• Title/Summary/Keyword: gradient boosting

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Prediction of Cryptocurrency Price Trend Using Gradient Boosting (그래디언트 부스팅을 활용한 암호화폐 가격동향 예측)

  • Heo, Joo-Seong;Kwon, Do-Hyung;Kim, Ju-Bong;Han, Youn-Hee;An, Chae-Hun
    • KIPS Transactions on Software and Data Engineering
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    • v.7 no.10
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    • pp.387-396
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    • 2018
  • Stock price prediction has been a difficult problem to solve. There have been many studies to predict stock price scientifically, but it is still impossible to predict the exact price. Recently, a variety of types of cryptocurrency has been developed, beginning with Bitcoin, which is technically implemented as the concept of distributed ledger. Various approaches have been attempted to predict the price of cryptocurrency. Especially, it is various from attempts to stock prediction techniques in traditional stock market, to attempts to apply deep learning and reinforcement learning. Since the market for cryptocurrency has many new features that are not present in the existing traditional stock market, there is a growing demand for new analytical techniques suitable for the cryptocurrency market. In this study, we first collect and process seven cryptocurrency price data through Bithumb's API. Then, we use the gradient boosting model, which is a data-driven learning based machine learning model, and let the model learn the price data change of cryptocurrency. We also find the most optimal model parameters in the verification step, and finally evaluate the prediction performance of the cryptocurrency price trends.

Effect of input variable characteristics on the performance of an ensemble machine learning model for algal bloom prediction (앙상블 머신러닝 모형을 이용한 하천 녹조발생 예측모형의 입력변수 특성에 따른 성능 영향)

  • Kang, Byeong-Koo;Park, Jungsu
    • Journal of Korean Society of Water and Wastewater
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    • v.35 no.6
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    • pp.417-424
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    • 2021
  • Algal bloom is an ongoing issue in the management of freshwater systems for drinking water supply, and the chlorophyll-a concentration is commonly used to represent the status of algal bloom. Thus, the prediction of chlorophyll-a concentration is essential for the proper management of water quality. However, the chlorophyll-a concentration is affected by various water quality and environmental factors, so the prediction of its concentration is not an easy task. In recent years, many advanced machine learning algorithms have increasingly been used for the development of surrogate models to prediction the chlorophyll-a concentration in freshwater systems such as rivers or reservoirs. This study used a light gradient boosting machine(LightGBM), a gradient boosting decision tree algorithm, to develop an ensemble machine learning model to predict chlorophyll-a concentration. The field water quality data observed at Daecheong Lake, obtained from the real-time water information system in Korea, were used for the development of the model. The data include temperature, pH, electric conductivity, dissolved oxygen, total organic carbon, total nitrogen, total phosphorus, and chlorophyll-a. First, a LightGBM model was developed to predict the chlorophyll-a concentration by using the other seven items as independent input variables. Second, the time-lagged values of all the input variables were added as input variables to understand the effect of time lag of input variables on model performance. The time lag (i) ranges from 1 to 50 days. The model performance was evaluated using three indices, root mean squared error-observation standard deviation ration (RSR), Nash-Sutcliffe coefficient of efficiency (NSE) and mean absolute error (MAE). The model showed the best performance by adding a dataset with a one-day time lag (i=1) where RSR, NSE, and MAE were 0.359, 0.871 and 1.510, respectively. The improvement of model performance was observed when a dataset with a time lag up of about 15 days (i=15) was added.

A Comparative Study of Phishing Websites Classification Based on Classifier Ensemble

  • Tama, Bayu Adhi;Rhee, Kyung-Hyune
    • Journal of Korea Multimedia Society
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    • v.21 no.5
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    • pp.617-625
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    • 2018
  • Phishing website has become a crucial concern in cyber security applications. It is performed by fraudulently deceiving users with the aim of obtaining their sensitive information such as bank account information, credit card, username, and password. The threat has led to huge losses to online retailers, e-business platform, financial institutions, and to name but a few. One way to build anti-phishing detection mechanism is to construct classification algorithm based on machine learning techniques. The objective of this paper is to compare different classifier ensemble approaches, i.e. random forest, rotation forest, gradient boosted machine, and extreme gradient boosting against single classifiers, i.e. decision tree, classification and regression tree, and credal decision tree in the case of website phishing. Area under ROC curve (AUC) is employed as a performance metric, whilst statistical tests are used as baseline indicator of significance evaluation among classifiers. The paper contributes the existing literature on making a benchmark of classifier ensembles for web phishing detection.

A Comparative Study of Phishing Websites Classification Based on Classifier Ensembles

  • Tama, Bayu Adhi;Rhee, Kyung-Hyune
    • Journal of Multimedia Information System
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    • v.5 no.2
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    • pp.99-104
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    • 2018
  • Phishing website has become a crucial concern in cyber security applications. It is performed by fraudulently deceiving users with the aim of obtaining their sensitive information such as bank account information, credit card, username, and password. The threat has led to huge losses to online retailers, e-business platform, financial institutions, and to name but a few. One way to build anti-phishing detection mechanism is to construct classification algorithm based on machine learning techniques. The objective of this paper is to compare different classifier ensemble approaches, i.e. random forest, rotation forest, gradient boosted machine, and extreme gradient boosting against single classifiers, i.e. decision tree, classification and regression tree, and credal decision tree in the case of website phishing. Area under ROC curve (AUC) is employed as a performance metric, whilst statistical tests are used as baseline indicator of significance evaluation among classifiers. The paper contributes the existing literature on making a benchmark of classifier ensembles for web phishing detection.

Estimating Farmland Prices Using Distance Metrics and an Ensemble Technique (거리척도와 앙상블 기법을 활용한 지가 추정)

  • Lee, Chang-Ro;Park, Key-Ho
    • Journal of Cadastre & Land InformatiX
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    • v.46 no.2
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    • pp.43-55
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    • 2016
  • This study estimated land prices using instance-based learning. A k-nearest neighbor method was utilized among various instance-based learning methods, and the 10 distance metrics including Euclidean distance were calculated in k-nearest neighbor estimation. One distance metric prediction which shows the best predictive performance would be normally chosen as final estimate out of 10 distance metric predictions. In contrast to this practice, an ensemble technique which combines multiple predictions to obtain better performance was applied in this study. We applied the gradient boosting algorithm, a sort of residual-fitting model to our data in ensemble combining. Sales price data of farm lands in Haenam-gun, Jeolla Province were used to demonstrate advantages of instance-based learning as well as an ensemble technique. The result showed that the ensemble prediction was more accurate than previous 10 distance metric predictions.

Development of The Irregular Radial Pulse Detection Algorithm Based on Statistical Learning Model (통계적 학습 모형에 기반한 불규칙 맥파 검출 알고리즘 개발)

  • Bae, Jang-Han;Jang, Jun-Su;Ku, Boncho
    • Journal of Biomedical Engineering Research
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    • v.41 no.5
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    • pp.185-194
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    • 2020
  • Arrhythmia is basically diagnosed with the electrocardiogram (ECG) signal, however, ECG is difficult to measure and it requires expert help in analyzing the signal. On the other hand, the radial pulse can be measured with easy and uncomplicated way in daily life, and could be suitable bio-signal for the recent untact paradigm and extensible signal for diagnosis of Korean medicine based on pulse pattern. In this study, we developed an irregular radial pulse detection algorithm based on a learning model and considered its applicability as arrhythmia screening. A total of 1432 pulse waves including irregular pulse data were used in the experiment. Three data sets were prepared with minimal preprocessing to avoid the heuristic feature extraction. As classification algorithms, elastic net logistic regression, random forest, and extreme gradient boosting were applied to each data set and the irregular pulse detection performances were estimated using area under the receiver operating characteristic curve based on a 10-fold cross-validation. The extreme gradient boosting method showed the superior performance than others and found that the classification accuracy reached 99.7%. The results confirmed that the proposed algorithm could be used for arrhythmia screening. To make a fusion technology integrating western and Korean medicine, arrhythmia subtype classification from the perspective of Korean medicine will be needed for future research.

Effective Korean sentiment classification method using word2vec and ensemble classifier (Word2vec과 앙상블 분류기를 사용한 효율적 한국어 감성 분류 방안)

  • Park, Sung Soo;Lee, Kun Chang
    • Journal of Digital Contents Society
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    • v.19 no.1
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    • pp.133-140
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    • 2018
  • Accurate sentiment classification is an important research topic in sentiment analysis. This study suggests an efficient classification method of Korean sentiment using word2vec and ensemble methods which have been recently studied variously. For the 200,000 Korean movie review texts, we generate a POS-based BOW feature and a feature using word2vec, and integrated features of two feature representation. We used a single classifier of Logistic Regression, Decision Tree, Naive Bayes, and Support Vector Machine and an ensemble classifier of Adaptive Boost, Bagging, Gradient Boosting, and Random Forest for sentiment classification. As a result of this study, the integrated feature representation composed of BOW feature including adjective and adverb and word2vec feature showed the highest sentiment classification accuracy. Empirical results show that SVM, a single classifier, has the highest performance but ensemble classifiers show similar or slightly lower performance than the single classifier.

A Study on Domestic Drama Rating Prediction (국내 드라마 시청률 예측 및 영향요인 분석)

  • Kang, Suyeon;Jeon, Heejeong;Kim, Jihye;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.28 no.5
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    • pp.933-949
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    • 2015
  • Audience rating competition in the domestic drama market has increased recently due to the introduction of commercial broadcasting and diversification of channels. There is now a need for thorough studies and analysis on audience rating. Especially, a drama rating is an important measure to estimate advertisement costs for producers and advertisers. In this paper, we study the drama rating prediction models using various data mining techniques such as linear regression, LASSO regression, random forest, and gradient boosting. The analysis results show that initial drama ratings are affected by structural elements such as broadcasting station and broadcasting time. Average drama ratings are also influenced by earlier public opinion such as the number of internet searches about the drama.

Predicting Daily Nutrient Water Consumption by Strawberry Plants in a Greenhouse Environment

  • Sathishkumar, VE;Lee, Myeong-Bae;Lim, Jong-Hyun;Shin, Chang-Sun;Park, Chang-Woo;Cho, Yong Yun
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.10a
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    • pp.581-584
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    • 2019
  • Food consumption is growing worldwide every year owing to a growing population. Hence, the increasing population needs the production of sufficient and good quality food products. Strawberry is one of the world's most famous fruit. To obtain the highest strawberry output, we worked with three strawberry varieties supplied with three kinds of nutrient water in a greenhouse and with the outcome of the strawberry production, the highest yielding strawberry variety is detected. This Study uses the nutrient water consumed every day by the highest yielding strawberry variety. The atmospheric temperature, humidity and CO2 levels within the greenhouse are identified and used for the prediction, since the water consumption by any plant depends primarily on weather conditions. Machine learning techniques show successful outcomes in a multitude of issues including time series and regression issues. In this study, daily nutrient water consumption of strawberry plants is predicted using machine learning algorithms is proposed. Four Machine learning algorithms are used such as Linear Regression (LR), K nearest neighbour (KNN), Support Vector Machine with Radial Kernel (SVM) and Gradient Boosting Machine (GBM). Gradient Boosting System produces the best results.

The Comparison of Peach Price and Trading Volume Prediction Model Using Machine Learning Technique (기계학습을 이용한 복숭아 경락가격 및 거래량 예측모형 비교)

  • Kim, Mihye;Hong, Sungmin;Yoon, Sanghoo
    • Journal of the Korean Data Analysis Society
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    • v.20 no.6
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    • pp.2933-2940
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    • 2018
  • It is known that fruit is more affected by the weather than other crops. Therefore, in order to create high value for farmers, it is necessary to develop a wholesale price model considering the weather. Peaches produced under relatively limited conditions were chosen as subjects of study. The data were collected from 2015 to 2017 provided by okdab 4.0. The meteorological data used for the analysis were generated by weighting the cultivation area and the variables with high correlation among the weather data were selected from the day before to 7 days before. Randomforest, gradient boosting machine, and XGboost were used for the analysis. As a result of analysis, XGboost showed the best performance in the sense of RMSE and correlation, and price prediction was comparatively well predicted, but the accuracy of the trading volume prediction was not so good enough. The top three weather variables affecting to the peach were minimum temperature, average maximum temperature, and precipitation.