• Title/Summary/Keyword: XGboost

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Corporate Bankruptcy Prediction Model using Explainable AI-based Feature Selection (설명가능 AI 기반의 변수선정을 이용한 기업부실예측모형)

  • Gundoo Moon;Kyoung-jae Kim
    • Journal of Intelligence and Information Systems
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    • v.29 no.2
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    • pp.241-265
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    • 2023
  • A corporate insolvency prediction model serves as a vital tool for objectively monitoring the financial condition of companies. It enables timely warnings, facilitates responsive actions, and supports the formulation of effective management strategies to mitigate bankruptcy risks and enhance performance. Investors and financial institutions utilize default prediction models to minimize financial losses. As the interest in utilizing artificial intelligence (AI) technology for corporate insolvency prediction grows, extensive research has been conducted in this domain. However, there is an increasing demand for explainable AI models in corporate insolvency prediction, emphasizing interpretability and reliability. The SHAP (SHapley Additive exPlanations) technique has gained significant popularity and has demonstrated strong performance in various applications. Nonetheless, it has limitations such as computational cost, processing time, and scalability concerns based on the number of variables. This study introduces a novel approach to variable selection that reduces the number of variables by averaging SHAP values from bootstrapped data subsets instead of using the entire dataset. This technique aims to improve computational efficiency while maintaining excellent predictive performance. To obtain classification results, we aim to train random forest, XGBoost, and C5.0 models using carefully selected variables with high interpretability. The classification accuracy of the ensemble model, generated through soft voting as the goal of high-performance model design, is compared with the individual models. The study leverages data from 1,698 Korean light industrial companies and employs bootstrapping to create distinct data groups. Logistic Regression is employed to calculate SHAP values for each data group, and their averages are computed to derive the final SHAP values. The proposed model enhances interpretability and aims to achieve superior predictive performance.

A Study on the Thermal Prediction Model cf the Heat Storage Tank for the Optimal Use of Renewable Energy (신재생 에너지 최적 활용을 위한 축열조 온도 예측 모델 연구)

  • HanByeol Oh;KyeongMin Jang;JeeYoung Oh;MyeongBae Lee;JangWoo Park;YongYun Cho;ChangSun Shin
    • Smart Media Journal
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    • v.12 no.10
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    • pp.63-70
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    • 2023
  • Recently, energy consumption for heating costs, which is 35% of smart farm energy costs, has increased, requiring energy consumption efficiency, and the importance of new and renewable energy is increasing due to concerns about the realization of electricity bills. Renewable energy belongs to hydropower, wind, and solar power, of which solar energy is a power generation technology that converts it into electrical energy, and this technology has less impact on the environment and is simple to maintain. In this study, based on the greenhouse heat storage tank and heat pump data, the factors that affect the heat storage tank are selected and a heat storage tank supply temperature prediction model is developed. It is predicted using Long Short-Term Memory (LSTM), which is effective for time series data analysis and prediction, and XGBoost model, which is superior to other ensemble learning techniques. By predicting the temperature of the heat pump heat storage tank, energy consumption may be optimized and system operation may be optimized. In addition, we intend to link it to the smart farm energy integrated operation system, such as reducing heating and cooling costs and improving the energy independence of farmers due to the use of solar power. By managing the supply of waste heat energy through the platform and deriving the maximum heating load and energy values required for crop growth by season and time, an optimal energy management plan is derived based on this.

Development of Tree Detection Methods for Estimating LULUCF Settlement Greenhouse Gas Inventories Using Vegetation Indices (식생지수를 활용한 LULUCF 정주지 온실가스 인벤토리 산정을 위한 수목탐지 방법 개발)

  • Joon-Woo Lee;Yu-Han Han;Jeong-Taek Lee;Jin-Hyuk Park;Geun-Han Kim
    • Korean Journal of Remote Sensing
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    • v.39 no.6_3
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    • pp.1721-1730
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    • 2023
  • As awareness of the problem of global warming emerges around the world, the role of carbon sinks in settlement is increasingly emphasized to achieve carbon neutrality in urban areas. In order to manage carbon sinks in settlement, it is necessary to identify the current status of carbon sinks. Identifying the status of carbon sinks requires a lot of manpower and time and a corresponding budget. Therefore, in this study, a map predicting the location of trees was created using already established tree location information and Sentinel-2 satellite images targeting Seoul. To this end, after constructing a tree presence/absence dataset, structured data was generated using 16 types of vegetation indices information constructed from satellite images. After learning this by applying the Extreme Gradient Boosting (XGBoost) model, a tree prediction map was created. Afterward, the correlation between independent and dependent variables was investigated in model learning using the Shapely value of Shapley Additive exPlanations(SHAP). A comparative analysis was performed between maps produced for local parts of Seoul and sub-categorized land cover maps. In the case of the tree prediction model produced in this study, it was confirmed that even hard-to-detect street trees around the main street were predicted as trees.

A Study on Machine Learning-Based Real-Time Gesture Classification Using EMG Data (EMG 데이터를 이용한 머신러닝 기반 실시간 제스처 분류 연구)

  • Ha-Je Park;Hee-Young Yang;So-Jin Choi;Dae-Yeon Kim;Choon-Sung Nam
    • Journal of Internet Computing and Services
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    • v.25 no.2
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    • pp.57-67
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    • 2024
  • This paper explores the potential of electromyography (EMG) as a means of gesture recognition for user input in gesture-based interaction. EMG utilizes small electrodes within muscles to detect and interpret user movements, presenting a viable input method. To classify user gestures based on EMG data, machine learning techniques are employed, necessitating the preprocessing of raw EMG data to extract relevant features. EMG characteristics can be expressed through formulas such as Integrated EMG (IEMG), Mean Absolute Value (MAV), Simple Square Integral (SSI), Variance (VAR), and Root Mean Square (RMS). Additionally, determining the suitable time for gesture classification is crucial, considering the perceptual, cognitive, and response times required for user input. To address this, segment sizes ranging from a minimum of 100ms to a maximum of 1,000ms are varied, and feature extraction is performed to identify the optimal segment size for gesture classification. Notably, data learning employs overlapped segmentation to reduce the interval between data points, thereby increasing the quantity of training data. Using this approach, the paper employs four machine learning models (KNN, SVC, RF, XGBoost) to train and evaluate the system, achieving accuracy rates exceeding 96% for all models in real-time gesture input scenarios with a maximum segment size of 200ms.

Performance of Prediction Models for Diagnosing Severe Aortic Stenosis Based on Aortic Valve Calcium on Cardiac Computed Tomography: Incorporation of Radiomics and Machine Learning

  • Nam gyu Kang;Young Joo Suh;Kyunghwa Han;Young Jin Kim;Byoung Wook Choi
    • Korean Journal of Radiology
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    • v.22 no.3
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    • pp.334-343
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    • 2021
  • Objective: We aimed to develop a prediction model for diagnosing severe aortic stenosis (AS) using computed tomography (CT) radiomics features of aortic valve calcium (AVC) and machine learning (ML) algorithms. Materials and Methods: We retrospectively enrolled 408 patients who underwent cardiac CT between March 2010 and August 2017 and had echocardiographic examinations (240 patients with severe AS on echocardiography [the severe AS group] and 168 patients without severe AS [the non-severe AS group]). Data were divided into a training set (312 patients) and a validation set (96 patients). Using non-contrast-enhanced cardiac CT scans, AVC was segmented, and 128 radiomics features for AVC were extracted. After feature selection was performed with three ML algorithms (least absolute shrinkage and selection operator [LASSO], random forests [RFs], and eXtreme Gradient Boosting [XGBoost]), model classifiers for diagnosing severe AS on echocardiography were developed in combination with three different model classifier methods (logistic regression, RF, and XGBoost). The performance (c-index) of each radiomics prediction model was compared with predictions based on AVC volume and score. Results: The radiomics scores derived from LASSO were significantly different between the severe AS and non-severe AS groups in the validation set (median, 1.563 vs. 0.197, respectively, p < 0.001). A radiomics prediction model based on feature selection by LASSO + model classifier by XGBoost showed the highest c-index of 0.921 (95% confidence interval [CI], 0.869-0.973) in the validation set. Compared to prediction models based on AVC volume and score (c-indexes of 0.894 [95% CI, 0.815-0.948] and 0.899 [95% CI, 0.820-0.951], respectively), eight and three of the nine radiomics prediction models showed higher discrimination abilities for severe AS. However, the differences were not statistically significant (p > 0.05 for all). Conclusion: Models based on the radiomics features of AVC and ML algorithms may perform well for diagnosing severe AS, but the added value compared to AVC volume and score should be investigated further.

Performance royalties collection system in a metaverse environment utilizing the cloud (클라우드를 활용한 메타버스환경에서의 공연 사용료 징수 시스템)

  • Ji-Eun Lee;Yong-Tae Shin
    • Proceedings of the Korea Information Processing Society Conference
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    • 2024.05a
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    • pp.818-821
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    • 2024
  • 코로나 19(Convid-19) 이후 다가올 미래의 글로벌 신성장산업으로 주목받고 있는 메타버스의 기술이 발전함에 따라 다양한 법적 문제가 떠오르고 있다. 그 중에서도 공연 사용료 징수 문제를 해결하기 위해 본 논문에서는 대용량 처리와 저장, 그리고 유연한 서비스를 제공해줄 수 있는 클라우드와 XGBoost를 활용하여 메타버스 환경에서 사용자에게 공연 사용료의 투명성과 편리성을 제공하는 공연 사용료 징수 시스템을 제안한다.

Consumer behavior prediction using Airbnb web log data (에어비앤비(Airbnb) 웹 로그 데이터를 이용한 고객 행동 예측)

  • An, Hyoin;Choi, Yuri;Oh, Raeeun;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.32 no.3
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    • pp.391-404
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    • 2019
  • Customers' fixed characteristics have often been used to predict customer behavior. It has recently become possible to track customer web logs as customer activities move from offline to online. It has become possible to collect large amounts of web log data; however, the researchers only focused on organizing the log data or describing the technical characteristics. In this study, we predict the decision-making time until each customer makes the first reservation, using Airbnb customer data provided by the Kaggle website. This data set includes basic customer information such as gender, age, and web logs. We use various methodologies to find the optimal model and compare prediction errors for cases with web log data and without it. We consider six models such as Lasso, SVM, Random Forest, and XGBoost to explore the effectiveness of the web log data. As a result, we choose Random Forest as our optimal model with a misclassification rate of about 20%. In addition, we confirm that using web log data in our study doubles the prediction accuracy in predicting customer behavior compared to not using it.

A Modeling of Realtime Fuel Comsumption Prediction Using OBDII Data (OBDII 데이터 기반의 실시간 연료 소비량 예측 모델 연구)

  • Yang, Hee-Eun;Kim, Do-Hyun;Choe, Hoseop
    • KIPS Transactions on Software and Data Engineering
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    • v.10 no.2
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    • pp.57-64
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    • 2021
  • This study presents a method for realtime fuel consumption prediction using real data collected from OBDII. With the advent of the era of self-driving cars, electronic control units(ECU) are getting more complex, and various studies are being attempted to extract and analyze more accurate data from vehicles. But since ECU is getting more complex, it is getting harder to get the data from ECU. To solve this problem, the firmware was developed for acquiring accurate vehicle data in this study, which extracted 53,580 actual driving data sets from vehicles from January to February 2019. Using these data, the ensemble stacking technique was used to increase the accuracy of the realtime fuel consumption prediction model. In this study, Ridge, Lasso, XGBoost, and LightGBM were used as base models, and Ridge was used for meta model, and the predicted performance was MAE 0.011, RMSE 0.017.

Metabolic Syndrome Prediction Model for Koreans in Recent 20 Years: A Systematic review (최근 10년간 한국인 대상 대사증후군 예측 모델에 대한 체계적 문헌고찰)

  • Seong, Daikyung;Jeong, Kyoungsik;Lee, Siwoo;Baek, Younghwa
    • The Journal of the Korea Contents Association
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    • v.21 no.8
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    • pp.662-674
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    • 2021
  • Metabolic syndrome is closely associated with cardiovascular disease, there is increasing attentions in prevention of metabolic syndrome through prediction. The aim of this study was to systematically review the literature by collecting, analyzing, and synthesizing articles of predicting metabolic syndrome in Koreans. For systemic review, data search was conducted on Global journals Pubmed, WoS and domestic journals DBPia, KISS published in 2011-2020 year. Three keyword 'Metabolic syndrome', 'predict', and 'korea' were used for searching under AND condition. Total 560 articles were searched and the final 22 articles were selected according to the data selection criteria. The most useful variable was WHtR(AUC=0.897), most frequently used analysis method was logistic regression(63.6%), and most accurate analysis method was XGBOOST(AUC=0.879) for predicting metabolic syndrome. Prediction accuracy was slightly improved when sasang constitution types was used. Based on the results of this study, it is believed that various large-scale longitudinal studies for the prediction and management of the Metabolic syndrome in Korean should be followed in the future.

Evaporative demand drought index forecasting in Busan-Ulsan-Gyeongnam region using machine learning methods (기계학습기법을 이용한 부산-울산-경남 지역의 증발수요 가뭄지수 예측)

  • Lee, Okjeong;Won, Jeongeun;Seo, Jiyu;Kim, Sangdan
    • Journal of Korea Water Resources Association
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    • v.54 no.8
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    • pp.617-628
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    • 2021
  • Drought is a major natural disaster that causes serious social and economic losses. Local drought forecasts can provide important information for drought preparedness. In this study, we propose a new machine learning model that predicts drought by using historical drought indices and meteorological data from 10 sites from 1981 to 2020 in the southeastern part of the Korean Peninsula, Busan-Ulsan-Gyeongnam. Using Bayesian optimization techniques, a hyper-parameter-tuned Random Forest, XGBoost, and Light GBM model were constructed to predict the evaporative demand drought index on a 6-month time scale after 1-month. The model performance was compared by constructing a single site model and a regional model, respectively. In addition, the possibility of improving the model performance was examined by constructing a fine-tuned model using data from a individual site based on the regional model.