• Title/Summary/Keyword: neural network(NN)

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Corporate Credit Rating using Partitioned Neural Network and Case- Based Reasoning (신경망 분리모형과 사례기반추론을 이용한 기업 신용 평가)

  • Kim, David;Han, In-Goo;Min, Sung-Hwan
    • Journal of Information Technology Applications and Management
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    • v.14 no.2
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    • pp.151-168
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    • 2007
  • The corporate credit rating represents an assessment of the relative level of risk associated with the timely payments required by the debt obligation. In this study, the corporate credit rating model employs artificial intelligence methods including Neural Network (NN) and Case-Based Reasoning (CBR). At first we suggest three classification models, as partitioned neural networks, all of which convert multi-group classification problems into two group classification ones: Ordinal Pairwise Partitioning (OPP) model, binary classification model and simple classification model. The experimental results show that the partitioned NN outperformed the conventional NN. In addition, we put to use CBR that is widely used recently as a problem-solving and learning tool both in academic and business areas. With an advantage of the easiness in model design compared to a NN model, the CBR model proves itself to have good classification capability through the highest hit ratio in the corporate credit rating.

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A Study on Development of Economic Instability Index

  • Do, Jong-Doo;Song, Gyu-Moon;Kim, Tae-Yoon
    • Journal of the Korean Data and Information Science Society
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    • v.15 no.2
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    • pp.355-365
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    • 2004
  • Kim et al.. (2003) developed an Economic Instability Index (EII) by using mean squared error (MSE) from the neural network (NN) trained on the 1995 KOSPI. In this paper we study validity of the NN. For this we compare the NN with the well known Box-Jenkins linear auto-regressive processes. Our conclusive understanding of the problem is that the NN provides quite effective EII because it tends to overfit.

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Decomposition Analysis of Time Series Using Neural Networks (신경망을 이용한 시계열의 분해분석)

  • Jhee, Won-Chul
    • Journal of Korean Institute of Industrial Engineers
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    • v.25 no.1
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    • pp.111-124
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    • 1999
  • This evapaper is toluate the forecasting performance of three neural network(NN) approaches against ARIMA model using the famous time series analysis competition data. The first NN approach is to analyze the second Makridakis (M2) Competition Data using Multilayer Perceptron (MLP) that has been the most popular NN model in time series analysis. Since it is recently known that MLP suffers from bias/variance dilemma, two approaches are suggested in this study. The second approach adopts Cascade Correlation Network (CCN) that was suggested by Fahlman & Lebiere as an alternative to MLP. In the third approach, a time series is separated into two series using Noise Filtering Network (NFN) that utilizes autoassociative memory function of neural network. The forecasts in the decomposition analysis are the sum of two prediction values obtained from modeling each decomposed series, respectively. Among the three NN approaches, Decomposition Analysis shows the best forecasting performance on the M2 Competition Data, and is expected to be a promising tool in analyzing socio-economic time series data because it reduces the effect of noise or outliers that is an impediment to modeling the time series generating process.

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Parity Space and Pattern Recognition Approach for Hardware Redundant System Signal Validation using Artificial Neural Networks (인공신경망을 이용하여 하드웨어 다중 센서 신호 검증을 위한 패리티 공간 및 패턴인식 방법)

  • 윤태섭
    • Journal of Institute of Control, Robotics and Systems
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    • v.4 no.6
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    • pp.765-771
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    • 1998
  • An artificial neural network(NN) technique is developed for hardware redundant sensor validation. Since the measurement space is a continuous space with many operating regions, it is difficult to train a NN to correctly detect failure in an accurate measurement system. A conventional backpropagation NN is modified to include an additional preprocessing layer that extracts classification features from scalar measurements. This feature extraction means transform the measurement space to parity space. The NN is independent of the state variable being measured, the instrument range, and the signal tolerance. This NN resembles the parity space approach to signal validation, except that analytical parity equations are unneeded and the NN pattern recognition capability is utilized for decision making.

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Evaluation of Geotechnical Parameters Based on the Design of Optimal Neural Network Structure (최적의 인공신경망 구조 설계를 통한 지반 물성치 추정)

  • Park Hyun-Il;Hwang Dae-Jin;Kweon Gi-Chul;Lee Seung-Rae
    • Journal of the Korean Geotechnical Society
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    • v.21 no.9
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    • pp.25-34
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    • 2005
  • This paper proposes a selection methodology composed of neural network (NN) and genetic algorithm (GA) to design optimal NN structure. We combine the characteristics of GA and NN to reduce the computational complexity of artificial intelligence applications and increase the precision of NN' prediction in the design of NN structure. Genetic selection approach of design parameters of NN is introduced to obtain optimal NN structure. Analyzed results for geotechnical problems are given to evaluate the performance of the proposed hybrid methodology.

Prediction of contact lengths between an elastic layer and two elastic circular punches with neural networks

  • Ozsahin, Talat Sukru;Birinci, Ahmet;Cakiroglu, A. Osman
    • Structural Engineering and Mechanics
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    • v.18 no.4
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    • pp.441-459
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    • 2004
  • This paper explores the potential use of neural networks (NNs) in the field of contact mechanics. A neural network model is developed for predicting, with sufficient approximation, the contact lengths between the elastic layer and two elastic circular punches. A backpropagation neural network of three layers is employed. First contact problem is solved according to the theory of elasticity with integral transformation technique, and then the results are used to train the neural network. The effectiveness of different neural network configurations is investigated. Effect of parameters such as load factor, elastic punch radii and flexibilities that influence the contact lengths is also explored. The results of the theoretical solution and the outputs generated from the neural network are compared. Results indicate that NN predicted the contact length with high accuracy. It is also demonstrated that NN is an excellent method that can reduce time consumed.

Motion Control of Servo Cylinder Using Neural Network (신경회로망을 이용한 서보 실린더의 운동제어)

  • Hwang, Un-Kyoo;Cho, Seung-Ho
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.28 no.7
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    • pp.955-960
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    • 2004
  • In this paper, a neural network controller that can be implemented in parallel with a PD controller is suggested for motion control of a hydraulic servo cylinder. By applying a self-excited oscillation method, the system design parameters of open loop transfer function of servo cylinder system are identified. Based on system design parameters, the PD gains are determined for the desired closed loop characteristics. The Neural Network is incorporated with PD control in order to compensate the inherent nonlinearities of hydraulic servo system. As an application example, a motion control using PD-NN has been performed and proved its superior performance by comparing with that of a PD control.

Structural failure classification for reinforced concrete buildings using trained neural network based multi-objective genetic algorithm

  • Chatterjee, Sankhadeep;Sarkar, Sarbartha;Hore, Sirshendu;Dey, Nilanjan;Ashour, Amira S.;Shi, Fuqian;Le, Dac-Nhuong
    • Structural Engineering and Mechanics
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    • v.63 no.4
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    • pp.429-438
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    • 2017
  • Structural design has an imperative role in deciding the failure possibility of a Reinforced Concrete (RC) structure. Recent research works achieved the goal of predicting the structural failure of the RC structure with the assistance of machine learning techniques. Previously, the Artificial Neural Network (ANN) has been trained supported by Particle Swarm Optimization (PSO) to classify RC structures with reasonable accuracy. Though, keeping in mind the sensitivity in predicting the structural failure, more accurate models are still absent in the context of Machine Learning. Since the efficiency of multi-objective optimization over single objective optimization techniques is well established. Thus, the motivation of the current work is to employ a Multi-objective Genetic Algorithm (MOGA) to train the Neural Network (NN) based model. In the present work, the NN has been trained with MOGA to minimize the Root Mean Squared Error (RMSE) and Maximum Error (ME) toward optimizing the weight vector of the NN. The model has been tested by using a dataset consisting of 150 RC structure buildings. The proposed NN-MOGA based model has been compared with Multi-layer perceptron-feed-forward network (MLP-FFN) and NN-PSO based models in terms of several performance metrics. Experimental results suggested that the NN-MOGA has outperformed other existing well known classifiers with a reasonable improvement over them. Meanwhile, the proposed NN-MOGA achieved the superior accuracy of 93.33% and F-measure of 94.44%, which is superior to the other classifiers in the present study.

Sensorless Speed Control System Using a Neural Network

  • Huh Sung-Hoe;Lee Kyo-Beum;Kim Dong-Won;Choy Ick;Park Gwi-Tae
    • International Journal of Control, Automation, and Systems
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    • v.3 no.4
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    • pp.612-619
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    • 2005
  • A robust adaptive speed sensorless induction motor direct torque control (DTC) using a neural network (NN) is presented in this paper. The inherent lumped uncertainties of the induction motor DTC system such as parametric uncertainty, external load disturbance and unmodeled dynamics are approximated by the NN. An additional robust control term is introduced to compensate for the reconstruction error. A control law and adaptive laws for the weights in the NN, as well as the bounding constant of the lumped uncertainties are established so that the whole closed-loop system is stable in the sense of Lyapunov. The effect of the speed estimation error is analyzed, and the stability proof of the control system is also proved. Experimental results as well as computer simulations are presented to show the validity and efficiency of the proposed system.

Tip Position Control of a Flexible-Link Manipulator with Neural Networks

  • Tang Yuan-Gang;Sun Fu-Chun;Sun Zeng-Qi;Hu Ting-Liang
    • International Journal of Control, Automation, and Systems
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    • v.4 no.3
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    • pp.308-317
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    • 2006
  • To control the tip position of a flexible-link manipulator, a neural network (NN) controller is proposed in this paper. The dynamics error used to construct NN controller is derived based on output redefinition approach. Without the filtered tracking error, the proposed NN controller can still guarantee the closed-loop system uniformly asymptotically stable as well as NN weights bounded. Furthermore, the tracking error of desired trajectory can converge to zero with the proposed controller. For comparison an NN controller with filtered tracking error is also designed for the flexible-link manipulator. Finally, simulation studies are carried out to verify the theoretic results.