• Title/Summary/Keyword: Optimal model selection

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연결강도분석을 이용한 통합된 부도예측용 신경망모형

  • Lee Woongkyu;Lim Young Ha
    • Proceedings of the Korea Association of Information Systems Conference
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    • 2002.11a
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    • pp.289-312
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    • 2002
  • This study suggests the Link weight analysis approach to choose input variables and an integrated model to make more accurate bankruptcy prediction model. the Link weight analysis approach is a method to choose input variables to analyze each input node's link weight which is the absolute value of link weight between an input nodes and a hidden layer. There are the weak-linked neurons elimination method, the strong-linked neurons selection method in the link weight analysis approach. The Integrated Model is a combined type adapting Bagging method that uses the average value of the four models, the optimal weak-linked-neurons elimination method, optimal strong-linked neurons selection method, decision-making tree model, and MDA. As a result, the methods suggested in this study - the optimal strong-linked neurons selection method, the optimal weak-linked neurons elimination method, and the integrated model - show much higher accuracy than MDA and decision making tree model. Especially the integrated model shows much higher accuracy than MDA and decision making tree model and shows slightly higher accuracy than the optimal weak-linked neurons elimination method and the optimal strong-linked neurons selection method.

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System Trading using Case-based Reasoning based on Absolute Similarity Threshold and Genetic Algorithm (절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩)

  • Han, Hyun-Woong;Ahn, Hyun-Chul
    • The Journal of Information Systems
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    • v.26 no.3
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    • pp.63-90
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    • 2017
  • Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

The Game Selection Model for the Payoff Strategy Optimization of Mobile CrowdSensing Task

  • Zhao, Guosheng;Liu, Dongmei;Wang, Jian
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.15 no.4
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    • pp.1426-1447
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    • 2021
  • The payoff game between task publishers and users in the mobile crowdsensing environment is a hot topic of research. A optimal payoff selection model based on stochastic evolutionary game is proposed. Firstly, the process of payoff optimization selection is modeled as a task publisher-user stochastic evolutionary game model. Secondly, the low-quality data is identified by the data quality evaluation algorithm, which improves the fitness of perceptual task matching target users, so that task publishers and users can obtain the optimal payoff at the current moment. Finally, by solving the stability strategy and analyzing the stability of the model, the optimal payoff strategy is obtained under different intensity of random interference and different initial state. The simulation results show that, in the aspect of data quality evaluation, compared with BP detection method and SVM detection method, the accuracy of anomaly data detection of the proposed model is improved by 8.1% and 0.5% respectively, and the accuracy of data classification is improved by 59.2% and 32.2% respectively. In the aspect of the optimal payoff strategy selection, it is verified that the proposed model can reasonably select the payoff strategy.

Selection of Optimal Sensor Locations for Thermal Error Model of Machine tools (공작기계 열오차 모델의 최적 센서위치 선정)

  • 안중용
    • Proceedings of the Korean Society of Machine Tool Engineers Conference
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    • 1999.10a
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    • pp.345-350
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    • 1999
  • The effectiveness of software error compensation for thermally induced machine tool errors relies on the prediction accuracy of the pre-established thermal error models. The selection of optimal sensor locations is the most important in establishing these empirical models. In this paper, a methodology for the selection of optimal sensor locations is proposed to establish a robust linear model which is not subjected to collinearity. Correlation coefficient and time delay are used as thermal parameters for optimal sensor location. Firstly, thermal deformation and temperatures are measured with machine tools being excited by sinusoidal heat input. And then, after correlation coefficient and time delays are calculated from the measured data, the optimal sensor location is selected through hard c-means clustering and sequential selection method. The validity of the proposed methodology is verified through the estimation of thermal expansion along Z-axis by spindle rotation.

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A SCM System Selection Problem using AHP Technique based on Benefit/Cost Analysis (편익/비용분석 기반의 AHP 기법을 이용한 SCM 시스템 선정 모델)

  • Seo, Kwang-Kyu
    • Journal of the Korea Safety Management & Science
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    • v.11 no.2
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    • pp.153-158
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    • 2009
  • An optimal selection problem of SCM system is one of the critical issues for the company's competitiveness and performance under global economy. This paper presents a hierarchy model consisted of characteristic factors for introducing SCM system and an AHP (Analytic Hierarchy Process) based decision-making model for SCM system evaluation and selection. The proposed model can systematically construct the objectives of SCM system selection to meet the business goals. This paper focuses on selecting an optimal SCM system considering both all decision factors and sub-decision factors of a hierarchy model. Especially, the benefit/cost analysis is applied to choose SCM system. A case study shows the feasibility of the proposed model and the model can help a company to make better decision-making in the SCM system selection problem.

Optimal Variable Selection in a Thermal Error Model for Real Time Error Compensation (실시간 오차 보정을 위한 열변형 오차 모델의 최적 변수 선택)

  • Hwang, Seok-Hyun;Lee, Jin-Hyeon;Yang, Seung-Han
    • Journal of the Korean Society for Precision Engineering
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    • v.16 no.3 s.96
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    • pp.215-221
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    • 1999
  • The object of the thermal error compensation system in machine tools is improving the accuracy of a machine tool through real time error compensation. The accuracy of the machine tool totally depends on the accuracy of thermal error model. A thermal error model can be obtained by appropriate combination of temperature variables. The proposed method for optimal variable selection in the thermal error model is based on correlation grouping and successive regression analysis. Collinearity matter is improved with the correlation grouping and the judgment function which minimizes residual mean square is used. The linear model is more robust against measurement noises than an engineering judgement model that includes the higher order terms of variables. The proposed method is more effective for the applications in real time error compensation because of the reduction in computational time, sufficient model accuracy, and the robustness.

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AHP-Based Evaluation Model for Optimal Selection Process of Patching Materials for Concrete Repair: Focused on Quantitative Requirements

  • Do, Jeong-Yun;Kim, Doo-Kie
    • International Journal of Concrete Structures and Materials
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    • v.6 no.2
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    • pp.87-100
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    • 2012
  • The process of selecting a repair material is a typical one of multi-criteria decision-making (MCDM) problems. In this study Analytical Hierarch Process was applied to solve this MCDM problem. Many factors affecting a process to select an optimal repair material can be classified into quantitative and qualitative requirements and this study handled only quantitative items. Quantitative requirements in the optimal selection model for repair material were divided into two parts, namely, the required chemical performance and the required physical performance. The former is composed of alkali-resistance, chloride permeability and electrical resistivity. The latter is composed of compressive strength, tensile strength, adhesive strength, drying shrinkage, elasticity and thermal expansion. The result of the study shows that this method is the useful and rational engineering approach in the problem concerning the selection of one out of many candidate repair materials even if this study was limited to repair material only for chloride-deteriorated concrete.

Improving an Ensemble Model Using Instance Selection Method (사례 선택 기법을 활용한 앙상블 모형의 성능 개선)

  • Min, Sung-Hwan
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.105-115
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    • 2016
  • Ensemble classification involves combining individually trained classifiers to yield more accurate prediction, compared with individual models. Ensemble techniques are very useful for improving the generalization ability of classifiers. The random subspace ensemble technique is a simple but effective method for constructing ensemble classifiers; it involves randomly drawing some of the features from each classifier in the ensemble. The instance selection technique involves selecting critical instances while deleting and removing irrelevant and noisy instances from the original dataset. The instance selection and random subspace methods are both well known in the field of data mining and have proven to be very effective in many applications. However, few studies have focused on integrating the instance selection and random subspace methods. Therefore, this study proposed a new hybrid ensemble model that integrates instance selection and random subspace techniques using genetic algorithms (GAs) to improve the performance of a random subspace ensemble model. GAs are used to select optimal (or near optimal) instances, which are used as input data for the random subspace ensemble model. The proposed model was applied to both Kaggle credit data and corporate credit data, and the results were compared with those of other models to investigate performance in terms of classification accuracy, levels of diversity, and average classification rates of base classifiers in the ensemble. The experimental results demonstrated that the proposed model outperformed other models including the single model, the instance selection model, and the original random subspace ensemble model.

Construction of an Analysis System Using Digital Breeding Technology for the Selection of Capsicum annuum

  • Donghyun Jeon;Sehyun Choi;Yuna Kang;Changsoo Kim
    • Proceedings of the Korean Society of Crop Science Conference
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    • 2022.10a
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    • pp.233-233
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    • 2022
  • As the world's population grows and food needs diversify, the demand for horticultural crops for beneficial traits is increasing. In order to meet this demand, it is necessary to develop suitable cultivars and breeding methods accordingly. Breeding methods have changed over time. With the recent development of sequencing technology, the concept of genomic selection (GS) has emerged as large-scale genome information can be used. GS shows good predictive ability even for quantitative traits by using various markers, breaking away from the limitations of Marker Assisted Selection (MAS). Moreover, GS using machine learning (ML) and deep learning (DL) has been studied recently. In this study, we aim to build a system that selects phenotype-related markers using the genomic information of the pepper population and trains a genomic selection model to select individuals from the validation population. We plan to establish an optimal genome wide association analysis model by comparing and analyzing five models. Validation of molecular markers by applying linkage markers discovered through genome wide association analysis to breeding populations. Finally, we plan to establish an optimal genome selection model by comparing and analyzing 12 genome selection models. Then We will use the genome selection model of the learning group in the breeding group to verify the prediction accuracy and discover a prediction model.

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Optimal Road Maintenance Section Selection Using Mixed Integer Programming (혼합정수계획법을 활용한 도로포장 보수구간 선정 최적화 연구)

  • Cho, Geonyoung;Lim, Heejong
    • International Journal of Highway Engineering
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    • v.19 no.3
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    • pp.65-70
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    • 2017
  • PURPOSES : Pavement Management System contains the data that describe the condition of the road. Under limited budget, the data can be utilized for efficient plans. The objective of this research is to develop a mixed integer program model that maximizes remaining durable years (or Lane-Kilometer-Years) in road maintenance planning. METHODS : An optimization model based on a mixed integer program is developed. The model selects a cluster of sectors that are adjacent to each other according to the road condition. The model also considers constraints required by the Seoul Metropolitan Facilities Management Corporation. They select two lanes at most not to block the traffic and limit the number of sectors for one-time construction to finish the work in given time. We incorporate variable cost constraints. As the model selects more sectors, the unit cost of the construction becomes smaller. The optimal choice of the number of sectors is implemented using piecewise linear constraints. RESULTS : Data (SPI) collected from Pavement Management System managed by Seoul Metropolitan City are fed into the model. Based on the data and the model, the optimal maintenance plans are established. Some of the optimal plans cannot be generated directly in existing heuristic approach or by human intuition. CONCLUSIONS:The mathematical model using actual data generates the optimal maintenance plans.