• Korean Chemical Engineering Research
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• v.61 no.3
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• pp.388-393
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• 2023

The analysis of engineering data using neural network based on supervised learning has been utilized in various engineering fields such as optimization of chemical engineering process, concentration prediction of particulate matter pollution, prediction of thermodynamic phase equilibria, and prediction of physical properties for transport phenomena system. The supervised learning requires training data, and the performance of the supervised learning is affected by the composition and the configurations of the given training data. Among the frequently observed engineering data, the data is given in log-scale such as length of DNA, concentration of analytes, etc. In this study, for widely distributed log-scaled training data of virtual 100×100 images, available loss functions were quantitatively evaluated in terms of (i) confusion matrix, (ii) maximum relative error and (iii) mean relative error. As a result, the loss functions of mean-absolute-percentage-error and mean-squared-logarithmic-error were the optimal functions for the log-scaled training data. Furthermore, we figured out that uniformly selected training data lead to the best prediction performance. The optimal loss functions and method for how to compose training data studied in this work would be applied to engineering problems such as evaluating DNA length, analyzing biomolecules, predicting concentration of colloidal suspension.

• Journal of Korea Water Resources Association
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• v.56 no.4
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• pp.261-272
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• 2023

In recent years, natural disasters such as heavy rainfall and typhoons have occurred more frequently, and their severity has increased due to climate change. The Korea Meteorological Administration (KMA) currently uses the same criteria for all regions in Korea for watch and warning based on the maximum cumulative rainfall with durations of 3-hour and 12-hour to reduce damage. However, KMA's criteria do not consider the regional characteristics of damages caused by heavy rainfall and typhoon events. In this regard, it is necessary to develop new criteria considering regional characteristics of damage and cumulative rainfalls in durations, establishing four stages: blue, yellow, orange, and red. A classification model, called DSCM (Disaster Severity Classification Model), for the four-stage disaster severity was developed using four machine learning models (Decision Tree, Support Vector Machine, Random Forest, and XGBoost). This study applied DSCM to local governments of Seoul, Incheon, and Gyeonggi Province province. To develop DSCM, we used data on rainfall, cumulative rainfall, maximum rainfalls for durations of 3-hour and 12-hour, and antecedent rainfall as independent variables, and a 4-class damage scale for heavy rain damage and typhoon damage for each local government as dependent variables. As a result, the Decision Tree model had the highest accuracy with an F1-Score of 0.56. We believe that this developed DSCM can help identify disaster risk at each stage and contribute to reducing damage through efficient disaster management for local governments based on specific events.

• Journal of Intelligence and Information Systems
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• v.16 no.4
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• pp.99-112
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• 2010

Ensemble learning is a method for improving the performance of classification and prediction algorithms. It is a method for finding a highly accurateclassifier on the training set by constructing and combining an ensemble of weak classifiers, each of which needs only to be moderately accurate on the training set. Ensemble learning has received considerable attention from machine learning and artificial intelligence fields because of its remarkable performance improvement and flexible integration with the traditional learning algorithms such as decision tree (DT), neural networks (NN), and SVM, etc. In those researches, all of DT ensemble studies have demonstrated impressive improvements in the generalization behavior of DT, while NN and SVM ensemble studies have not shown remarkable performance as shown in DT ensembles. Recently, several works have reported that the performance of ensemble can be degraded where multiple classifiers of an ensemble are highly correlated with, and thereby result in multicollinearity problem, which leads to performance degradation of the ensemble. They have also proposed the differentiated learning strategies to cope with performance degradation problem. Hansen and Salamon (1990) insisted that it is necessary and sufficient for the performance enhancement of an ensemble that the ensemble should contain diverse classifiers. Breiman (1996) explored that ensemble learning can increase the performance of unstable learning algorithms, but does not show remarkable performance improvement on stable learning algorithms. Unstable learning algorithms such as decision tree learners are sensitive to the change of the training data, and thus small changes in the training data can yield large changes in the generated classifiers. Therefore, ensemble with unstable learning algorithms can guarantee some diversity among the classifiers. To the contrary, stable learning algorithms such as NN and SVM generate similar classifiers in spite of small changes of the training data, and thus the correlation among the resulting classifiers is very high. This high correlation results in multicollinearity problem, which leads to performance degradation of the ensemble. Kim,s work (2009) showedthe performance comparison in bankruptcy prediction on Korea firms using tradition prediction algorithms such as NN, DT, and SVM. It reports that stable learning algorithms such as NN and SVM have higher predictability than the unstable DT. Meanwhile, with respect to their ensemble learning, DT ensemble shows the more improved performance than NN and SVM ensemble. Further analysis with variance inflation factor (VIF) analysis empirically proves that performance degradation of ensemble is due to multicollinearity problem. It also proposes that optimization of ensemble is needed to cope with such a problem. This paper proposes a hybrid system for coverage optimization of NN ensemble (CO-NN) in order to improve the performance of NN ensemble. Coverage optimization is a technique of choosing a sub-ensemble from an original ensemble to guarantee the diversity of classifiers in coverage optimization process. CO-NN uses GA which has been widely used for various optimization problems to deal with the coverage optimization problem. The GA chromosomes for the coverage optimization are encoded into binary strings, each bit of which indicates individual classifier. The fitness function is defined as maximization of error reduction and a constraint of variance inflation factor (VIF), which is one of the generally used methods to measure multicollinearity, is added to insure the diversity of classifiers by removing high correlation among the classifiers. We use Microsoft Excel and the GAs software package called Evolver. Experiments on company failure prediction have shown that CO-NN is effectively applied in the stable performance enhancement of NNensembles through the choice of classifiers by considering the correlations of the ensemble. The classifiers which have the potential multicollinearity problem are removed by the coverage optimization process of CO-NN and thereby CO-NN has shown higher performance than a single NN classifier and NN ensemble at 1% significance level, and DT ensemble at 5% significance level. However, there remain further research issues. First, decision optimization process to find optimal combination function should be considered in further research. Secondly, various learning strategies to deal with data noise should be introduced in more advanced further researches in the future.

• Journal of Intelligence and Information Systems
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• v.25 no.3
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• pp.239-251
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• 2019

Statistical methods such as moving averages, Kalman filtering, exponential smoothing, regression analysis, and ARIMA (autoregressive integrated moving average) have been used for stock market predictions. However, these statistical methods have not produced superior performances. In recent years, machine learning techniques have been widely used in stock market predictions, including artificial neural network, SVM, and genetic algorithm. In particular, a case-based reasoning method, known as k-nearest neighbor is also widely used for stock price prediction. Case based reasoning retrieves several similar cases from previous cases when a new problem occurs, and combines the class labels of similar cases to create a classification for the new problem. However, case based reasoning has some problems. First, case based reasoning has a tendency to search for a fixed number of neighbors in the observation space and always selects the same number of neighbors rather than the best similar neighbors for the target case. So, case based reasoning may have to take into account more cases even when there are fewer cases applicable depending on the subject. Second, case based reasoning may select neighbors that are far away from the target case. Thus, case based reasoning does not guarantee an optimal pseudo-neighborhood for various target cases, and the predictability can be degraded due to a deviation from the desired similar neighbor. This paper examines how the size of learning data affects stock price predictability through k-nearest neighbor and compares the predictability of k-nearest neighbor with the random walk model according to the size of the learning data and the number of neighbors. In this study, Samsung electronics stock prices were predicted by dividing the learning dataset into two types. For the prediction of next day's closing price, we used four variables: opening value, daily high, daily low, and daily close. In the first experiment, data from January 1, 2000 to December 31, 2017 were used for the learning process. In the second experiment, data from January 1, 2015 to December 31, 2017 were used for the learning process. The test data is from January 1, 2018 to August 31, 2018 for both experiments. We compared the performance of k-NN with the random walk model using the two learning dataset. The mean absolute percentage error (MAPE) was 1.3497 for the random walk model and 1.3570 for the k-NN for the first experiment when the learning data was small. However, the mean absolute percentage error (MAPE) for the random walk model was 1.3497 and the k-NN was 1.2928 for the second experiment when the learning data was large. These results show that the prediction power when more learning data are used is higher than when less learning data are used. Also, this paper shows that k-NN generally produces a better predictive power than random walk model for larger learning datasets and does not when the learning dataset is relatively small. Future studies need to consider macroeconomic variables related to stock price forecasting including opening price, low price, high price, and closing price. Also, to produce better results, it is recommended that the k-nearest neighbor needs to find nearest neighbors using the second step filtering method considering fundamental economic variables as well as a sufficient amount of learning data.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.34 no.1
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• pp.25-33
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• 2021

With the development of machine learning techniques, various types of data such as vibration, temperature, and flow rate can be used to detect and diagnose abnormalities in machine conditions. In particular, in the field of the state monitoring of rotating machines, the fault diagnosis of machines using vibration data has long been carried out, and the methods are also very diverse. In this study, an experiment was conducted to collect vibration data from normal and abnormal compressors by installing accelerometers directly on rotary compressors used in household air conditioners. Data segmentation was performed to solve the data shortage problem, and the main features for the fault classification model were extracted through the chi-square test after statistical and physical features were extracted from the vibration data in the time domain. The support vector machine (SVM) model was developed to classify the normal or abnormal conditions of compressors and improve the classification accuracy through the hyperparameter optimization of the SVM.

• Journal of Intelligence and Information Systems
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• v.23 no.3
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• pp.139-153
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• 2017

Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

• Journal of KIISE:Software and Applications
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• v.33 no.12
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• pp.1052-1061
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• 2006

This paper presents a method of using virtual examples to improve the classification accuracy for data with nominal attributes. Most of the previous researches on virtual examples focused on data with numeric attributes, and they used domain-specific knowledge to generate useful virtual examples for a particularly targeted learning algorithm. Instead of using domain-specific knowledge, our method samples virtual examples from a naive Bayesian network constructed from the given training set. A sampled example is considered useful if it contributes to the increment of the network's conditional likelihood when added to the training set. A set of useful virtual examples can be collected by repeating this process of sampling followed by evaluation. Experiments have shown that the virtual examples collected this way.can help various learning algorithms to derive classifiers of improved accuracy.

• Journal of the Korea Convergence Society
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• v.11 no.10
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• pp.19-24
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• 2020

Artificial intelligence technology, which is the core of the 4th industrial revolution, is making intelligent judgments through deep learning techniques and machine learning that it is impossible to predict if it is applied to stock prediction beyond human capabilities. In US fund management companies, artificial intelligence is replacing the role of stock market analyst, and research in this field is actively underway. In this study, we use BLSTM to reduce errors that occur in unidirectional prediction of the existing LSTM method, reduce errors in predictions by predicting in both directions, and macroscopic indicators that affect stock prices, namely, economic growth rate, economic indicators, interest rate, analyze the trade balance, exchange rate, and volume of currency. To help stock investment by accurately predicting the target price of stocks by analyzing the PBR, BPS, and ROE of individual stocks after analyzing macro-indicators, and by analyzing the purchase and sale quantities of foreigners, institutions, pension funds, etc., which have the most influence on stock prices.

• Journal of Korea Multimedia Society
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• v.12 no.9
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• pp.1333-1341
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• 2009

Tactical path-finding in computer games is path-finding where a path is selected by considering not only basic elements such as the shortest distance or the minimum time spend but also tactical information of surroundings when deciding character's moving trajectory. One way to include tactical information in path-finding is to represent a heuristic function as a sum of tactical quality multiplied by a weighting factor which is.. determined based on the degree of its importance. The choice of weighting factors for tactics is very important because it controls search performance and the characteristic of paths found. In this paper. we propose a method for improving a heuristic function by adjusting weights based on the difference between paths on examples given by a level designer and paths found during the search process based on the CUITent weighting factors. The proposed method includes the search algorithm modified to detect search errors and learn heuristics and the perceptron-like weight updating formular. Through simulations it is demonstrated how different paths found by tactical path-finding are from those by traditional path-finding. We analyze the factors that affect the performance of learning and show the example applied to the real game environments.

• Journal of the Korea Institute of Information Security & Cryptology
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• v.30 no.4
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• pp.647-656
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• 2020

Recently, there has been an increasing number of cases in which important data (personal information, technology, etc.) of national and public institutions are leaked to the outside world. Surveys show that the largest cause of such leakage accidents is "insiders." Insiders of organization with the most authority can cause more damage than technology leaks caused by external attacks due to the organization. This is due to the characteristics of insiders who have relatively easy access to the organization's major assets. This study aims to present an optimized property selection model for detecting such abnormalities through supervised learning algorithms among machine learning techniques using actual data such as CrossNet data transfer system transmission log, e-mail transmission log, and personnel information, which safely transmits data between separate areas (security area and non-security area) of the business network and the Internet network.