• Title/Summary/Keyword: Non-linear Classification

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Analysis of Facial Movement According to Opposite Emotions (상반된 감성에 따른 안면 움직임 차이에 대한 분석)

  • Lee, Eui Chul;Kim, Yoon-Kyoung;Bea, Min-Kyoung;Kim, Han-Sol
    • The Journal of the Korea Contents Association
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    • v.15 no.10
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    • pp.1-9
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    • 2015
  • In this paper, a study on facial movements are analyzed in terms of opposite emotion stimuli by image processing of Kinect facial image. To induce two opposite emotion pairs such as "Sad - Excitement"and "Contentment - Angry" which are oppositely positioned onto Russell's 2D emotion model, both visual and auditory stimuli are given to subjects. Firstly, 31 main points are chosen among 121 facial feature points of active appearance model obtained from Kinect Face Tracking SDK. Then, pixel changes around 31 main points are analyzed. In here, local minimum shift matching method is used in order to solve a problem of non-linear facial movement. At results, right and left side facial movements were occurred in cases of "Sad" and "Excitement" emotions, respectively. Left side facial movement was comparatively more occurred in case of "Contentment" emotion. In contrast, both left and right side movements were occurred in case of "Angry" emotion.

Performance Comparison of Machine Learning Algorithms for TAB Digit Recognition (타브 숫자 인식을 위한 기계 학습 알고리즘의 성능 비교)

  • Heo, Jaehyeok;Lee, Hyunjung;Hwang, Doosung
    • KIPS Transactions on Software and Data Engineering
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    • v.8 no.1
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    • pp.19-26
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    • 2019
  • In this paper, the classification performance of learning algorithms is compared for TAB digit recognition. The TAB digits that are segmented from TAB musical notes contain TAB lines and musical symbols. The labeling method and non-linear filter are designed and applied to extract fret digits only. The shift operation of the 4 directions is applied to generate more data. The selected models are Bayesian classifier, support vector machine, prototype based learning, multi-layer perceptron, and convolutional neural network. The result shows that the mean accuracy of the Bayesian classifier is about 85.0% while that of the others reaches more than 99.0%. In addition, the convolutional neural network outperforms the others in terms of generalization and the step of the data preprocessing.

A selective sparse coding based fast super-resolution method for a side-scan sonar image (선택적 sparse coding 기반 측면주사 소나 영상의 고속 초해상도 복원 알고리즘)

  • Park, Jaihyun;Yang, Cheoljong;Ku, Bonwha;Lee, Seungho;Kim, Seongil;Ko, Hanseok
    • The Journal of the Acoustical Society of Korea
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    • v.37 no.1
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    • pp.12-20
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    • 2018
  • Efforts have been made to reconstruct low-resolution underwater images to high-resolution ones by using the image SR (Super-Resolution) method, all to improve efficiency when acquiring side-scan sonar images. As side-scan sonar images are similar with the optical images with respect to exploiting 2-dimensional signals, conventional image restoration methods for optical images can be considered as a solution. One of the most typical super-resolution methods for optical image is a sparse coding and there are studies for verifying applicability of sparse coding method for underwater images by analyzing sparsity of underwater images. Sparse coding is a method that obtains recovered signal from input signal by linear combination of dictionary and sparse coefficients. However, it requires huge computational load to accurately estimate sparse coefficients. In this study, a sparse coding based underwater image super-resolution method is applied while a selective reconstruction method for object region is suggested to reduce the processing time. For this method, this paper proposes an edge detection and object and non object region classification method for underwater images and combine it with sparse coding based image super-resolution method. Effectiveness of the proposed method is verified by reducing the processing time for image reconstruction over 32 % while preserving same level of PSNR (Peak Signal-to-Noise Ratio) compared with conventional method.

Laryngeal Cancer Screening using Cepstral Parameters (켑스트럼 파라미터를 이용한 후두암 검진)

  • 이원범;전경명;권순복;전계록;김수미;김형순;양병곤;조철우;왕수건
    • Journal of the Korean Society of Laryngology, Phoniatrics and Logopedics
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    • v.14 no.2
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    • pp.110-116
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    • 2003
  • Background and Objectives : Laryngeal cancer discrimination using voice signals is a non-invasive method that can carry out the examination rapidly and simply without giving discomfort to the patients. n appropriate analysis parameters and classifiers are developed, this method can be used effectively in various applications including telemedicine. This study examines voice analysis parameters used for laryngeal disease discrimination to help discriminate laryngeal diseases by voice signal analysis. The study also estimates the laryngeal cancer discrimination activity of the Gaussian mixture model (GMM) classifier based on the statistical modelling of voice analysis parameters. Materials and Methods : The Multi-dimensional voice program (MDVP) parameters, which have been widely used for the analysis of laryngeal cancer voice, sometimes fail to analyze the voice of a laryngeal cancer patient whose cycle is seriously damaged. Accordingly, it is necessary to develop a new method that enables an analysis of high reliability for the voice signals that cannot be analyzed by the MDVP. To conduct the experiments of laryngeal cancer discrimination, the authors used three types of voices collected at the Department of Otorhinorlaryngology, Pusan National University Hospital. 50 normal males voice data, 50 voices of males with benign laryngeal diseases and 105 voices of males laryngeal cancer. In addition, the experiment also included 11 voices data of males with laryngeal cancer that cannot be analyzed by the MDVP, Only monosyllabic vowel /a/ was used as voice data. Since there were only 11 voices of laryngeal cancer patients that cannot be analyzed by the MDVP, those voices were used only for discrimination. This study examined the linear predictive cepstral coefficients (LPCC) and the met-frequency cepstral coefficients (MFCC) that are the two major cepstrum analysis methods in the area of acoustic recognition. Results : The results showed that this met frequency scaling process was effective in acoustic recognition but not useful for laryngeal cancer discrimination. Accordingly, the linear frequency cepstral coefficients (LFCC) that excluded the met frequency scaling from the MFCC was introduced. The LFCC showed more excellent discrimination activity rather than the MFCC in predictability of laryngeal cancer. Conclusion : In conclusion, the parameters applied in this study could discriminate accurately even the terminal laryngeal cancer whose periodicity is disturbed. Also it is thought that future studies on various classification algorithms and parameters representing pathophysiology of vocal cords will make it possible to discriminate benign laryngeal diseases as well, in addition to laryngeal cancer.

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Corporate Bond Rating Using Various Multiclass Support Vector Machines (다양한 다분류 SVM을 적용한 기업채권평가)

  • Ahn, Hyun-Chul;Kim, Kyoung-Jae
    • Asia pacific journal of information systems
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    • v.19 no.2
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    • pp.157-178
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    • 2009
  • Corporate credit rating is a very important factor in the market for corporate debt. Information concerning corporate operations is often disseminated to market participants through the changes in credit ratings that are published by professional rating agencies, such as Standard and Poor's (S&P) and Moody's Investor Service. Since these agencies generally require a large fee for the service, and the periodically provided ratings sometimes do not reflect the default risk of the company at the time, it may be advantageous for bond-market participants to be able to classify credit ratings before the agencies actually publish them. As a result, it is very important for companies (especially, financial companies) to develop a proper model of credit rating. From a technical perspective, the credit rating constitutes a typical, multiclass, classification problem because rating agencies generally have ten or more categories of ratings. For example, S&P's ratings range from AAA for the highest-quality bonds to D for the lowest-quality bonds. The professional rating agencies emphasize the importance of analysts' subjective judgments in the determination of credit ratings. However, in practice, a mathematical model that uses the financial variables of companies plays an important role in determining credit ratings, since it is convenient to apply and cost efficient. These financial variables include the ratios that represent a company's leverage status, liquidity status, and profitability status. Several statistical and artificial intelligence (AI) techniques have been applied as tools for predicting credit ratings. Among them, artificial neural networks are most prevalent in the area of finance because of their broad applicability to many business problems and their preeminent ability to adapt. However, artificial neural networks also have many defects, including the difficulty in determining the values of the control parameters and the number of processing elements in the layer as well as the risk of over-fitting. Of late, because of their robustness and high accuracy, support vector machines (SVMs) have become popular as a solution for problems with generating accurate prediction. An SVM's solution may be globally optimal because SVMs seek to minimize structural risk. On the other hand, artificial neural network models may tend to find locally optimal solutions because they seek to minimize empirical risk. In addition, no parameters need to be tuned in SVMs, barring the upper bound for non-separable cases in linear SVMs. Since SVMs were originally devised for binary classification, however they are not intrinsically geared for multiclass classifications as in credit ratings. Thus, researchers have tried to extend the original SVM to multiclass classification. Hitherto, a variety of techniques to extend standard SVMs to multiclass SVMs (MSVMs) has been proposed in the literature Only a few types of MSVM are, however, tested using prior studies that apply MSVMs to credit ratings studies. In this study, we examined six different techniques of MSVMs: (1) One-Against-One, (2) One-Against-AIL (3) DAGSVM, (4) ECOC, (5) Method of Weston and Watkins, and (6) Method of Crammer and Singer. In addition, we examined the prediction accuracy of some modified version of conventional MSVM techniques. To find the most appropriate technique of MSVMs for corporate bond rating, we applied all the techniques of MSVMs to a real-world case of credit rating in Korea. The best application is in corporate bond rating, which is the most frequently studied area of credit rating for specific debt issues or other financial obligations. For our study the research data were collected from National Information and Credit Evaluation, Inc., a major bond-rating company in Korea. The data set is comprised of the bond-ratings for the year 2002 and various financial variables for 1,295 companies from the manufacturing industry in Korea. We compared the results of these techniques with one another, and with those of traditional methods for credit ratings, such as multiple discriminant analysis (MDA), multinomial logistic regression (MLOGIT), and artificial neural networks (ANNs). As a result, we found that DAGSVM with an ordered list was the best approach for the prediction of bond rating. In addition, we found that the modified version of ECOC approach can yield higher prediction accuracy for the cases showing clear patterns.

Quantitative Flood Forecasting Using Remotely-Sensed Data and Neural Networks

  • Kim, Gwangseob
    • Proceedings of the Korea Water Resources Association Conference
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    • 2002.05a
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    • pp.43-50
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    • 2002
  • Accurate quantitative forecasting of rainfall for basins with a short response time is essential to predict streamflow and flash floods. Previously, neural networks were used to develop a Quantitative Precipitation Forecasting (QPF) model that highly improved forecasting skill at specific locations in Pennsylvania, using both Numerical Weather Prediction (NWP) output and rainfall and radiosonde data. The objective of this study was to improve an existing artificial neural network model and incorporate the evolving structure and frequency of intense weather systems in the mid-Atlantic region of the United States for improved flood forecasting. Besides using radiosonde and rainfall data, the model also used the satellite-derived characteristics of storm systems such as tropical cyclones, mesoscale convective complex systems and convective cloud clusters as input. The convective classification and tracking system (CCATS) was used to identify and quantify storm properties such as life time, area, eccentricity, and track. As in standard expert prediction systems, the fundamental structure of the neural network model was learned from the hydroclimatology of the relationships between weather system, rainfall production and streamflow response in the study area. The new Quantitative Flood Forecasting (QFF) model was applied to predict streamflow peaks with lead-times of 18 and 24 hours over a five year period in 4 watersheds on the leeward side of the Appalachian mountains in the mid-Atlantic region. Threat scores consistently above .6 and close to 0.8 ∼ 0.9 were obtained fur 18 hour lead-time forecasts, and skill scores of at least 4% and up to 6% were attained for the 24 hour lead-time forecasts. This work demonstrates that multisensor data cast into an expert information system such as neural networks, if built upon scientific understanding of regional hydrometeorology, can lead to significant gains in the forecast skill of extreme rainfall and associated floods. In particular, this study validates our hypothesis that accurate and extended flood forecast lead-times can be attained by taking into consideration the synoptic evolution of atmospheric conditions extracted from the analysis of large-area remotely sensed imagery While physically-based numerical weather prediction and river routing models cannot accurately depict complex natural non-linear processes, and thus have difficulty in simulating extreme events such as heavy rainfall and floods, data-driven approaches should be viewed as a strong alternative in operational hydrology. This is especially more pertinent at a time when the diversity of sensors in satellites and ground-based operational weather monitoring systems provide large volumes of data on a real-time basis.

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Application of Landsat ETM Image Indices to Classify the Wildfire Area of Gangneung, Gangweon Province, Korea (강원도 강릉시 일대 산불지역 분류를 위한 Landsat ETM 영상 분류지수의 활용)

  • Yang, Dong-Yoon;Kim, Ju-Yong;Chung, Gong-Soo;Lee, Jin-Young
    • Journal of the Korean earth science society
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    • v.25 no.8
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    • pp.754-763
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    • 2004
  • This study was aimed to examine the Landsat Enhanced Thematic Mapper Plus (ETM+) index, which matches well with the field survey data in the wildfire area of Gangneung, Gangweon Province, Korea. In the wildfire area NDVI (Normalized Difference Vegetation Index), SAVI (Soil Adjusted Vegetation Index), and Tasseled Cap Transformation Index (Brightness, Wetness, Greenness) were compared with field survey data. NDVI and SAVI were very useful in detecting the difference between the wildfire and non-wildfire area, but not so in classify the soil types in the wildfire area. The soil plane based on the Tasseled Cap Transformation showed a better result in classifying the soil types in the wildfire areas than NDVI and SAVI, and corresponded well with field survey data. Using a linear function based on greenness and wetness in the Tasseled Cap Transformation is expected to provide a more efficient and quicker method to classify wildfire areas.

Performance of Investment Strategy using Investor-specific Transaction Information and Machine Learning (투자자별 거래정보와 머신러닝을 활용한 투자전략의 성과)

  • Kim, Kyung Mock;Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.27 no.1
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    • pp.65-82
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    • 2021
  • Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.