comparison with an artificial neural networks(ANN) model. Results: The results of this study are as follows; logistic regression and the decision tree analysis showed that major defect rate of visual inspection is the most significant factor. Also, muzzle velocity by base charge and muzzle velocity by increment charge are also among the significant factors affecting the performance of 155mm propelling charge. To validate the logistic regression and decision tree models, their classification accuracies have been compared with the results of an ANN model. The results indicate that the logistic regression and decision tree models show sufficient performance which conforms the validity of the models. Conclusion: The main contribution of this paper is that, to our best knowledge, it is the first attempt at identifying the significant factors of ASPR data by using data mining techniques. The approaches suggested in the paper could also be extended to other types ammunition data.

A Personal Credit Rating Using Convolutional Neural Networks with Transformation of Credit Data to Imaged Data and eXplainable Artificial Intelligence(XAI) (신용 데이터의 이미지 변환을 활용한 합성곱 신경망과 설명 가능한 인공지능(XAI)을 이용한 개인신용평가)

  • Won, Jong Gwan;Hong, Tae Ho;Bae, Kyoung Il
    • The Journal of Information Systems
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    • v.30 no.4
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    • pp.203-226
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    • 2021
  • Purpose The purpose of this study is to enhance the accuracy score of personal credit scoring using the convolutional neural networks and secure the transparency of the deep learning model using eXplainalbe Artifical Inteligence(XAI) technique. Design/methodology/approach This study built a classification model by using the convolutional neural networks(CNN) and applied a methodology that is transformation of numerical data to imaged data to apply CNN on personal credit data. Then layer-wise relevance propagation(LRP) was applied to model we constructed to find what variables are more influenced to the output value. Findings According to the empirical analysis result, this study confirmed that accuracy score by model using CNN is highest among other models using logistic regression, neural networks, and support vector machines. In addition, With the LRP that is one of the technique of XAI, variables that have a great influence on calculating the output value for each observation could be found.

Supramax Bulk Carrier Market Forecasting with Technical Indicators and Neural Networks

  • Lim, Sang-Seop;Yun, Hee-Sung
    • Journal of Navigation and Port Research
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    • v.42 no.5
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    • pp.341-346
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    • 2018
  • Supramax bulk carriers cover a wide range of ocean transportation requirements, from major to minor bulk cargoes. Market forecasting for this segment has posed a challenge to researchers, due to complexity involved, on the demand side of the forecasting model. This paper addresses this issue by using technical indicators as input features, instead of complicated supply-demand variables. Artificial neural networks (ANN), one of the most popular machine-learning tools, were used to replace classical time-series models. Results revealed that ANN outperformed the benchmark binomial logistic regression model, and predicted direction of the spot market with more than 70% accuracy. Results obtained in this paper, can enable chartering desks to make better short-term chartering decisions.

A Study on Customer Segmentation Prediction Model using Support Vector Machine (Support Vector Machine을 이용한 고객이탈 예측모형에 관한 연구)

  • Seo Kwang Kyu
    • Journal of the Korea Safety Management & Science
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    • v.7 no.1
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    • pp.199-210
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    • 2005
  • Customer segmentation prediction has attracted a lot of research interests in previous literature, and recent studies have shown that artificial neural networks (ANN) method achieved better performance than traditional statistical ones. However, ANN approaches have suffered from difficulties with generalization, producing models that can overfit the data. This paper employs a relatively new machine learning technique, support vector machines (SVM), to the customer segmentation prediction problem in an attempt to provide a model with better explanatory power. To evaluate the prediction accuracy of SVM, we compare its performance with logistic regression analysis and ANN. The experiment results with real data of insurance company show that SVM superiors to them.

A Study on the Change of Quality in a Residential Sector of Single Person Households in Seoul during the COVID-19: Analyze Variable Importance and Causality with Artificial Neural Networks and Logistic Regression Analysis (서울시 1인 가구의 코로나 19 전후 주거의 질 변화 연구: 인공신 경망과 로지스틱 회귀모형을 활용한 변수 중요도 및 인과관계 분석)

  • Jaebin, Lim;Kiseong, Jeong
    • Land and Housing Review
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    • v.14 no.1
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    • pp.67-82
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    • 2023
  • Using the Artificial Neural Network model and Binary Logistic Regression model, this study investigates influence factors on the quality of life in terms of housing environment during the COVID-19 in Seoul. The results show that the lower the satisfaction level of housing policy, the lower the quality of life in the employment field and the lower the quality of residential field. On the other hand, permanent workers and self-employed respondents have experienced improvement in residential quality during the pandemic. A limitation of this study is associated with disentangling the causal relationship using the 'black box' characteristics of ANN method.

Design and Application of a Winning Forecast Model of the AOS Genre Game (AOS 장르 게임의 승패 예측 모형의 설계와 활용)

  • Ku, Ji-Min;Yu, Kyeonah
    • KIISE Transactions on Computing Practices
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    • v.23 no.1
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    • pp.37-44
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    • 2017
  • Games of the AOS genre are classified as an e-sport rather than a recreational computer game. The involved statistical analyses such as game playing patterns and the season's characters gain importance due to the expertise-requiring nature of sports. In this study, the strategic analysis of computer games was conducted by using data mining techniques on League of Legend, a representative AOS game. We designed and tested a winning forecast model using winning percentage prediction techniques such as logistic regression analysis, discriminant analysis, and artificial neural networks. The game data analysis results were represented by a probabilistic graph and used in the visualization tool for game play. Experimental results of the winning forecast model showed a high classification rate of 95% on average with potential for use in establishing various strategies for game play with the visualization tool.

An Application of Support Vector Machines to Personal Credit Scoring: Focusing on Financial Institutions in China (Support Vector Machines을 이용한 개인신용평가 : 중국 금융기관을 중심으로)

  • Ding, Xuan-Ze;Lee, Young-Chan
    • Journal of Industrial Convergence
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    • v.16 no.4
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    • pp.33-46
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    • 2018
  • Personal credit scoring is an effective tool for banks to properly guide decision profitably on granting loans. Recently, many classification algorithms and models are used in personal credit scoring. Personal credit scoring technology is usually divided into statistical method and non-statistical method. Statistical method includes linear regression, discriminate analysis, logistic regression, and decision tree, etc. Non-statistical method includes linear programming, neural network, genetic algorithm and support vector machine, etc. But for the development of the credit scoring model, there is no consistent conclusion to be drawn regarding which method is the best. In this paper, we will compare the performance of the most common scoring techniques such as logistic regression, neural network, and support vector machines using personal credit data of the financial institution in China. Specifically, we build three models respectively, classify the customers and compare analysis results. According to the results, support vector machine has better performance than logistic regression and neural networks.

Artificial Neural Network for Prediction of Distant Metastasis in Colorectal Cancer

  • Biglarian, Akbar;Bakhshi, Enayatollah;Gohari, Mahmood Reza;Khodabakhshi, Reza
    • Asian Pacific Journal of Cancer Prevention
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    • v.13 no.3
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    • pp.927-930
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    • 2012
  • Background and Objectives: Artificial neural networks (ANNs) are flexible and nonlinear models which can be used by clinical oncologists in medical research as decision making tools. This study aimed to predict distant metastasis (DM) of colorectal cancer (CRC) patients using an ANN model. Methods: The data of this study were gathered from 1219 registered CRC patients at the Research Center for Gastroenterology and Liver Disease of Shahid Beheshti University of Medical Sciences, Tehran, Iran (January 2002 and October 2007). For prediction of DM in CRC patients, neural network (NN) and logistic regression (LR) models were used. Then, the concordance index (C index) and the area under receiver operating characteristic curve (AUROC) were used for comparison of neural network and logistic regression models. Data analysis was performed with R 2.14.1 software. Results: The C indices of ANN and LR models for colon cancer data were calculated to be 0.812 and 0.779, respectively. Based on testing dataset, the AUROC for ANN and LR models were 0.82 and 0.77, respectively. This means that the accuracy of ANN prediction was better than for LR prediction. Conclusion: The ANN model is a suitable method for predicting DM and in that case is suggested as a good classifier that usefulness to treatment goals.

A Comparative Study on Failure Pprediction Models for Small and Medium Manufacturing Company (중소제조기업의 부실예측모형 비교연구)

  • Hwangbo, Yun;Moon, Jong Geon
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.11 no.3
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    • pp.1-15
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    • 2016
  • This study has analyzed predication capabilities leveraging multi-variate model, logistic regression model, and artificial neural network model based on financial information of medium-small sized companies list in KOSDAQ. 83 delisted companies from 2009 to 2012 and 83 normal companies, i.e. 166 firms in total were sampled for the analysis. Modelling with training data was mobilized for 100 companies inlcuding 50 delisted ones and 50 normal ones at random out of the 166 companies. The rest of samples, 66 companies, were used to verify accuracies of the models. Each model was designed by carrying out T-test with 79 financial ratios for the last 5 years and identifying 9 significant variables. T-test has shown that financial profitability variables were major variables to predict a financial risk at an early stage, and financial stability variables and financial cashflow variables were identified as additional significant variables at a later stage of insolvency. When predication capabilities of the models were compared, for training data, a logistic regression model exhibited the highest accuracy while for test data, the artificial neural networks model provided the most accurate results. There are differences between the previous researches and this study as follows. Firstly, this study considered a time-series aspect in light of the fact that failure proceeds gradually. Secondly, while previous studies constructed a multivariate discriminant model ignoring normality, this study has reviewed the regularity of the independent variables, and performed comparisons with the other models. Policy implications of this study is that the reliability for the disclosure documents is important because the simptoms of firm's fail woule be shown on financial statements according to this paper. Therefore institutional arragements for restraing moral laxity from accounting firms or its workers should be strengthened.

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