• Journal of the Korean Data and Information Science Society
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• 제21권2호
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• pp.363-369
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• 2010

In this paper we propose a mixed-effects least squares support vector regression (LS-SVR) for longitudinal data. We add a random-effect term in the optimization function of LS-SVR to take random effects into LS-SVR for analyzing longitudinal data. We also present the model selection method that employs generalized cross validation function for choosing the hyper-parameters which affect the performance of the mixed-effects LS-SVR. A simulated example is provided to indicate the usefulness of mixed-effect method for analyzing longitudinal data.

• Journal of the Korean Data and Information Science Society
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• 제22권2호
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• pp.197-206
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• 2011

신호처리 관련 응용문제에서는 신호에서 실시간으로 발생하는 비정상적인 사건들을 탐지하는 것이 매우 중요하다. 이전에 알려져 있는 비정상 사건 탐지방법들은 신호에 대한 명확한 통계적인 모형을 가정하고, 비정상적인 신호들은 통계적인 모형의 가정 하에서 비정상적인 사건들로 해석한다. 탐지방법으로 최대우도와 베이즈 추정 이론이 많이 사용되고 있다. 그러나 앞에서 언급한 방법으로는 로버스트 하고 다루기 쉬운 모형을 추정한다는 것은 쉽지가 않다. 좀 더 로버스트한 모형을 추정할 수 있는 방법이 필요하다. 본 논문에서는 로버스트 하다고 알려져 있는 서포트 벡터 기계를 이용하여 온라인으로 비정상적인 신호를 탐지하는 방법을 제안한다.

• Nuclear Engineering and Technology
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• 제40권1호
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• pp.69-76
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• 2008

Most pressurized water reactors use Venturi flow meters to measure the feedwater flow rate. However, fouling phenomena, which allow corrosion products to accumulate and increase the differential pressure across the Venturi flow meter, can result in an overestimation of the flow rate. In this study, a soft-sensing model based on fuzzy support vector regression was developed to enable accurate on-line prediction of the feedwater flow rate. The available data was divided into two groups by fuzzy c means clustering in order to reduce the training time. The data for training the soft-sensing model was selected from each data group with the aid of a subtractive clustering scheme because informative data increases the learning effect. The proposed soft-sensing model was confirmed with the real plant data of Yonggwang Nuclear Power Plant Unit 3. The root mean square error and relative maximum error of the model were quite small. Hence, this model can be used to validate and monitor existing hardware feedwater flow meters.

• International Journal of Fuzzy Logic and Intelligent Systems
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• 제16권3호
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• pp.157-162
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• 2016

In this paper, a yield prediction model based on relevance vector machine (RVM) and a granular computing model (quotient space theory) is presented. With a granular computing model, massive and complex meteorological data can be analyzed at different layers of different grain sizes, and new meteorological feature data sets can be formed in this way. In order to forecast the crop yield, a grey model is introduced to label the training sample data sets, which also can be used for computing the tendency yield. An RVM algorithm is introduced as the classification model for meteorological data mining. Experiments on data sets from the real world using this model show an advantage in terms of yield prediction compared with other models.

• Journal of the Korean Data and Information Science Society
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• 제24권2호
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• pp.401-408
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• 2013

Soil moisture is a very important variable in various area of hydrological processes. We predict the soil moisture using a support vector regression. The model is trained and tested using the soil moisture data observed in five sites in the Yongdam dam basin. With respect to soil moisture data of of four sites-Jucheon, Bugui, Sangieon and Ahncheon which are used to train the model, the correlation coefficient between the esimtates and the observed values is about 0.976. As the result of the application to Cheoncheon2 for validating the model, the correlation coefficient between the estimates and the observed values of soil moisture is about 0.835. We compare those results with those of artificial neural network models.

• 한국건축친환경설비학회 논문집
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• 제12권6호
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• pp.579-590
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• 2018

Anomaly detection on building energy consumption has been regarded as an effective tool to reduce energy saving on building operation and maintenance. However, it requires energy model and FDD expert for quantitative model approach or large amount of training data for qualitative/history data approach. Both method needs additional time and labors. This study propose a machine learning and data science approach to define faulty conditions on hourly building energy consumption with reducing data amount and input requirement. It suggests an application of Support Vector Data Description (SVDD) method on training normal condition of hourly building energy consumption incorporated with hourly outdoor air temperature and time integer in a week, 168 data points and identifying hourly abnormal condition in the next day. The result shows the developed model has a better performance when the ${\nu}$ (probability of error in the training set) is 0.05 and ${\gamma}$ (radius of hyper plane) 0.2. The model accuracy to identify anomaly operation ranges from 70% (10% increase anomaly) to 95% (20% decrease anomaly) for daily total (24 hours) and from 80% (10% decrease anomaly) to 10%(15% increase anomaly) for occupied hours, respectively.

• Communications for Statistical Applications and Methods
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• 제10권3호
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• pp.873-878
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• 2003

LS-SVM(Least-Squares Support Vector Machine) has been used as a promising method for regression as well as classification. Suykens et al.(2000) used only the magnitude of residuals to obtain SVs(Support Vectors). Suykens' method behaves well for homogeneous model. But in a heteroscedastic model, the method shows a poor behavior. The present paper proposes a new method to get SVs. The proposed method uses the variance of noise as well as the magnitude of residuals to obtain support vectors. Through the simulation study we justified excellence of our proposed method.

• Journal of the Korean Data and Information Science Society
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• 제21권6호
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• pp.1319-1325
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• 2010

Quantile regression provides a more complete statistical analysis of the stochastic relationships among random variables. Sometimes quantile functions estimated at different orders can cross each other. We propose a new non-crossing quantile regression method applying support vector median regression to restricted regression quantile, restricted support vector quantile regression. The proposed method provides a satisfying solution to estimating non-crossing quantile functions when multiple quantiles for high dimensional data are needed. We also present the model selection method that employs cross validation techniques for choosing the parameters which aect the performance of the proposed method. One real example and a simulated example are provided to show the usefulness of the proposed method.

• Journal of the Korean Data and Information Science Society
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• 제24권3호
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• pp.625-636
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• 2013

In this paper we study four kernel machines for estimating expected shortfall, which are constructed through combinations of support vector quantile regression (SVQR), restricted SVQR (RSVQR), least squares support vector machine (LS-SVM) and support vector expectile regression (SVER). These kernel machines have obvious advantages such that they achieve nonlinear model but they do not require the explicit form of nonlinear mapping function. Moreover they need no assumption about the underlying probability distribution of errors. Through numerical studies on two artificial an two real data sets we show their effectiveness on the estimation performance at various confidence levels.

• 한국산림과학회지
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• 제97권2호
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• pp.140-143
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• 2008

This study compared the plywood demand prediction accuracy of econometric and vector autoregressive models using Korean data. The econometric model of plywood demand was specified with three explanatory variables; own price, construction permit area, dummy. The vector autoregressive model was specified with lagged endogenous variable, own price, construction permit area and dummy. The dummy variable reflected the abrupt decrease in plywood consumption in the late 1990's. The prediction accuracy was estimated on the basis of Residual Mean Squared Error, Mean Absolute Percentage Error and Theil's Inequality Coefficient. The results showed that the plywood demand prediction can be performed more accurately by econometric model than by vector autoregressive model.