• Title/Summary/Keyword: artificial neural network (ANN)

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Dynamic forecasts of bankruptcy with Recurrent Neural Network model (RNN(Recurrent Neural Network)을 이용한 기업부도예측모형에서 회계정보의 동적 변화 연구)

  • Kwon, Hyukkun;Lee, Dongkyu;Shin, Minsoo
    • Journal of Intelligence and Information Systems
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    • v.23 no.3
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    • pp.139-153
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    • 2017
  • Corporate bankruptcy can cause great losses not only to stakeholders but also to many related sectors in society. Through the economic crises, bankruptcy have increased and bankruptcy prediction models have become more and more important. Therefore, corporate bankruptcy has been regarded as one of the major topics of research in business management. Also, many studies in the industry are in progress and important. Previous studies attempted to utilize various methodologies to improve the bankruptcy prediction accuracy and to resolve the overfitting problem, such as Multivariate Discriminant Analysis (MDA), Generalized Linear Model (GLM). These methods are based on statistics. Recently, researchers have used machine learning methodologies such as Support Vector Machine (SVM), Artificial Neural Network (ANN). Furthermore, fuzzy theory and genetic algorithms were used. Because of this change, many of bankruptcy models are developed. Also, performance has been improved. In general, the company's financial and accounting information will change over time. Likewise, the market situation also changes, so there are many difficulties in predicting bankruptcy only with information at a certain point in time. However, even though traditional research has problems that don't take into account the time effect, dynamic model has not been studied much. When we ignore the time effect, we get the biased results. So the static model may not be suitable for predicting bankruptcy. Thus, using the dynamic model, there is a possibility that bankruptcy prediction model is improved. In this paper, we propose RNN (Recurrent Neural Network) which is one of the deep learning methodologies. The RNN learns time series data and the performance is known to be good. Prior to experiment, we selected non-financial firms listed on the KOSPI, KOSDAQ and KONEX markets from 2010 to 2016 for the estimation of the bankruptcy prediction model and the comparison of forecasting performance. In order to prevent a mistake of predicting bankruptcy by using the financial information already reflected in the deterioration of the financial condition of the company, the financial information was collected with a lag of two years, and the default period was defined from January to December of the year. Then we defined the bankruptcy. The bankruptcy we defined is the abolition of the listing due to sluggish earnings. We confirmed abolition of the list at KIND that is corporate stock information website. Then we selected variables at previous papers. The first set of variables are Z-score variables. These variables have become traditional variables in predicting bankruptcy. The second set of variables are dynamic variable set. Finally we selected 240 normal companies and 226 bankrupt companies at the first variable set. Likewise, we selected 229 normal companies and 226 bankrupt companies at the second variable set. We created a model that reflects dynamic changes in time-series financial data and by comparing the suggested model with the analysis of existing bankruptcy predictive models, we found that the suggested model could help to improve the accuracy of bankruptcy predictions. We used financial data in KIS Value (Financial database) and selected Multivariate Discriminant Analysis (MDA), Generalized Linear Model called logistic regression (GLM), Support Vector Machine (SVM), Artificial Neural Network (ANN) model as benchmark. The result of the experiment proved that RNN's performance was better than comparative model. The accuracy of RNN was high in both sets of variables and the Area Under the Curve (AUC) value was also high. Also when we saw the hit-ratio table, the ratio of RNNs that predicted a poor company to be bankrupt was higher than that of other comparative models. However the limitation of this paper is that an overfitting problem occurs during RNN learning. But we expect to be able to solve the overfitting problem by selecting more learning data and appropriate variables. From these result, it is expected that this research will contribute to the development of a bankruptcy prediction by proposing a new dynamic model.

Using Machine Learning Techniques for Accurate Attack Detection in Intrusion Detection Systems using Cyber Threat Intelligence Feeds

  • Ehtsham Irshad;Abdul Basit Siddiqui
    • International Journal of Computer Science & Network Security
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    • v.24 no.4
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    • pp.179-191
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    • 2024
  • With the advancement of modern technology, cyber-attacks are always rising. Specialized defense systems are needed to protect organizations against these threats. Malicious behavior in the network is discovered using security tools like intrusion detection systems (IDS), firewall, antimalware systems, security information and event management (SIEM). It aids in defending businesses from attacks. Delivering advance threat feeds for precise attack detection in intrusion detection systems is the role of cyber-threat intelligence (CTI) in the study is being presented. In this proposed work CTI feeds are utilized in the detection of assaults accurately in intrusion detection system. The ultimate objective is to identify the attacker behind the attack. Several data sets had been analyzed for attack detection. With the proposed study the ability to identify network attacks has improved by using machine learning algorithms. The proposed model provides 98% accuracy, 97% precision, and 96% recall respectively.

Computational intelligence models for predicting the frictional resistance of driven pile foundations in cold regions

  • Shiguan Chen;Huimei Zhang;Kseniya I. Zykova;Hamed Gholizadeh Touchaei;Chao Yuan;Hossein Moayedi;Binh Nguyen Le
    • Computers and Concrete
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    • v.32 no.2
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    • pp.217-232
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    • 2023
  • Numerous studies have been performed on the behavior of pile foundations in cold regions. This study first attempted to employ artificial neural networks (ANN) to predict pile-bearing capacity focusing on pile data recorded primarily on cold regions. As the ANN technique has disadvantages such as finding global minima or slower convergence rates, this study in the second phase deals with the development of an ANN-based predictive model improved with an Elephant herding optimizer (EHO), Dragonfly Algorithm (DA), Genetic Algorithm (GA), and Evolution Strategy (ES) methods for predicting the piles' bearing capacity. The network inputs included the pile geometrical features, pile area (m2), pile length (m), internal friction angle along the pile body and pile tip (Ø°), and effective vertical stress. The MLP model pile's output was the ultimate bearing capacity. A sensitivity analysis was performed to determine the optimum parameters to select the best predictive model. A trial-and-error technique was also used to find the optimum network architecture and the number of hidden nodes. According to the results, there is a good consistency between the pile-bearing DA-MLP-predicted capacities and the measured bearing capacities. Based on the R2 and determination coefficient as 0.90364 and 0.8643 for testing and training datasets, respectively, it is suggested that the DA-MLP model can be effectively implemented with higher reliability, efficiency, and practicability to predict the bearing capacity of piles.

Structural monitoring of movable bridge mechanical components for maintenance decision-making

  • Gul, Mustafa;Dumlupinar, Taha;Hattori, Hiroshi;Catbas, Necati
    • Structural Monitoring and Maintenance
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    • v.1 no.3
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    • pp.249-271
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    • 2014
  • This paper presents a unique study of Structural Health Monitoring (SHM) for the maintenance decision making about a real life movable bridge. The mechanical components of movable bridges are maintained on a scheduled basis. However, it is desired to have a condition-based maintenance by taking advantage of SHM. The main objective is to track the operation of a gearbox and a rack-pinion/open gear assembly, which are critical parts of bascule type movable bridges. Maintenance needs that may lead to major damage to these components needs to be identified and diagnosed timely since an early detection of faults may help avoid unexpected bridge closures or costly repairs. The fault prediction of the gearbox and rack-pinion/open gear is carried out using two types of Artificial Neural Networks (ANNs): 1) Multi-Layer Perceptron Neural Networks (MLP-NNs) and 2) Fuzzy Neural Networks (FNNs). Monitoring data is collected during regular opening and closing of the bridge as well as during artificially induced reversible damage conditions. Several statistical parameters are extracted from the time-domain vibration signals as characteristic features to be fed to the ANNs for constructing the MLP-NNs and FNNs independently. The required training and testing sets are obtained by processing the acceleration data for both damaged and undamaged condition of the aforementioned mechanical components. The performances of the developed ANNs are first evaluated using unseen test sets. Second, the selected networks are used for long-term condition evaluation of the rack-pinion/open gear of the movable bridge. It is shown that the vibration monitoring data with selected statistical parameters and particular network architectures give successful results to predict the undamaged and damaged condition of the bridge. It is also observed that the MLP-NNs performed better than the FNNs in the presented case. The successful results indicate that ANNs are promising tools for maintenance monitoring of movable bridge components and it is also shown that the ANN results can be employed in simple approach for day-to-day operation and maintenance of movable bridges.

Sensorless Speed Control of Induction Motor using Am and FMRLC (ANN과 FMRLC를 이용한 유도전동기의 센서리스 속도제어)

  • Nam Su-Myeong;Lee Jung-Chul;Lee Hong-Gyun;Lee Young-Sil;Part Bung-Sang;Chung Dong-Hwa
    • Proceedings of the KIPE Conference
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    • 2004.07a
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    • pp.38-41
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    • 2004
  • Artificial intelligence control that use Fuzzy, Neural network, genetic algorithm etc. in the speed control of induction motor recently is studied much. Also, sensors such as Encoder and Resolver are used to receive the speed of induction motor and information of position. However, this control method or sensor use receives much effects in surroundings environment change and react sensitively to parameter change of electric motor and control Performance drops. Presume the speed and position of induction motor by ANN in this treatise, and because using FMRLC that is consisted of two Fuzzy Logic, can correct Fuzzy Rule Base through teaming and save good response special quality in change of condition such as change of parameter.

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Emotion Recognition and Expression System of Robot Based on 2D Facial Image (2D 얼굴 영상을 이용한 로봇의 감정인식 및 표현시스템)

  • Lee, Dong-Hoon;Sim, Kwee-Bo
    • Journal of Institute of Control, Robotics and Systems
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    • v.13 no.4
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    • pp.371-376
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    • 2007
  • This paper presents an emotion recognition and its expression system of an intelligent robot like a home robot or a service robot. Emotion recognition method in the robot is used by a facial image. We use a motion and a position of many facial features. apply a tracking algorithm to recognize a moving user in the mobile robot and eliminate a skin color of a hand and a background without a facial region by using the facial region detecting algorithm in objecting user image. After normalizer operations are the image enlarge or reduction by distance of the detecting facial region and the image revolution transformation by an angel of a face, the mobile robot can object the facial image of a fixing size. And materialize a multi feature selection algorithm to enable robot to recognize an emotion of user. In this paper, used a multi layer perceptron of Artificial Neural Network(ANN) as a pattern recognition art, and a Back Propagation(BP) algorithm as a learning algorithm. Emotion of user that robot recognized is expressed as a graphic LCD. At this time, change two coordinates as the number of times of emotion expressed in ANN, and change a parameter of facial elements(eyes, eyebrows, mouth) as the change of two coordinates. By materializing the system, expressed the complex emotion of human as the avatar of LCD.

Input Variable Decision of the Predictive Model for the Optimal Starting Moment of the Cooling System in Accommodations (숙박시설 냉방 시스템의 최적 작동 시점 예측 모델 개발을 위한 입력 변수 선정)

  • Baik, Yong Kyu;Yoon, Younju;Moon, Jin Woo
    • KIEAE Journal
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    • v.15 no.4
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    • pp.105-110
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    • 2015
  • Purpose: This study aimed at finding the optimal input variables of the artificial neural network-based predictive model for the optimal controls of the indoor temperature environment. By applying the optimal input variables to the predictive model, the required time for restoring the current indoor temperature during the setback period to the normal setpoint temperature can be more precisely calculated for the cooling season. The precise prediction results will support the advanced operation of the cooling system to condition the indoor temperature comfortably in a more energy-efficient manner. Method: Two major steps employing the numerical computer simulation method were conducted for developing an ANN model and finding the optimal input variables. In the first process, the initial ANN model was intuitively determined to have input neurons that seemed to have a relationship with the output neuron. The second process was conducted for finding the statistical relationship between the initial input variables and output variable. Result: Based on the statistical analysis, the optimal input variables were determined.

Development of Index for Sound Quality Evaluation of Vacuum Cleaner Based on Human Sensibility Engineering (감성공학을 기초한 진공청소기의 음질 인덱스 개발)

  • Gu, Jin-Hoi;Lee, Sang-kwon;Jeon, Wan-Ho;Kim, Chang-Jun
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.15 no.7 s.100
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    • pp.821-828
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    • 2005
  • In our life, we have used many digital appliances. They help us to improve the quality of life but sometimes give us unsatisfactory result. Because they produce specific noise. Especially vacuum cleaner produce much noise that is very annoying. So we need to study what sound metrics affect human sensibility. In this paper, we develop sound quality index for vacuum cleaner using the sound quality metrics defined in psychoacoustics. First, we carry out the subjective evaluation of vacuum cleaner sound to verify what vacuum sound feels good to human. And then artificial neural network estimated the complexity and the nonlinear characteristics of the relations between subjective evaluation and sound metrics. Finally the ANN is trained repeatedly to have a good performance for sound qualify index of the vacuum cleaner. As a result, the sound quality index of vacuum cleaner has a correlation of $93.5\%$ between the subjective evaluation and ANN. So, there exist three factors that Is loudness, sharpness, roughness which affect the sound quality of vacuum cleaner.

A Yields Prediction in the Semiconductor Manufacturing Process Using Stepwise Support Vector Machine (SSVM(Stepwise-Support Vector Machine)을 이용한 반도체 수율 예측)

  • An, Dae-Wong;Ko, Hyo-Heon;Kim, Ji-Hyun;Baek, Jun-Geol;Kim, Sung-Shick
    • IE interfaces
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    • v.22 no.3
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    • pp.252-262
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    • 2009
  • It is crucial to prevent low yields in the semiconductor industry. Since many factors affect variation in yield and they are deeply related, preventing low yield is difficult. There have been substantial researches in the field of yield prediction. Many researchers had used the statistical methods. Many studies have shown that artificial neural network (ANN) achieved better performance than traditional statistical methods. However, despite ANN's superior performance some problems such as over-fitting and poor explanatory power arise. In order to overcome these limitations, a relatively new machine learning technique, support vector machine (SVM), is introduced to classify the yield. SVM is simple enough to be analyzed mathematically, and it leads to high performances in practical applications. This study presents a new efficient classification methodology, Stepwise-SVM (SSVM), for detecting high and low yields. SSVM is step-by-step adjustment of parameters to be precisely the classification for actual high and low yield lot. The objective of this paper is to examine the feasibility of SVM and SSVM in the yield classification. The experimental results show that SVM and SSVM provides a promising alternative to yield classification for the field data.

Springback Compensation of Sheet Metal Bending Process Based on DOE & ANN (판재 굽힘 성형에서 실험계획법 및 인공신경망을 이용한 탄성회복 보정)

  • An, Jae-Hong;Ko, Dae-Cheol;Lee, Chan-Joo;Kim, Byung-Min
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.32 no.11
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    • pp.990-996
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    • 2008
  • Nowadays, the trend to a lightweight design accelerates the use of advanced high strength steel (AHSS) in automotive industry. Springback phenomena is a hot issue in the sheet metal forming, especially bending process using AHSS. Several analytical methods for that have been proposed in recent years. Each of method has their advantages and disadvantages. There are only a few optimal solutions which can minimize the two objectives simultaneously. In this study, an effective method optimized the multi objective value. The method by the design of experiments(DOE) and artificial neural network(ANN) was presented to compensate springback of bending parts. This method was applied to L and V bending process. The effective method could be optimized to multiple object. It was confirmed that the proposed method was more efficient than traditional manual FEA procedure and the trial and error approach for springback compensation.