• 제목/요약/키워드: Tree classifiers

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Predicting stock price direction by using data mining methods : Emphasis on comparing single classifiers and ensemble classifiers

  • Eo, Kyun Sun;Lee, Kun Chang
    • 한국컴퓨터정보학회논문지
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    • 제22권11호
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    • pp.111-116
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    • 2017
  • This paper proposes a data mining approach to predicting stock price direction. Stock market fluctuates due to many factors. Therefore, predicting stock price direction has become an important issue in the field of stock market analysis. However, in literature, there are few studies applying data mining approaches to predicting the stock price direction. To contribute to literature, this paper proposes comparing single classifiers and ensemble classifiers. Single classifiers include logistic regression, decision tree, neural network, and support vector machine. Ensemble classifiers we consider are adaboost, random forest, bagging, stacking, and vote. For the sake of experiments, we garnered dataset from Korea Stock Exchange (KRX) ranging from 2008 to 2015. Data mining experiments using WEKA revealed that random forest, one of ensemble classifiers, shows best results in terms of metrics such as AUC (area under the ROC curve) and accuracy.

Tree size determination for classification ensemble

  • Choi, Sung Hoon;Kim, Hyunjoong
    • Journal of the Korean Data and Information Science Society
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    • 제27권1호
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    • pp.255-264
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    • 2016
  • Classification is a predictive modeling for a categorical target variable. Various classification ensemble methods, which predict with better accuracy by combining multiple classifiers, became a powerful machine learning and data mining paradigm. Well-known methodologies of classification ensemble are boosting, bagging and random forest. In this article, we assume that decision trees are used as classifiers in the ensemble. Further, we hypothesized that tree size affects classification accuracy. To study how the tree size in uences accuracy, we performed experiments using twenty-eight data sets. Then we compare the performances of ensemble algorithms; bagging, double-bagging, boosting and random forest, with different tree sizes in the experiment.

Black-Box Classifier Interpretation Using Decision Tree and Fuzzy Logic-Based Classifier Implementation

  • Lee, Hansoo;Kim, Sungshin
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제16권1호
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    • pp.27-35
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    • 2016
  • Black-box classifiers, such as artificial neural network and support vector machine, are a popular classifier because of its remarkable performance. They are applied in various fields such as inductive inferences, classifications, or regressions. However, by its characteristics, they cannot provide appropriate explanations how the classification results are derived. Therefore, there are plenty of actively discussed researches about interpreting trained black-box classifiers. In this paper, we propose a method to make a fuzzy logic-based classifier using extracted rules from the artificial neural network and support vector machine in order to interpret internal structures. As an object of classification, an anomalous propagation echo is selected which occurs frequently in radar data and becomes the problem in a precipitation estimation process. After applying a clustering method, learning dataset is generated from clusters. Using the learning dataset, artificial neural network and support vector machine are implemented. After that, decision trees for each classifier are generated. And they are used to implement simplified fuzzy logic-based classifiers by rule extraction and input selection. Finally, we can verify and compare performances. With actual occurrence cased of the anomalous propagation echo, we can determine the inner structures of the black-box classifiers.

CAD Scheme To Detect Brain Tumour In MR Images using Active Contour Models and Tree Classifiers

  • Helen, R.;Kamaraj, N.
    • Journal of Electrical Engineering and Technology
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    • 제10권2호
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    • pp.670-675
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    • 2015
  • Medical imaging is one of the most powerful tools for gaining information about internal organs and tissues. It is a challenging task to develop sophisticated image analysis methods in order to improve the accuracy of diagnosis. The objective of this paper is to develop a Computer Aided Diagnostics (CAD) scheme for Brain Tumour detection from Magnetic Resonance Image (MRI) using active contour models and to investigate with several approaches for improving CAD performances. The problem in clinical medicine is the automatic detection of brain Tumours with maximum accuracy and in less time. This work involves the following steps: i) Segmentation performed by Fuzzy Clustering with Level Set Method (FCMLSM) and performance is compared with snake models based on Balloon force and Gradient Vector Force (GVF), Distance Regularized Level Set Method (DRLSE). ii) Feature extraction done by Shape and Texture based features. iii) Brain Tumour detection performed by various tree classifiers. Based on investigation FCMLSM is well suited segmentation method and Random Forest is the most optimum classifier for this problem. This method gives accuracy of 97% and with minimum classification error. The time taken to detect Tumour is approximately 2 mins for an examination (30 slices).

A Comparative Study of Phishing Websites Classification Based on Classifier Ensemble

  • Tama, Bayu Adhi;Rhee, Kyung-Hyune
    • 한국멀티미디어학회논문지
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    • 제21권5호
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    • pp.617-625
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    • 2018
  • Phishing website has become a crucial concern in cyber security applications. It is performed by fraudulently deceiving users with the aim of obtaining their sensitive information such as bank account information, credit card, username, and password. The threat has led to huge losses to online retailers, e-business platform, financial institutions, and to name but a few. One way to build anti-phishing detection mechanism is to construct classification algorithm based on machine learning techniques. The objective of this paper is to compare different classifier ensemble approaches, i.e. random forest, rotation forest, gradient boosted machine, and extreme gradient boosting against single classifiers, i.e. decision tree, classification and regression tree, and credal decision tree in the case of website phishing. Area under ROC curve (AUC) is employed as a performance metric, whilst statistical tests are used as baseline indicator of significance evaluation among classifiers. The paper contributes the existing literature on making a benchmark of classifier ensembles for web phishing detection.

A Comparative Study of Phishing Websites Classification Based on Classifier Ensembles

  • Tama, Bayu Adhi;Rhee, Kyung-Hyune
    • Journal of Multimedia Information System
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    • 제5권2호
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    • pp.99-104
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    • 2018
  • Phishing website has become a crucial concern in cyber security applications. It is performed by fraudulently deceiving users with the aim of obtaining their sensitive information such as bank account information, credit card, username, and password. The threat has led to huge losses to online retailers, e-business platform, financial institutions, and to name but a few. One way to build anti-phishing detection mechanism is to construct classification algorithm based on machine learning techniques. The objective of this paper is to compare different classifier ensemble approaches, i.e. random forest, rotation forest, gradient boosted machine, and extreme gradient boosting against single classifiers, i.e. decision tree, classification and regression tree, and credal decision tree in the case of website phishing. Area under ROC curve (AUC) is employed as a performance metric, whilst statistical tests are used as baseline indicator of significance evaluation among classifiers. The paper contributes the existing literature on making a benchmark of classifier ensembles for web phishing detection.

Exploring Machine Learning Classifiers for Breast Cancer Classification

  • Inayatul Haq;Tehseen Mazhar;Hinna Hafeez;Najib Ullah;Fatma Mallek;Habib Hamam
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제18권4호
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    • pp.860-880
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    • 2024
  • Breast cancer is a major health concern affecting women and men globally. Early detection and accurate classification of breast cancer are vital for effective treatment and survival of patients. This study addresses the challenge of accurately classifying breast tumors using machine learning classifiers such as MLP, AdaBoostM1, logit Boost, Bayes Net, and the J48 decision tree. The research uses a dataset available publicly on GitHub to assess the classifiers' performance and differentiate between the occurrence and non-occurrence of breast cancer. The study compares the 10-fold and 5-fold cross-validation effectiveness, showing that 10-fold cross-validation provides superior results. Also, it examines the impact of varying split percentages, with a 66% split yielding the best performance. This shows the importance of selecting appropriate validation techniques for machine learning-based breast tumor classification. The results also indicate that the J48 decision tree method is the most accurate classifier, providing valuable insights for developing predictive models for cancer diagnosis and advancing computational medical research.

소셜 복마킹 시스템의 스패머 탐지를 위한 기계학습 기술의 성능 비교 (Comparative Study of Machine learning Techniques for Spammer Detection in Social Bookmarking Systems)

  • 김찬주;황규백
    • 한국정보과학회논문지:컴퓨팅의 실제 및 레터
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    • 제15권5호
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    • pp.345-349
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    • 2009
  • 소결 북마킹(social bookmarking) 시스템은 사용자가 북마크를 저장하고 공유할 수 있는 플랫폼을 제공하는 웹 기반(web-based) 시스템으로 폭소노미(folksonomy)를 이용한 대표적인 웹2.0 서비스이다. 소셜 북마킹 시스템에서의 스패머(spammer)란 자신들의 이익을 위해서 시스템을 고의적으로 악용하는 사람을 말한다. 스패머는 많은 양의 잘못된 정보를 시스템에 포스팅(posting)하기 때문에 전체 소셜 북마킹 시스템의 리소스(resource)를 쓸모없게 만들어 버린다. 따라서, 스패머를 빠른 시간 안에 탐지하고 그들의 접근을 차단하는 것은 시스템의 붕괴를 방지하기 위해 중요하다. 본 논문에서는 사용자가 사용한 태그에 대한 데이터를 추출하여, 사용자가 스패머 인지 아닌지를 예측하는 모델을 기계학습의 다양한 방법을 적용하여 생성한 후 그 성능을 비교해 보았다. 구체적으로, 결정테이블 (decision table, DT), 결정트리(decision tree, ID3), 나이브 베이즈 분류기($na{\ddot{i}}ve$ Bayes classifier), TAN(tree-augmented $na{\ddot{i}}ve$ Bayes) 분류기, 인공신경망(artificial neural network)의 방법을 비교하였다. 그 결과 AUC(area under the ROC curve)와 모델 생성시간을 고려하였을 때 나이브 베이즈 분류기가 가장 만족할 만한 성능을 보였다. 나이브 베이즈 분류기의 분류 결과가 가장 좋았던 이유는 성능을 비교하는 데 사용된 AUC가 결정트리 계열의 방법(ID3 등)보다 나이브 베이즈 분류기에서 일반적으로 높게 나오는 경향이 있다는 것과, 스패머 탐지 문제가 선형으로 분리 가능한 경우(lineally separable)와 유사할 가능성이 높기 때문으로 여겨진다.

Predicting Stock Liquidity by Using Ensemble Data Mining Methods

  • Bae, Eun Chan;Lee, Kun Chang
    • 한국컴퓨터정보학회논문지
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    • 제21권6호
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    • pp.9-19
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    • 2016
  • In finance literature, stock liquidity showing how stocks can be cashed out in the market has received rich attentions from both academicians and practitioners. The reasons are plenty. First, it is known that stock liquidity affects significantly asset pricing. Second, macroeconomic announcements influence liquidity in the stock market. Therefore, stock liquidity itself affects investors' decision and managers' decision as well. Though there exist a great deal of literature about stock liquidity in finance literature, it is quite clear that there are no studies attempting to investigate the stock liquidity issue as one of decision making problems. In finance literature, most of stock liquidity studies had dealt with limited views such as how much it influences stock price, which variables are associated with describing the stock liquidity significantly, etc. However, this paper posits that stock liquidity issue may become a serious decision-making problem, and then be handled by using data mining techniques to estimate its future extent with statistical validity. In this sense, we collected financial data set from a number of manufacturing companies listed in KRX (Korea Exchange) during the period of 2010 to 2013. The reason why we selected dataset from 2010 was to avoid the after-shocks of financial crisis that occurred in 2008. We used Fn-GuidPro system to gather total 5,700 financial data set. Stock liquidity measure was computed by the procedures proposed by Amihud (2002) which is known to show best metrics for showing relationship with daily return. We applied five data mining techniques (or classifiers) such as Bayesian network, support vector machine (SVM), decision tree, neural network, and ensemble method. Bayesian networks include GBN (General Bayesian Network), NBN (Naive BN), TAN (Tree Augmented NBN). Decision tree uses CART and C4.5. Regression result was used as a benchmarking performance. Ensemble method uses two types-integration of two classifiers, and three classifiers. Ensemble method is based on voting for the sake of integrating classifiers. Among the single classifiers, CART showed best performance with 48.2%, compared with 37.18% by regression. Among the ensemble methods, the result from integrating TAN, CART, and SVM was best with 49.25%. Through the additional analysis in individual industries, those relatively stabilized industries like electronic appliances, wholesale & retailing, woods, leather-bags-shoes showed better performance over 50%.

One Channel Five-Way Classification Algorithm For Automatically Classifying Speech

  • Lee, Kyo-Sik
    • The Journal of the Acoustical Society of Korea
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    • 제17권3E호
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    • pp.12-21
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    • 1998
  • In this paper, we describe the one channel five-way, V/U/M/N/S (Voice/Unvoice/Nasal/Silent), classification algorithm for automatically classifying speech. The decision making process is viewed as a pattern viewed as a pattern recognition problem. Two aspects of the algorithm are developed: feature selection and classifier type. The feature selection procedure is studied for identifying a set of features to make V/U/M/N/S classification. The classifiers used are a vector quantization (VQ), a neural network(NN), and a decision tree method. Actual five sentences spoken by six speakers, three male and three female, are tested with proposed classifiers. From a set of measurement tests, the proposed classifiers show fairly good accuracy for V/U/M/N/S decision.

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