• Journal of Korean Society of Industrial and Systems Engineering
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• v.40 no.4
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• pp.203-210
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• 2017

Data clustering is one of the most difficult and challenging problems and can be formally considered as a particular kind of NP-hard grouping problems. The K-means algorithm is one of the most popular and widely used clustering method because it is easy to implement and very efficient. However, it has high possibility to trap in local optimum and high variation of solutions with different initials for the large data set. Therefore, we need study efficient computational intelligence method to find the global optimal solution in data clustering problem within limited computational time. The objective of this paper is to propose a combined artificial bee colony (CABC) with K-means for initialization and finalization to find optimal solution that is effective on data clustering optimization problem. The artificial bee colony (ABC) is an algorithm motivated by the intelligent behavior exhibited by honeybees when searching for food. The performance of ABC is better than or similar to other population-based algorithms with the added advantage of employing fewer control parameters. Our proposed CABC method is able to provide near optimal solution within reasonable time to balance the converged and diversified searches. In this paper, the experiment and analysis of clustering problems demonstrate that CABC is a competitive approach comparing to previous partitioning approaches in satisfactory results with respect to solution quality. We validate the performance of CABC using Iris, Wine, Glass, Vowel, and Cloud UCI machine learning repository datasets comparing to previous studies by experiment and analysis. Our proposed KABCK (K-means+ABC+K-means) is better than ABCK (ABC+K-means), KABC (K-means+ABC), ABC, and K-means in our simulations.

• Journal of Intelligence and Information Systems
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• v.11 no.2
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• pp.175-195
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• 2005

사례기반추론(case-based reasoning)은 사례간 유사도를 평가하여 유사한 이웃사례를 찾아내고, 이웃사례의 결과를 이용하여 새로운 사례에 대한 예측결과를 생성하는 전통적인 인공지능기법 중 하나다. 이러한 사례기반추론이 최근 적용이 쉽고 간단하다는 장점과 모형의 갱신이 실시간으로 이루어진다는 점 등으로 인해, 온라인 환경에서의 고객관계관리를 위한 도구로 학계와 실무에서 주목을 받고 있다 하지만, 전통적인 사례기반추론의 경우, 타 인공지능기법에 비해 정확도가 상대적으로 크게 떨어진다는 점이 종종 문제점으로 제기되어 왔다. 이에, 본 연구에서는 사례기반추론의 성과를 획기적으로 개선하기 위한 방법으로 유전자 알고리즘을 활용한 사례기반추론의 동시 최적화 모형을 제안하고자 한다. 본 연구가 제안하는 모형에서는 기존 연구에서 사례기반추론의 성과에 중대한 영향을 미치는 요소들로 제시된 바 있는 사례 특징변수의 상대적 가중치 선정(feature weighting)과 참조사례 선정(instance selection)을 유전자 알고리즘을 이용해 최적화함으로서, 사례간 유사도를 보다 정밀하게 도출하는 동시에 추론의 결과를 왜곡할 수 있는 오류사례의 영향을 최소화하고자 하였다. 제안모형의 유용성을 검증하기 위해, 본 연구에서는 국내 한 전문 인터넷 쇼핑몰의 구매예측모형 구축사례에 제안모형을 적용하여 그 성과를 살펴보았다. 그 결과, 제안모형이 지금까지 기존 연구에서 제안된 다른 사례기반추론 개선모형들은 물론, 로지스틱 회귀분석(LOGIT), 다중판별분석(MDA), 인공신경망(ANN), SVM 등 다른 인공지능 기법들에 비해서도 상대적으로 우수한 성과를 도출할 수 있음을 확인할 수 있었다.

• Journal of Internet Computing and Services
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• v.20 no.1
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• pp.1-10
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• 2019

Since big-data text mining extracts many features and data, clustering and classification can result in high computational complexity and low reliability of the analysis results. In particular, a term document matrix obtained through text mining represents term-document features, but produces a sparse matrix. We designed an advanced genetic algorithm (GA) to extract features in text mining for detection model. Term frequency inverse document frequency (TF-IDF) is used to reflect the document-term relationships in feature extraction. Through a repetitive process, a predetermined number of features are selected. And, we used the sparsity score to improve the performance of detection model. If a spam mail data set has the high sparsity, detection model have low performance and is difficult to search the optimization detection model. In addition, we find a low sparsity model that have also high TF-IDF score by using s(F) where the numerator in fitness function. We also verified its performance by applying the proposed algorithm to text classification. As a result, we have found that our algorithm shows higher performance (speed and accuracy) in attack mail classification.

• KSII Transactions on Internet and Information Systems (TIIS)
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• v.18 no.7
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• pp.1726-1748
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• 2024

Trajectory planning is vital for autonomous systems like robotics and UAVs, as it determines optimal, safe paths considering physical limitations, environmental factors, and agent interactions. Recent advancements in trajectory planning and future location prediction stem from rapid progress in machine learning and optimization algorithms. In this paper, we proposed a novel framework for Spatial-temporal transformer-based feed-forward neural networks (STTFFNs). From the traffic flow local area point of view, skip-gram model is trained on trajectory data to generate embeddings that capture the high-level features of different trajectories. These embeddings can then be used as input to a transformer-based trajectory planning model, which can generate trajectories for new objects based on the embeddings of similar trajectories in the training data. In the next step, distant regions, we embedded feedforward network is responsible for generating the distant trajectories by taking as input a set of features that represent the object's current state and historical data. One advantage of using feedforward networks for distant trajectory planning is their ability to capture long-term dependencies in the data. In the final step of forecasting for future locations, the encoder and decoder are crucial parts of the proposed technique. Spatial destinations are encoded utilizing location-based social networks(LBSN) based on visiting semantic locations. The model has been specially trained to forecast future locations using precise longitude and latitude values. Following rigorous testing on two real-world datasets, Porto and Manhattan, it was discovered that the model outperformed a prediction accuracy of 8.7% previous state-of-the-art methods.

• The Journal of The Korea Institute of Intelligent Transport Systems
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• v.22 no.5
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• pp.30-42
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• 2023

Various studies have been conducted using microtraffic simulation (VISSIM) to analyze the safety of traffic flow when introducing autonomous vehicles. However, no studies have analyzed traffic safety in mixed traffic while considering the driving behavior of general vehicles as a parameter in VISSIM. Therefore, the aim of this study was to optimize the input variables of VISSIM for non-autonomous vehicles through genetic algorithms to obtain realistic behavior. A traffic safety analysis was then performed according to the penetration rate of autonomous vehicles. In a 640 meter section of US highway I-101, the number of conflicts was analyzed when the trailing vehicle was a non-autonomous vehicle. The total number of conflicts increased until the proportion of autonomous vehicles exceeded 20%, and the number of conflicts decreased continuously after exceeding 20%. The number of conflicts between non-autonomous vehicles and autonomous vehicles increased with proportions of autonomous vehicles of up to 60%. However, there was a limitation in that the driving behavior of autonomous vehicles was based on the results of the literature and did not represent actual driving behavior. Therefore, for a more accurate analysis, future studies should reflect the actual driving behavior of autonomous vehicles.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.19-38
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• 2017

Collaborative filtering (CF) algorithm has been popularly used for implementing recommender systems. Until now, there have been many prior studies to improve the accuracy of CF. Among them, some recent studies adopt 'hybrid recommendation approach', which enhances the performance of conventional CF by using additional information. In this research, we propose a new hybrid recommender system which fuses CF and the results from the social network analysis on trust and distrust relationship networks among users to enhance prediction accuracy. The proposed algorithm of our study is based on memory-based CF. But, when calculating the similarity between users in CF, our proposed algorithm considers not only the correlation of the users' numeric rating patterns, but also the users' in-degree centrality values derived from trust and distrust relationship networks. In specific, it is designed to amplify the similarity between a target user and his or her neighbor when the neighbor has higher in-degree centrality in the trust relationship network. Also, it attenuates the similarity between a target user and his or her neighbor when the neighbor has higher in-degree centrality in the distrust relationship network. Our proposed algorithm considers four (4) types of user relationships - direct trust, indirect trust, direct distrust, and indirect distrust - in total. And, it uses four adjusting coefficients, which adjusts the level of amplification / attenuation for in-degree centrality values derived from direct / indirect trust and distrust relationship networks. To determine optimal adjusting coefficients, genetic algorithms (GA) has been adopted. Under this background, we named our proposed algorithm as SNACF-GA (Social Network Analysis - based CF using GA). To validate the performance of the SNACF-GA, we used a real-world data set which is called 'Extended Epinions dataset' provided by 'trustlet.org'. It is the data set contains user responses (rating scores and reviews) after purchasing specific items (e.g. car, movie, music, book) as well as trust / distrust relationship information indicating whom to trust or distrust between users. The experimental system was basically developed using Microsoft Visual Basic for Applications (VBA), but we also used UCINET 6 for calculating the in-degree centrality of trust / distrust relationship networks. In addition, we used Palisade Software's Evolver, which is a commercial software implements genetic algorithm. To examine the effectiveness of our proposed system more precisely, we adopted two comparison models. The first comparison model is conventional CF. It only uses users' explicit numeric ratings when calculating the similarities between users. That is, it does not consider trust / distrust relationship between users at all. The second comparison model is SNACF (Social Network Analysis - based CF). SNACF differs from the proposed algorithm SNACF-GA in that it considers only direct trust / distrust relationships. It also does not use GA optimization. The performances of the proposed algorithm and comparison models were evaluated by using average MAE (mean absolute error). Experimental result showed that the optimal adjusting coefficients for direct trust, indirect trust, direct distrust, indirect distrust were 0, 1.4287, 1.5, 0.4615 each. This implies that distrust relationships between users are more important than trust ones in recommender systems. From the perspective of recommendation accuracy, SNACF-GA (Avg. MAE = 0.111943), the proposed algorithm which reflects both direct and indirect trust / distrust relationships information, was found to greatly outperform a conventional CF (Avg. MAE = 0.112638). Also, the algorithm showed better recommendation accuracy than the SNACF (Avg. MAE = 0.112209). To confirm whether these differences are statistically significant or not, we applied paired samples t-test. The results from the paired samples t-test presented that the difference between SNACF-GA and conventional CF was statistical significant at the 1% significance level, and the difference between SNACF-GA and SNACF was statistical significant at the 5%. Our study found that the trust/distrust relationship can be important information for improving performance of recommendation algorithms. Especially, distrust relationship information was found to have a greater impact on the performance improvement of CF. This implies that we need to have more attention on distrust (negative) relationships rather than trust (positive) ones when tracking and managing social relationships between users.

• Proceedings of the Korea Inteligent Information System Society Conference
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• 1999.03a
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• pp.175-186
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• 1999

Detecting the features of significant patterns from their own historical data is so much crucial to good performance specially in time-series forecasting. Recently, a new data filtering method (or multi-scale decomposition) such as wavelet analysis is considered more useful for handling the time-series that contain strong quasi-cyclical components than other methods. The reason is that wavelet analysis theoretically makes much better local information according to different time intervals from the filtered data. Wavelets can process information effectively at different scales. This implies inherent support for multiresolution analysis, which correlates with time series that exhibit self-similar behavior across different time scales. The specific local properties of wavelets can for example be particularly useful to describe signals with sharp spiky, discontinuous or fractal structure in financial markets based on chaos theory and also allows the removal of noise-dependent high frequencies, while conserving the signal bearing high frequency terms of the signal. To data, the existing studies related to wavelet analysis are increasingly being applied to many different fields. In this study, we focus on several wavelet thresholding criteria or techniques to support multi-signal decomposition methods for financial time series forecasting and apply to forecast Korean Won / U.S. Dollar currency market as a case study. One of the most important problems that has to be solved with the application of the filtering is the correct choice of the filter types and the filter parameters. If the threshold is too small or too large then the wavelet shrinkage estimator will tend to overfit or underfit the data. It is often selected arbitrarily or by adopting a certain theoretical or statistical criteria. Recently, new and versatile techniques have been introduced related to that problem. Our study is to analyze thresholding or filtering methods based on wavelet analysis that use multi-signal decomposition algorithms within the neural network architectures specially in complex financial markets. Secondly, through the comparison with different filtering techniques results we introduce the present different filtering criteria of wavelet analysis to support the neural network learning optimization and analyze the critical issues related to the optimal filter design problems in wavelet analysis. That is, those issues include finding the optimal filter parameter to extract significant input features for the forecasting model. Finally, from existing theory or experimental viewpoint concerning the criteria of wavelets thresholding parameters we propose the design of the optimal wavelet for representing a given signal useful in forecasting models, specially a well known neural network models.

• Journal of Intelligence and Information Systems
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• v.20 no.4
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• pp.121-139
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• 2014

Predicting corporate failure has been an important topic in accounting and finance. The costs associated with bankruptcy are high, so the accuracy of bankruptcy prediction is greatly important for financial institutions. Lots of researchers have dealt with the topic associated with bankruptcy prediction in the past three decades. The current research attempts to use ensemble models for improving the performance of bankruptcy prediction. Ensemble classification is to combine individually trained classifiers in order to gain more accurate prediction than individual models. Ensemble techniques are shown to be very useful for improving the generalization ability of the classifier. Bagging is the most commonly used methods for constructing ensemble classifiers. In bagging, the different training data subsets are randomly drawn with replacement from the original training dataset. Base classifiers are trained on the different bootstrap samples. Instance selection is to select critical instances while deleting and removing irrelevant and harmful instances from the original set. Instance selection and bagging are quite well known in data mining. However, few studies have dealt with the integration of instance selection and bagging. This study proposes an improved bagging ensemble based on instance selection using genetic algorithms (GA) for improving the performance of SVM. GA is an efficient optimization procedure based on the theory of natural selection and evolution. GA uses the idea of survival of the fittest by progressively accepting better solutions to the problems. GA searches by maintaining a population of solutions from which better solutions are created rather than making incremental changes to a single solution to the problem. The initial solution population is generated randomly and evolves into the next generation by genetic operators such as selection, crossover and mutation. The solutions coded by strings are evaluated by the fitness function. The proposed model consists of two phases: GA based Instance Selection and Instance based Bagging. In the first phase, GA is used to select optimal instance subset that is used as input data of bagging model. In this study, the chromosome is encoded as a form of binary string for the instance subset. In this phase, the population size was set to 100 while maximum number of generations was set to 150. We set the crossover rate and mutation rate to 0.7 and 0.1 respectively. We used the prediction accuracy of model as the fitness function of GA. SVM model is trained on training data set using the selected instance subset. The prediction accuracy of SVM model over test data set is used as fitness value in order to avoid overfitting. In the second phase, we used the optimal instance subset selected in the first phase as input data of bagging model. We used SVM model as base classifier for bagging ensemble. The majority voting scheme was used as a combining method in this study. This study applies the proposed model to the bankruptcy prediction problem using a real data set from Korean companies. The research data used in this study contains 1832 externally non-audited firms which filed for bankruptcy (916 cases) and non-bankruptcy (916 cases). Financial ratios categorized as stability, profitability, growth, activity and cash flow were investigated through literature review and basic statistical methods and we selected 8 financial ratios as the final input variables. We separated the whole data into three subsets as training, test and validation data set. In this study, we compared the proposed model with several comparative models including the simple individual SVM model, the simple bagging model and the instance selection based SVM model. The McNemar tests were used to examine whether the proposed model significantly outperforms the other models. The experimental results show that the proposed model outperforms the other models.

• Journal of Intelligence and Information Systems
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• v.23 no.2
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• pp.71-88
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• 2017

Language models were originally developed for speech recognition and language processing. Using a set of example sentences, a language model predicts the next word or character based on sequential input data. N-gram models have been widely used but this model cannot model the correlation between the input units efficiently since it is a probabilistic model which are based on the frequency of each unit in the training set. Recently, as the deep learning algorithm has been developed, a recurrent neural network (RNN) model and a long short-term memory (LSTM) model have been widely used for the neural language model (Ahn, 2016; Kim et al., 2016; Lee et al., 2016). These models can reflect dependency between the objects that are entered sequentially into the model (Gers and Schmidhuber, 2001; Mikolov et al., 2010; Sundermeyer et al., 2012). In order to learning the neural language model, texts need to be decomposed into words or morphemes. Since, however, a training set of sentences includes a huge number of words or morphemes in general, the size of dictionary is very large and so it increases model complexity. In addition, word-level or morpheme-level models are able to generate vocabularies only which are contained in the training set. Furthermore, with highly morphological languages such as Turkish, Hungarian, Russian, Finnish or Korean, morpheme analyzers have more chance to cause errors in decomposition process (Lankinen et al., 2016). Therefore, this paper proposes a phoneme-level language model for Korean language based on LSTM models. A phoneme such as a vowel or a consonant is the smallest unit that comprises Korean texts. We construct the language model using three or four LSTM layers. Each model was trained using Stochastic Gradient Algorithm and more advanced optimization algorithms such as Adagrad, RMSprop, Adadelta, Adam, Adamax, and Nadam. Simulation study was done with Old Testament texts using a deep learning package Keras based the Theano. After pre-processing the texts, the dataset included 74 of unique characters including vowels, consonants, and punctuation marks. Then we constructed an input vector with 20 consecutive characters and an output with a following 21st character. Finally, total 1,023,411 sets of input-output vectors were included in the dataset and we divided them into training, validation, testsets with proportion 70:15:15. All the simulation were conducted on a system equipped with an Intel Xeon CPU (16 cores) and a NVIDIA GeForce GTX 1080 GPU. We compared the loss function evaluated for the validation set, the perplexity evaluated for the test set, and the time to be taken for training each model. As a result, all the optimization algorithms but the stochastic gradient algorithm showed similar validation loss and perplexity, which are clearly superior to those of the stochastic gradient algorithm. The stochastic gradient algorithm took the longest time to be trained for both 3- and 4-LSTM models. On average, the 4-LSTM layer model took 69% longer training time than the 3-LSTM layer model. However, the validation loss and perplexity were not improved significantly or became even worse for specific conditions. On the other hand, when comparing the automatically generated sentences, the 4-LSTM layer model tended to generate the sentences which are closer to the natural language than the 3-LSTM model. Although there were slight differences in the completeness of the generated sentences between the models, the sentence generation performance was quite satisfactory in any simulation conditions: they generated only legitimate Korean letters and the use of postposition and the conjugation of verbs were almost perfect in the sense of grammar. The results of this study are expected to be widely used for the processing of Korean language in the field of language processing and speech recognition, which are the basis of artificial intelligence systems.

• Journal of Intelligence and Information Systems
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• v.25 no.1
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• pp.63-83
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• 2019

Investors prefer to look for trading points based on the graph shown in the chart rather than complex analysis, such as corporate intrinsic value analysis and technical auxiliary index analysis. However, the pattern analysis technique is difficult and computerized less than the needs of users. In recent years, there have been many cases of studying stock price patterns using various machine learning techniques including neural networks in the field of artificial intelligence(AI). In particular, the development of IT technology has made it easier to analyze a huge number of chart data to find patterns that can predict stock prices. Although short-term forecasting power of prices has increased in terms of performance so far, long-term forecasting power is limited and is used in short-term trading rather than long-term investment. Other studies have focused on mechanically and accurately identifying patterns that were not recognized by past technology, but it can be vulnerable in practical areas because it is a separate matter whether the patterns found are suitable for trading. When they find a meaningful pattern, they find a point that matches the pattern. They then measure their performance after n days, assuming that they have bought at that point in time. Since this approach is to calculate virtual revenues, there can be many disparities with reality. The existing research method tries to find a pattern with stock price prediction power, but this study proposes to define the patterns first and to trade when the pattern with high success probability appears. The M & W wave pattern published by Merrill(1980) is simple because we can distinguish it by five turning points. Despite the report that some patterns have price predictability, there were no performance reports used in the actual market. The simplicity of a pattern consisting of five turning points has the advantage of reducing the cost of increasing pattern recognition accuracy. In this study, 16 patterns of up conversion and 16 patterns of down conversion are reclassified into ten groups so that they can be easily implemented by the system. Only one pattern with high success rate per group is selected for trading. Patterns that had a high probability of success in the past are likely to succeed in the future. So we trade when such a pattern occurs. It is a real situation because it is measured assuming that both the buy and sell have been executed. We tested three ways to calculate the turning point. The first method, the minimum change rate zig-zag method, removes price movements below a certain percentage and calculates the vertex. In the second method, high-low line zig-zag, the high price that meets the n-day high price line is calculated at the peak price, and the low price that meets the n-day low price line is calculated at the valley price. In the third method, the swing wave method, the high price in the center higher than n high prices on the left and right is calculated as the peak price. If the central low price is lower than the n low price on the left and right, it is calculated as valley price. The swing wave method was superior to the other methods in the test results. It is interpreted that the transaction after checking the completion of the pattern is more effective than the transaction in the unfinished state of the pattern. Genetic algorithms(GA) were the most suitable solution, although it was virtually impossible to find patterns with high success rates because the number of cases was too large in this simulation. We also performed the simulation using the Walk-forward Analysis(WFA) method, which tests the test section and the application section separately. So we were able to respond appropriately to market changes. In this study, we optimize the stock portfolio because there is a risk of over-optimized if we implement the variable optimality for each individual stock. Therefore, we selected the number of constituent stocks as 20 to increase the effect of diversified investment while avoiding optimization. We tested the KOSPI market by dividing it into six categories. In the results, the portfolio of small cap stock was the most successful and the high vol stock portfolio was the second best. This shows that patterns need to have some price volatility in order for patterns to be shaped, but volatility is not the best.