• Title/Summary/Keyword: feature vector selection

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Role of Features in Plasma Information Based Virtual Metrology (PI-VM) for SiO2 Etching Depth (플라즈마 정보인자를 활용한 SiO2 식각 깊이 가상 계측 모델의 특성 인자 역할 분석)

  • Jang, Yun Chang;Park, Seol Hye;Jeong, Sang Min;Ryu, Sang Won;Kim, Gon Ho
    • Journal of the Semiconductor & Display Technology
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    • v.18 no.4
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    • pp.30-34
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    • 2019
  • We analyzed how the features in plasma information based virtual metrology (PI-VM) for SiO2 etching depth with variation of 5% contribute to the prediction accuracy, which is previously developed by Jang. As a single feature, the explanatory power to the process results is in the order of plasma information about electron energy distribution function (PIEEDF), equipment, and optical emission spectroscopy (OES) features. In the procedure of stepwise variable selection (SVS), OES features are selected after PIEEDF. Informative vector for developed PI-VM also shows relatively high correlation between OES features and etching depth. This is because the reaction rate of each chemical species that governs the etching depth can be sensitively monitored when OES features are used with PIEEDF. Securing PIEEDF is important for the development of virtual metrology (VM) for prediction of process results. The role of PIEEDF as an independent feature and the ability to monitor variation of plasma thermal state can make other features in the procedure of SVS more sensitive to the process results. It is expected that fault detection and classification (FDC) can be effectively developed by using the PI-VM.

Automatic Augmentation Technique of an Autoencoder-based Numerical Training Data (오토인코더 기반 수치형 학습데이터의 자동 증강 기법)

  • Jeong, Ju-Eun;Kim, Han-Joon;Chun, Jong-Hoon
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.22 no.5
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    • pp.75-86
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    • 2022
  • This study aims to solve the problem of class imbalance in numerical data by using a deep learning-based Variational AutoEncoder and to improve the performance of the learning model by augmenting the learning data. We propose 'D-VAE' to artificially increase the number of records for a given table data. The main features of the proposed technique go through discretization and feature selection in the preprocessing process to optimize the data. In the discretization process, K-means are applied and grouped, and then converted into one-hot vectors by one-hot encoding technique. Subsequently, for memory efficiency, sample data are generated with Variational AutoEncoder using only features that help predict with RFECV among feature selection techniques. To verify the performance of the proposed model, we demonstrate its validity by conducting experiments by data augmentation ratio.

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

Predicting stock price direction by using data mining methods : Emphasis on comparing single classifiers and ensemble classifiers

  • Eo, Kyun Sun;Lee, Kun Chang
    • Journal of the Korea Society of Computer and Information
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    • v.22 no.11
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    • pp.111-116
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    • 2017
  • This paper proposes a data mining approach to predicting stock price direction. Stock market fluctuates due to many factors. Therefore, predicting stock price direction has become an important issue in the field of stock market analysis. However, in literature, there are few studies applying data mining approaches to predicting the stock price direction. To contribute to literature, this paper proposes comparing single classifiers and ensemble classifiers. Single classifiers include logistic regression, decision tree, neural network, and support vector machine. Ensemble classifiers we consider are adaboost, random forest, bagging, stacking, and vote. For the sake of experiments, we garnered dataset from Korea Stock Exchange (KRX) ranging from 2008 to 2015. Data mining experiments using WEKA revealed that random forest, one of ensemble classifiers, shows best results in terms of metrics such as AUC (area under the ROC curve) and accuracy.

Selective Word Embedding for Sentence Classification by Considering Information Gain and Word Similarity (문장 분류를 위한 정보 이득 및 유사도에 따른 단어 제거와 선택적 단어 임베딩 방안)

  • Lee, Min Seok;Yang, Seok Woo;Lee, Hong Joo
    • Journal of Intelligence and Information Systems
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    • v.25 no.4
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    • pp.105-122
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    • 2019
  • Dimensionality reduction is one of the methods to handle big data in text mining. For dimensionality reduction, we should consider the density of data, which has a significant influence on the performance of sentence classification. It requires lots of computations for data of higher dimensions. Eventually, it can cause lots of computational cost and overfitting in the model. Thus, the dimension reduction process is necessary to improve the performance of the model. Diverse methods have been proposed from only lessening the noise of data like misspelling or informal text to including semantic and syntactic information. On top of it, the expression and selection of the text features have impacts on the performance of the classifier for sentence classification, which is one of the fields of Natural Language Processing. The common goal of dimension reduction is to find latent space that is representative of raw data from observation space. Existing methods utilize various algorithms for dimensionality reduction, such as feature extraction and feature selection. In addition to these algorithms, word embeddings, learning low-dimensional vector space representations of words, that can capture semantic and syntactic information from data are also utilized. For improving performance, recent studies have suggested methods that the word dictionary is modified according to the positive and negative score of pre-defined words. The basic idea of this study is that similar words have similar vector representations. Once the feature selection algorithm selects the words that are not important, we thought the words that are similar to the selected words also have no impacts on sentence classification. This study proposes two ways to achieve more accurate classification that conduct selective word elimination under specific regulations and construct word embedding based on Word2Vec embedding. To select words having low importance from the text, we use information gain algorithm to measure the importance and cosine similarity to search for similar words. First, we eliminate words that have comparatively low information gain values from the raw text and form word embedding. Second, we select words additionally that are similar to the words that have a low level of information gain values and make word embedding. In the end, these filtered text and word embedding apply to the deep learning models; Convolutional Neural Network and Attention-Based Bidirectional LSTM. This study uses customer reviews on Kindle in Amazon.com, IMDB, and Yelp as datasets, and classify each data using the deep learning models. The reviews got more than five helpful votes, and the ratio of helpful votes was over 70% classified as helpful reviews. Also, Yelp only shows the number of helpful votes. We extracted 100,000 reviews which got more than five helpful votes using a random sampling method among 750,000 reviews. The minimal preprocessing was executed to each dataset, such as removing numbers and special characters from text data. To evaluate the proposed methods, we compared the performances of Word2Vec and GloVe word embeddings, which used all the words. We showed that one of the proposed methods is better than the embeddings with all the words. By removing unimportant words, we can get better performance. However, if we removed too many words, it showed that the performance was lowered. For future research, it is required to consider diverse ways of preprocessing and the in-depth analysis for the co-occurrence of words to measure similarity values among words. Also, we only applied the proposed method with Word2Vec. Other embedding methods such as GloVe, fastText, ELMo can be applied with the proposed methods, and it is possible to identify the possible combinations between word embedding methods and elimination methods.

Terms Based Sentiment Classification for Online Review Using Support Vector Machine (Support Vector Machine을 이용한 온라인 리뷰의 용어기반 감성분류모형)

  • Lee, Taewon;Hong, Taeho
    • Information Systems Review
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    • v.17 no.1
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    • pp.49-64
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    • 2015
  • Customer reviews which include subjective opinions for the product or service in online store have been generated rapidly and their influence on customers has become immense due to the widespread usage of SNS. In addition, a number of studies have focused on opinion mining to analyze the positive and negative opinions and get a better solution for customer support and sales. It is very important to select the key terms which reflected the customers' sentiment on the reviews for opinion mining. We proposed a document-level terms-based sentiment classification model by select in the optimal terms with part of speech tag. SVMs (Support vector machines) are utilized to build a predictor for opinion mining and we used the combination of POS tag and four terms extraction methods for the feature selection of SVM. To validate the proposed opinion mining model, we applied it to the customer reviews on Amazon. We eliminated the unmeaning terms known as the stopwords and extracted the useful terms by using part of speech tagging approach after crawling 80,000 reviews. The extracted terms gained from document frequency, TF-IDF, information gain, chi-squared statistic were ranked and 20 ranked terms were used to the feature of SVM model. Our experimental results show that the performance of SVM model with four POS tags is superior to the benchmarked model, which are built by extracting only adjective terms. In addition, the SVM model based on Chi-squared statistic for opinion mining shows the most superior performance among SVM models with 4 different kinds of terms extraction method. Our proposed opinion mining model is expected to improve customer service and gain competitive advantage in online store.

A Classification Model for Attack Mail Detection based on the Authorship Analysis (작성자 분석 기반의 공격 메일 탐지를 위한 분류 모델)

  • Hong, Sung-Sam;Shin, Gun-Yoon;Han, Myung-Mook
    • Journal of Internet Computing and Services
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    • v.18 no.6
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    • pp.35-46
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    • 2017
  • Recently, attackers using malicious code in cyber security have been increased by attaching malicious code to a mail and inducing the user to execute it. Especially, it is dangerous because it is easy to execute by attaching a document type file. The author analysis is a research area that is being studied in NLP (Neutral Language Process) and text mining, and it studies methods of analyzing authors by analyzing text sentences, texts, and documents in a specific language. In case of attack mail, it is created by the attacker. Therefore, by analyzing the contents of the mail and the attached document file and identifying the corresponding author, it is possible to discover more distinctive features from the normal mail and improve the detection accuracy. In this pager, we proposed IADA2(Intelligent Attack mail Detection based on Authorship Analysis) model for attack mail detection. The feature vector that can classify and detect attack mail from the features used in the existing machine learning based spam detection model and the features used in the author analysis of the document and the IADA2 detection model. We have improved the detection models of attack mails by simply detecting term features and extracted features that reflect the sequence characteristics of words by applying n-grams. Result of experiment show that the proposed method improves performance according to feature combinations, feature selection techniques, and appropriate models.

Comparison of Prediction Accuracy Between Classification and Convolution Algorithm in Fault Diagnosis of Rotatory Machines at Varying Speed (회전수가 변하는 기기의 고장진단에 있어서 특성 기반 분류와 합성곱 기반 알고리즘의 예측 정확도 비교)

  • Moon, Ki-Yeong;Kim, Hyung-Jin;Hwang, Se-Yun;Lee, Jang Hyun
    • Journal of Navigation and Port Research
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    • v.46 no.3
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    • pp.280-288
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    • 2022
  • This study examined the diagnostics of abnormalities and faults of equipment, whose rotational speed changes even during regular operation. The purpose of this study was to suggest a procedure that can properly apply machine learning to the time series data, comprising non-stationary characteristics as the rotational speed changes. Anomaly and fault diagnosis was performed using machine learning: k-Nearest Neighbor (k-NN), Support Vector Machine (SVM), and Random Forest. To compare the diagnostic accuracy, an autoencoder was used for anomaly detection and a convolution based Conv1D was additionally used for fault diagnosis. Feature vectors comprising statistical and frequency attributes were extracted, and normalization & dimensional reduction were applied to the extracted feature vectors. Changes in the diagnostic accuracy of machine learning according to feature selection, normalization, and dimensional reduction are explained. The hyperparameter optimization process and the layered structure are also described for each algorithm. Finally, results show that machine learning can accurately diagnose the failure of a variable-rotation machine under the appropriate feature treatment, although the convolution algorithms have been widely applied to the considered problem.

Design of Automatic Document Classifier for IT documents based on SVM (SVM을 이용한 디렉토리 기반 기술정보 문서 자동 분류시스템 설계)

  • Kang, Yun-Hee;Park, Young-B.
    • Journal of IKEEE
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    • v.8 no.2 s.15
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    • pp.186-194
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    • 2004
  • Due to the exponential growth of information on the internet, it is getting difficult to find and organize relevant informations. To reduce heavy overload of accesses to information, automatic text classification for handling enormous documents is necessary. In this paper, we describe structure and implementation of a document classification system for web documents. We utilize SVM for documentation classification model that is constructed based on training set and its representative terms in a directory. In our system, SVM is trained and is used for document classification by using word set that is extracted from information and communication related web documents. In addition, we use vector-space model in order to represent characteristics based on TFiDF and training data consists of positive and negative classes that are represented by using characteristic set with weight. Experiments show the results of categorization and the correlation of vector length.

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Optimized Bankruptcy Prediction through Combining SVM with Fuzzy Theory (퍼지이론과 SVM 결합을 통한 기업부도예측 최적화)

  • Choi, So-Yun;Ahn, Hyun-Chul
    • Journal of Digital Convergence
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    • v.13 no.3
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    • pp.155-165
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    • 2015
  • Bankruptcy prediction has been one of the important research topics in finance since 1960s. In Korea, it has gotten attention from researchers since IMF crisis in 1998. This study aims at proposing a novel model for better bankruptcy prediction by converging three techniques - support vector machine(SVM), fuzzy theory, and genetic algorithm(GA). Our convergence model is basically based on SVM, a classification algorithm enables to predict accurately and to avoid overfitting. It also incorporates fuzzy theory to extend the dimensions of the input variables, and GA to optimize the controlling parameters and feature subset selection. To validate the usefulness of the proposed model, we applied it to H Bank's non-external auditing companies' data. We also experimented six comparative models to validate the superiority of the proposed model. As a result, our model was found to show the best prediction accuracy among the models. Our study is expected to contribute to the relevant literature and practitioners on bankruptcy prediction.