• Journal of the Korean Data and Information Science Society
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• 제22권3호
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• pp.589-596
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• 2011

The conditional autoregressive value at risk (CAViaR) model is useful for risk management, which does not require the assumption that the conditional distribution does not vary over time but the volatility does. But it does not provide volatility forecasts, which are needed for several important applications such as option pricing and portfolio management. For a variety of probability distributions, it is known that there is a constant relationship between the standard deviation and the distance between symmetric quantiles in the tails of the distribution. This inspires us to use a support vector quantile regression (SVQR) for volatility forecasts with the distance between CAViaR forecasts of symmetric quantiles. Simulated example and real example are provided to indicate the usefulness of proposed forecasting method for volatility.

• Computers and Concrete
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• 제9권3호
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• pp.215-226
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• 2012

This article employs Support Vector Machine (SVM) for determination of fracture parameters critical stress intensity factor ($K^s_{Ic}$) and the critical crack tip opening displacement ($CTOD_c$) of concrete. SVM that is firmly based on the theory of statistical learning theory, uses regression technique by introducing ${\varepsilon}$-insensitive loss function has been adopted. The results are compared with a widely used Artificial Neural Network (ANN) model. Equations have been also developed for prediction of $K^s_{Ic}$ and $CTOD_c$. A sensitivity analysis has been also performed to investigate the importance of the input parameters. The results of this study show that the developed SVM is a robust model for determination of $K^s_{Ic}$ and $CTOD_c$ of concrete.

• 대한화학회지
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• 제58권6호
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• pp.543-552
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• 2014

A quantitative structure activity relationship (QSAR) study is performed for modeling and prediction of oral bioavailabilities of 216 diverse set of drugs. After calculation and screening of molecular descriptors, linear and nonlinear models were developed by using multiple linear regression (MLR), artificial neural network (ANN), support vector machine (SVM) and random forest (RF) techniques. Comparison between statistical parameters of these models indicates the suitability of SVM over other models. The root mean square errors of SVM model were 5.933 and 4.934 for training and test sets, respectively. Robustness and reliability of the developed SVM model was evaluated by performing of leave many out cross validation test, which produces the statistic of $Q^2_{SVM}=0.603$ and SPRESS = 7.902. Moreover, the chemical applicability domains of model were determined via leverage approach. The results of this study revealed the applicability of QSAR approach by using SVM in prediction of oral bioavailability of drugs.

• Management Science and Financial Engineering
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• 제17권1호
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• pp.19-43
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• 2011

Tuning the architecture of SVM (support vector machine) is to build an SVM model of better performance. Two different tuning methods of the grid search and the GA (genetic algorithm) have been addressed in the literature, each of which has its own methodological pros and cons. This paper suggests a combined method for tuning the architecture of SVM models, which employs the GAM (generalized additive models), the grid search, and the GA in sequence. The GAM is used for selecting input variables, and the grid search and the GA are employed for finding optimal parameter values of the SVM models. Applying the method to a bankruptcy prediction problem, we show that SVM model tuned by the proposed method outperforms other SVM models.

• Environmental Engineering Research
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• 제24권4호
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• pp.559-565
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• 2019

In order to alleviate the environmental pressure caused by production process of thermal power plants, the application of cleaner production is imperative. To estimate the implementation effects of cleaner production in thermal plants and optimize the strategy duly, it is of great significance to take a comprehensive evaluation for sustainable development. In this paper, a hybrid model that integrated the analytic hierarchy process (AHP) with least squares support vector machine (LSSVM) algorithm optimized by grid search (GS) algorithm is proposed. Based on the establishment of the evaluation index system, AHP is employed to pre-process the data and GS is introduced to optimize the parameters in LSSVM, which can avoid the randomness and inaccuracy of parameters' setting. The results demonstrate that the combined model is able to be employed in the comprehensive evaluation of the cleaner production in the thermal power plants.

• 한국유통학회지:유통연구
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• 제10권3호
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• pp.1-14
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• 2005

성공적인 공급사슬관리에 있어 성과에 따른 지속적 협업 통제는 매우 중요하다. 본 연구에서는 기계학습 알고리즘인 SVM(Support Vector Machiness)을 이용해 균형성과표에 기반한 공급사슬관리 성과에 따른 지속적 협업 통제 모델을 개발하였다. 우리는 지속적 협업 통제모델 개발에 있어 108명의 전문가를 상대로 실증조사를 수행하였다. 본 연구 수행에 있어 4가지 형태의 SVM 커늘 (1) linear, (2) polynomail, (3) Radial Basis Function(RBF), (4) sigmoid kernel을 이용해 공급사슬관리 지속적 협업 예측 정확도를 비교하였다. SVM 커늘 4가지 중 linear kernel의 예측성과가 가장 좋았다. 그리고 본 연구에서는 SVM linear kernel의 예측성과를 ANN(Artificial Neural Network)의 예측성과와 비교하였다. 분석결과 SVM linear kernel이 공급사슬관리에 있어 지속적 협업 예측에 우수한 예측성과를 보여주는 것을 발견하였다. 이러한 곁과는 SVM linear kernel이 공급사슬관리의 지속적 협업 예측 통제에 있어 우수한 대안을 제공해 줄 것이다. 그러므로 공급사슬관리를 추구하는 기업들은 분 모델을 통해 지속적 협업 통제에 유용한 정보를 얻을 수 있을것이다.

• Advances in Computational Design
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• 제5권3호
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• pp.291-304
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• 2020

In this paper, we develop models to design the airfoil using Multilayer Feed-forward Artificial Neural Network (MFANN) and Support Vector Regression model (SVR). The aerodynamic coefficients corresponding to series of airfoil are stored in a database along with the airfoil coordinates. A neural network is created with aerodynamic coefficient as input to produce the airfoil coordinates as output. The performance of the models have been evaluated. The results show that the SVR model yields the lowest prediction error.

• Journal of the Korean Data and Information Science Society
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• 제21권5호
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• pp.831-839
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• 2010

최소제곱 서포트벡터기계는 비선형회귀분석과 분류에 널리 쓰이는 커널기법이다. 본 논문에서는 금융시계열자료의 평균 및 변동성을 추정하기 위하여 평균의 추정 방법으로는 가중최소제곱 서포트벡터기계, 변동성의 추정 방법으로는 최소제곱 서포트벡터기계를 사용하는 비선형 평균 일반화 이분산 자기회귀모형을 제안한다. 제안된 모형은 선형 일반화 이분산 자기회귀모형 및 선형 평균 일반화 이분산 자기회귀모형보다 더 나은 추정 능력을 가진다는 것을 실제자료의 추정을 통하여 보였다.

• 정보처리학회논문지:소프트웨어 및 데이터공학
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• 제5권11호
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• pp.563-568
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• 2016

단어 의미 분별 문제는 문장에서 어떤 단어가 사전에 가지고 있는 여러 가지 의미 중 정확한 의미를 파악하는 문제이다. 우리는 이 문제를 다중 클래스 분류 문제로 간주하고 지지벡터기계를 이용하여 분류한다. 세종 의미 부착 말뭉치에서 추출한 의미 중의성 단어의 문맥 단어를 두 가지 벡터 공간에 표현한다. 첫 번째는 문맥 단어들로 이뤄진 벡터 공간이고 이진 가중치를 사용한다. 두 번째는 문맥 단어의 윈도우 크기에 따라 문맥 단어를 단어 임베딩 모델로 사상한 벡터 공간이다. 실험결과, 문맥 단어 벡터를 사용하였을 때 약 87.0%, 단어 임베딩을 사용하였을 때 약 86.0%의 정확도를 얻었다.

• Geomechanics and Engineering
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• 제18권5호
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• pp.493-502
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• 2019

Internal stability is an important safety issue for levees, embankments, and other earthen structures. Since a large part of the world's population lives near oceans, lakes and rivers, floods resulting from breaching of dams can lead to devastating disasters with tremendous loss of life and property, especially in densely populated areas. There are some main factors that affect the internal stability of dams, levees and other earthen structures, such as the erodibility of the soil, the water velocity inside the soil mass and the geometry of the earthen structure, etc. Thus, the mechanism of internal erosion and stability of soils is very complicated and it is vital to investigate the assessment methods of internal stability of soils in embankment dams and their foundations. This paper presents an improved support vector machine (SVM) model to predict the internal stability of soils. The grid search algorithm (GSA) is employed to find the optimal parameters of SVM firstly, and then the cross - validation (CV) method is employed to estimate the classification accuracy of the GSA-SVM model. Two examples of internal stability of soils are presented to validate the predictive capability of the proposed GSA-SVM model. In addition to verify the effectiveness of the proposed GSA-SVM model, the predictions from the proposed GSA-SVM model were compared with those from the traditional back propagation neural network (BPNN) model. The results showed that the proposed GSA-SVM model is a feasible and efficient tool for assessing the internal stability of soils with high accuracy.