• Journal of Intelligence and Information Systems
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• v.17 no.4
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• pp.241-254
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• 2011

Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

• Journal of Marine Life Science
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• v.1 no.1
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• pp.25-30
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• 2016

We investigated the possibility of a bio-monitoring system for detecting hypoxic water in coastal area using shell valve movements of Pacific oyster (Crassostrea gigas), which showed most aquaculture production in Korea, with Hall element sensor. In filtrating water to confirm shell valve movement (SVM) under normal condition, it showed spikes which mean a relatively fast closing condition after opened condition of average 5~12 mm, and then the SVM showed back to opening condition slower than closing speed SVM numbers during light period were similar to that of dark period (p<0.05). When dissolved oxygen (DO) concentration was reduced from 7 mg l^-1 to 3 mg l^-1, SVM numbers were increasing with decreasing of DO, and showed abnormality SVMs as compare with normal condition. Moreover, in the condition of 2 mg l^-1, Distance between light and left shell showed gradually decreased, and then we could not detected SVMs due to closed condition. Thus, if we quickly detect abnormal environmental variations as hypoxia water using bio-monitoring of SVM, it may be contribute to increased productivity by dramatically reducing damages in aquaculture.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.6 no.10
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• pp.2632-2649
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• 2012

Most approaches to human action recognition is limited due to the use of simple action datasets under controlled environments or focus on excessively localized features without sufficiently exploring the spatio-temporal information. This paper proposed a framework for recognizing realistic human actions. Specifically, a new action representation is proposed based on computing a rich set of descriptors from keypoint trajectories. To obtain efficient and compact representations for actions, we develop a feature fusion method to combine spatial-temporal local motion descriptors by the movement of the camera which is detected by the distribution of spatio-temporal interest points in the clips. A new topic model called Markov Semantic Model is proposed for semantic feature selection which relies on the different kinds of dependencies between words produced by "syntactic " and "semantic" constraints. The informative features are selected collaboratively based on the different types of dependencies between words produced by short range and long range constraints. Building on the nonlinear SVMs, we validate this proposed hierarchical framework on several realistic action datasets.

• IEIE Transactions on Smart Processing and Computing
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• v.2 no.5
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• pp.277-281
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• 2013

Modern speaker verification systems based on support vector machines (SVMs) use Gaussian mixture model (GMM) supervectors as their input feature vectors, and the maximum a posteriori (MAP) adaptation is a conventional method for generating speaker-dependent GMMs by adapting a universal background model (UBM). MAP adaptation requires the appropriate amount of input utterance due to the number of model parameters to be estimated. On the other hand, with limited utterances, unreliable MAP adaptation can be performed, which causes adaptation noise even though the Bayesian priors used in the MAP adaptation smooth the movements between the UBM and speaker dependent GMMs. This paper proposes a sparse MAP adaptation method, which is known to perform well in the automatic speech recognition area. By introducing sparse MAP adaptation to the GMM-SVM-based speaker verification system, the adaptation noise can be mitigated effectively. The proposed method utilizes the L0 norm as a regularizer to induce sparsity. The experimental results on the TIMIT database showed that the sparse MAP-based GMM-SVM speaker verification system yields a 42.6% relative reduction in the equal error rate with few additional computations.

• 한국경영정보학회:학술대회논문집
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• 2007.06a
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• pp.608-613
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• 2007

Prediction of corporate bankruptcies has long been an important topic and has been studied extensively in the finance and management literature because it is an essential basis for the risk management of financial institutions. Recently, support vector machines (SVMs) are becoming popular as a tool for bankruptcy prediction because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. In addition, they don't require huge training samples and have little possibility of overfitting. However. in order to Use SVM, a user should determine several factors such as the parameters ofa kernel function, appropriate feature subset, and proper instance subset by heuristics, which hinders accurate prediction results when using SVM In this study, we propose a novel hybrid SVM classifier with simultaneous optimization of feature subsets, instance subsets, and kernel parameters. This study introduces genetic algorithms (GAs) to optimize the feature selection, instance selection, and kernel parameters simultaneously. Our study applies the proposed model to the real-world case for bankruptcy prediction. Experimental results show that the prediction accuracy of conventional SVM may be improved significantly by using our model.

• Asia pacific journal of information systems
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• v.20 no.2
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• pp.23-37
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• 2010

Conventional Support Vector Machines (SVMs) have been utilized as classifiers for binary classification problems. However, certain real world problems, including corporate bond rating, cannot be addressed by binary classifiers because these are multi-class problems. For this reason, numerous studies have attempted to transform the original SVM into a multiclass classifier. These studies, however, have only considered nominal classification problems. Thus, these approaches have been limited by the existence of multiclass classification problems where classes are not nominal but ordinal in real world, such as corporate bond rating and multiclass customer classification. In this study, we adopt a novel multiclass SVM which can address ordinal classification problems using ordinal pairwise partitioning (OPP). The proposed model in our study may use fewer classifiers, but it classifies more accurately because it considers the characteristics of the order of the classes. Although it can be applied to all kinds of ordinal multiclass classification problems, most prior studies have applied it to finance area like bond rating. Thus, this study applies it to a real world customer level classification case for implementing customer relationship management. The result shows that the ordinal multiclass SVM model may also be effective for customer level classification.

• Journal of Biomedical Engineering Research
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• v.31 no.1
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• pp.40-49
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• 2010

A rule weight -based fuzzy classification model is proposed to analyze the patterns of admission-discharge of patients as a previous research for differential diagnosis of dyspnea. The proposed model is automatically generated from a labeled data set, supervised learning strategy, using three procedure methodology: i) select fuzzy partition regions from spatial distribution of data; ii) generate fuzzy membership functions from the selected partition regions; and iii) extract a set of candidate rules and resolve a conflict problem among the candidate rules. The effectiveness of the proposed fuzzy classification model was demonstrated by comparing the experimental results for the dyspnea patients' data set with 11 features selected from 55 features by clinicians with those obtained using the conventional classification methods, such as standard fuzzy classifier without rule weights, C4.5, QDA, kNN, and SVMs.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 2006.06a
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• pp.167-175
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• 2006

Building accurate corporate bankruptcy prediction models has been one of the most important research issues in finance. Recently, support vector machines (SVMs) are popularly applied to bankruptcy prediction because of its many strong points. However, in order to use SVM, a modeler should determine several factors by heuristics, which hinders from obtaining accurate prediction results by using SVM. As a result, some researchers have tried to optimize these factors, especially the feature subset and kernel parameters of SVM But, there have been no studies that have attempted to determine appropriate instance subset of SVM, although it may improve the performance by eliminating distorted cases. Thus in the study, we propose the simultaneous optimization of the instance selection as well as the parameters of a kernel function of SVM by using genetic algorithms (GAs). Experimental results show that our model outperforms not only conventional SVM, but also prior approaches for optimizing SVM.

• Communications for Statistical Applications and Methods
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• v.18 no.6
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• pp.871-886
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• 2011

This paper proposes a powerful SVM-ASM filter, the adaptive switching median(ASM) filter based on support vector machines(SVMs), to effectively reduce impulse noise in corrupted images while preserving image details and features. The proposed SVM-ASM filter is composed of two stages: SVM impulse detection and ASM filtering. SVM impulse detection determines whether the pixels are corrupted by noise or not according to an optimal discrimination function. ASM filtering implements the image filtering with a variable window size to effectively remove the noisy pixels determined by the SVM impulse detection. Experimental results show that the SVM-ASM filter performs significantly better than many other existing filters for denoising impulse noise even in highly corrupted images with regard to noise suppression and detail preservation. The SVM-ASM filter is also extremely robust with respect to various test images and various percentages of image noise.

• The Korean Journal of Applied Statistics
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• v.26 no.1
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• pp.131-139
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• 2013

Support vector machines(SVM) may perform poorly in the presence of noise variables; in addition, it is difficult to identify the importance of each variable in the resulting classifier. A feature selection can improve the interpretability and the accuracy of SVM. Most existing studies concern feature selection in the linear SVM through penalty functions yielding sparse solutions. Note that one usually adopts nonlinear kernels for the accuracy of classification in practice. Hence feature selection is still desirable for nonlinear SVMs. In this paper, we compare the performances of nonlinear feature selection methods such as component selection and smoothing operator(COSSO) and kernel iterative feature extraction(KNIFE) on simulated and real data sets.