• 제목/요약/키워드: XGboost

Search Result 244, Processing Time 0.031 seconds

A study on the rock mass classification in boreholes for a tunnel design using machine learning algorithms (머신러닝 기법을 활용한 터널 설계 시 시추공 내 암반분류에 관한 연구)

  • Lee, Je-Kyum;Choi, Won-Hyuk;Kim, Yangkyun;Lee, Sean Seungwon
    • Journal of Korean Tunnelling and Underground Space Association
    • /
    • v.23 no.6
    • /
    • pp.469-484
    • /
    • 2021
  • Rock mass classification results have a great influence on construction schedule and budget as well as tunnel stability in tunnel design. A total of 3,526 tunnels have been constructed in Korea and the associated techniques in tunnel design and construction have been continuously developed, however, not many studies have been performed on how to assess rock mass quality and grade more accurately. Thus, numerous cases show big differences in the results according to inspectors' experience and judgement. Hence, this study aims to suggest a more reliable rock mass classification (RMR) model using machine learning algorithms, which is surging in availability, through the analyses based on various rock and rock mass information collected from boring investigations. For this, 11 learning parameters (depth, rock type, RQD, electrical resistivity, UCS, Vp, Vs, Young's modulus, unit weight, Poisson's ratio, RMR) from 13 local tunnel cases were selected, 337 learning data sets as well as 60 test data sets were prepared, and 6 machine learning algorithms (DT, SVM, ANN, PCA & ANN, RF, XGBoost) were tested for various hyperparameters for each algorithm. The results show that the mean absolute errors in RMR value from five algorithms except Decision Tree were less than 8 and a Support Vector Machine model is the best model. The applicability of the model, established through this study, was confirmed and this prediction model can be applied for more reliable rock mass classification when additional various data is continuously cumulated.

Classification Algorithm-based Prediction Performance of Order Imbalance Information on Short-Term Stock Price (분류 알고리즘 기반 주문 불균형 정보의 단기 주가 예측 성과)

  • Kim, S.W.
    • Journal of Intelligence and Information Systems
    • /
    • v.28 no.4
    • /
    • pp.157-177
    • /
    • 2022
  • Investors are trading stocks by keeping a close watch on the order information submitted by domestic and foreign investors in real time through Limit Order Book information, so-called price current provided by securities firms. Will order information released in the Limit Order Book be useful in stock price prediction? This study analyzes whether it is significant as a predictor of future stock price up or down when order imbalances appear as investors' buying and selling orders are concentrated to one side during intra-day trading time. Using classification algorithms, this study improved the prediction accuracy of the order imbalance information on the short-term price up and down trend, that is the closing price up and down of the day. Day trading strategies are proposed using the predicted price trends of the classification algorithms and the trading performances are analyzed through empirical analysis. The 5-minute KOSPI200 Index Futures data were analyzed for 4,564 days from January 19, 2004 to June 30, 2022. The results of the empirical analysis are as follows. First, order imbalance information has a significant impact on the current stock prices. Second, the order imbalance information observed in the early morning has a significant forecasting power on the price trends from the early morning to the market closing time. Third, the Support Vector Machines algorithm showed the highest prediction accuracy on the day's closing price trends using the order imbalance information at 54.1%. Fourth, the order imbalance information measured at an early time of day had higher prediction accuracy than the order imbalance information measured at a later time of day. Fifth, the trading performances of the day trading strategies using the prediction results of the classification algorithms on the price up and down trends were higher than that of the benchmark trading strategy. Sixth, except for the K-Nearest Neighbor algorithm, all investment performances using the classification algorithms showed average higher total profits than that of the benchmark strategy. Seventh, the trading performances using the predictive results of the Logical Regression, Random Forest, Support Vector Machines, and XGBoost algorithms showed higher results than the benchmark strategy in the Sharpe Ratio, which evaluates both profitability and risk. This study has an academic difference from existing studies in that it documented the economic value of the total buy & sell order volume information among the Limit Order Book information. The empirical results of this study are also valuable to the market participants from a trading perspective. In future studies, it is necessary to improve the performance of the trading strategy using more accurate price prediction results by expanding to deep learning models which are actively being studied for predicting stock prices recently.

A COVID-19 Diagnosis Model based on Various Transformations of Cough Sounds (기침 소리의 다양한 변환을 통한 코로나19 진단 모델)

  • Minkyung Kim;Gunwoo Kim;Keunho Choi
    • Journal of Intelligence and Information Systems
    • /
    • v.29 no.3
    • /
    • pp.57-78
    • /
    • 2023
  • COVID-19, which started in Wuhan, China in November 2019, spread beyond China in 2020 and spread worldwide in March 2020. It is important to prevent a highly contagious virus like COVID-19 in advance and to actively treat it when confirmed, but it is more important to identify the confirmed fact quickly and prevent its spread since it is a virus that spreads quickly. However, PCR test to check for infection is costly and time consuming, and self-kit test is also easy to access, but the cost of the kit is not easy to receive every time. Therefore, if it is possible to determine whether or not a person is positive for COVID-19 based on the sound of a cough so that anyone can use it easily, anyone can easily check whether or not they are confirmed at anytime, anywhere, and it can have great economic advantages. In this study, an experiment was conducted on a method to identify whether or not COVID-19 was confirmed based on a cough sound. Cough sound features were extracted through MFCC, Mel-Spectrogram, and spectral contrast. For the quality of cough sound, noisy data was deleted through SNR, and only the cough sound was extracted from the voice file through chunk. Since the objective is COVID-19 positive and negative classification, learning was performed through XGBoost, LightGBM, and FCNN algorithms, which are often used for classification, and the results were compared. Additionally, we conducted a comparative experiment on the performance of the model using multidimensional vectors obtained by converting cough sounds into both images and vectors. The experimental results showed that the LightGBM model utilizing features obtained by converting basic information about health status and cough sounds into multidimensional vectors through MFCC, Mel-Spectogram, Spectral contrast, and Spectrogram achieved the highest accuracy of 0.74.

A study on improving the accuracy of machine learning models through the use of non-financial information in predicting the Closure of operator using electronic payment service (전자결제서비스 이용 사업자 폐업 예측에서 비재무정보 활용을 통한 머신러닝 모델의 정확도 향상에 관한 연구)

  • Hyunjeong Gong;Eugene Hwang;Sunghyuk Park
    • Journal of Intelligence and Information Systems
    • /
    • v.29 no.3
    • /
    • pp.361-381
    • /
    • 2023
  • Research on corporate bankruptcy prediction has been focused on financial information. Since the company's financial information is updated quarterly, there is a problem that timeliness is insufficient in predicting the possibility of a company's business closure in real time. Evaluated companies that want to improve this need a method of judging the soundness of a company that uses information other than financial information to judge the soundness of a target company. To this end, as information technology has made it easier to collect non-financial information about companies, research has been conducted to apply additional variables and various methodologies other than financial information to predict corporate bankruptcy. It has become an important research task to determine whether it has an effect. In this study, we examined the impact of electronic payment-related information, which constitutes non-financial information, when predicting the closure of business operators using electronic payment service and examined the difference in closure prediction accuracy according to the combination of financial and non-financial information. Specifically, three research models consisting of a financial information model, a non-financial information model, and a combined model were designed, and the closure prediction accuracy was confirmed with six algorithms including the Multi Layer Perceptron (MLP) algorithm. The model combining financial and non-financial information showed the highest prediction accuracy, followed by the non-financial information model and the financial information model in order. As for the prediction accuracy of business closure by algorithm, XGBoost showed the highest prediction accuracy among the six algorithms. As a result of examining the relative importance of a total of 87 variables used to predict business closure, it was confirmed that more than 70% of the top 20 variables that had a significant impact on the prediction of business closure were non-financial information. Through this, it was confirmed that electronic payment-related information of non-financial information is an important variable in predicting business closure, and the possibility of using non-financial information as an alternative to financial information was also examined. Based on this study, the importance of collecting and utilizing non-financial information as information that can predict business closure is recognized, and a plan to utilize it for corporate decision-making is also proposed.

Development of disaster severity classification model using machine learning technique (머신러닝 기법을 이용한 재해강도 분류모형 개발)

  • Lee, Seungmin;Baek, Seonuk;Lee, Junhak;Kim, Kyungtak;Kim, Soojun;Kim, Hung Soo
    • Journal of Korea Water Resources Association
    • /
    • v.56 no.4
    • /
    • pp.261-272
    • /
    • 2023
  • In recent years, natural disasters such as heavy rainfall and typhoons have occurred more frequently, and their severity has increased due to climate change. The Korea Meteorological Administration (KMA) currently uses the same criteria for all regions in Korea for watch and warning based on the maximum cumulative rainfall with durations of 3-hour and 12-hour to reduce damage. However, KMA's criteria do not consider the regional characteristics of damages caused by heavy rainfall and typhoon events. In this regard, it is necessary to develop new criteria considering regional characteristics of damage and cumulative rainfalls in durations, establishing four stages: blue, yellow, orange, and red. A classification model, called DSCM (Disaster Severity Classification Model), for the four-stage disaster severity was developed using four machine learning models (Decision Tree, Support Vector Machine, Random Forest, and XGBoost). This study applied DSCM to local governments of Seoul, Incheon, and Gyeonggi Province province. To develop DSCM, we used data on rainfall, cumulative rainfall, maximum rainfalls for durations of 3-hour and 12-hour, and antecedent rainfall as independent variables, and a 4-class damage scale for heavy rain damage and typhoon damage for each local government as dependent variables. As a result, the Decision Tree model had the highest accuracy with an F1-Score of 0.56. We believe that this developed DSCM can help identify disaster risk at each stage and contribute to reducing damage through efficient disaster management for local governments based on specific events.

Data-centric XAI-driven Data Imputation of Molecular Structure and QSAR Model for Toxicity Prediction of 3D Printing Chemicals (3D 프린팅 소재 화학물질의 독성 예측을 위한 Data-centric XAI 기반 분자 구조 Data Imputation과 QSAR 모델 개발)

  • ChanHyeok Jeong;SangYoun Kim;SungKu Heo;Shahzeb Tariq;MinHyeok Shin;ChangKyoo Yoo
    • Korean Chemical Engineering Research
    • /
    • v.61 no.4
    • /
    • pp.523-541
    • /
    • 2023
  • As accessibility to 3D printers increases, there is a growing frequency of exposure to chemicals associated with 3D printing. However, research on the toxicity and harmfulness of chemicals generated by 3D printing is insufficient, and the performance of toxicity prediction using in silico techniques is limited due to missing molecular structure data. In this study, quantitative structure-activity relationship (QSAR) model based on data-centric AI approach was developed to predict the toxicity of new 3D printing materials by imputing missing values in molecular descriptors. First, MissForest algorithm was utilized to impute missing values in molecular descriptors of hazardous 3D printing materials. Then, based on four different machine learning models (decision tree, random forest, XGBoost, SVM), a machine learning (ML)-based QSAR model was developed to predict the bioconcentration factor (Log BCF), octanol-air partition coefficient (Log Koa), and partition coefficient (Log P). Furthermore, the reliability of the data-centric QSAR model was validated through the Tree-SHAP (SHapley Additive exPlanations) method, which is one of explainable artificial intelligence (XAI) techniques. The proposed imputation method based on the MissForest enlarged approximately 2.5 times more molecular structure data compared to the existing data. Based on the imputed dataset of molecular descriptor, the developed data-centric QSAR model achieved approximately 73%, 76% and 92% of prediction performance for Log BCF, Log Koa, and Log P, respectively. Lastly, Tree-SHAP analysis demonstrated that the data-centric-based QSAR model achieved high prediction performance for toxicity information by identifying key molecular descriptors highly correlated with toxicity indices. Therefore, the proposed QSAR model based on the data-centric XAI approach can be extended to predict the toxicity of potential pollutants in emerging printing chemicals, chemical process, semiconductor or display process.

Predicting Cooperative Relationships between Engineering Companies in World Bank's ODA Projects (세계은행 공적개발원조사업의 엔지니어링 기업 간 협력관계 예측모델 개발)

  • Yu, Youngsu;Koo, Bonsang;Lee, Kwanhoon;Han, Seungheon
    • Korean Journal of Construction Engineering and Management
    • /
    • v.20 no.6
    • /
    • pp.107-116
    • /
    • 2019
  • Korean construction engineering firms want to pave the way for expansion of overseas markets through the World Bank's Official Development Assistance (ODA) projects as a way to improve their overseas project performance. However, since the World Bank project competes with global companies for limited projects, building partnerships with suitable business partners is essential to gain an upper hand in bidding competition and meet the institutional conditions of the recipient country. In this regard, many network studies have been conducted in the past through Social Network Analysis (SNA), but few have been analyzed based on the process of changes in the network. So, This study collected winning data from the three Southeast Asian countries that ended after the World Bank's ODA project performed smoothly, and established a learning-based link prediction model that reflected the dynamic nature of the network. As a result, the 11 main variables acting on building a cooperative relationship between winning companies were derived and the effect of each variables on the probability value of cooperation between individual links was identified.

A Comparative Analysis of Ensemble Learning-Based Classification Models for Explainable Term Deposit Subscription Forecasting (설명 가능한 정기예금 가입 여부 예측을 위한 앙상블 학습 기반 분류 모델들의 비교 분석)

  • Shin, Zian;Moon, Jihoon;Rho, Seungmin
    • The Journal of Society for e-Business Studies
    • /
    • v.26 no.3
    • /
    • pp.97-117
    • /
    • 2021
  • Predicting term deposit subscriptions is one of representative financial marketing in banks, and banks can build a prediction model using various customer information. In order to improve the classification accuracy for term deposit subscriptions, many studies have been conducted based on machine learning techniques. However, even if these models can achieve satisfactory performance, utilizing them is not an easy task in the industry when their decision-making process is not adequately explained. To address this issue, this paper proposes an explainable scheme for term deposit subscription forecasting. For this, we first construct several classification models using decision tree-based ensemble learning methods, which yield excellent performance in tabular data, such as random forest, gradient boosting machine (GBM), extreme gradient boosting (XGB), and light gradient boosting machine (LightGBM). We then analyze their classification performance in depth through 10-fold cross-validation. After that, we provide the rationale for interpreting the influence of customer information and the decision-making process by applying Shapley additive explanation (SHAP), an explainable artificial intelligence technique, to the best classification model. To verify the practicality and validity of our scheme, experiments were conducted with the bank marketing dataset provided by Kaggle; we applied the SHAP to the GBM and LightGBM models, respectively, according to different dataset configurations and then performed their analysis and visualization for explainable term deposit subscriptions.

Evaluation of a Thermal Conductivity Prediction Model for Compacted Clay Based on a Machine Learning Method (기계학습법을 통한 압축 벤토나이트의 열전도도 추정 모델 평가)

  • Yoon, Seok;Bang, Hyun-Tae;Kim, Geon-Young;Jeon, Haemin
    • KSCE Journal of Civil and Environmental Engineering Research
    • /
    • v.41 no.2
    • /
    • pp.123-131
    • /
    • 2021
  • The buffer is a key component of an engineered barrier system that safeguards the disposal of high-level radioactive waste. Buffers are located between disposal canisters and host rock, and they can restrain the release of radionuclides and protect canisters from the inflow of ground water. Since considerable heat is released from a disposal canister to the surrounding buffer, the thermal conductivity of the buffer is a very important parameter in the entire disposal safety. For this reason, a lot of research has been conducted on thermal conductivity prediction models that consider various factors. In this study, the thermal conductivity of a buffer is estimated using the machine learning methods of: linear regression, decision tree, support vector machine (SVM), ensemble, Gaussian process regression (GPR), neural network, deep belief network, and genetic programming. In the results, the machine learning methods such as ensemble, genetic programming, SVM with cubic parameter, and GPR showed better performance compared with the regression model, with the ensemble with XGBoost and Gaussian process regression models showing best performance.

Water Level Prediction on the Golok River Utilizing Machine Learning Technique to Evaluate Flood Situations

  • Pheeranat Dornpunya;Watanasak Supaking;Hanisah Musor;Oom Thaisawasdi;Wasukree Sae-tia;Theethut Khwankeerati;Watcharaporn Soyjumpa
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2023.05a
    • /
    • pp.31-31
    • /
    • 2023
  • During December 2022, the northeast monsoon, which dominates the south and the Gulf of Thailand, had significant rainfall that impacted the lower southern region, causing flash floods, landslides, blustery winds, and the river exceeding its bank. The Golok River, located in Narathiwat, divides the border between Thailand and Malaysia was also affected by rainfall. In flood management, instruments for measuring precipitation and water level have become important for assessing and forecasting the trend of situations and areas of risk. However, such regions are international borders, so the installed measuring telemetry system cannot measure the rainfall and water level of the entire area. This study aims to predict 72 hours of water level and evaluate the situation as information to support the government in making water management decisions, publicizing them to relevant agencies, and warning citizens during crisis events. This research is applied to machine learning (ML) for water level prediction of the Golok River, Lan Tu Bridge area, Sungai Golok Subdistrict, Su-ngai Golok District, Narathiwat Province, which is one of the major monitored rivers. The eXtreme Gradient Boosting (XGBoost) algorithm, a tree-based ensemble machine learning algorithm, was exploited to predict hourly water levels through the R programming language. Model training and testing were carried out utilizing observed hourly rainfall from the STH010 station and hourly water level data from the X.119A station between 2020 and 2022 as main prediction inputs. Furthermore, this model applies hourly spatial rainfall forecasting data from Weather Research and Forecasting and Regional Ocean Model System models (WRF-ROMs) provided by Hydro-Informatics Institute (HII) as input, allowing the model to predict the hourly water level in the Golok River. The evaluation of the predicted performances using the statistical performance metrics, delivering an R-square of 0.96 can validate the results as robust forecasting outcomes. The result shows that the predicted water level at the X.119A telemetry station (Golok River) is in a steady decline, which relates to the input data of predicted 72-hour rainfall from WRF-ROMs having decreased. In short, the relationship between input and result can be used to evaluate flood situations. Here, the data is contributed to the Operational support to the Special Water Resources Management Operation Center in Southern Thailand for flood preparedness and response to make intelligent decisions on water management during crisis occurrences, as well as to be prepared and prevent loss and harm to citizens.

  • PDF