• 제목/요약/키워드: hybrid prediction algorithms

검색결과 56건 처리시간 0.03초

Two dimensional reduction technique of Support Vector Machines for Bankruptcy Prediction

  • Ahn, Hyun-Chul;Kim, Kyoung-Jae;Lee, Ki-Chun
    • 한국경영정보학회:학술대회논문집
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    • 한국경영정보학회 2007년도 International Conference
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    • pp.608-613
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    • 2007
  • Prediction of corporate bankruptcies has long been an important topic and has been studied extensively in the finance and management literature because it is an essential basis for the risk management of financial institutions. Recently, support vector machines (SVMs) are becoming popular as a tool for bankruptcy prediction because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. In addition, they don't require huge training samples and have little possibility of overfitting. However. in order to Use SVM, a user should determine several factors such as the parameters ofa kernel function, appropriate feature subset, and proper instance subset by heuristics, which hinders accurate prediction results when using SVM In this study, we propose a novel hybrid SVM classifier with simultaneous optimization of feature subsets, instance subsets, and kernel parameters. This study introduces genetic algorithms (GAs) to optimize the feature selection, instance selection, and kernel parameters simultaneously. Our study applies the proposed model to the real-world case for bankruptcy prediction. Experimental results show that the prediction accuracy of conventional SVM may be improved significantly by using our model.

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Metaheuristic-reinforced neural network for predicting the compressive strength of concrete

  • Hu, Pan;Moradi, Zohre;Ali, H. Elhosiny;Foong, Loke Kok
    • Smart Structures and Systems
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    • 제30권2호
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    • pp.195-207
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    • 2022
  • Computational drawbacks associated with regular predictive models have motivated engineers to use hybrid techniques in dealing with complex engineering tasks like simulating the compressive strength of concrete (CSC). This study evaluates the efficiency of tree potential metaheuristic schemes, namely shuffled complex evolution (SCE), multi-verse optimizer (MVO), and beetle antennae search (BAS) for optimizing the performance of a multi-layer perceptron (MLP) system. The models are fed by the information of 1030 concrete specimens (where the amount of cement, blast furnace slag (BFS), fly ash (FA1), water, superplasticizer (SP), coarse aggregate (CA), and fine aggregate (FA2) are taken as independent factors). The results of the ensembles are compared to unreinforced MLP to examine improvements resulted from the incorporation of the SCE, MVO, and BAS. It was shown that these algorithms can considerably enhance the training and prediction accuracy of the MLP. Overall, the proposed models are capable of presenting an early, inexpensive, and reliable prediction of the CSC. Due to the higher accuracy of the BAS-based model, a predictive formula is extracted from this algorithm.

Estimation of splitting tensile strength of modified recycled aggregate concrete using hybrid algorithms

  • Zhu, Yirong;Huang, Lihua;Zhang, Zhijun;Bayrami, Behzad
    • Steel and Composite Structures
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    • 제44권3호
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    • pp.389-406
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    • 2022
  • Recycling concrete construction waste is an encouraging step toward green and sustainable building. A lot of research has been done on recycled aggregate concretes (RACs), but not nearly as much has been done on concrete made with recycled aggregate. Recycled aggregate concrete, on the other hand, has been found to have a lower mechanical productivity compared to conventional one. Accurately estimating the mechanical behavior of the concrete samples is a most important scientific topic in civil, structural, and construction engineering. This may prevent the need for excess time and effort and lead to economic considerations because experimental studies are often time-consuming, costly, and troublous. This study presents a comprehensive data-mining-based model for predicting the splitting tensile strength of recycled aggregate concrete modified with glass fiber and silica fume. For this purpose, first, 168 splitting tensile strength tests under different conditions have been performed in the laboratory, then based on the different conditions of each experiment, some variables are considered as input parameters to predict the splitting tensile strength. Then, three hybrid models as GWO-RF, GWO-MLP, and GWO-SVR, were utilized for this purpose. The results showed that all developed GWO-based hybrid predicting models have good agreement with measured experimental results. Significantly, the GWO-RF model has the best accuracy based on the model performance assessment criteria for training and testing data.

유전 알고리듬을 이용한 퍼지 신경망의 최적화 및 혼돈 시계열 데이터 예측에의 응용 (The optimization of fuzzy neural network using genetic algorithms and its application to the prediction of the chaotic time series data)

  • 장욱;권오국;주영훈;윤태성;박진배
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 1997년도 한국자동제어학술회의논문집; 한국전력공사 서울연수원; 17-18 Oct. 1997
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    • pp.708-711
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    • 1997
  • This paper proposes the hybrid algorithm for the optimization of the structure and parameters of the fuzzy neural networks by genetic algorithms (GA) to improve the behaviour and the design of fuzzy neural networks. Fuzzy neural networks have a distinguishing feature in that they can possess the advantage of both neural networks and fuzzy systems. In this way, we can bring the low-level learning and computational power of neural networks into fuzzy systems and also high-level, human like IF-THEN rule thinking and reasoning of fuzzy systems into neural networks. As a result, there are many research works concerning the optimization of the structure and parameters of fuzzy neural networks. In this paper, we propose the hybrid algorithm that can optimize both the structure and parameters of fuzzy neural networks. Numerical example is provided to show the advantages of the proposed method.

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Breast Cytology Diagnosis using a Hybrid Case-based Reasoning and Genetic Algorithms Approach

  • Ahn, Hyun-Chul;Kim, Kyoung-Jae
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2007년도 한국지능정보시스템학회
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    • pp.389-398
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    • 2007
  • Case-based reasoning (CBR) is one of the most popular prediction techniques for medical diagnosis because it is easy to apply, has no possibility of overfitting, and provides a good explanation for the output. However, it has a critical limitation - its prediction performance is generally lower than other artificial intelligence techniques like artificial neural networks (ANNs). In order to obtain accurate results from CBR, effective retrieval and matching of useful prior cases for the problem is essential, but it is still a controversial issue to design a good matching and retrieval mechanism for CBR systems. In this study, we propose a novel approach to enhance the prediction performance of CBR. Our suggestion is the simultaneous optimization of feature weights, instance selection, and the number of neighbors that combine using genetic algorithms (GAs). Our model improves the prediction performance in three ways - (1) measuring similarity between cases more accurately by considering relative importance of each feature, (2) eliminating redundant or erroneous reference cases, and (3) combining several similar cases represent significant patterns. To validate the usefulness of our model, this study applied it to a real-world case for evaluating cytological features derived directly from a digital scan of breast fine needle aspirate (FNA) slides. Experimental results showed that the prediction accuracy of conventional CBR may be improved significantly by using our model. We also found that our proposed model outperformed all the other optimized models for CBR using GA.

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Toward global optimization of case-based reasoning for the prediction of stock price index

  • Kim, Kyoung-jae;Ingoo Han
    • 한국지능정보시스템학회:학술대회논문집
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    • 한국지능정보시스템학회 2001년도 춘계정기학술대회
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    • pp.399-408
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    • 2001
  • This paper presents a simultaneous optimization approach of case-based reasoning (CBR) using a genetic algorithm(GA) for the prediction of stock price index. Prior research suggested many hybrid models of CBR and the GA for selecting a relevant feature subset or optimizing feature weights. Most studies, however, used the GA for improving only a part of architectural factors for the CBR system. However, the performance of CBR may be enhanced when these factors are simultaneously considered. In this study, the GA simultaneously optimizes multiple factors of the CBR system. Experimental results show that a GA approach to simultaneous optimization of CBR outperforms other conventional approaches for the prediction of stock price index.

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Relevancy contemplation in medical data analytics and ranking of feature selection algorithms

  • P. Antony Seba;J. V. Bibal Benifa
    • ETRI Journal
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    • 제45권3호
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    • pp.448-461
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    • 2023
  • This article performs a detailed data scrutiny on a chronic kidney disease (CKD) dataset to select efficient instances and relevant features. Data relevancy is investigated using feature extraction, hybrid outlier detection, and handling of missing values. Data instances that do not influence the target are removed using data envelopment analysis to enable reduction of rows. Column reduction is achieved by ranking the attributes through feature selection methodologies, namely, extra-trees classifier, recursive feature elimination, chi-squared test, analysis of variance, and mutual information. These methodologies are ranked via Technique for Order of Preference by Similarity to Ideal Solution (TOPSIS) using weight optimization to identify the optimal features for model building from the CKD dataset to facilitate better prediction while diagnosing the severity of the disease. An efficient hybrid ensemble and novel similarity-based classifiers are built using the pruned dataset, and the results are thereafter compared with random forest, AdaBoost, naive Bayes, k-nearest neighbors, and support vector machines. The hybrid ensemble classifier yields a better prediction accuracy of 98.31% for the features selected by extra tree classifier (ETC), which is ranked as the best by TOPSIS.

준지도 학습 및 신경망 알고리즘을 이용한 전기가격 예측 (Electricity Price Prediction Based on Semi-Supervised Learning and Neural Network Algorithms)

  • 김항석;신현정
    • 대한산업공학회지
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    • 제39권1호
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    • pp.30-45
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    • 2013
  • Predicting monthly electricity price has been a significant factor of decision-making for plant resource management, fuel purchase plan, plans to plant, operating plan budget, and so on. In this paper, we propose a sophisticated prediction model in terms of the technique of modeling and the variety of the collected variables. The proposed model hybridizes the semi-supervised learning and the artificial neural network algorithms. The former is the most recent and a spotlighted algorithm in data mining and machine learning fields, and the latter is known as one of the well-established algorithms in the fields. Diverse economic/financial indexes such as the crude oil prices, LNG prices, exchange rates, composite indexes of representative global stock markets, etc. are collected and used for the semi-supervised learning which predicts the up-down movement of the price. Whereas various climatic indexes such as temperature, rainfall, sunlight, air pressure, etc, are used for the artificial neural network which predicts the real-values of the price. The resulting values are hybridized in the proposed model. The excellency of the model was empirically verified with the monthly data of electricity price provided by the Korea Energy Economics Institute.

Adaptive Neuro-Fuzzy Inference Systems for Indoor Propagation Prediction

  • Phaiboon, S.;Phokharatkul, P.;Somkurnpanich, S.
    • 제어로봇시스템학회:학술대회논문집
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    • 제어로봇시스템학회 2004년도 ICCAS
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    • pp.1865-1869
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    • 2004
  • A new model for the propagation prediction for mobile communication network inside building is presented in this paper. The model is based on the determination of the dominant paths between the transmitter and the receiver. The field strength is predicted with adaptive neuro - fuzzy inference systems (ANFIS), trained with measurements. The advantage of the ANFIS with hybrid least squares and gradient descent algorithms is fast convergence compared with original neural network. The K-means algorithm for selection of training patterns is also used. Comparison of our predicted results to measurements indicate that improvements in accuracy over conventional empirical model are achieved.

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Intelligent prediction of engineered cementitious composites with limestone calcined clay cement (LC3-ECC) compressive strength based on novel machine learning techniques

  • Enming Li;Ning Zhang;Bin Xi;Vivian WY Tam;Jiajia Wang;Jian Zhou
    • Computers and Concrete
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    • 제32권6호
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    • pp.577-594
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    • 2023
  • Engineered cementitious composites with calcined clay limestone cement (LC3-ECC) as a kind of green, low-carbon and high toughness concrete, has recently received significant investigation. However, the complicated relationship between potential influential factors and LC3-ECC compressive strength makes the prediction of LC3-ECC compressive strength difficult. Regarding this, the machine learning-based prediction models for the compressive strength of LC3-ECC concrete is firstly proposed and developed. Models combine three novel meta-heuristic algorithms (golden jackal optimization algorithm, butterfly optimization algorithm and whale optimization algorithm) with support vector regression (SVR) to improve the accuracy of prediction. A new dataset about LC3-ECC compressive strength was integrated based on 156 data from previous studies and used to develop the SVR-based models. Thirteen potential factors affecting the compressive strength of LC3-ECC were comprehensively considered in the model. The results show all hybrid SVR prediction models can reach the Coefficient of determination (R2) above 0.95 for the testing set and 0.97 for the training set. Radar and Taylor plots also show better overall prediction performance of the hybrid SVR models than several traditional machine learning techniques, which confirms the superiority of the three proposed methods. The successful development of this predictive model can provide scientific guidance for LC3-ECC materials and further apply to such low-carbon, sustainable cement-based materials.