• 제목/요약/키워드: Optimal model selection

검색결과 552건 처리시간 0.025초

유전자 알고리즘을 활용한 인공신경망 모형 최적입력변수의 선정 : 부도예측 모형을 중심으로 (Using GA based Input Selection Method for Artificial Neural Network Modeling Application to Bankruptcy Prediction)

  • 홍승현;신경식
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 1999년도 추계학술대회-지능형 정보기술과 미래조직 Information Technology and Future Organization
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    • pp.365-373
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    • 1999
  • Recently, numerous studies have demonstrated that artificial intelligence such as neural networks can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. In building neural network model, the selection of independent and dependent variables should be approached with great care and should be treated as a model construction process. Irrespective of the efficiency of a learning procedure in terms of convergence, generalization and stability, the ultimate performance of the estimator will depend on the relevance of the selected input variables and the quality of the data used. Approaches developed in statistical methods such as correlation analysis and stepwise selection method are often very useful. These methods, however, may not be the optimal ones for the development of neural network models. In this paper, we propose a genetic algorithms approach to find an optimal or near optimal input variables for neural network modeling. The proposed approach is demonstrated by applications to bankruptcy prediction modeling. Our experimental results show that this approach increases overall classification accuracy rate significantly.

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Application of Parameters-Free Adaptive Clonal Selection in Optimization of Construction Site Utilization Planning

  • Wang, Xi;Deshpande, Abhijeet S.;Dadi, Gabriel B.
    • Journal of Construction Engineering and Project Management
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    • 제7권2호
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    • pp.1-10
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    • 2017
  • The Clonal Selection Algorithm (CSA) is an algorithm inspired by the human immune system mechanism. In CSA, several parameters needs to be optimized by large amount of sensitivity analysis for the optimal results. They limit the accuracy of the results due to the uncertainty and subjectivity. Adaptive Clonal Selection (ACS), a modified version of CSA, is developed as an algorithm without controls by pre-defined parameters in terms of selection process and mutation strength. In this paper, we discuss the ACS in detail and present its implementation in construction site utilization planning (CSUP). When applied to a developed model published in research literature, it proves that the ACS are capable of searching the optimal layout of temporary facilities on construction site based on the result of objective function, especially when the parameterization process is considered. Although the ACS still needs some improvements, obtaining a promising result when working on a same case study computed by Genetic Algorithm and Electimze algorithm prove its potential in solving more complex construction optimization problems in the future.

A GENERALIZED MODEL-BASED OPTIMAL SAMPLE SELECTION METHOD

  • Hong, Ki-Hak;Lee, Gi-Sung;Son, Chang-Kyoon
    • Journal of applied mathematics & informatics
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    • 제9권2호
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    • pp.807-815
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    • 2002
  • We consider a more general linear regression super-population model than the one of Chaudhuri and Stronger(1992) . We can find the same type of the best linear unbiased(BLU) predictor as that of Chaudhuri and Stenger and see that the optimal design is again a purposive one which prescribes choosing one of the samples of size n which has $\chi$ closest to $\bar{X}$.

Laplace-Metropolis알고리즘에 의한 다항로짓모형의 변수선택에 관한 연구 (Laplace-Metropolis Algorithm for Variable Selection in Multinomial Logit Model)

  • 김혜중;이애경
    • 품질경영학회지
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    • 제29권1호
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    • pp.11-23
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    • 2001
  • This paper is concerned with suggesting a Bayesian method for variable selection in multinomial logit model. It is based upon an optimal rule suggested by use of Bayes rule which minimizes a risk induced by selecting the multinomial logit model. The rule is to find a subset of variables that maximizes the marginal likelihood of the model. We also propose a Laplace-Metropolis algorithm intended to suggest a simple method forestimating the marginal likelihood of the model. Based upon two examples, artificial data and empirical data examples, the Bayesian method is illustrated and its efficiency is examined.

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공기역학적 성능 향상을 위한 플랩의 최적 위치 선정 (SELECTION OF THE OPTIMAL POSITION OF THE FLAP FOR THE IMPROVEMENT OF AERODYNAMIC PERFORMANCE)

  • 강형민;박영민;김철완;이창호
    • 한국전산유체공학회지
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    • 제18권4호
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    • pp.41-46
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    • 2013
  • The selection of the optimal position of the flap was performed in order to improve the aerodynamic performance during the take-off and landing processes of aircraft. For this, the existing airfoils of the main wing and flap are selected as the baseline model and the lift coefficients (cl) according to angle of attacks (AOA) were calculated with the change of the position of flap airfoil. The objective function was defined as the consideration of the maximum cl, lift to drag ratio and cl at certain AOA. Then, at 121 experimental points within $20mm{\times}20mm$ domain, two dimensional flow simulations with Spalart-Allmaras turbulence model were performed concerning the AOA from 0 to 15 degree. If the optimal position was located at the domain boundary, the domain moved to the optimal position. These processes were iterated until the position was included in the inside of the domain. From these processes, the flow separation at low AOA was removed and cl increased linearly comparing with that of the baseline model.

농산물의 가격특성을 고려한 최적경로 선정모델 개발 (Development of An Optimal Routes Selection Model Considering Price Characteristics of Agricultural Products)

  • Suh, Kyo;Lee, Jeong-Jae;Huh, Yoo-Man;Kim, Han-Joong;Yi, Ho-Jae
    • 한국농공학회논문집
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    • 제46권1호
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    • pp.121-131
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    • 2004
  • Transportation and logistics of agricultural products have been one of the major interests of many researches. Most of researches have been limited to presuming these as a first dimensional process or considering only economic value of agricultural products at each stage of logistics. However, the particular characteristics of agricultural products, such as quality change during transportation or extensively scattered origins, require examining these problems as a whole system. Network model has been adopted to represent nodes, which stand for spatial location of demand and supply of agricultural products, and communication between these nodes. Based on network theory and advanced marketing potential function, an optimal routes selection model is developed. The model employed network simplex method for routes optimization. The application of the model focused on transportation network organization to reflect different market prices for different locations and resulted in optimum routes and profit improvement of the applied agricultural product.

Software Effort Estimation in Rapidly Changing Computng Environment

  • Eung S. Jun;Lee, Jae K.
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2001년도 The Pacific Aisan Confrence On Intelligent Systems 2001
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    • pp.133-141
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    • 2001
  • Since the computing environment changes very rapidly, the estimation of software effort is very difficult because it is not easy to collect a sufficient number of relevant cases from the historical data. If we pinpoint the cases, the number of cases becomes too small. However is we adopt too many cases, the relevance declines. So in this paper we attempt to balance the number of cases and relevance. Since many researches on software effort estimation showed that the neural network models perform at least as well as the other approaches, so we selected the neural network model as the basic estimator. We propose a search method that finds the right level of relevant cases for the neural network model. For the selected case set. eliminating the qualitative input factors with the same values can reduce the scale of the neural network model. Since there exists a multitude of combinations of case sets, we need to search for the optimal reduced neural network model and corresponding case, set. To find the quasi-optimal model from the hierarchy of reduced neural network models, we adopted the beam search technique and devised the Case-Set Selection Algorithm. This algorithm can be adopted in the case-adaptive software effort estimation systems.

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Multiperiod Mean Absolute Deviation Uncertain Portfolio Selection

  • Zhang, Peng
    • Industrial Engineering and Management Systems
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    • 제15권1호
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    • pp.63-76
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    • 2016
  • Multiperiod portfolio selection problem attracts more and more attentions because it is in accordance with the practical investment decision-making problem. However, the existing literature on this field is almost undertaken by regarding security returns as random variables in the framework of probability theory. Different from these works, we assume that security returns are uncertain variables which may be given by the experts, and take absolute deviation as a risk measure in the framework of uncertainty theory. In this paper, a new multiperiod mean absolute deviation uncertain portfolio selection models is presented by taking transaction costs, borrowing constraints and threshold constraints into account, which an optimal investment policy can be generated to help investors not only achieve an optimal return, but also have a good risk control. Threshold constraints limit the amount of capital to be invested in each stock and prevent very small investments in any stock. Based on uncertain theories, the model is converted to a dynamic optimization problem. Because of the transaction costs, the model is a dynamic optimization problem with path dependence. To solve the new model in general cases, the forward dynamic programming method is presented. In addition, a numerical example is also presented to illustrate the modeling idea and the effectiveness of the designed algorithm.

공급사슬경영에서 생산 및 운송 파트너 선정에 관한 연구 (A Study on the Selection of Production and Transportation Partners in Supply Chain Management)

  • 고창성;노재정;최진수
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 2001년도 추계학술대회 논문집
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    • pp.150-153
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    • 2001
  • The selection of the optimal partners in supply chain management is one of the most critical success factors. In the past, partners for outsourcing production were selected repeatedly within a closed group of candidates due to the limited information and location of partners. But, the wide use of internet and the development of electronic commerce make it possible that the partners capable of providing the optimal services are selected regardless of their location or nationality. And the concept of partners was limited to the provider of production resources. In the supply chain management, the concept should be extended to the provider of transportation and warehouse due to the high portion of transportation cost among the total production cost Therefore, In this study, we propose an analytical approach to the selection of Production and transportation partners in supply chain management. For this purpose a mathematical model is developed, and then a heuristic algorithm based on tabu search is presented since the model belongs to the NP hard problem.

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Queuing Analysis of Opportunistic in Network Selection for Secondary Users in Cognitive Radio Systems

  • Tuan, Le Ahn;Hong, Choong-Seon
    • 한국정보과학회:학술대회논문집
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    • 한국정보과학회 2012년도 한국컴퓨터종합학술대회논문집 Vol.39 No.1(D)
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    • pp.265-267
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    • 2012
  • This paper analyzes network selection issues of secondary users (SUs) in Cooperative Cognitive Radio Networks (CRNs) by utilizing Queuing Model. Coordinating with Handover Cost-Based Network selection, this paper also addresses an opportunity for the secondary users (SUs) to enhance QoS as well as economics efficiency. In this paper, network selection of SUs is the optimal association between Overall System Time Minimization Problem evaluation of Secondary Connection (SC) and Handover Cost-Based Network selection. This will be illustrated by simulation results.