• Title/Summary/Keyword: Neural network models

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An Integrated Approach Using Change-Point Detection and Artificial neural Networks for Interest Rates Forecasting

  • Oh, Kyong-Joo;Ingoo Han
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2000년도 춘계정기학술대회 e-Business를 위한 지능형 정보기술 / 한국지능정보시스템학회
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    • pp.235-241
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    • 2000
  • This article suggests integrated neural network models for the interest rate forecasting using change point detection. The basic concept of proposed model is to obtain intervals divided by change point, to identify them as change-point groups, and to involve them in interest rate forecasting. the proposed models consist of three stages. The first stage is to detect successive change points in interest rate dataset. The second stage is to forecast change-point group with data mining classifiers. The final stage is to forecast the desired output with BPN. Based on this structure, we propose three integrated neural network models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported neural network model, (2) case based reasoning (CBR)-supported neural network model and (3) backpropagation neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. This article is then to examine the predictability of integrated neural network models for interest rate forecasting using change-point detection.

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Using Structural Changes to support the Neural Networks based on Data Mining Classifiers: Application to the U.S. Treasury bill rates

  • 오경주
    • 한국데이터정보과학회:학술대회논문집
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    • 한국데이터정보과학회 2003년도 추계학술대회
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    • pp.57-72
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    • 2003
  • This article provides integrated neural network models for the interest rate forecasting using change-point detection. The model is composed of three phases. The first phase is to detect successive structural changes in interest rate dataset. The second phase is to forecast change-point group with data mining classifiers. The final phase is to forecast the interest rate with BPN. Based on this structure, we propose three integrated neural network models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported neural network model, (2) case based reasoning (CBR)-supported neural network model and (3) backpropagation neural networks (BPN)-supported neural network model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the predictability of integrated neural network models to represent the structural change.

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신경망 모델과 정신의학 (Neural Network Models and Psychiatry)

  • 고인송
    • 생물정신의학
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    • 제4권2호
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    • pp.194-197
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    • 1997
  • Neural network models, also known as connectionist models or PDP models, simulate some functions of the brain and may promise to give insight in understanding the cognitive brain functions. The models composed of neuron-like elements that are linked into circuits can learn and adapt to its environment in a trial and error fashion. In this article, the history and principles of the neural network modeling are briefly reviewed, and its applications to psychiatry are discussed.

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Performance Comparison Analysis of Artificial Intelligence Models for Estimating Remaining Capacity of Lithium-Ion Batteries

  • Kyu-Ha Kim;Byeong-Soo Jung;Sang-Hyun Lee
    • International Journal of Advanced Culture Technology
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    • 제11권3호
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    • pp.310-314
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    • 2023
  • The purpose of this study is to predict the remaining capacity of lithium-ion batteries and evaluate their performance using five artificial intelligence models, including linear regression analysis, decision tree, random forest, neural network, and ensemble model. We is in the study, measured Excel data from the CS2 lithium-ion battery was used, and the prediction accuracy of the model was measured using evaluation indicators such as mean square error, mean absolute error, coefficient of determination, and root mean square error. As a result of this study, the Root Mean Square Error(RMSE) of the linear regression model was 0.045, the decision tree model was 0.038, the random forest model was 0.034, the neural network model was 0.032, and the ensemble model was 0.030. The ensemble model had the best prediction performance, with the neural network model taking second place. The decision tree model and random forest model also performed quite well, and the linear regression model showed poor prediction performance compared to other models. Therefore, through this study, ensemble models and neural network models are most suitable for predicting the remaining capacity of lithium-ion batteries, and decision tree and random forest models also showed good performance. Linear regression models showed relatively poor predictive performance. Therefore, it was concluded that it is appropriate to prioritize ensemble models and neural network models in order to improve the efficiency of battery management and energy systems.

다중 컴퓨터 망에서 신경회로망 설계를 위한 고속병렬처리 시스템의 구현 (An Implementation of High-Speed Parallel Processing System for Neural Network Design by Using the Multicomputer Network)

  • 김진호;최흥문
    • 전자공학회논문지B
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    • 제30B권5호
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    • pp.120-128
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    • 1993
  • In this paper, an implementation of high-speed parallel processing system for neural network design on the multicomputer network is presented. Linear speedup expandability is increased by reducing the synchronization penalty and the communication overhead. Also, we presented the parallel processing models and their performance evaluation models for each of the parallization methods of the neural network. The results of the experiments for the character recognition of the neural network bases on the proposed system show that the proposed approach has the higher linear speedup expandability than the other systems. The proposed parallel processing models and the performance evaluation models could be used effectively for the design and the performance estimation of the neural network on the multicomputer network.

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COMPARISON OF VARIABLE SELECTION AND STRUCTURAL SPECIFICATION BETWEEN REGRESSION AND NEURAL NETWORK MODELS FOR HOUSEHOLD VEHICULAR TRIP FORECASTING

  • Yi, Jun-Sub
    • Journal of applied mathematics & informatics
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    • 제6권2호
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    • pp.599-609
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    • 1999
  • Neural networks are explored as an alternative to a regres-sion model for prediction of the number of daily household vehicular trips. This study focuses on contrasting a neural network model with a regression model in term of variable selection as well as the appli-cation of these models for prediction of extreme observations, The differences in the models regarding data transformation variable selec-tion and multicollinearity are considered. The results indicate that the neural network model is a viable alternative to the regression model for addressing both messy data problems and limitation in variable structure specification.

Comparative Analysis of PM10 Prediction Performance between Neural Network Models

  • Jung, Yong-Jin;Oh, Chang-Heon
    • Journal of information and communication convergence engineering
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    • 제19권4호
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    • pp.241-247
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    • 2021
  • Particulate matter has emerged as a serious global problem, necessitating highly reliable information on the matter. Therefore, various algorithms have been used in studies to predict particulate matter. In this study, we compared the prediction performance of neural network models that have been actively studied for particulate matter prediction. Among the neural network algorithms, a deep neural network (DNN), a recurrent neural network, and long short-term memory were used to design the optimal prediction model using a hyper-parameter search. In the comparative analysis of the prediction performance of each model, the DNN model showed a lower root mean square error (RMSE) than the other algorithms in the performance comparison using the RMSE and the level of accuracy as metrics for evaluation. The stability of the recurrent neural network was slightly lower than that of the other algorithms, although the accuracy was higher.

PREDICTION OF RESIDUAL STRESS FOR DISSIMILAR METALS WELDING AT NUCLEAR POWER PLANTS USING FUZZY NEURAL NETWORK MODELS

  • Na, Man-Gyun;Kim, Jin-Weon;Lim, Dong-Hyuk
    • Nuclear Engineering and Technology
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    • 제39권4호
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    • pp.337-348
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    • 2007
  • A fuzzy neural network model is presented to predict residual stress for dissimilar metal welding under various welding conditions. The fuzzy neural network model, which consists of a fuzzy inference system and a neuronal training system, is optimized by a hybrid learning method that combines a genetic algorithm to optimize the membership function parameters and a least squares method to solve the consequent parameters. The data of finite element analysis are divided into four data groups, which are split according to two end-section constraints and two prediction paths. Four fuzzy neural network models were therefore applied to the numerical data obtained from the finite element analysis for the two end-section constraints and the two prediction paths. The fuzzy neural network models were trained with the aid of a data set prepared for training (training data), optimized by means of an optimization data set and verified by means of a test data set that was different (independent) from the training data and the optimization data. The accuracy of fuzzy neural network models is known to be sufficiently accurate for use in an integrity evaluation by predicting the residual stress of dissimilar metal welding zones.

의사결정나무를 활용한 신경망 모형의 입력특성 선택: 주택가격 추정 사례 (Decision Tree-Based Feature-Selective Neural Network Model: Case of House Price Estimation)

  • 윤한성
    • 디지털산업정보학회논문지
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    • 제19권1호
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    • pp.109-118
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    • 2023
  • Data-based analysis methods have become used more for estimating or predicting housing prices, and neural network models and decision trees in the field of big data are also widely used more and more. Neural network models are often evaluated to be superior to existing statistical models in terms of estimation or prediction accuracy. However, there is ambiguity in determining the input feature of the input layer of the neural network model, that is, the type and number of input features, and decision trees are sometimes used to overcome these disadvantages. In this paper, we evaluate the existing methods of using decision trees and propose the method of using decision trees to prioritize input feature selection in neural network models. This can be a complementary or combined analysis method of the neural network model and decision tree, and the validity was confirmed by applying the proposed method to house price estimation. Through several comparisons, it has been summarized that the selection of appropriate input characteristics according to priority can increase the estimation power of the model.

뉴로 유전자 결합모형을 이용한 상수도 1일 급수량 예측 (Prediction of Daily Water Supply Using Neuro Genetic Hybrid Model)

  • 이경훈;강일환;문병석;박진금
    • 환경영향평가
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    • 제14권4호
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    • pp.157-164
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    • 2005
  • Existing models that predict of Daily water supply include statistical models and neural network model. The neural network model was more effective than the statistical models. Only neural network model, which predict of Daily water supply, is focused on estimation of the operational control. Neural network model takes long learning time and gets into local minimum. This study proposes Neuro Genetic hybrid model which a combination of genetic algorithm and neural network. Hybrid model makes up for neural network's shortcomings. In this study, the amount of supply, the mean temperature and the population of the area supplied with water are use for neural network's learning patterns for prediction. RMSE(Root Mean Square Error) is used for a MOE(Measure Of Effectiveness). The comparison of the two models showed that the predicting capability of Hybrid model is more effective than that of neural network model. The proposed hybrid model is able to predict of Daily water, thus it can apply real time estimation of operational control of water works and water drain pipes. Proposed models include accidental cases such as a suspension of water supply. The maximum error rate between the estimation of the model and the actual measurement was 11.81% and the average error was lower than 1.76%. The model is expected to be a real-time estimation of the operational control of water works and water/drain pipes.