• Title/Summary/Keyword: MTS (Mahalanobis Taguchi System)

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Classification of Imbalanced Data Based on MTS-CBPSO Method: A Case Study of Financial Distress Prediction

  • Gu, Yuping;Cheng, Longsheng;Chang, Zhipeng
    • Journal of Information Processing Systems
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    • v.15 no.3
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    • pp.682-693
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    • 2019
  • The traditional classification methods mostly assume that the data for class distribution is balanced, while imbalanced data is widely found in the real world. So it is important to solve the problem of classification with imbalanced data. In Mahalanobis-Taguchi system (MTS) algorithm, data classification model is constructed with the reference space and measurement reference scale which is come from a single normal group, and thus it is suitable to handle the imbalanced data problem. In this paper, an improved method of MTS-CBPSO is constructed by introducing the chaotic mapping and binary particle swarm optimization algorithm instead of orthogonal array and signal-to-noise ratio (SNR) to select the valid variables, in which G-means, F-measure, dimensionality reduction are regarded as the classification optimization target. This proposed method is also applied to the financial distress prediction of Chinese listed companies. Compared with the traditional MTS and the common classification methods such as SVM, C4.5, k-NN, it is showed that the MTS-CBPSO method has better result of prediction accuracy and dimensionality reduction.

A Fault Diagnosis on the Rotating Machinery Using MTS (MTS 기법을 이용한 회전기기의 이상진단)

  • Park, Won-Sik;Lee, Hae-Jin;Lee, Jeong-Yun;Kim, Dong-Seop;O, Jae-Eung
    • Proceedings of the Korean Society for Noise and Vibration Engineering Conference
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    • 2007.11a
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    • pp.770-773
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    • 2007
  • As higher reliability and accuracy on production facilities are required to detect incipient faults, a diagnostic system for predictive maintenance of the facility is highly recommended. In this paper, it presents a study on the application of vibration signals to diagnose faults for a Rotating Machinery using the Mahalanobis Distance-Taguchi System. RMS, Crest Factor and Kurtosis that is known as the Statistical Methods and the spectrum analysis are used to diagnose faults as parameters of Mahalanobis distance.

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A Fault Diagnosis on the Rotating Machinery Using MTS (MTS 기법을 이용한 회전기기의 이상진단)

  • Park, Sang-Gil;Park, Won-Sik;Lee, You-Yub;Kim, Dong-Sub;Oh, Jae-Eung
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.18 no.6
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    • pp.619-623
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    • 2008
  • As higher reliability and accuracy on production facilities are required to detect incipient faults, a diagnostic system for predictive maintenance of the facility is highly recommended. In this paper, it presents a study on the application of vibration signals to diagnose faults for a rotating machinery using the Mahalanobis distance-Taguchi system. RMS, crest factor and Kurtosis that is known as the statistical methods and the spectrum analysis are used to diagnose faults as parameters of Mahalanobis distance.

Development of a Multiobjective Optimization Algorithm Using Data Distribution Characteristics (데이터 분포특성을 이용한 다목적함수 최적화 알고리즘 개발)

  • Hwang, In-Jin;Park, Gyung-Jin
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.34 no.12
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    • pp.1793-1803
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    • 2010
  • The weighting method and goal programming require weighting factors or target values to obtain a Pareto optimal solution. However, it is difficult to define these parameters, and a Pareto solution is not guaranteed when the choice of the parameters is incorrect. Recently, the Mahalanobis Taguchi System (MTS) has been introduced to minimize the Mahalanobis distance (MD). However, the MTS method cannot obtain a Pareto optimal solution. We propose a function called the skewed Mahalanobis distance (SMD) to obtain a Pareto optimal solution while retaining the advantages of the MD. The SMD is a new distance scale that multiplies the skewed value of a design point by the MD. The weighting factors are automatically reflected when the SMD is calculated. The SMD always gives a unique Pareto optimal solution. To verify the efficiency of the SMD, we present two numerical examples and show that the SMD can obtain a unique Pareto optimal solution without any additional information.

A Note on Model Selection in Mixture Experiments with Process Variables (공정변수를 갖는 혼합물 실험에서 모형선택의 한 방법)

  • Kim, Jung Il
    • The Korean Journal of Applied Statistics
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    • v.26 no.1
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    • pp.201-208
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    • 2013
  • In this paper, we consider the mixture components-process variables model and propose a model selection strategy using MTS. This strategy is illustrated using an example that involves three mixture components and two process variables in a bread making experiment that was studied in several literatures.