• 제목/요약/키워드: hybrid prediction algorithms

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Bankruptcy predictions for Korea medium-sized firms using neural networks and case based reasoning

  • Han, Ingoo;Park, Cheolsoo;Kim, Chulhong
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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    • pp.203-206
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    • 1996
  • Prediction of firm bankruptcy have been extensively studied in accounting, as all stockholders in a firm have a vested interest in monitoring its financial performance. The objective of this paper is to develop the hybrid models for bankruptcy prediction. The proposed hybrid models are two phase. Phase one are (a) DA-assisted neural network, (b) Logit-assisted neural network, and (c) Genetic-assisted neural network. And, phase two are (a) DA-assisted Case based reasoning, and (b) Genetic-assisted Case based reasoning. In the variables selection, We are focusing on three alternative methods - linear discriminant analysis, logit analysis and genetic algorithms - that can be used empirically select predictors for hybrid model in bankruptcy prediction. Empirical results using Korean medium-sized firms data show that hybrid models are very promising neural network models and case based reasoning for bankruptcy prediction in terms of predictive accuracy and adaptability.

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LMS ALGORITHM을 이용한 HYBRID CODING (HYBRID CODING USING THE LMS ALGORITHM)

  • 김승윈;이근영
    • 대한전기학회:학술대회논문집
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    • 대한전기학회 1987년도 전기.전자공학 학술대회 논문집(II)
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    • pp.1379-1382
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    • 1987
  • IN ADAPTIVE LINEAR PREDICTION, AN ADAPTIVE CAPABILITY IS BUILT INTO THE PROCESSOR SUCH THAT AS THE IMAGE STATISTICS CHANGE, THE PREDICTION FILTER COEFFICIENTS THEMSELVES CHANGE, PRODUCING A NEW FILTER MORE CLOSELY OPTIMIZED TO THE NEW SET OF IMAGES STATISTICS. THE LMS ALGORITHM MAY BE USED TO ADAPT THE COEFFICIENT OF AN ADAPTIVE PREDICTION FILTER FOR IMAGE SOURCE ENCODING. IN THIS PAPER, TWO CODING SYSTEMS USING DPCM AND LMS ALGORITHMS RESPECTIVELY FOR OBTAINING THE FIRST TRANSFORMED COEFFICIENT IN HYBRID CODING ARE COMPARED.

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Ensemble techniques and hybrid intelligence algorithms for shear strength prediction of squat reinforced concrete walls

  • Mohammad Sadegh Barkhordari;Leonardo M. Massone
    • Advances in Computational Design
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    • 제8권1호
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    • pp.37-59
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    • 2023
  • Squat reinforced concrete (SRC) shear walls are a critical part of the structure for both office/residential buildings and nuclear structures due to their significant role in withstanding seismic loads. Despite this, empirical formulae in current design standards and published studies demonstrate a considerable disparity in predicting SRC wall shear strength. The goal of this research is to develop and evaluate hybrid and ensemble artificial neural network (ANN) models. State-of-the-art population-based algorithms are used in this research for hybrid intelligence algorithms. Six models are developed, including Honey Badger Algorithm (HBA) with ANN (HBA-ANN), Hunger Games Search with ANN (HGS-ANN), fitness-distance balance coyote optimization algorithm (FDB-COA) with ANN (FDB-COA-ANN), Averaging Ensemble (AE) neural network, Snapshot Ensemble (SE) neural network, and Stacked Generalization (SG) ensemble neural network. A total of 434 test results of SRC walls is utilized to train and assess the models. The results reveal that the SG model not only minimizes prediction variance but also produces predictions (with R2= 0.99) that are superior to other models.

Analysis of delay compensation in real-time dynamic hybrid testing with large integration time-step

  • Zhu, Fei;Wang, Jin-Ting;Jin, Feng;Gui, Yao;Zhou, Meng-Xia
    • Smart Structures and Systems
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    • 제14권6호
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    • pp.1269-1289
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    • 2014
  • With the sub-stepping technique, the numerical analysis in real-time dynamic hybrid testing is split into the response analysis and signal generation tasks. Two target computers that operate in real-time may be assigned to implement these two tasks, respectively, for fully extending the simulation scale of the numerical substructure. In this case, the integration time-step of solving the dynamic response of the numerical substructure can be dozens of times bigger than the sampling time-step of the controller. The time delay between the real and desired feedback forces becomes more striking, which challenges the well-developed delay compensation methods in real-time dynamic hybrid testing. This paper focuses on displacement prediction and force correction for delay compensation in the real-time dynamic hybrid testing with a large integration time-step. A new displacement prediction scheme is proposed based on recently-developed explicit integration algorithms and compared with several commonly-used prediction procedures. The evaluation of its prediction accuracy is carried out theoretically, numerically and experimentally. Results indicate that the accuracy and effectiveness of the proposed prediction method are of significance.

Using Genetic Algorithms to Support Artificial Neural Networks for the Prediction of the Korea stock Price Index

  • Kim, Kyoung-jae;Ingoo han
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2000년도 춘계정기학술대회 e-Business를 위한 지능형 정보기술 / 한국지능정보시스템학회
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    • pp.347-356
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    • 2000
  • This paper compares four models of artificial neural networks (ANN) supported by genetic algorithms the prediction of stock price index. Previous research proposed many hybrid models of ANN and genetic algorithms(GA) in order to train the network, to select the feature subsets, and to optimize the network topologies. Most these studies, however, only used GA to improve a part of architectural factors of ANN. In this paper, GA simultaneously optimized multiple factors of ANN. Experimental results show that GA approach to simultaneous optimization for ANN (SOGANN3) outperforms the other approaches.

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유전자 알고리즘 기반 통합 앙상블 모형 (Genetic Algorithm based Hybrid Ensemble Model)

  • 민성환
    • Journal of Information Technology Applications and Management
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    • 제23권1호
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    • pp.45-59
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    • 2016
  • An ensemble classifier is a method that combines output of multiple classifiers. It has been widely accepted that ensemble classifiers can improve the prediction accuracy. Recently, ensemble techniques have been successfully applied to the bankruptcy prediction. Bagging and random subspace are the most popular ensemble techniques. Bagging and random subspace have proved to be very effective in improving the generalization ability respectively. However, there are few studies which have focused on the integration of bagging and random subspace. In this study, we proposed a new hybrid ensemble model to integrate bagging and random subspace method using genetic algorithm for improving the performance of the model. The proposed model is applied to the bankruptcy prediction for Korean companies and compared with other models in this study. The experimental results showed that the proposed model performs better than the other models such as the single classifier, the original ensemble model and the simple hybrid model.

Heuristic and Statistical Prediction Algorithms Survey for Smart Environments

  • Malik, Sehrish;Ullah, Israr;Kim, DoHyeun;Lee, KyuTae
    • Journal of Information Processing Systems
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    • 제16권5호
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    • pp.1196-1213
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    • 2020
  • There is a growing interest in the development of smart environments through predicting the behaviors of inhabitants of smart spaces in the recent past. Various smart services are deployed in modern smart cities to facilitate residents and city administration. Prediction algorithms are broadly used in the smart fields in order to well equip the smart services for the future demands. Hence, an accurate prediction technology plays a vital role in the smart services. In this paper, we take out an extensive survey of smart spaces such as smart homes, smart farms and smart cars and smart applications such as smart health and smart energy. Our extensive survey is based on more than 400 articles and the final list of research studies included in this survey consist of 134 research papers selected using Google Scholar database for period of 2008 to 2018. In this survey, we highlight the role of prediction algorithms in each sub-domain of smart Internet of Things (IoT) environments. We also discuss the main algorithms which play pivotal role in a particular IoT subfield and effectiveness of these algorithms. The conducted survey provides an efficient way to analyze and have a quick understanding of state of the art work in the targeted domain. To the best of our knowledge, this is the very first survey paper on main categories of prediction algorithms covering statistical, heuristic and hybrid approaches for smart environments.

Voltage Stability Prediction on Power System Network via Enhanced Hybrid Particle Swarm Artificial Neural Network

  • Lim, Zi-Jie;Mustafa, Mohd Wazir;Jamian, Jasrul Jamani
    • Journal of Electrical Engineering and Technology
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    • 제10권3호
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    • pp.877-887
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    • 2015
  • Rapid development of cities with constant increasing load and deregulation in electricity market had forced the transmission lines to operate near their threshold capacity and can easily lead to voltage instability and caused system breakdown. To prevent such catastrophe from happening, accurate readings of voltage stability condition is required so that preventive equipment and operators can execute security procedures to restore system condition to normal. This paper introduced Enhanced Hybrid Particle Swarm Optimization algorithm to estimate the voltage stability condition which utilized Fast Voltage Stability Index (FVSI) to indicate how far or close is the power system network to the collapse point when the reactive load in the system increases because reactive load gives the highest impact to the stability of the system as it varies. Particle Swarm Optimization (PSO) had been combined with the ANN to form the Enhanced Hybrid PSO-ANN (EHPSO-ANN) algorithm that worked accurately as a prediction algorithm. The proposed algorithm reduced serious local minima convergence of ANN but also maintaining the fast convergence speed of PSO. The results show that the hybrid algorithm has greater prediction accuracy than those comparing algorithms. High generalization ability was found in the proposed algorithm.

Prediction of long-term compressive strength of concrete with admixtures using hybrid swarm-based algorithms

  • Huang, Lihua;Jiang, Wei;Wang, Yuling;Zhu, Yirong;Afzal, Mansour
    • Smart Structures and Systems
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    • 제29권3호
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    • pp.433-444
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    • 2022
  • Concrete is a most utilized material in the construction industry that have main components. The strength of concrete can be improved by adding some admixtures. Evaluating the impact of fly ash (FA) and silica fume (SF) on the long-term compressive strength (CS) of concrete provokes to find the significant parameters in predicting the CS, which could be useful in the practical works and would be extensible in the future analysis. In this study, to evaluate the effective parameters in predicting the CS of concrete containing admixtures in the long-term and present a fitted equation, the multivariate adaptive regression splines (MARS) method has been used, which could find a relationship between independent and dependent variables. Next, for optimizing the output equation, biogeography-based optimization (BBO), particle swarm optimization (PSO), and hybrid PSOBBO methods have been utilized to find the most optimal conclusions. It could be concluded that for CS predictions in the long-term, all proposed models have the coefficient of determination (R2) larger than 0.9243. Furthermore, MARS-PSOBBO could be offered as the best model to predict CS between three hybrid algorithms accurately.

Use of multi-hybrid machine learning and deep artificial intelligence in the prediction of compressive strength of concrete containing admixtures

  • Jian, Guo;Wen, Sun;Wei, Li
    • Advances in concrete construction
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    • 제13권1호
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    • pp.11-23
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    • 2022
  • Conventional concrete needs some improvement in the mechanical properties, which can be obtained by different admixtures. However, making concrete samples costume always time and money. In this paper, different types of hybrid algorithms are applied to develop predictive models for forecasting compressive strength (CS) of concretes containing metakaolin (MK) and fly ash (FA). In this regard, three different algorithms have been used, namely multilayer perceptron (MLP), radial basis function (RBF), and support vector machine (SVR), to predict CS of concretes by considering most influencers input variables. These algorithms integrated with the grey wolf optimization (GWO) algorithm to increase the model's accuracy in predicting (GWMLP, GWRBF, and GWSVR). The proposed MLP models were implemented and evaluated in three different layers, wherein each layer, GWO, fitted the best neuron number of the hidden layer. Correspondingly, the key parameters of the SVR model are identified using the GWO method. Also, the optimization algorithm determines the hidden neurons' number and the spread value to set the RBF structure. The results show that the developed models all provide accurate predictions of the CS of concrete incorporating MK and FA with R2 larger than 0.9972 and 0.9976 in the learning and testing stage, respectively. Regarding GWMLP models, the GWMLP1 model outperforms other GWMLP networks. All in all, GWSVR has the worst performance with the lowest indices, while the highest score belongs to GWRBF.