• 아태비즈니스연구
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• 제13권2호
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• pp.107-122
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• 2022

Purpose - This study aims to develop machine learning models to predict administrative issue designation in KOSDAQ Market using financial data. Design/methodology/approach - Employing four classification techniques including logistic regression, support vector machine, random forest, and gradient boosting to a matched sample of five hundred and thirty-six firms over an eight-year period, the authors develop prediction models and explore the practicality of the models. Findings - The resulting four binary selection models reveal overall satisfactory classification performance in terms of various measures including AUC (area under the receiver operating characteristic curve), accuracy, F1-score, and top quartile lift, while the ensemble models (random forest and gradienct boosting) outperform the others in terms of most measures. Research implications or Originality - Although the assessment of administrative issue potential of firms is critical information to investors and financial institutions, detailed empirical investigation has lagged behind. The current research fills this gap in the literature by proposing parsimonious prediction models based on a few financial variables and validating the applicability of the models.

• 한국경영과학회지
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• 제23권1호
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• pp.67-95
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• 1998

This research addresses flow time prediction in the dynamic unbalanced job shop scheduling environment. The specific purpose of the research is to develop the job flow time prediction model in the dynamic unbalance djob shop. Such factors as job characteristics, job shop status, characteristics of the shop workload, shop dispatching rules, shop structure, etc, are considered in the prediction model. The regression prediction approach is analyzed within a dynamic, make-to-order job shop simulation model. Mean Absolute Lateness (MAL) and Mean Relative Error (MRE) are used to compare and evaluate alternative regression models devloped in this research.

• Asian-Australasian Journal of Animal Sciences
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• 제21권5호
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• pp.677-684
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• 2008

Accurate estimation of dry matter intake (DMI) is a prerequisite to meet animal performance targets without penalizing animal health and the environment. The objective of the current study was to evaluate some of the existing models in order to predict DMI when lactating dairy cows were offered a total mixed ration containing a high level of concentrates and locally produced agricultural by-products. Six popular models were chosen for DMI prediction (Brown et al., 1977; Rayburn and Fox, 1993; Agriculture Forestry and Fisheries Research Council Secretariat, 1999; National Research Council (NRC), 2001; Cornell Net Carbohydrate and Protein System (CNCPS), Fox et al., 2003; Fuentes-Pila et al., 2003). Databases for DMI comparison were constructed from two different sources: i) 12 commercial farm investigations and ii) a controlled dairy cow experiment. The model evaluation was performed using two different methods: i) linear regression analysis and ii) mean square error prediction analysis. In the commercial farm investigation, DMI predicted by Fuentes-Pila et al. (2003) was the most accurate when compared with the actual mean DMI, whilst the CNCPS prediction showed larger mean bias (difference between mean predicted and mean observed values). Similar results were observed in the controlled dairy cow experiment where the mean bias by Fuentes-Pila et al. (2003) was the smallest of all six chosen models. The more accurate prediction by Fuentes-Pila et al. (2003) could be attributed to the inclusion of dietary factors, particularly fiber as these factors were not considered in some models (i.e. NRC, 2001; CNCPS (Fox et al., 2003)). Linear regression analysis had little meaningful biological significance when evaluating models for prediction of DMI in this study. Further research is required to improve the accuracy of the models, and may recommend more mechanistic approaches to investigate feedstuffs (common to the Asian region), animal genotype, environmental conditions and their interaction, as the majority of the models employed are based on empirical approaches.

• 상하수도학회지
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• 제21권5호
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• pp.601-607
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• 2007

In order to maintain constant residual chlorine in sedimentation basin, It is necessary to develop real time prediction model of residual chlorine considering water treatment plant data such as water qualities, weather, and plant operation conditions. Based on the operation data acquired from K water treatment plant, prediction models of residual chlorine in sediment basin were accomplished. The input parameters applied in the models were water temperature, turbidity, pH, conductivity, flow rate, alkalinity and pre-chlorination dosage. The multiple regression models were established with linear and non-linear model with 5,448 data set. The corelation coefficient (R) for the linear and non-linear model were 0.39 and 0.374, respectively. It shows low correlation coefficient, that is, these multiple regression models can not represent the residual chlorine with the input parameters which varies independently with time changes related to weather condition. Artificial neural network models are applied with three different conditions. Input parameters are consisted of water quality data observed in water treatment process based on the structure of auto-regressive model type, considering a time lag. The artificial neural network models have better ability to predict residual chlorine at sediment basin than conventional linear and nonlinear multi-regression models. The determination coefficients of each model in verification process were shown as 0.742, 0.754, and 0.869, respectively. Consequently, comparing the results of each model, neural network can simulate the residual chlorine in sedimentation basin better than mathematical regression models in terms of prediction performance. This results are expected to contribute into automation control of water treatment processes.

• 품질경영학회지
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• 제42권2호
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• pp.221-234
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• 2014

Purpose: The Purpose of this study is to develop a model for predicting agent churn group in the cosmetics industry. We develope two models, pattern model and matrix model, which are compared regarding the prediction accuracy of churn agents. Finally, we try to conclude if there is statistically significant difference between two models by empirical study. Methods: We develop two models using the part of RFM(Recency, Frequency, Monetary) method which is one of customer segmentation method in traditional CRM study. In order to ensure which model can predict churn agents more precisely between two models, we used CRM data of cosmetics company A in China. Results: Pattern model and matrix model have been developed. we find out that there is statistically significant differences between two models regarding the prediction accuracy. Conclusion: Pattern model and matrix model predict churn agents. Although pattern model employed the trend of monetary mount for six months, matrix model that used the amount of sales per month and the duration of the employment is better than pattern model in prediction accuracy.

• 한국의류학회지
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• 제38권3호
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• pp.347-354
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• 2014

The color appearance of a yarn-dyed woven fabric depends on the color of the yarn as well as on the weave structure. Predicting the final color appearance or formulating the recipe is a difficult task, considering the interference of colored yarns and structure variations. In a modern fabric design process, the intended color appearance is attained through a digital color methodology based on numerous color data and color mixing recipes (i.e., color prediction models, accumulated in CAD systems). For successful color reproduction, accurate color prediction models should be devised and equipped for the systems. In this study, the final colors of yarn-dyed woven fabrics were predicted using six geometric-color mixing models (i.e., simple K/S model, log K/S model, D-G model, S-N model, modified S-N model, and W-O model). The color differences between the measured and the predicted colors were calculated to evaluate the accuracy of various color models used for different weave structures. The log K/S model, D-G model, and W-O model were found to be more accurate in color prediction of the woven fabrics used. Among these three models, the W-O model was found to be the best one as it gave the least color difference between the measured and the predicted colors.

• KEPCO Journal on Electric Power and Energy
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• 제5권3호
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• pp.201-207
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• 2019

An anchorage system is essential for most reinforced concrete structures to connect building components. Therefore, the prediction of strength of the anchor is very important issue for safety of the structures themselves as well as structural components. The prediction models in existing design codes are, however, not applicable for large anchors because they are based on the small size anchors with diameters under 50 mm. In this paper, new prediction models for strength of a single anchor, especially the tensile strength of a single anchor, is developed from the experimental results with consideration of size effect. Size effect in the existing models such as ACI or CCD method is based on the linear fracture mechanics which is very conservative way to consider the size effect. Therefore, new models are developed based on the nonlinear fracture mechanics rather than the linear fracture mechanics for more reasonable prediction. New models are proposed by the regression analysis of the experimental results and it can predict the tensile strength of both small and large anchors.

• Korean Journal of Radiology
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• 제22권10호
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• pp.1697-1707
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• 2021

The recent introduction of various high-dimensional modeling methods, such as radiomics and deep learning, has created a much greater diversity in modeling approaches for survival prediction (or, more generally, time-to-event prediction). The newness of the recent modeling approaches and unfamiliarity with the model outputs may confuse some researchers and practitioners about the evaluation of the performance of such models. Methodological literacy to critically appraise the performance evaluation of the models and, ideally, the ability to conduct such an evaluation would be needed for those who want to develop models or apply them in practice. This article intends to provide intuitive, conceptual, and practical explanations of the statistical methods for evaluating the performance of survival prediction models with minimal usage of mathematical descriptions. It covers from conventional to deep learning methods, and emphasis has been placed on recent modeling approaches. This review article includes straightforward explanations of C indices (Harrell's C index, etc.), time-dependent receiver operating characteristic curve analysis, calibration plot, other methods for evaluating the calibration performance, and Brier score.

• 제어로봇시스템학회:학술대회논문집
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• 제어로봇시스템학회 2001년도 ICCAS
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• pp.146.4-146
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• 2001

Various methods have been proposed for the time series prediction. Most of the conventional methods only optimize parameters of mathematical models, but to construct an appropriate functional form of the model is more difficult in the first place. We employ the Genetic Programming (GP) to construct the functional form of prediction models. Our method is distinguished because the model parameters are optimized by using Back-Propagation (BP)-like method and the prediction model includes discontinuous functions, such as if and max, as node functions for describing complicated phenomena. The above-mentioned functions are non-differentiable, but the BP method requires derivative. To solve this problem, we develop ...

• Journal of the Korean Data and Information Science Society
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• 제19권4호
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• pp.1007-1018
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• 2008

The purpose of this case study is to demonstrate database-marketing management. First, we explore original variables for insurance customer's data, modify them if necessary, and go through variable selection process before analysis. Then, we develop churn prediction models using logistic regression, neural network and SVM analysis. We also compare these three data mining models in terms of misclassification rate.