• 제목/요약/키워드: discriminant model

검색결과 510건 처리시간 0.027초

Using Classification function to integrate Discriminant Analysis, Logistic Regression and Backpropagation Neural Networks for Interest Rates Forecasting

  • Oh, Kyong-Joo;Ingoo Han
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2000년도 추계정기학술대회:지능형기술과 CRM
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    • pp.417-426
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    • 2000
  • This study suggests integrated neural network models for Interest rate forecasting using change-point detection, classifiers, and classification functions based on structural change. The proposed model is composed of three phases with tee-staged learning. The first phase is to detect successive and appropriate structural changes in interest rare dataset. The second phase is to forecast change-point group with classifiers (discriminant analysis, logistic regression, and backpropagation neural networks) and their. combined classification functions. The fecal phase is to forecast the interest rate with backpropagation neural networks. We propose some classification functions to overcome the problems of two-staged learning that cannot measure the performance of the first learning. Subsequently, we compare the structured models with a neural network model alone and, in addition, determine which of classifiers and classification functions can perform better. This article then examines the predictability of the proposed classification functions for interest rate forecasting using structural change.

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인공지능기법을 이용한 기업부도 예측 (Forecasting Corporate Bankruptcy with Artificial Intelligence)

  • 오우석;김진화
    • 산업융합연구
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    • 제15권1호
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    • pp.17-32
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    • 2017
  • The purpose of this study is to evaluate financial models that can predict corporate bankruptcy with diverse studies on evaluation models. The study uses discriminant analysis, logistic model, decision tree, neural networks as analyses tools with 18 input variables as major financial factors. The study found meaningful variables such as current ratio, return on investment, ordinary income to total assets, total debt turn over rate, interest expenses to sales, net working capital to total assets and it also found that prediction performance of suggested method is a bit low compared to that in literature review. It is because the studies in the past uses the data set on the listed companies or companies audited from outside. And this study uses data on the companies whose credibility is not verified enough. Another finding is that models based on decision tree analysis and discriminant analysis showed the highest performance among many bankruptcy forecasting models.

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Detection of Pathological Voice Using Linear Discriminant Analysis

  • Lee, Ji-Yeoun;Jeong, Sang-Bae;Choi, Hong-Shik;Hahn, Min-Soo
    • 대한음성학회지:말소리
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    • 제64호
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    • pp.77-88
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    • 2007
  • Nowadays, mel-frequency cesptral coefficients (MFCCs) and Gaussian mixture models (GMMs) are used for the pathological voice detection. This paper suggests a method to improve the performance of the pathological/normal voice classification based on the MFCC-based GMM. We analyze the characteristics of the mel frequency-based filterbank energies using the fisher discriminant ratio (FDR). And the feature vectors through the linear discriminant analysis (LDA) transformation of the filterbank energies (FBE) and the MFCCs are implemented. An accuracy is measured by the GMM classifier. This paper shows that the FBE LDA-based GMM is a sufficiently distinct method for the pathological/normal voice classification, with a 96.6% classification performance rate. The proposed method shows better performance than the MFCC-based GMM with noticeable improvement of 54.05% in terms of error reduction.

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다양한 변별분석을 통한 한국어 연결숫자 인식 성능향상에 관한 연구 (Performance Improvement of Korean Connected Digit Recognition Using Various Discriminant Analyses)

  • 송화전;김형순
    • 대한음성학회지:말소리
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    • 제44호
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    • pp.105-113
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    • 2002
  • In Korean, each digit is monosyllable and some pairs are known to have high confusability, causing performance degradation of connected digit recognition systems. To improve the performance, in this paper, we employ various discriminant analyses (DA) including Linear DA (LDA), Weighted Pairwise Scatter LDA WPS-LDA), Heteroscedastic Discriminant Analysis (HDA), and Maximum Likelihood Linear Transformation (MLLT). We also examine several combinations of various DA for additional performance improvement. Experimental results show that applying any DA mentioned above improves the string accuracy, but the amount of improvement of each DA method varies according to the model complexity or number of mixtures per state. Especially, more than 20% of string error reduction is achieved by applying MLLT after WPS-LDA, compared with the baseline system, when class level of DA is defined as a tied state and 1 mixture per state is used.

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Prediction of coal and gas outburst risk at driving working face based on Bayes discriminant analysis model

  • Chen, Liang;Yu, Liang;Ou, Jianchun;Zhou, Yinbo;Fu, Jiangwei;Wang, Fei
    • Earthquakes and Structures
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    • 제18권1호
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    • pp.73-82
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    • 2020
  • With the coal mining depth increasing, both stress and gas pressure rapidly enhance, causing coal and gas outburst risk to become more complex and severe. The conventional method for prediction of coal and gas outburst adopts one prediction index and corresponding critical value to forecast and cannot reflect all the factors impacting coal and gas outburst, thus it is characteristic of false and missing forecasts and poor accuracy. For the reason, based on analyses of both the prediction indicators and the factors impacting coal and gas outburst at the test site, this work carefully selected 6 prediction indicators such as the index of gas desorption from drill cuttings Δh2, the amount of drill cuttings S, gas content W, the gas initial diffusion velocity index ΔP, the intensity of electromagnetic radiation E and its number of pulse N, constructed the Bayes discriminant analysis (BDA) index system, studied the BDA-based multi-index comprehensive model for forecast of coal and gas outburst risk, and used the established discriminant model to conduct coal and gas outburst prediction. Results showed that the BDA - based multi-index comprehensive model for prediction of coal and gas outburst has an 100% of prediction accuracy, without wrong and omitted predictions, can also accurately forecast the outburst risk even for the low indicators outburst. The prediction method set up by this study has a broad application prospect in the prediction of coal and gas outburst risk.

Artificial Neural Networks for Interest Rate Forecasting based on Structural Change : A Comparative Analysis of Data Mining Classifiers

  • Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.641-651
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    • 2003
  • This study suggests the hybrid models for interest rate forecasting using structural changes (or change points). The basic concept of this proposed model is to obtain significant intervals caused by change points, to identify them as the change-point groups, and to reflect them in interest rate forecasting. The model is composed of three phases. The first phase is to detect successive structural changes in the U. S. Treasury bill rate dataset. The second phase is to forecast the change-point groups with data mining classifiers. The final phase is to forecast interest rates with backpropagation neural networks (BPN). Based on this structure, we propose three hybrid models in terms of data mining classifier: (1) multivariate discriminant analysis (MDA)-supported model, (2) case-based reasoning (CBR)-supported model, and (3) BPN-supported model. Subsequently, we compare these models with a neural network model alone and, in addition, determine which of three classifiers (MDA, CBR and BPN) can perform better. For interest rate forecasting, this study then examines the prediction ability of hybrid models to reflect the structural change.

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A Study on Modeling of Spatial Land-use Prediction

  • Kim, Eui-Hong
    • 대한원격탐사학회지
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    • 제1권1호
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    • pp.53-61
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    • 1985
  • The purpose of the study is to establish models of land use prediction system for development and management of land resources using remotely sensed data as well as ancillary data in the context of multi-disciplinary approach in the application to CheJoo Island. The model adopts multi-date processing techniques and is a spatial/temporal land-use projection strategy emerged as a synthesis of the probability transition model and the discriminant-annlysis model. A discriminant model is applied to all pixels in CheJoo landscape plane to predict the most likely change in land use. The probability transition model provides the number of these pixels that will convert to different land use in a gives future time increment. The synthetic model predicts the future change in land use and its volume of pixels in the landscape plane.

CANCER CLASSIFICATION AND PREDICTION USING MULTIVARIATE ANALYSIS

  • Shon, Ho-Sun;Lee, Heon-Gyu;Ryu, Keun-Ho
    • 대한원격탐사학회:학술대회논문집
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    • 대한원격탐사학회 2006년도 Proceedings of ISRS 2006 PORSEC Volume II
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    • pp.706-709
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    • 2006
  • Cancer is one of the major causes of death; however, the survival rate can be increased if discovered at an early stage for timely treatment. According to the statistics of the World Health Organization of 2002, breast cancer was the most prevalent cancer for all cancers occurring in women worldwide, and it account for 16.8% of entire cancers inflicting Korean women today. In order to classify the type of breast cancer whether it is benign or malignant, this study was conducted with the use of the discriminant analysis and the decision tree of data mining with the breast cancer data disclosed on the web. The discriminant analysis is a statistical method to seek certain discriminant criteria and discriminant function to separate the population groups on the basis of observation values obtained from two or more population groups, and use the values obtained to allow the existing observation value to the population group thereto. The decision tree analyzes the record of data collected in the part to show it with the pattern existing in between them, namely, the combination of attribute for the characteristics of each class and make the classification model tree. Through this type of analysis, it may obtain the systematic information on the factors that cause the breast cancer in advance and prevent the risk of recurrence after the surgery.

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T-Commerce 요인에 따른 사용의도 판별에 관한 연구 (A Study on the Discrimination of Use Intention by Critical T-Commerce Factors)

  • 김주안
    • 통상정보연구
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    • 제8권3호
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    • pp.71-95
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    • 2006
  • In recent, T-commerce is widely dispersed as alternative type of commerce. It is forecasted that t-commerce system is used more than e-commerce system. Therefore more and more t-commerce-related industries are also recognizing that t-commerce is a critical business model. It is needed to understand the concept of t-commerce and develop the t-commerce marketing strategy. CEO analyses consumer's behaviors according to the data about buyers and applies the advantage of t-commerce to the communication with customers. This t-commerce system plays an important role in maximizing customer satisfaction and affecting their intention to reuse it. Therefore this paper attempts to identify T-commerce critical success factors and divide between use-intention group and unuse-intention group by taking out a discriminant function by the discriminant analysis. This lays a foundation in developing T-commerce strategy. According to the discriminant function extracted, convenience factor, amusement factor, system quality factor, product perception factor are significant in the sequence of influential degree. However, usefulness factor and speedy connection factor are not significant. In result, the target hitting rate is 77.9% in the first unuse-intention group and it is 95.2% in the second use-intention group. The total discriminant target hitting rate is computed to higher value, 86.55%. The statistic package, SPSS 12.0, is used to survey and analyse data and test the hypothesis. The validity and reliability of variables are verified by both reliability analysis and factor analysis. The discriminant analysis is used to tell the difference between use-intention group and unuse-intention group.

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WEED DETECTION BY MACHINE VISION AND ARTIFICIAL NEURAL NETWORK

  • S. I. Cho;Lee, D. S.;J. Y. Jeong
    • 한국농업기계학회:학술대회논문집
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    • 한국농업기계학회 2000년도 THE THIRD INTERNATIONAL CONFERENCE ON AGRICULTURAL MACHINERY ENGINEERING. V.II
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    • pp.270-278
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    • 2000
  • A machine vision system using charge coupled device(CCD) camera for the weed detection in a radish farm was developed. Shape features were analyzed with the binary images obtained from color images of radish and weeds. Aspect, Elongation and PTB were selected as significant variables for discriminant models using the STEPDISC option. The selected variables were used in the DISCRIM procedure to compute a discriminant function for classifying images into one of the two classes. Using discriminant analysis, the successful recognition rate was 92% for radish and 98% for weeds. To recognize radish and weeds more effectively than the discriminant analysis, an artificial neural network(ANN) was used. The developed ANN model distinguished the radish from the weeds with 100%. The performance of ANNs was improved to prevent overfitting and to generalize well using a regularization method. The successful recognition rate in the farms was 93.3% for radish and 93.8% for weeds. As a whole, the machine vision system using CCD camera with the artificial neural network was useful to detect weeds in the radish farms.

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