• Title/Summary/Keyword: Optimization.

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Bankruptcy prediction using an improved bagging ensemble (개선된 배깅 앙상블을 활용한 기업부도예측)

  • Min, Sung-Hwan
    • Journal of Intelligence and Information Systems
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    • v.20 no.4
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    • pp.121-139
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    • 2014
  • Predicting corporate failure has been an important topic in accounting and finance. The costs associated with bankruptcy are high, so the accuracy of bankruptcy prediction is greatly important for financial institutions. Lots of researchers have dealt with the topic associated with bankruptcy prediction in the past three decades. The current research attempts to use ensemble models for improving the performance of bankruptcy prediction. Ensemble classification is to combine individually trained classifiers in order to gain more accurate prediction than individual models. Ensemble techniques are shown to be very useful for improving the generalization ability of the classifier. Bagging is the most commonly used methods for constructing ensemble classifiers. In bagging, the different training data subsets are randomly drawn with replacement from the original training dataset. Base classifiers are trained on the different bootstrap samples. Instance selection is to select critical instances while deleting and removing irrelevant and harmful instances from the original set. Instance selection and bagging are quite well known in data mining. However, few studies have dealt with the integration of instance selection and bagging. This study proposes an improved bagging ensemble based on instance selection using genetic algorithms (GA) for improving the performance of SVM. GA is an efficient optimization procedure based on the theory of natural selection and evolution. GA uses the idea of survival of the fittest by progressively accepting better solutions to the problems. GA searches by maintaining a population of solutions from which better solutions are created rather than making incremental changes to a single solution to the problem. The initial solution population is generated randomly and evolves into the next generation by genetic operators such as selection, crossover and mutation. The solutions coded by strings are evaluated by the fitness function. The proposed model consists of two phases: GA based Instance Selection and Instance based Bagging. In the first phase, GA is used to select optimal instance subset that is used as input data of bagging model. In this study, the chromosome is encoded as a form of binary string for the instance subset. In this phase, the population size was set to 100 while maximum number of generations was set to 150. We set the crossover rate and mutation rate to 0.7 and 0.1 respectively. We used the prediction accuracy of model as the fitness function of GA. SVM model is trained on training data set using the selected instance subset. The prediction accuracy of SVM model over test data set is used as fitness value in order to avoid overfitting. In the second phase, we used the optimal instance subset selected in the first phase as input data of bagging model. We used SVM model as base classifier for bagging ensemble. The majority voting scheme was used as a combining method in this study. This study applies the proposed model to the bankruptcy prediction problem using a real data set from Korean companies. The research data used in this study contains 1832 externally non-audited firms which filed for bankruptcy (916 cases) and non-bankruptcy (916 cases). Financial ratios categorized as stability, profitability, growth, activity and cash flow were investigated through literature review and basic statistical methods and we selected 8 financial ratios as the final input variables. We separated the whole data into three subsets as training, test and validation data set. In this study, we compared the proposed model with several comparative models including the simple individual SVM model, the simple bagging model and the instance selection based SVM model. The McNemar tests were used to examine whether the proposed model significantly outperforms the other models. The experimental results show that the proposed model outperforms the other models.

Optimization of Extraction Conditions for Dried Jujube by Response Surface Methodology (반응표면분석에 의한 건대추의 추출조건 최적화)

  • Woo, Koan-Sik;Lee, Sang-Hoon;Noh, Jin-Woo;Hwang, In-Guk;Lee, Youn-Ri;Park, Hee-Jeong;Lee, Jun-Soo;Kang, Tae-Su;Jeong, Heon-Sang
    • Journal of the Korean Society of Food Science and Nutrition
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    • v.38 no.2
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    • pp.244-251
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    • 2009
  • Extraction characteristics of dried jujube and functional properties of corresponding extract were monitored by response surface methodology. Maximum extraction yield of 53.69% was obtained at extraction temperature of $50.35^{\circ}C$, extraction time of 16.69 hr, and ethanol concentration of 72.88%. At extraction temperature, extraction time, and ethanol concentration of $45.80^{\circ}C$, 15.47 hr, and 73.12%, respectively, maximum cyclic adenosine monophosphate content was 8.20 mg/100 g. Maximum total polyphenol content was 18.85 mg/g at extraction temperature, extraction time, and ethanol concentration of $64.91^{\circ}C$, 20.84 hr, and 66.91%, respectively. Maximum total flavonoid content was 0.48 mg/g at extraction temperature, extraction time, and ethanol concentration of $57.36^{\circ}C$, 15.14 hr, and 71.08%, respectively. $IC_{50}$ value of electron donating ability showed maximum level of 32.34 mg/mL at extraction temperature of $48.46^{\circ}C$, extraction time of 19.25 hr, and ethanol concentration of 65.36%. Maximum ascorbic acid equivalent antioxidant capacity was 3.58 mg ascorbic acid equivalent per gram sample at extraction temperature, extraction time, and ethanol concentration of $56.09^{\circ}C$, 21.86 hr, and 65.36%, respectively.

Direct Reconstruction of Displaced Subdivision Mesh from Unorganized 3D Points (연결정보가 없는 3차원 점으로부터 차이분할메쉬 직접 복원)

  • Jung, Won-Ki;Kim, Chang-Heon
    • Journal of KIISE:Computer Systems and Theory
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    • v.29 no.6
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    • pp.307-317
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    • 2002
  • In this paper we propose a new mesh reconstruction scheme that produces a displaced subdivision surface directly from unorganized points. The displaced subdivision surface is a new mesh representation that defines a detailed mesh with a displacement map over a smooth domain surface, but original displaced subdivision surface algorithm needs an explicit polygonal mesh since it is not a mesh reconstruction algorithm but a mesh conversion (remeshing) algorithm. The main idea of our approach is that we sample surface detail from unorganized points without any topological information. For this, we predict a virtual triangular face from unorganized points for each sampling ray from a parameteric domain surface. Direct displaced subdivision surface reconstruction from unorganized points has much importance since the output of this algorithm has several important properties: It has compact mesh representation since most vertices can be represented by only a scalar value. Underlying structure of it is piecewise regular so it ran be easily transformed into a multiresolution mesh. Smoothness after mesh deformation is automatically preserved. We avoid time-consuming global energy optimization by employing the input data dependant mesh smoothing, so we can get a good quality displaced subdivision surface quickly.

Computer Simulations of Hoffman Brain Phantom:Sensitivity Measurements and Optimization of Data Analysis of 〔Tc-99m〕ECD SPECT Before and After Acftazolamide Administraton (Acetazolamide 사용전후 〔Tc-99m〕 EDC SPECT 데이타 분석 방법의 최적화 및 민감도 측정)

  • Kim, Hee-Joung;Lee, Hee-Kyung
    • Progress in Medical Physics
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    • v.6 no.2
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    • pp.71-81
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    • 1995
  • Consecutive brain 〔Tc-99m〕ECD SPECT studies before and after acetazolamide (Diamox) administration have been performed with patients for the evaluation of cerebrovascular hemodynamic reserve. However, the quantitaitve potential of SPECT Diamox imaging is limited as a result of degrading fractors such as finite detector resolution, attenuation, scatter, poor counting statistics, and methods of data analysis. Making physical measurements in phantoms filled with known amounts of radioactivity can help characterize and potentially quantify the sensitivities. However, it is often very difficult to make a realistic phantom simulating patients in clinical situations. By computer simulation, we studied the sensitivities of ECD SPECT before and after Diamox administration. The sensitivity is defined as ($\Delta$N/N)/($\Delta$S/S)$\times$100%, where $\Delta$N denotes the differences in mean counts between post-and pre-Diamox in the measured data, N denotes the mean counts before Diamox in the measure data, $\Delta$S denotes the differences in mean counts between post-and pre-Diamox in the model, and S denotes the mean counts before Diamox in the model. In clinical Diamox studies, the percentage changes of radioactivity could be determined to measure changes in radioactivity concentration by Diamox after subtracting pre-from post-Diamox data. However, the optimal amount of subtraction for 100% sensitivity is not known since this requires a thorough sensitivity analysis by computer simulation. For consecutive brain SPECT imaging model before and after Diamox, when 30% increased radioactivity concentrations were assingned for Diamox effect in model, the sensitivities were measured as 51.03, 73.4, 94.00, 130.74% for 0, 100, 150, 200% subtraction, respectively. Sensitivity analysis indicated that the partial voluming effects due to finite detector resolution and statistical noise result in a significant underestimation of radioactivity measurements and the amount of underestimation depends on the. % increase of radioactivity concentration and % subtraction of pre-from post-Diamox data. The 150% subtraction appears to be optimal in clinical situations where we expect approximately 30% changes in radioactivity concentration. The computer simulation may be a powerful technique to study sensitivities of ECD SPECT before and after Diamox administration.

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Study on an Effective Decellularization Technique for Cardiac Valve, Arterial Wall and Pericardium Xenographs: Optimization of Decellularization (이종 심장 판막 및 대혈관 이식편과 심낭에서 효과적인 탈세포화 방법에 관한 연구: 탈세포화의 최적화)

  • Park, Chun-Soo;Kim, Yong-Jin;Sung, Si-Chan;Park, Ji-Eun;Choi, Sun-Young;Kim, Woong-Han;Kim, Kyung-Hwan
    • Journal of Chest Surgery
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    • v.41 no.5
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    • pp.550-562
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    • 2008
  • Background: We attempted to reproduce a previously reported method that is known to be effective for decellularization, and we sought to find the optimal condition for decellularization by introducing some modifications to this method. Material and Method: Porcine semilunar valves, arterial walls and pericardium were processed for decellularization with using a variety of combinations and concentrations of decellularizing agents under different conditions of temperature, osmolarity and incubation time. The degree of decellularization and the preservation of the extracellular matrix were evaluated by staining with hematoxylin and eosin and with alpha-Gal and DAPI in some of the decellularized tissues. Result: Decellularization was achieved in the specimens that were treated with sodium deoxycholate, sodium dodesyl sulfate, Triton X-100 and sodium dodesyl sulfate with Triton X-100 as single-step methods, and this was also achieved in the specimens that were treated with hypotonic solution ${\rightarrow}$ Triton X-100 ${\rightarrow}$ sodium dodesyl sulfate, sodium deoxycholate ${\rightarrow}$ hypotonic solution ${\rightarrow}$ sodium dodesyl sulfate, and hypotonic solution sodium dodesyl sulfate as multi-step methods. Conclusion: Considering the number and the amount of the chemicals that were used, the incubation time and the degree of damage to the extracellular matrix, a single-step method with sodium dodesyl sulfate and Triton X-100 and a multi-step method with hypotonic solution followed by sodium dodesyl sulfate were both relatively optimal methods for decellularization in this study.

Identification of the Environmentally Problematic Input/Environmental Emissions and Selection of the Optimum End-of-pipe Treatment Technologies of the Cement Manufacturing Process (시멘트 제조공정의 환경적 취약 투입물/환경오염물 파악 및 최적종말처리 공정 선정)

  • Lee, Joo-Young;Kim, Yoon-Ha;Lee, Kun-Mo
    • Journal of Korean Society of Environmental Engineers
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    • v.39 no.8
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    • pp.449-455
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    • 2017
  • Process input data including material and energy, process output data including product, co-product and its environmental emissions of the reference and target processes were collected and analyzed to evaluate the process performance. Environmentally problematic input/environmental emissions of the manufacturing processes were identified using these data. Significant process inputs contributing to each of the environmental emissions were identified using multiple regression analysis between the process inputs and environmental emissions. Optimum combination of the end-of-pipe technologies for treating the environmental emissions considering economic aspects was made using the linear programming technique. The cement manufacturing processes in Korea and the EU producing same type of cement were chosen for the case study. Environmentally problematic input/environmental emissions of the domestic cement manufacturing processes include coal, dust, and $SO_x$. Multiple regression analysis among the process inputs and environmental emissions revealed that $CO_2$ emission was influenced most by coal, followed by the input raw materials and gypsum. $SO_x$ emission was influenced by coal, and dust emission by gypsum followed by raw material. Optimization of the end-of-pipe technologies treating dust showed that a combination of 100% of the electro precipitator and 2.4% of the fiber filter gives the lowest cost. The $SO_x$ case showed that a combination of 100% of the dry addition process and 25.88% of the wet scrubber gives the lowest cost. Salient feature of this research is that it proposed a method for identifying environmentally problematic input/environmental emissions of the manufacturing processes, in particular, cement manufacturing process. Another feature is that it showed a method for selecting the optimum combination of the end-of-pipe treatment technologies.

Optimization of Enzyme Treatment Condition for Clarification of Pomegranate Extract (석류추출액의 청징화를 위한 효소처리조건 최적화)

  • Kim, Seong-Ho;Kim, In-Ho;Cha, Tae-Yang;Kang, Bok-Hee;Lee, Jin-Hyung;Kim, Jong-Myung;Song, Kyung-Sik;Song, Bang-Ho;Kim, Jong-Guk;Lee, Jin-Man
    • Applied Biological Chemistry
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    • v.48 no.3
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    • pp.240-245
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    • 2005
  • Response surface methodology was used to investigate clarification characteristics (turbidity, brown color, soluble solid, total sugar and reducing sugar) of enzyme in pomegranate extract. Enzyme was treated at 16 conditions including independent variables of temperature ($35{\sim}55^{\circ}C$), time ($30{\sim}70\;min$) and concentration ($0.02{\sim}0.10%$) based on central composition design. Turbidity was decreased with increase of enzyme concentration, and the minimum value of turbidity was 0.04 (OD) when 0.08% enzyme was treated at $37.99^{\circ}C$ for 60.90 min. Total sugar was affected by all treatment conditions and the maximum value was 8.37% when 0.03% enzyme was treated at $39.28^{\circ}C$ for 42.04 min. Reducing sugar and soluble solid were largely affected by enzyme concentration, and the maximum value of reducing sugar was 7.22% when 0.02% enzyme was treated at $42.96^{\circ}C$ for 46.21 min. The maximum value of soluble solid was 8.13% when 0.02% enzyme was treated at $46.91^{\circ}C$ for 42.13 min.

Analysis of Extraction Characteristics of Phytoestrogen Components from Punica granatum L. (석류 phytoestrogen 성분의 추출특성 분석)

  • Kim, Seong-Ho;Kim, In-Ho;Kang, Bok-Hee;Cha, Tae-Yang;Lee, Jin-Hyung;Kim, Jong-Myeong;Rim, Soon-Ok;Song, Kyung-Sik;Song, Bang-Ho;Kim, Jong-Guk;Lee, Jin-Man
    • Applied Biological Chemistry
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    • v.48 no.4
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    • pp.352-357
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    • 2005
  • The optimization of extraction conditions of phytoestrogen from pomegranate by hot water was conducted by analyzing the extraction characteristics. The purpose of this study was effective utilization of bioactive components of pomegranate, and the analyzing was performed with response surface methodology (RSM). This study established 10 sections based on the central composite design with the independent variables of extraction temperature (60, 70, 80, 90, $100^{\circ}C$) and extraction time (1, 2, 3, 4, 5 hr) to predict the optimal conditions for extraction of the effective components. The dependent variables were measured for extracted materials, those were, the major components such as chlorogenic acid, kaempferol, $17-{\alpha}-estradiol\;and\;17-{\beta}-estradiol$ content, and regression analysis was performed by SAS program, and optimal conditions for each characteristics were predicted, and the characteristics of extraction were analyzed by response surface methodology. It was found that chlorogenic acid, kaempferol, and $17-{\alpha}-estradiol$ content were greatly affected by extraction temperature. However, $17-{\beta}-estradiol$ content was affected significantly by extraction time. Regression formulas for each variable were elicited from this study, and the chlorogenic acid, kaempferol, $17-{\alpha}-estradiol\;and\;17-{\beta}-estradiol$ content depending on response surface methodology factor were superimposed. It was shown that optimal temperature and extraction time were $98{\sim}100^{\circ}C\;and\;3{\sim}5$ hrs, respectively.

Dosimetric Comparison of Three Dimensional Conformal Radiation Radiotherapy and Helical Tomotherapy Partial Breast Cancer (유방암 환자의 3D-CRT, TOMO 방법에 따른 선량 분포 평가)

  • Kim, Dae-Woong;Kim, Jong-Won;Choi, Yun-Kyeong;Kim, Jung-Soo;Hwang, Jae-Woong;Jeong, Kyeong-Sik;Choi, Gye-Suk
    • The Journal of Korean Society for Radiation Therapy
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    • v.20 no.1
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    • pp.11-15
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    • 2008
  • Purpose: The goal of radiation treatment is to deliver a prescribed radiation dose to the target volume accurately while minimizing dose to normal tissues. In this paper, we comparing the dose distribution between three dimensional conformal radiation radiotherapy (3D-CRT) and helical tomotherapy (TOMO) plan for partial breast cancer. Materials and Methods: Twenty patients were included in the study, and plans for two techniques were developed for each patient (left breast:10 patients, right breast:10 patients). For each patient 3D-CRT planning was using pinnacle planning system, inverse plan was made using Tomotherapy Hi-Art system and using the same targets and optimization goals. We comparing the Homogeneity index (HI), Conformity index (CI) and sparing of the organs at risk for dose-volume histogram. Results: Whereas the HI, CI of TOMO was significantly better than the other, 3D-CRT was observed to have significantly poorer HI, CI. The percentage ipsilateral non-PTV breast volume that was delivered 50% of the prescribed dose was 3D-CRT (mean: 40.4%), TOMO (mean: 18.3%). The average ipsilateral lung volume percentage receiving 20% of the PD was 3D-CRT (mean: 4.8%), TOMO (mean: 14.2), concerning the average heart volume receiving 20% and 10% of the PD during treatment of left breast cancer 3D-CRT (mean: 1.6%, 3.0%), TOMO (mean: 9.7%, 26.3%) Conclusion: In summary, 3D-CRT and TOMO techniques were found to have acceptable PTV coverage in our study. However, in TOMO, high conformity to the PTV and effective breast tissue sparing was achieved at the expense of considerable dose exposure to the lung and heart.

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Microbial Population of Foodborne Pathogens during Fermentation of Mulberry Wort (오디 발효액의 발효기간 동안 식중독 세균수의 변화)

  • Han, Sanghyun;Ryu, Song Hee;Park, Woonra;Lim, Euna;Kim, Se-Ri;Kim, Won-Il;Yun, Bohyun;Kim, Hyun-Ju;Ryu, Jae-Gee
    • Journal of Food Hygiene and Safety
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    • v.31 no.6
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    • pp.458-464
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    • 2016
  • Mulberry is considered a healthy food for antioxidants and many other beneficial nutrients. However, food safety concerns exist as this commodity scarcely passes through a sanitizing step due to the fragile nature of mulberry fruits. Fermented mulberry wort is one traditional way to utilize and preserve mulberries by mixing with sugars although hygienic practices are not often implemented. The purpose of this study was to investigate the fate of foodborne pathogens in fermented mulberry wort. Microbial population of inoculated E. coli in mulberry wort showed a decreasing pattern as the fermentation progressed. A quicker decrease was observed in the mulberry wort mixed with sugar at 1 to 0.8 ratio (w/w, mulberry: sugar) compared to 1 to 1 ratio, which could be due to the amount of acids generated during the fermentation process. When fully-fermented mulberry wort was contaminated with foodborne pathogens, they all decreased in population although their deceasing patterns varied depending on the species of tested bacteria. Steep deceases in population of inoculated foodborne pathogens were observed when the fermented wort was stored at $30^{\circ}C$ in comparisons to the other storage temperature, 5 and $20^{\circ}C$, regardless of bacterial species. This study necessitates the optimization of a sanitizing process during fermentation and storage of mulberry wort.