• 제목/요약/키워드: ensemble method

검색결과 508건 처리시간 0.036초

Structural modal identification through ensemble empirical modal decomposition

  • Zhang, J.;Yan, R.Q.;Yang, C.Q.
    • Smart Structures and Systems
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    • 제11권1호
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    • pp.123-134
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    • 2013
  • Identifying structural modal parameters, especially those modes within high frequency range, from ambient data is still a challenging problem due to various kinds of uncertainty involved in vibration measurements. A procedure applying an ensemble empirical mode decomposition (EEMD) method is proposed for accurate and robust structural modal identification. In the proposed method, the EEMD process is first implemented to decompose the original ambient data to a set of intrinsic mode functions (IMFs), which are zero-mean time series with energy in narrow frequency bands. Subsequently, a Sub-PolyMAX method is performed in narrow frequency bands by using IMFs as primary data for structural modal identification. The merit of the proposed method is that it performs structural identification in narrow frequency bands (take IMFs as primary data), unlike the traditional method in the whole frequency space (take original measurements as primary data), thus it produces more accurate identification results. A numerical example and a multiple-span continuous steel bridge have been investigated to verify the effectiveness of the proposed method.

Data Correction For Enhancing Classification Accuracy By Unknown Deep Neural Network Classifiers

  • Kwon, Hyun;Yoon, Hyunsoo;Choi, Daeseon
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • 제15권9호
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    • pp.3243-3257
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    • 2021
  • Deep neural networks provide excellent performance in pattern recognition, audio classification, and image recognition. It is important that they accurately recognize input data, particularly when they are used in autonomous vehicles or for medical services. In this study, we propose a data correction method for increasing the accuracy of an unknown classifier by modifying the input data without changing the classifier. This method modifies the input data slightly so that the unknown classifier will correctly recognize the input data. It is an ensemble method that has the characteristic of transferability to an unknown classifier by generating corrected data that are correctly recognized by several classifiers that are known in advance. We tested our method using MNIST and CIFAR-10 as experimental data. The experimental results exhibit that the accuracy of the unknown classifier is a 100% correct recognition rate owing to the data correction generated by the proposed method, which minimizes data distortion to maintain the data's recognizability by humans.

Predicting Stock Liquidity by Using Ensemble Data Mining Methods

  • Bae, Eun Chan;Lee, Kun Chang
    • 한국컴퓨터정보학회논문지
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    • 제21권6호
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    • pp.9-19
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    • 2016
  • In finance literature, stock liquidity showing how stocks can be cashed out in the market has received rich attentions from both academicians and practitioners. The reasons are plenty. First, it is known that stock liquidity affects significantly asset pricing. Second, macroeconomic announcements influence liquidity in the stock market. Therefore, stock liquidity itself affects investors' decision and managers' decision as well. Though there exist a great deal of literature about stock liquidity in finance literature, it is quite clear that there are no studies attempting to investigate the stock liquidity issue as one of decision making problems. In finance literature, most of stock liquidity studies had dealt with limited views such as how much it influences stock price, which variables are associated with describing the stock liquidity significantly, etc. However, this paper posits that stock liquidity issue may become a serious decision-making problem, and then be handled by using data mining techniques to estimate its future extent with statistical validity. In this sense, we collected financial data set from a number of manufacturing companies listed in KRX (Korea Exchange) during the period of 2010 to 2013. The reason why we selected dataset from 2010 was to avoid the after-shocks of financial crisis that occurred in 2008. We used Fn-GuidPro system to gather total 5,700 financial data set. Stock liquidity measure was computed by the procedures proposed by Amihud (2002) which is known to show best metrics for showing relationship with daily return. We applied five data mining techniques (or classifiers) such as Bayesian network, support vector machine (SVM), decision tree, neural network, and ensemble method. Bayesian networks include GBN (General Bayesian Network), NBN (Naive BN), TAN (Tree Augmented NBN). Decision tree uses CART and C4.5. Regression result was used as a benchmarking performance. Ensemble method uses two types-integration of two classifiers, and three classifiers. Ensemble method is based on voting for the sake of integrating classifiers. Among the single classifiers, CART showed best performance with 48.2%, compared with 37.18% by regression. Among the ensemble methods, the result from integrating TAN, CART, and SVM was best with 49.25%. Through the additional analysis in individual industries, those relatively stabilized industries like electronic appliances, wholesale & retailing, woods, leather-bags-shoes showed better performance over 50%.

마코프 체인 몬테카를로 및 앙상블 칼만필터와 연계된 추계학적 단순 수문분할모형 (Stochastic Simple Hydrologic Partitioning Model Associated with Markov Chain Monte Carlo and Ensemble Kalman Filter)

  • 최정현;이옥정;원정은;김상단
    • 한국물환경학회지
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    • 제36권5호
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    • pp.353-363
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    • 2020
  • Hydrologic models can be classified into two types: those for understanding physical processes and those for predicting hydrologic quantities. This study deals with how to use the model to predict today's stream flow based on the system's knowledge of yesterday's state and the model parameters. In this regard, for the model to generate accurate predictions, the uncertainty of the parameters and appropriate estimates of the state variables are required. In this study, a relatively simple hydrologic partitioning model is proposed that can explicitly implement the hydrologic partitioning process, and the posterior distribution of the parameters of the proposed model is estimated using the Markov chain Monte Carlo approach. Further, the application method of the ensemble Kalman filter is proposed for updating the normalized soil moisture, which is the state variable of the model, by linking the information on the posterior distribution of the parameters and by assimilating the observed steam flow data. The stochastically and recursively estimated stream flows using the data assimilation technique revealed better representation of the observed data than the stream flows predicted using the deterministic model. Therefore, the ensemble Kalman filter in conjunction with the Markov chain Monte Carlo approach could be a reliable and effective method for forecasting daily stream flow, and it could also be a suitable method for routinely updating and monitoring the watershed-averaged soil moisture.

앙상블 학습을 이용한 적조 발생 예측의 성능향상 (Enhancing of Red Tide Blooms Prediction using Ensemble Train)

  • 박선;정민아;이성로
    • 대한전자공학회논문지SP
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    • 제49권1호
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    • pp.41-48
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    • 2012
  • 적조란 유해조류의 일시적인 대 번식으로 바다를 적색으로 변화시키며 양식장의 어패류를 집단 폐사 시킬 뿐 아니라 연안환경 및 바다 생태계에 악영향을 미치는 자연 현상이다. 적조에 의한 양식어업의 피해는 매년 발생하고 있으며 매년 적조방제에 많은 비용을 소비하고 있다. 이 때문에 적조 발생을 미리 예측할 수 있으면 적조에 대한 피해 및 방재 비용을 최소화 시킬수 있다. 본 논문은 앙상블 학습은 이용한 적조발생 예측 방법을 제안한다. 제안방법은 앙상블 학습의 bagging과 boosting 방법을 이용하여서 적조를 예측의 성능을 향상시킨다. 실험결과 제안방법은 단일 분류기에 비하여서 더 좋은 적조 발생 예측 성능을 보였다.

앙상블 SVM을 이용한 동적 웹 정보 예측 시스템 (Dynamic Web Information Predictive System Using Ensemble Support Vector Machine)

  • 박창희;윤경배
    • 정보처리학회논문지B
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    • 제11B권4호
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    • pp.465-470
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    • 2004
  • 기존의 웹 정보 예측 시스템은 예측에 필요한 정보를 얻기 위하여 사용자 프로파일과 사용자로부터의 명시적 피드백 정보를 필요로 하는 단점이 존재한다. 본 논문에서는 이러한 단점을 극복하고자 웹 사이트에 접속한 고객의 행동을 나타내는 클릭 스트림 데이터와 이를 기반으로 한 사용자의 암시적 피드백 정보를 이용하여 각 사용자가 가장 필요로 하는 웹 정보를 예측한다. 이를 이용하여 관련 정보를 제공할 수 있는 앙상블 SVM을 이용한 동적 웹 정보 예측 시스템을 설계하고 구현하며, 기존의 웹 정보 예측 시스템과 성능 비교를 수행한 결과, 제안된 방법의 우수함이 입증되었다.

삼점 신호 평균기법에 의한 요속신호의 잡음 축소 기법 (Noise Reduction Technique by Three-Points Ensemble Averaging in Uroflowmetry)

  • 최성수;이인광;이상봉;박준오;이수옥;차은종;김경아
    • 전기학회논문지
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    • 제58권8호
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    • pp.1638-1643
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    • 2009
  • Uroflowmetry is a convenient clinical test to screen the benign prostatic hyperplasia(BPH) common in the aged men. A load cell is located beneath the urine container to measure the weight of urine. However, it is sensitive to the impact applied on the bottom of the container by the urine stream, which could be a noise source lowering the reliability of the system. With this aim, our study proposed a noise reduction technique by computing ensemble average of the weighted signals that were acquired from three-load cells forming a regular triangle beneath the urine container. Simulated urination experiment was performed with three different collection methods, all of which demonstrated significant noise reduction by ensemble averaging. Furthermore, the best results can be obtained without any special urine collection devices. Thus, our novel method can be usefully applied to uroflowmetry for enhancing measurement in terms of accuracy and reliability.

앙상블 민감도를 이용한 2003년 8월 6일 집중 호우 역학 분석 (Ensemble Sensitivity Analysis of the Heavy Rainfall Event Occurred on 6th August 2003 over the Korean Peninsula)

  • 노남규;김신우;하지현;임규호
    • 대기
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    • 제23권1호
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    • pp.23-32
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    • 2013
  • Ensemble sensitivity has been recently proposed as a method to analyze the dynamics of severe weather events. We adopt it to investigate the physical mechanism which caused the heavy rainfall over the Korean Peninsula on 6th August 2003. Two rainfall peaks existed in this severe weather event. The selected response functions are 1 hour accumulated rainfall amount of each rainfall peak. Sensitivity fields were calculated using 36 ensemble members which were generated by WRFDA. The sensitive regions for the first rainfall peak are located over the Shandong Peninsula and the Yellow Sea at 12 hours before the first rainfall peak. However, the 12-h forecast sensitivity for the second rainfall peak is revealed near Typhoon ETAU (0310) and midlatitude trough. These results show that the first rainfall peak was induced by low pressure which located over the northern part of the Korean Peninsula while the second rainfall peak was caused by the interaction between typhoon ETAU and midlatitude trough.

Kalman Filter-Based Ensemble Timescale with 3- Hydrogen Masers

  • Lee, Ho Seong;Kwon, Taeg Yong;Lee, Young Kyu;Yang, Sung-hoon;Yu, Dai-Hyuk
    • Journal of Positioning, Navigation, and Timing
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    • 제9권3호
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    • pp.261-272
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    • 2020
  • A Kalman filter algorithm is used for the generation of an ensemble timescale with three hydrogen masers maintained in KRISS. Allan deviation curves of three pairs of clocks were obtained by a three-cornered hat method and were used as reference curves for determination of parameters of the Kalman filter-based timescale. The ensemble timescale equation of a 3-clock system was established, and the clocks' phases estimated by the Kalman filter were used as the prediction time of each clock in the equation. The weight of each clock was determined inversely proportional to the Allan variance calculated with the clocks' phases. The Allan deviation of the weighted mean was 1.2×10-16 at the averaging time of 57,600 s. However when we made fine adjustments of the clocks' weight, the minimum Allan deviation of 2×10-17 was obtained. To find out the reason of the great improvement in the frequency stability, additional researches are in progress theoretically and experimentally.

지상파DMB 제한수신 시스템의 효율적인 설계 및 구현 방법 (An Effective Method of Design and Implementation for Conditional Access System in Terrestrial-DMB)

  • 이용훈;이진환;이광순;이수인;김남
    • 한국통신학회논문지
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    • 제31권10A호
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    • pp.1020-1030
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    • 2006
  • 본격적인 지상파DMB 서비스가 시작되면서 사업자별로 다양한 데이터 서비스를 준비하는 등 비즈니스 모델 개발에 주력하고 있다. 이에 따라 DMB에 적합한 제한수신 시스템의 필요성이 이슈화되면서 국내에서는 현재 표준화 작업이 활활발히 진행되고 있다. 본 논문은 지상파DMB 방송환경에서의 적용을 목적으로 하는 지상파DMB 제한수신 서비스를 위한 앙상블 재다중화기와 수신 검증 플랫폼의 설계 및 구현 방법에 관해 제안한다. 또한 제안된 앙상블 재다중화기를 통하여 스크램블링된 앙상블 스트림을 송출하고, 수신검증 플랫폼을 통하여 적용된 스크램블 모드에 따라 디스크램블링 및 디코딩하여 이를 디스플레이 함으로써 그 성능을 검증하였다.