• Title/Summary/Keyword: nonlinear system modeling

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Neural Networks-Genetic Algorithm Model for Modeling of Nonlinear Evaporation and Evapotranspiration Time Series 1. Theory and Application of the Model (비선형 증발량 및 증발산량 시계열의 모형화를 위한 신경망-유전자 알고리즘 모형 1. 모형의 이론과 적용)

  • Kim, Sung-Won;Kim, Hung-Soo
    • Journal of Korea Water Resources Association
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    • v.40 no.1 s.174
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    • pp.73-88
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    • 2007
  • The goal of this research is to develop and apply the generalized regression neural networks model(GRNNM) embedding genetic algorithm(GA) for the estimation and calculation of the pan evaporation(PE), which is missed or ungaged and of the alfalfa reference evapotranspiration ($ET_r$), which is not measured in South Korea. Since the observed data of the alfalfa 37. using Iysimeter have not been measured for a long time in South Korea, the Penman-Monteith(PM) method is used to estimate the observed alfalfa $ET_r$. In this research, we develop the COMBINE-GRNNM-GA(Type-1) model for the calculation of the optimal PE and the alfalfa $ET_r$. The suggested COMBINE-GRNNM-GA(Type-1) model is evaluated through training, testing, and reproduction processes. The COMBINE-GRNNM-GA(Type-1) model can evaluate the suggested climatic variables and also construct the reliable data for the PE and the alfalfa $ET_r$. We think that the constructive data could be used as the reference data for irrigation and drainage networks system in South Korea.

Neural Networks-Genetic Algorithm Model for Modeling of Nonlinear Evaporation and Evapotranpiration Time Series. 2. Optimal Model Construction by Uncertainty Analysis (비선형 증발량 및 증발산량 시계열의 모형화를 위한 신경망-유전자 알고리즘 모형 2. 불확실성 분석에 의한 최적모형의 구축)

  • Kim, Sung-Won;Kim, Hung-Soo
    • Journal of Korea Water Resources Association
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    • v.40 no.1 s.174
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    • pp.89-99
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    • 2007
  • Uncertainty analysis is used to eliminate the climatic variables of input nodes and construct the model of an optimal type from COMBINE-GRNNM-GA(Type-1), which have been developed in this issue(2007). The input variable which has the lowest smoothing factor during the training performance, is eliminated from the original COMBINE-GRNNM-GA (Type-1). And, the modified COMBINE-GRNNM-GA(Type-1) is retrained to find the new and lowest smoothing factor of the each climatic variable. The input variable which has the lowest smoothing factor, implies the least useful climatic variable for the model output. Furthermore, The sensitive and insensitive climatic variables are chosen from the uncertainty analysis of the input nodes. The optimal COMBINE-GRNNM-GA(Type-1) is developed to estimate and calculate the PE which is missed or ungaged and the $ET_r$ which is not measured with the least cost and endeavor Finally, the PE and $ET_r$. maps can be constructed to give the reference data for drought and irrigation and drainage networks system analysis using the optimal COMBINE-GRNNM-GA(Type-1) in South Korea.

Modeling of Sensorineural Hearing Loss for the Evaluation of Digital Hearing Aid Algorithms (디지털 보청기 알고리즘 평가를 위한 감음신경성 난청의 모델링)

  • 김동욱;박영철
    • Journal of Biomedical Engineering Research
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    • v.19 no.1
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    • pp.59-68
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    • 1998
  • Digital hearing aids offer many advantages over conventional analog hearing aids. With the advent of high speed digital signal processing chips, new digital techniques have been introduced to digital hearing aids. In addition, the evaluation of new ideas in hearing aids is necessarily accompanied by intensive subject-based clinical tests which requires much time and cost. In this paper, we present an objective method to evaluate and predict the performance of hearing aid systems without the help of such subject-based tests. In the hearing impairment simulation(HIS) algorithm, a sensorineural hearing impairment medel is established from auditory test data of the impaired subject being simulated. Also, the nonlinear behavior of the loudness recruitment is defined using hearing loss functions generated from the measurements. To transform the natural input sound into the impaired one, a frequency sampling filter is designed. The filter is continuously refreshed with the level-dependent frequency response function provided by the impairment model. To assess the performance, the HIS algorithm was implemented in real-time using a floating-point DSP. Signals processed with the real-time system were presented to normal subjects and their auditory data modified by the system was measured. The sensorineural hearing impairment was simulated and tested. The threshold of hearing and the speech discrimination tests exhibited the efficiency of the system in its use for the hearing impairment simulation. Using the HIS system we evaluated three typical hearing aid algorithms.

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Object Tracking Based on Exactly Reweighted Online Total-Error-Rate Minimization (정확히 재가중되는 온라인 전체 에러율 최소화 기반의 객체 추적)

  • JANG, Se-In;PARK, Choong-Shik
    • Journal of Intelligence and Information Systems
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    • v.25 no.4
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    • pp.53-65
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    • 2019
  • Object tracking is one of important steps to achieve video-based surveillance systems. Object tracking is considered as an essential task similar to object detection and recognition. In order to perform object tracking, various machine learning methods (e.g., least-squares, perceptron and support vector machine) can be applied for different designs of tracking systems. In general, generative methods (e.g., principal component analysis) were utilized due to its simplicity and effectiveness. However, the generative methods were only focused on modeling the target object. Due to this limitation, discriminative methods (e.g., binary classification) were adopted to distinguish the target object and the background. Among the machine learning methods for binary classification, total error rate minimization can be used as one of successful machine learning methods for binary classification. The total error rate minimization can achieve a global minimum due to a quadratic approximation to a step function while other methods (e.g., support vector machine) seek local minima using nonlinear functions (e.g., hinge loss function). Due to this quadratic approximation, the total error rate minimization could obtain appropriate properties in solving optimization problems for binary classification. However, this total error rate minimization was based on a batch mode setting. The batch mode setting can be limited to several applications under offline learning. Due to limited computing resources, offline learning could not handle large scale data sets. Compared to offline learning, online learning can update its solution without storing all training samples in learning process. Due to increment of large scale data sets, online learning becomes one of essential properties for various applications. Since object tracking needs to handle data samples in real time, online learning based total error rate minimization methods are necessary to efficiently address object tracking problems. Due to the need of the online learning, an online learning based total error rate minimization method was developed. However, an approximately reweighted technique was developed. Although the approximation technique is utilized, this online version of the total error rate minimization could achieve good performances in biometric applications. However, this method is assumed that the total error rate minimization can be asymptotically achieved when only the number of training samples is infinite. Although there is the assumption to achieve the total error rate minimization, the approximation issue can continuously accumulate learning errors according to increment of training samples. Due to this reason, the approximated online learning solution can then lead a wrong solution. The wrong solution can make significant errors when it is applied to surveillance systems. In this paper, we propose an exactly reweighted technique to recursively update the solution of the total error rate minimization in online learning manner. Compared to the approximately reweighted online total error rate minimization, an exactly reweighted online total error rate minimization is achieved. The proposed exact online learning method based on the total error rate minimization is then applied to object tracking problems. In our object tracking system, particle filtering is adopted. In particle filtering, our observation model is consisted of both generative and discriminative methods to leverage the advantages between generative and discriminative properties. In our experiments, our proposed object tracking system achieves promising performances on 8 public video sequences over competing object tracking systems. The paired t-test is also reported to evaluate its quality of the results. Our proposed online learning method can be extended under the deep learning architecture which can cover the shallow and deep networks. Moreover, online learning methods, that need the exact reweighting process, can use our proposed reweighting technique. In addition to object tracking, the proposed online learning method can be easily applied to object detection and recognition. Therefore, our proposed methods can contribute to online learning community and object tracking, detection and recognition communities.

Corporate Default Prediction Model Using Deep Learning Time Series Algorithm, RNN and LSTM (딥러닝 시계열 알고리즘 적용한 기업부도예측모형 유용성 검증)

  • Cha, Sungjae;Kang, Jungseok
    • Journal of Intelligence and Information Systems
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    • v.24 no.4
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    • pp.1-32
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    • 2018
  • In addition to stakeholders including managers, employees, creditors, and investors of bankrupt companies, corporate defaults have a ripple effect on the local and national economy. Before the Asian financial crisis, the Korean government only analyzed SMEs and tried to improve the forecasting power of a default prediction model, rather than developing various corporate default models. As a result, even large corporations called 'chaebol enterprises' become bankrupt. Even after that, the analysis of past corporate defaults has been focused on specific variables, and when the government restructured immediately after the global financial crisis, they only focused on certain main variables such as 'debt ratio'. A multifaceted study of corporate default prediction models is essential to ensure diverse interests, to avoid situations like the 'Lehman Brothers Case' of the global financial crisis, to avoid total collapse in a single moment. The key variables used in corporate defaults vary over time. This is confirmed by Beaver (1967, 1968) and Altman's (1968) analysis that Deakins'(1972) study shows that the major factors affecting corporate failure have changed. In Grice's (2001) study, the importance of predictive variables was also found through Zmijewski's (1984) and Ohlson's (1980) models. However, the studies that have been carried out in the past use static models. Most of them do not consider the changes that occur in the course of time. Therefore, in order to construct consistent prediction models, it is necessary to compensate the time-dependent bias by means of a time series analysis algorithm reflecting dynamic change. Based on the global financial crisis, which has had a significant impact on Korea, this study is conducted using 10 years of annual corporate data from 2000 to 2009. Data are divided into training data, validation data, and test data respectively, and are divided into 7, 2, and 1 years respectively. In order to construct a consistent bankruptcy model in the flow of time change, we first train a time series deep learning algorithm model using the data before the financial crisis (2000~2006). The parameter tuning of the existing model and the deep learning time series algorithm is conducted with validation data including the financial crisis period (2007~2008). As a result, we construct a model that shows similar pattern to the results of the learning data and shows excellent prediction power. After that, each bankruptcy prediction model is restructured by integrating the learning data and validation data again (2000 ~ 2008), applying the optimal parameters as in the previous validation. Finally, each corporate default prediction model is evaluated and compared using test data (2009) based on the trained models over nine years. Then, the usefulness of the corporate default prediction model based on the deep learning time series algorithm is proved. In addition, by adding the Lasso regression analysis to the existing methods (multiple discriminant analysis, logit model) which select the variables, it is proved that the deep learning time series algorithm model based on the three bundles of variables is useful for robust corporate default prediction. The definition of bankruptcy used is the same as that of Lee (2015). Independent variables include financial information such as financial ratios used in previous studies. Multivariate discriminant analysis, logit model, and Lasso regression model are used to select the optimal variable group. The influence of the Multivariate discriminant analysis model proposed by Altman (1968), the Logit model proposed by Ohlson (1980), the non-time series machine learning algorithms, and the deep learning time series algorithms are compared. In the case of corporate data, there are limitations of 'nonlinear variables', 'multi-collinearity' of variables, and 'lack of data'. While the logit model is nonlinear, the Lasso regression model solves the multi-collinearity problem, and the deep learning time series algorithm using the variable data generation method complements the lack of data. Big Data Technology, a leading technology in the future, is moving from simple human analysis, to automated AI analysis, and finally towards future intertwined AI applications. Although the study of the corporate default prediction model using the time series algorithm is still in its early stages, deep learning algorithm is much faster than regression analysis at corporate default prediction modeling. Also, it is more effective on prediction power. Through the Fourth Industrial Revolution, the current government and other overseas governments are working hard to integrate the system in everyday life of their nation and society. Yet the field of deep learning time series research for the financial industry is still insufficient. This is an initial study on deep learning time series algorithm analysis of corporate defaults. Therefore it is hoped that it will be used as a comparative analysis data for non-specialists who start a study combining financial data and deep learning time series algorithm.