• Journal of Intelligence and Information Systems
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• v.9 no.1
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• pp.227-249
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• 2003

Prediction of corporate failure using past financial data is a well-documented topic. Early studies of bankruptcy prediction used statistical techniques such as multiple discriminant analysis, logit and probit. Recently, however, numerous studies have demonstrated that artificial intelligence such as neural networks can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. In building neural network model, the selection of independent and dependent variables should be approached with great care and should be treated as model construction process. Irrespective of the efficiency of a teaming procedure in terms of convergence, generalization and stability, the ultimate performance of the estimator will depend on the relevance of the selected input variables and the quality of the data used. Approaches developed in statistical methods such as correlation analysis and stepwise selection method are often very useful. These methods, however, may not be the optimal ones for the development of neural network model. In this paper, we propose a genetic algorithms approach to find an optimal or near optimal input variables fur neural network modeling. The proposed approach is demonstrated by applications to bankruptcy prediction modeling. Our experimental results show that this approach increases overall classification accuracy rate significantly.

• Journal of Korea Water Resources Association
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• v.32 no.1
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• pp.15-29
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• 1999

A new methodology to analyze and quantify regional meteorological drought based on annual precipitation data has been introduced in this paper In this study, based on posterior probability estimator and Bayesian classifier in Spatial Analysis Neural Network (SANN), point drought probabilities categorized as extreme, severe, mild, and non drought events has been defined, and a Bayesian Drought Severity Index (BPSI) has been introduced to classify the region of interest into four drought severities. In addition, to estimate the regional drought severity for the entire region, regional extreme, severe, mild, and non drought probabilities which are the areal averages of point drought probabilities over the region has been computed and applied. In this study, the proposed methodology has been applied to analyze the regional drought of South Korea during 1967-1996 years. The drought severity for the whole South Korea was defined spatially at each year and each year was classified in a drought severity criterion. The results may be useful for water manager to understand the South Korean drought with respect to the spatial and temporal variation.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 1999.03a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Proceedings of the KIEE Conference
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• 1999.07f
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• pp.2526-2528
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• 1999

Parameters of equivalent circuit of IPMSM are varied according to current magnitude and current phase angle. Especially, Parameter variation of IPMSM for an electric vehicle(EV) is critical. Because current magnitude is very large. and current phase angle range also is wide. So, variation characteristics of $L_d$ and $L_q$ of the IPMSM are analyzed and verified through experiments. And then new parameter estimator of $L_d$ and $L_q$ that is constructed by neural network technique is suggested Using numerical method, the advanced characteristics of current controller of vector control algorithm is verified.

• 제어로봇시스템학회:학술대회논문집
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• 2001.10a
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• pp.43.6-43
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• 2001

In this paper, we describe an actor-critic method as a kind of temporal difference (TD) algorithms. The value function is regarded as a current estimator, in which two value functions have different inputs: one is an actual experience; the other is a simulated experience obtained through a predictive model. Thus, the parameter´s updating for the actor and critic parts is based on actual and simulated experiences, where the critic is constructed by a radial-basis function neural network (RBFNN) and the actor is composed of a kinematic-based controller. As an example application of the present method, a tracking control problem for the position coordinates and azimuth of a nonholonomic mobile robot is considered. The effectiveness is illustrated by a simulation.

• Proceedings of the Korea Database Society Conference
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• 1999.06a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support fer multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To date, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques' results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Journal of the Korean Institute of Intelligent Systems
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• v.20 no.5
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• pp.710-715
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• 2010

As wind has become one of the fastest growing renewable energy sources, the key issue of wind energy conversion systems is how to efficiently operate the wind turbines in a wide range of wind speeds. The wind speed has a huge impact on the dynamic response of wind turbine. For this purpose, many control algorithms are in need for a method to measure wind speed to increase performance. Unfortunately, no accurate measurement of the effective wind speed is online available from direct measurements, which means that it must be estimated in order to make such control methods applicable in practice. In this paper, a new method based on Kalman filter and artificial neural network is presented for the estimation of the effective wind speed. To verify the performance of the proposed scheme, some simulation studies are carried out.

• Journal of the Korean Society for Nondestructive Testing
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• v.30 no.1
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• pp.13-19
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• 2010

In this paper, we study a new estimation system for the prediction of steam generator tube defects. In the previous research works, defect size estimators were independently designed for each defect types in order to estimate the defect size. As a result, the structure of estimation system is rather complex and the estimation performance gets worse if the classification performance is degraded for some reason. This paper studies a new estimation system that does not require the classification of defect types. Although the previous works are expected to achieve much better estimation performance than the proposed system since it uses the estimator specialized in each defect, the performance difference is not so large. Therefore, it is expected that the proposed estimator can be effectively used for the case where the defect type classification is imperfect.

• Proceedings of the KIEE Conference
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• 1995.11a
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• pp.175-177
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• 1995

The sensor signal validation and failure detection system must be able to detect, isolate, and identify sensor degradation as well as provide a reconstruction of the measurements. In this study, this is accomplished by combining the neural network, the Generalized Consistency Checking(GCC), and the Sequential Probability Ratio Test(SPRT) method in a decision estimator module. The GCC method is a computationally efficient system for redundant sensors, while the SPRT provides the ability to make decisions based on the degradation history of a sensor. The methodology is also extended to the detection of noise degradation. The acceptability of the proposed method is demonstration by using the simulation data in safety injection accident of nuclear power plants. The results show that the signal validation and sensor failure detection system is able to detect and isolate a bias failure and noise type failures under transient conditions. And also, the system is able to provide the validated signal by reconstructing the measurement signals in the failure conditions considered.

• Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
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• v.25 no.4
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• pp.45-56
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• 2011

This paper is proposed artificial neural network(ANN) rotor resistance estimation of induction motor drive controlled by multi-adaptive fuzzy learning controller(AFLC). A simple double layer feedforward ANN trained by the back-propagation technique is employed in the rotor resistance identification. In this estimator, double models of the state variable estimations are used; one provides the actual induction motor output states and the other gives the ANN model output states. The total error between the desired and actual state variables is then back propagated to adjust the weights of the ANN model, so that the output of this model tracks the actual output. When the training is completed, the weights of the ANN correspond to the parameters in the actual motor. The estimation and control performance of ANN and multi-AFLC is evaluated by analysis for various operating conditions. Also, this paper is proposed the analysis results to verify the effectiveness of this controller.