• Title/Summary/Keyword: Robust 모형

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Response Modeling for the Marketing Promotion with Weighted Case Based Reasoning Under Imbalanced Data Distribution (불균형 데이터 환경에서 변수가중치를 적용한 사례기반추론 기반의 고객반응 예측)

  • Kim, Eunmi;Hong, Taeho
    • Journal of Intelligence and Information Systems
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    • v.21 no.1
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    • pp.29-45
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    • 2015
  • Response modeling is a well-known research issue for those who have tried to get more superior performance in the capability of predicting the customers' response for the marketing promotion. The response model for customers would reduce the marketing cost by identifying prospective customers from very large customer database and predicting the purchasing intention of the selected customers while the promotion which is derived from an undifferentiated marketing strategy results in unnecessary cost. In addition, the big data environment has accelerated developing the response model with data mining techniques such as CBR, neural networks and support vector machines. And CBR is one of the most major tools in business because it is known as simple and robust to apply to the response model. However, CBR is an attractive data mining technique for data mining applications in business even though it hasn't shown high performance compared to other machine learning techniques. Thus many studies have tried to improve CBR and utilized in business data mining with the enhanced algorithms or the support of other techniques such as genetic algorithm, decision tree and AHP (Analytic Process Hierarchy). Ahn and Kim(2008) utilized logit, neural networks, CBR to predict that which customers would purchase the items promoted by marketing department and tried to optimized the number of k for k-nearest neighbor with genetic algorithm for the purpose of improving the performance of the integrated model. Hong and Park(2009) noted that the integrated approach with CBR for logit, neural networks, and Support Vector Machine (SVM) showed more improved prediction ability for response of customers to marketing promotion than each data mining models such as logit, neural networks, and SVM. This paper presented an approach to predict customers' response of marketing promotion with Case Based Reasoning. The proposed model was developed by applying different weights to each feature. We deployed logit model with a database including the promotion and the purchasing data of bath soap. After that, the coefficients were used to give different weights of CBR. We analyzed the performance of proposed weighted CBR based model compared to neural networks and pure CBR based model empirically and found that the proposed weighted CBR based model showed more superior performance than pure CBR model. Imbalanced data is a common problem to build data mining model to classify a class with real data such as bankruptcy prediction, intrusion detection, fraud detection, churn management, and response modeling. Imbalanced data means that the number of instance in one class is remarkably small or large compared to the number of instance in other classes. The classification model such as response modeling has a lot of trouble to recognize the pattern from data through learning because the model tends to ignore a small number of classes while classifying a large number of classes correctly. To resolve the problem caused from imbalanced data distribution, sampling method is one of the most representative approach. The sampling method could be categorized to under sampling and over sampling. However, CBR is not sensitive to data distribution because it doesn't learn from data unlike machine learning algorithm. In this study, we investigated the robustness of our proposed model while changing the ratio of response customers and nonresponse customers to the promotion program because the response customers for the suggested promotion is always a small part of nonresponse customers in the real world. We simulated the proposed model 100 times to validate the robustness with different ratio of response customers to response customers under the imbalanced data distribution. Finally, we found that our proposed CBR based model showed superior performance than compared models under the imbalanced data sets. Our study is expected to improve the performance of response model for the promotion program with CBR under imbalanced data distribution in the real world.

Robust Location Tracking Using a Double Layered Particle Filter (이중 구조의 파티클 필터를 이용한 강인한 위치추적)

  • Yun, Keun-Ho;Kim, Dai-Jin;Bang, Sung-Yang
    • Journal of KIISE:Software and Applications
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    • v.33 no.12
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    • pp.1022-1030
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    • 2006
  • The location awareness is an important part of many ubiquitous computing systems, but a perfect location system does not exist yet in spite of many researches. Among various location tracking systems, we choose the RFID system due to its wide applications. However, the sensed RSSI signal is too sensitive to the direction of a RFID reader antenna, the orientation of a RFID tag, the human interference, and the propagation media situation. So, the existing location tracking method in spite of using the particle filter is not working well. To overcome this shortcoming, we suggest a robust location tracking method with a double layered structure, where the first layer coarsely estimates a tag's location in the block level using a regression technique or the SVM classifier and the second layer precisely computes the tag's location, velocity and direction using the particle filter technique. Its layered structure improves the location tracking performance by restricting the moving degree of hidden variables. Many extensive experiments show that the proposed location tracking method is so precise and robust to be a good choice for implementing the location estimation of a person or an object in the ubiquitous computing. We also validate the usefulness of the proposed location tracking method by implementing it for a real-time people monitoring system in a noisy and complicate workplace.

Handling Method for Flux and Source Terms using Unsplit Scheme (Unsplit 기법을 적용한 흐름율과 생성항의 처리기법)

  • Kim, Byung-Hyun;Han, Kun-Yeon;Kim, Ji-Sung
    • Journal of Korea Water Resources Association
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    • v.42 no.12
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    • pp.1079-1089
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    • 2009
  • The objective of this study is to develop the accurate, robust and high resolution two-dimensional numerical model that solves the computationally difficult hydraulic problems, including the wave front propagation over dry bed and abrupt change in bathymetry. The developed model in this study solves the conservative form of the two-dimensional shallow water equations using an unsplit finite volume scheme and HLLC approximate Riemann solvers to compute the interface fluxes. Bed-slope term is discretized by the divergence theorem in the framework of FVM for application of unsplit scheme. Accurate and stable SGM, in conjunction with the MUSCL which is second-order-accurate both in space and time, is adopted to balance with fluxes and source terms. The exact C-property is shown to be satisfied for balancing the fluxes and the source terms. Since the spurious oscillations in second-order schemes are inherent, an efficient slope limiting technique is used to supply TVD property. The accuracy, conservation property and application of developed model are verified by comparing numerical solution with analytical solution and experimental data through the simulations of one-dimensional dam break flow without bed slope, steady transcritical flow over a hump and two-dimensional dam break flow with a constriction.

Using Ridge Regression to Improve the Accuracy and Interpretation of the Hedonic Pricing Model : Focusing on apartments in Guro-gu, Seoul (능형회귀분석을 활용한 부동산 헤도닉 가격모형의 정확성 및 해석력 향상에 관한 연구 - 서울시 구로구 아파트를 대상으로 -)

  • Koo, Bonsang;Shin, Byungjin
    • Korean Journal of Construction Engineering and Management
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    • v.16 no.5
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    • pp.77-85
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    • 2015
  • The Hedonic Pricing model is the predominant approach used today to model the effect of relevant factors on real estate prices. These factors include intrinsic elements of a property such as floor areas, number of rooms, and parking spaces. Also, The model also accounts for the impact of amenities or undesirable facilities of a property's value. In the latter case, euclidean distances are typically used as the parameter to represent the proximity and its impact on prices. However, in situations where multiple facilities exist, multi-colinearity may exist between these parameters, which can result in multi-regression models with erroneous coefficients. This research uses Variance Inflation Factors(VIF) and Ridge Regression to identify these errors and thus create more accurate and stable models. The techniques were applied to apartments in Guro-gu of Seoul, whose prices are impacted by subway stations as well as a public prison, a railway terminal and a digital complex. The VIF identified colinearity between variables representing the terminal and the digital complex as well as the latitudinal coordinates. The ridge regression showed the need to remove two of these variables. The case study demonstrated that the application of these techniques were critical in developing accurate and robust Hedonic Pricing models.

Implementation on the evolutionary machine learning approaches for streamflow forecasting: case study in the Seybous River, Algeria (유출예측을 위한 진화적 기계학습 접근법의 구현: 알제리 세이보스 하천의 사례연구)

  • Zakhrouf, Mousaab;Bouchelkia, Hamid;Stamboul, Madani;Kim, Sungwon;Singh, Vijay P.
    • Journal of Korea Water Resources Association
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    • v.53 no.6
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    • pp.395-408
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    • 2020
  • This paper aims to develop and apply three different machine learning approaches (i.e., artificial neural networks (ANN), adaptive neuro-fuzzy inference systems (ANFIS), and wavelet-based neural networks (WNN)) combined with an evolutionary optimization algorithm and the k-fold cross validation for multi-step (days) streamflow forecasting at the catchment located in Algeria, North Africa. The ANN and ANFIS models yielded similar performances, based on four different statistical indices (i.e., root mean squared error (RMSE), Nash-Sutcliffe efficiency (NSE), correlation coefficient (R), and peak flow criteria (PFC)) for training and testing phases. The values of RMSE and PFC for the WNN model (e.g., RMSE = 8.590 ㎥/sec, PFC = 0.252 for (t+1) day, testing phase) were lower than those of ANN (e.g., RMSE = 19.120 ㎥/sec, PFC = 0.446 for (t+1) day, testing phase) and ANFIS (e.g., RMSE = 18.520 ㎥/sec, PFC = 0.444 for (t+1) day, testing phase) models, while the values of NSE and R for WNN model were higher than those of ANNs and ANFIS models. Therefore, the new approach can be a robust tool for multi-step (days) streamflow forecasting in the Seybous River, Algeria.

Preliminary test estimation method accounting for error variance structure in nonlinear regression models (비선형 회귀모형에서 오차의 분산에 따른 예비검정 추정방법)

  • Yu, Hyewon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.29 no.4
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    • pp.595-611
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    • 2016
  • We use nonlinear regression models (such as the Hill Model) when we analyze data in toxicology and/or pharmacology. In nonlinear regression models an estimator of parameters and estimation of measurement about uncertainty of the estimator are influenced by the variance structure of the error. Thus, estimation methods should be different depending on whether the data are homoscedastic or heteroscedastic. However, we do not know the variance structure of the error until we actually analyze the data. Therefore, developing estimation methods robust to the variance structure of the error is an important problem. In this paper we propose a method to estimate parameters in nonlinear regression models based on a preliminary test. We define an estimator which uses either the ordinary least square estimation method or the iterative weighted least square estimation method according to the results of a simple preliminary test for the equality of the error variance. The performance of the proposed estimator is compared to those of existing estimators by simulation studies. We also compare estimation methods using real data obtained from the National Toxicology program of the United States.

Predicting Future ESG Performance using Past Corporate Financial Information: Application of Deep Neural Networks (심층신경망을 활용한 데이터 기반 ESG 성과 예측에 관한 연구: 기업 재무 정보를 중심으로)

  • Min-Seung Kim;Seung-Hwan Moon;Sungwon Choi
    • Journal of Intelligence and Information Systems
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    • v.29 no.2
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    • pp.85-100
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    • 2023
  • Corporate ESG performance (environmental, social, and corporate governance) reflecting a company's strategic sustainability has emerged as one of the main factors in today's investment decisions. The traditional ESG performance rating process is largely performed in a qualitative and subjective manner based on the institution-specific criteria, entailing limitations in reliability, predictability, and timeliness when making investment decisions. This study attempted to predict the corporate ESG rating through automated machine learning based on quantitative and disclosed corporate financial information. Using 12 types (21,360 cases) of market-disclosed financial information and 1,780 ESG measures available through the Korea Institute of Corporate Governance and Sustainability during 2019 to 2021, we suggested a deep neural network prediction model. Our model yielded about 86% of accurate classification performance in predicting ESG rating, showing better performance than other comparative models. This study contributed the literature in a way that the model achieved relatively accurate ESG rating predictions through an automated process using quantitative and publicly available corporate financial information. In terms of practical implications, the general investors can benefit from the prediction accuracy and time efficiency of our proposed model with nominal cost. In addition, this study can be expanded by accumulating more Korean and international data and by developing a more robust and complex model in the future.

On the Hydraulic Characteristics of Efficient Long Wave Energy Absorber-Eco-breaker 2 (장파 제어체 Eco-breaker 2의 수리특성)

  • Cho, Yong Jun;Kim, Ho Min
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.28 no.5B
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    • pp.547-558
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    • 2008
  • With the advent of super cargo ship due to the explosive increase in the amount of cargo shipped via seas, some mega ports are under construction in South Korea, to accommodate the super cargo ship, and some of them already enter their final phase. To sustain the harbor tranquility, mega ports usually comprise huge vertical type breakwaters which are intrinsically vulnerable to the attack of long waves. In this rationale, we present the chamber type breakwater with a circular curtain wall - Eco-breaker 2, to alleviate the reflection of long waves and numerically investigate the hydraulic characteristics of Eco-breaker 2. As a wave driver, we use the Navier-Stokes eq., the most robust wave driver, using SPH (Smoothed Particle Hydrodynamics) and LES (Large Eddy Simulation). For the verification of numerical results, we also carried out hydraulic model test. It is shown that Eco-breaker 2 can effectively alleviate the reflection of long waves with its inherited large organized eddies encompassing the water chamber and some region off the curtain wall of varying size. It is also shown that the scope and strength of large organized eddies strongly depends on the incident wave period, and the reflection coefficient can be lowered to 0.18 by tuning the size of water chamber such that resident time at the chamber is just short of the half period of incident waves. Based on these results, we present the specification of Eco-breaker 2 to boost its use on the development of water environment friendly harbor worldwide.

A simple approach to simulate the size distribution of suspended sediment (부유사 입경분포 모의를 위한 간편법)

  • Kwon, Minhyuck;Byun, Jisun;Son, Minwoo
    • Journal of Korea Water Resources Association
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    • v.57 no.5
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    • pp.347-357
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    • 2024
  • Numerous prior studies have delineated the size distribution of noncohesive sediment in suspension, focusing on mean size and standard deviation. However, suspensions comprise a heterogeneous mixture of sediment particles of varying sizes. The transport dynamics of suspended sediment in turbulent flow are intimately tied to settling velocities calculated based on size and density. Consequently, understanding the grain size distribution becomes paramount in comprehending sediment transport phenomena for noncohesive sediment. This study aims to introduce a straightforward modeling approach for simulating the grain size distribution of suspended sediment amidst turbulence. Leveraging insights into the contrast between cohesive and noncohesive sediment, we have meticulously revised a stochastic flocculation model originally designed for cohesive sediment to aptly simulate the grain size distribution of noncohesive sediment in suspension. The efficacy of our approach is corroborated through a meticulous comparison between experimental data and the grain size distribution simulated by our newly proposed model. Through numerical simulations, we unveil that the modulation of grain size distribution of suspended sediment is contingent upon the sediment transport capacity of the carrier fluid. Hence, we deduce that our simplified approach to simulating the grain size distribution of suspended sediment, integrated with a sediment transport model, serves as a robust framework for elucidating the pivotal bulk properties of sediment transport.

Applying Rescorla-Wagner Model to Multi-Agent Web Service and Performance Evaluation for Need Awaring Reminder Service (Rescorla-Wagner 모형을 활용한 다중 에이전트 웹서비스 기반 욕구인지 상기 서비스 구축 및 성능분석)

  • Kwon, Oh-Byung;Choi, Keon-Ho;Choi, Sung-Chul
    • Journal of Intelligence and Information Systems
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    • v.11 no.3
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    • pp.1-23
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    • 2005
  • Personalized reminder systems have to identify the user's current needs dynamically and proactively based on the user's current context. However, need identification methodologies and their feasible architectures for personalized reminder systems have been so far rare. Hence, this paper aims to propose a proactive need awaring mechanism by applying agent, semantic web technologies and RFID-based context subsystem for a personalized reminder system which is one of the supporting systems for a robust ubiquitous service support environment. RescorlaWagner model is adopted as an underlying need awaring theory. We have created a prototype system called NAMA(Need Aware Multi-Agent)-RFID, to demonstrate the feasibility of the methodology and of the mobile settings framework that we propose in this paper. NAMA considers the context, user profile with preferences, and information about currently available services, to discover the user's current needs and then link the user to a set of services, which are implemented as web services. Moreover, to test if the proposed system works in terms of scalability, a simulation was performed and the results are described.

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