• 제목/요약/키워드: Multivariate Neural Network Model

검색결과 50건 처리시간 0.026초

인공신경망을 이용한 기업도산 예측 - IMF후 국내 상장회사를 중심으로 - (A Neural Network Model for Bankruptcy Prediction -Domestic KSE listed Bankrupted Companies after the foreign exchange crisis in 1997)

  • 정유석;이현수;채영일;서영호
    • 한국품질경영학회:학술대회논문집
    • /
    • 한국품질경영학회 2004년도 품질경영모델을 통한 가치 창출
    • /
    • pp.655-673
    • /
    • 2004
  • This paper is concerned with analysing the bankruptcy prediction power of three models: Multivariate Discriminant Analysis(MDA ), Logit Analysis, Neural Network. The after-crisis bankrupted companies were limited to the research data and the listed companies belonging to manufacturing industry was limited to the research data so as to improve prediction accuracy and validity of the model. In order to assure meaningful bankruptcy prediction, training data and testing data were not extracted within the corresponding period. The result is that prediction accuracy of neural network model is more excellent than that of logit analysis and MDA model when considering that execution of testing data was followed by execution of training data.

  • PDF

Neural-based Blind Modeling of Mini-mill ASC Crown

  • Lee, Gang-Hwa;Lee, Dong-Il;Lee, Seung-Joon;Lee, Suk-Gyu;Kim, Shin-Il;Park, Hae-Doo;Park, Seung-Gap
    • 한국지능시스템학회논문지
    • /
    • 제12권6호
    • /
    • pp.577-582
    • /
    • 2002
  • Neural network can be trained to approximate an arbitrary nonlinear function of multivariate data like the mini-mill crown values in Automatic Shape Control. The trained weights of neural network can evaluate or generalize the process data outside the training vectors. Sometimes, the blind modeling of the process data is necessary to compare with the scattered analytical model of mini-mill process in isolated electro-mechanical forms. To come up with a viable model, we propose the blind neural-based range-division domain-clustering piecewise-linear modeling scheme. The basic ideas are: 1) dividing the range of target data, 2) clustering the corresponding input space vectors, 3)training the neural network with clustered prototypes to smooth out the convergence and 4) solving the resulting matrix equations with a pseudo-inverse to alleviate the ill-conditioning problem. The simulation results support the effectiveness of the proposed scheme and it opens a new way to the data analysis technique. By the comparison with the statistical regression, it is evident that the proposed scheme obtains better modeling error uniformity and reduces the magnitudes of errors considerably. Approximatly 10-fold better performance results.

인공신경망을 이용한 EDI 통제방안 설계 (The Design of DEI Controls using Neural Network)

  • Sang-Jae Lee;In-Goo Han
    • 지능정보연구
    • /
    • 제5권1호
    • /
    • pp.35-48
    • /
    • 1999
  • EDI통제를 설계할 때에는 통제의 효과성 및 효율성을 위해서 조직 및 상황특성을 고려하여야 한다. 본 논문은 특정 환경적 특성을 가지는 조직에 대해 EDI통제 수준을 제안하는 인공선경망 모형을 제안한다. 환경적 확성으로부터 12가지 종류의 EDI통제에 대한 수준을 각각 제안하도록 127개의 역전파 인공신경망 모형이 설계되었다. 본 논문에서 제시한 모형의 효과성을 검증하기 위하여 인공 신경망의 예측력을 다종회귀분석과 비교되었다 예측력 비교결과 인공신경망 모형의 예측력이 다중 회귀분석보다 우수함이 입증되었다. 인공신경망을 활용하여 과거의 환경 및 통제수준에 관한 데이 터를 학습하여 통제설계에 관한 보다 일관되고 체계적인 의사결정을 할 수 있을 것이다. 또한 보다 높은 수준이 요구되는 통제에 대하여 EDI 관리자나 내부감사인들은 그들의 한정된 자원을 투입하여 구현하도록 할 수 있을 것이다.

  • PDF

Exploiting Neural Network for Temporal Multi-variate Air Quality and Pollutant Prediction

  • Khan, Muneeb A.;Kim, Hyun-chul;Park, Heemin
    • 한국멀티미디어학회논문지
    • /
    • 제25권2호
    • /
    • pp.440-449
    • /
    • 2022
  • In recent years, the air pollution and Air Quality Index (AQI) has been a pivotal point for researchers due to its effect on human health. Various research has been done in predicting the AQI but most of these studies, either lack dense temporal data or cover one or two air pollutant elements. In this paper, a hybrid Convolutional Neural approach integrated with recurrent neural network architecture (CNN-LSTM), is presented to find air pollution inference using a multivariate air pollutant elements dataset. The aim of this research is to design a robust and real-time air pollutant forecasting system by exploiting a neural network. The proposed approach is implemented on a 24-month dataset from Seoul, Republic of Korea. The predicted results are cross-validated with the real dataset and compared with the state-of-the-art techniques to evaluate its robustness and performance. The proposed model outperforms SVM, SVM-Polynomial, ANN, and RF models with 60.17%, 68.99%, 14.6%, and 6.29%, respectively. The model performs SVM and SVM-Polynomial in predicting O3 by 78.04% and 83.79%, respectively. Overall performance of the model is measured in terms of Mean Absolute Error (MAE), Mean Absolute Percentage Error (MAPE) and the Root Mean Square Error (RMSE).

Multivariate Congestion Prediction using Stacked LSTM Autoencoder based Bidirectional LSTM Model

  • Vijayalakshmi, B;Thanga, Ramya S;Ramar, K
    • KSII Transactions on Internet and Information Systems (TIIS)
    • /
    • 제17권1호
    • /
    • pp.216-238
    • /
    • 2023
  • In intelligent transportation systems, traffic management is an important task. The accurate forecasting of traffic characteristics like flow, congestion, and density is still active research because of the non-linear nature and uncertainty of the spatiotemporal data. Inclement weather, such as rain and snow, and other special events such as holidays, accidents, and road closures have a significant impact on driving and the average speed of vehicles on the road, which lowers traffic capacity and causes congestion in a widespread manner. This work designs a model for multivariate short-term traffic congestion prediction using SLSTM_AE-BiLSTM. The proposed design consists of a Bidirectional Long Short Term Memory(BiLSTM) network to predict traffic flow value and a Convolutional Neural network (CNN) model for detecting the congestion status. This model uses spatial static temporal dynamic data. The stacked Long Short Term Memory Autoencoder (SLSTM AE) is used to encode the weather features into a reduced and more informative feature space. BiLSTM model is used to capture the features from the past and present traffic data simultaneously and also to identify the long-term dependencies. It uses the traffic data and encoded weather data to perform the traffic flow prediction. The CNN model is used to predict the recurring congestion status based on the predicted traffic flow value at a particular urban traffic network. In this work, a publicly available Caltrans PEMS dataset with traffic parameters is used. The proposed model generates the congestion prediction with an accuracy rate of 92.74% which is slightly better when compared with other deep learning models for congestion prediction.

인공신경망 기반 호텔 부도예측모형 개발 (A Development of Hotel Bankruptcy Prediction Model on Artificial Neural Network)

  • 최성주;이상원
    • 한국컴퓨터정보학회논문지
    • /
    • 제19권10호
    • /
    • pp.125-133
    • /
    • 2014
  • 본 논문에서는 호텔경영을 위한 인공신경망 기반의 부도예측 모형을 개발한다. 부도예측 모형은 호텔에서 관리하는 사업장의 사업성과 이터를 바탕으로 부도 가능성을 평가하여 호텔 전체사업의 부도를 예측하는 특징을 가진다. 부도예측을 위한 전통적인 통계기법은 다변량 판별분석이나 로짓분석 등이 있는데, 본연구는 이들보다 우수한 예측정확성을 갖는 인공신경망 기법을 이용해서 연구를 진행하였다. 이를 위해 우선 우수기업 100개와 도산기업 100개를 선정하여 전체 실험데이터를 구성하고, 뉴로쉘이라는 인공신경망 도구를 이용하여 부도예측모형을 구성하였다. 본 모형 설계와 실험은 서비스드 레지던스 호텔에서 관리하는 각 브랜치의 부도예측과 재무건전성을 판단하기에 효율성이 높아 호텔 경영의 의사결정에 많은 도움이 될 것이다.

기업도산예측을 위한 통계적모형과 인공지능 모형간의 예측력 비교에 관한 연구 : MDA,귀납적 학습방법, 인공신경망 (A Comparative Study on the Bankruptcy Prediction Power of Statistical Model and AI Models: MDA, Inductive,Neural Network)

  • 이건창
    • 한국경영과학회지
    • /
    • 제18권2호
    • /
    • pp.57-81
    • /
    • 1993
  • This paper is concerned with analyzing the bankruptcy prediction power of three methods : Multivariate Discriminant Analysis (MDA), Inductive Learning, Neural Network, MDA has been famous for its effectiveness for predicting bankrupcy in accounting fields. However, it requires rigorous statistical assumptions, so that violating one of the assumptions may result in biased outputs. In this respect, we alternatively propose the use of two AI models for bankrupcy prediction-inductive learning and neural network. To compare the performance of those two AI models with that of MDA, we have performed massive experiments with a number of Korean bankrupt-cases. Experimental results show that AI models proposed in this study can yield more robust and generalizing bankrupcy prediction than the conventional MDA can do.

  • PDF

EPB-TBM performance prediction using statistical and neural intelligence methods

  • Ghodrat Barzegari;Esmaeil Sedghi;Ata Allah Nadiri
    • Geomechanics and Engineering
    • /
    • 제37권3호
    • /
    • pp.197-211
    • /
    • 2024
  • This research studies the effect of geotechnical factors on EPB-TBM performance parameters. The modeling was performed using simple and multivariate linear regression methods, artificial neural networks (ANNs), and Sugeno fuzzy logic (SFL) algorithm. In ANN, 80% of the data were randomly allocated to training and 20% to network testing. Meanwhile, in the SFL algorithm, 75% of the data were used for training and 25% for testing. The coefficient of determination (R2) obtained between the observed and estimated values in this model for the thrust force and cutterhead torque was 0.19 and 0.52, respectively. The results showed that the SFL outperformed the other models in predicting the target parameters. In this method, the R2 obtained between observed and predicted values for thrust force and cutterhead torque is 0.73 and 0.63, respectively. The sensitivity analysis results show that the internal friction angle (φ) and standard penetration number (SPT) have the greatest impact on thrust force. Also, earth pressure and overburden thickness have the highest effect on cutterhead torque.

Prediction of compressive strength of bacteria incorporated geopolymer concrete by using ANN and MARS

  • X., John Britto;Muthuraj, M.P.
    • Structural Engineering and Mechanics
    • /
    • 제70권6호
    • /
    • pp.671-681
    • /
    • 2019
  • This paper examines the applicability of artificial neural network (ANN) and multivariate adaptive regression splines (MARS) to predict the compressive strength of bacteria incorporated geopolymer concrete (GPC). The mix is composed of new bacterial strain, manufactured sand, ground granulated blast furnace slag, silica fume, metakaolin and fly ash. The concentration of sodium hydroxide (NaOH) is maintained at 8 Molar, sodium silicate ($Na_2SiO_3$) to NaOH weight ratio is 2.33 and the alkaline liquid to binder ratio of 0.35 and ambient curing temperature ($28^{\circ}C$) is maintained for all the mixtures. In ANN, back-propagation training technique was employed for updating the weights of each layer based on the error in the network output. Levenberg-Marquardt algorithm was used for feed-forward back-propagation. MARS model was developed by establishing a relationship between a set of predictors and dependent variables. MARS is based on a divide and conquers strategy partitioning the training data sets into separate regions; each gets its own regression line. Six models based on ANN and MARS were developed to predict the compressive strength of bacteria incorporated GPC for 1, 3, 7, 28, 56 and 90 days. About 70% of the total 84 data sets obtained from experiments were used for development of the models and remaining 30% data was utilized for testing. From the study, it is observed that the predicted values from the models are found to be in good agreement with the corresponding experimental values and the developed models are robust and reliable.

Using machine learning to forecast and assess the uncertainty in the response of a typical PWR undergoing a steam generator tube rupture accident

  • Tran Canh Hai Nguyen ;Aya Diab
    • Nuclear Engineering and Technology
    • /
    • 제55권9호
    • /
    • pp.3423-3440
    • /
    • 2023
  • In this work, a multivariate time-series machine learning meta-model is developed to predict the transient response of a typical nuclear power plant (NPP) undergoing a steam generator tube rupture (SGTR). The model employs Recurrent Neural Networks (RNNs), including the Long Short-Term Memory (LSTM), Gated Recurrent Unit (GRU), and a hybrid CNN-LSTM model. To address the uncertainty inherent in such predictions, a Bayesian Neural Network (BNN) was implemented. The models were trained using a database generated by the Best Estimate Plus Uncertainty (BEPU) methodology; coupling the thermal hydraulics code, RELAP5/SCDAP/MOD3.4 to the statistical tool, DAKOTA, to predict the variation in system response under various operational and phenomenological uncertainties. The RNN models successfully captures the underlying characteristics of the data with reasonable accuracy, and the BNN-LSTM approach offers an additional layer of insight into the level of uncertainty associated with the predictions. The results demonstrate that LSTM outperforms GRU, while the hybrid CNN-LSTM model is computationally the most efficient. This study aims to gain a better understanding of the capabilities and limitations of machine learning models in the context of nuclear safety. By expanding the application of ML models to more severe accident scenarios, where operators are under extreme stress and prone to errors, ML models can provide valuable support and act as expert systems to assist in decision-making while minimizing the chances of human error.