• Title/Summary/Keyword: support vector machine(SVM)

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Forecasting realized volatility using data normalization and recurrent neural network

  • Yoonjoo Lee;Dong Wan Shin;Ji Eun Choi
    • Communications for Statistical Applications and Methods
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    • v.31 no.1
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    • pp.105-127
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    • 2024
  • We propose recurrent neural network (RNN) methods for forecasting realized volatility (RV). The data are RVs of ten major stock price indices, four from the US, and six from the EU. Forecasts are made for relative ratio of adjacent RVs instead of the RV itself in order to avoid the out-of-scale issue. Forecasts of RV ratios distribution are first constructed from which those of RVs are computed which are shown to be better than forecasts constructed directly from RV. The apparent asymmetry of RV ratio is addressed by the Piecewise Min-max (PM) normalization. The serial dependence of the ratio data renders us to consider two architectures, long short-term memory (LSTM) and gated recurrent unit (GRU). The hyperparameters of LSTM and GRU are tuned by the nested cross validation. The RNN forecast with the PM normalization and ratio transformation is shown to outperform other forecasts by other RNN models and by benchmarking models of the AR model, the support vector machine (SVM), the deep neural network (DNN), and the convolutional neural network (CNN).

Evaluation of a Thermal Conductivity Prediction Model for Compacted Clay Based on a Machine Learning Method (기계학습법을 통한 압축 벤토나이트의 열전도도 추정 모델 평가)

  • Yoon, Seok;Bang, Hyun-Tae;Kim, Geon-Young;Jeon, Haemin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.41 no.2
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    • pp.123-131
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    • 2021
  • The buffer is a key component of an engineered barrier system that safeguards the disposal of high-level radioactive waste. Buffers are located between disposal canisters and host rock, and they can restrain the release of radionuclides and protect canisters from the inflow of ground water. Since considerable heat is released from a disposal canister to the surrounding buffer, the thermal conductivity of the buffer is a very important parameter in the entire disposal safety. For this reason, a lot of research has been conducted on thermal conductivity prediction models that consider various factors. In this study, the thermal conductivity of a buffer is estimated using the machine learning methods of: linear regression, decision tree, support vector machine (SVM), ensemble, Gaussian process regression (GPR), neural network, deep belief network, and genetic programming. In the results, the machine learning methods such as ensemble, genetic programming, SVM with cubic parameter, and GPR showed better performance compared with the regression model, with the ensemble with XGBoost and Gaussian process regression models showing best performance.

Prediction of the Successful Defibrillation using Hilbert-Huang Transform (Hilbert-Huang 변환을 이용한 제세동 성공 예측)

  • Jang, Yong-Gu;Jang, Seung-Jin;Hwang, Sung-Oh;Yoon, Young-Ro
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.44 no.5
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    • pp.45-54
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    • 2007
  • Time/frequency analysis has been extensively used in biomedical signal processing. By extracting some essential features from the electro-physiological signals, these methods are able to determine the clinical pathology mechanisms of some diseases. However, this method assumes that the signal should be stationary, which limits its application in non-stationary system. In this paper, we develop a new signal processing method using Hilbert-Huang Transform to perform analysis of the nonlinear and non-stationary ventricular fibrillation(VF). Hilbert-Huang Transform combines two major analytical theories: Empirical Mode Decomposition(EMD) and the Hilbert Transform. Hilbert-Huang Transform can be used to decompose natural data into independent Intrinsic Mode Functions using the theories of EMD. Furthermore, Hilbert-Huang Transform employs Hilbert Transform to determine instantaneous frequency and amplitude, and therefore can be used to accurately describe the local behavior of signals. This paper studied for Return Of Spontaneous Circulation(ROSC) and non-ROSC prediction performance by Support Vector Machine and three parameters(EMD-IF, EMD-FFT) extracted from ventricular fibrillation ECG waveform using Hilbert-Huang transform. On the average results of sensitivity and specificity were 87.35% and 76.88% respectively. Hilbert-Huang Transform shows that it enables us to predict the ROSC of VF more precisely.

Classification Method of Harmful Image Content Rates in Internet (인터넷에서의 유해 이미지 컨텐츠 등급 분류 기법)

  • Nam, Taek-Yong;Jeong, Chi-Yoon;Han, Chi-Moon
    • Journal of KIISE:Information Networking
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    • v.32 no.3
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    • pp.318-326
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    • 2005
  • This paper presents the image feature extraction method and the image classification technique to select the harmful image flowed from the Internet by grade of image contents such as harmlessness, sex-appealing, harmfulness (nude), serious harmfulness (adult) by the characteristic of the image. In this paper, we suggest skin area detection technique to recognize whether an input image is harmful or not. We also propose the ROI detection algorithm that establishes region of interest to reduce some noise and extracts harmful degree effectively and defines the characteristics in the ROI area inside. And this paper suggests the multiple-SVM training method that creates the image classification model to select as 4 types of class defined above. This paper presents the multiple-SVM classification algorithm that categorizes harmful grade of input data with suggested classification model. We suggest the skin likelihood image made of the shape information of the skin area image and the color information of the skin ratio image specially. And we propose the image feature vector to use in the characteristic category at a course of traininB resizing the skin likelihood image. Finally, this paper presents the performance evaluation of experiment result, and proves the suitability of grading image using image feature classification algorithm.

Data Mining based Forest Fires Prediction Models using Meteorological Data (기상 데이터를 이용한 데이터 마이닝 기반의 산불 예측 모델)

  • Kim, Sam-Keun;Ahn, Jae-Geun
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.21 no.8
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    • pp.521-529
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    • 2020
  • Forest fires are one of the most important environmental risks that have adverse effects on many aspects of life, such as the economy, environment, and health. The early detection, quick prediction, and rapid response of forest fires can play an essential role in saving property and life from forest fire risks. For the rapid discovery of forest fires, there is a method using meteorological data obtained from local sensors installed in each area by the Meteorological Agency. Meteorological conditions (e.g., temperature, wind) influence forest fires. This study evaluated a Data Mining (DM) approach to predict the burned area of forest fires. Five DM models, e.g., Stochastic Gradient Descent (SGD), Support Vector Machines (SVM), Decision Tree (DT), Random Forests (RF), and Deep Neural Network (DNN), and four feature selection setups (using spatial, temporal, and weather attributes), were tested on recent real-world data collected from Gyeonggi-do area over the last five years. As a result of the experiment, a DNN model using only meteorological data showed the best performance. The proposed model was more effective in predicting the burned area of small forest fires, which are more frequent. This knowledge derived from the proposed prediction model is particularly useful for improving firefighting resource management.

Dual SMS SPAM Filtering: A Graph-based Feature Weighting Method (듀얼 SMS 스팸 필터링: 그래프 기반 자질 가중치 기법)

  • Hwang, Jae-Won;Ko, Young-Joong
    • Annual Conference on Human and Language Technology
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    • 2014.10a
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    • pp.95-99
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    • 2014
  • 본 논문에서는 최근 급속히 증가하여 사회적 이슈가 되고 있는 SMS 스팸 필터링을 위한 듀얼 SMS 스팸필터링 기법을 제안한다. 지속적으로 증가하고 새롭게 변형되는 SMS 문자 필터링을 위해서는 패턴 및 스팸 단어 사전을 통한 필터링은 많은 수작업을 요구하여 부적합하다. 그리하여 기계 학습을 이용한 자동화 시스템 구축이 요구되고 있으며, 효과적인 기계 학습을 위해서는 자질 선택과 자질의 가중치 책정 방법이 중요하다. 하지만 SMS 문자 특성상 문장들이 짧기 때문에 출현하는 자질의 수가 적어 분류의 어려움을 겪게 된다. 이 같은 문제를 개선하기 위하여 본 논문에서는 슬라이딩 윈도우 기반 N-gram 확장을 통해 자질을 확장하고, 확장된 자질로 그래프를 구축하여 얕은 구조적 특징을 표현한다. 학습 데이터에 출현한 N-gram 자질을 정점(Vertex)으로, 자질의 출현 빈도를 그래프의 간선(Edge)의 가중치로 설정하여 햄(HAM)과 스팸(SPAM) 그래프를 각각 구성한다. 이렇게 구성된 그래프를 바탕으로 노드의 중요도와 간선의 가중치를 활용하여 최종적인 자질의 가중치를 결정한다. 입력 문자가 도착하면 스팸과 햄의 그래프를 각각 이용하여 입력 문자의 2개의 자질 벡터(Vector)를 생성한다. 생성된 자질 벡터를 지지 벡터 기계(Support Vector Machine)를 이용하여 각 SVM 확률 값(Probability Score)을 얻어 스팸 여부를 결정한다. 3가지의 실험환경에서 바이그램 자질과 이진 가중치를 사용한 기본 시스템보다 F1-Score의 약 최대 2.7%, 최소 0.5%까지 향상되었으며, 결과적으로 평균 약 1.35%의 성능 향상을 얻을 수 있었다.

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Real-Time Eye Detection and Tracking Under Various Light Conditions

  • Park Ho Sik;Nam Kee Hwan;Seol Jeung Bo;Cho Hyeon Seob;Ra Sang Dong;Bae Cheol Soo
    • Proceedings of the IEEK Conference
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    • 2004.08c
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    • pp.862-866
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    • 2004
  • Non-intrusive methods based on active remote IR illumination for eye tracking is important for many applications of vision-based man-machine interaction. One problem that has plagued those methods is their sensitivity to lighting condition change. This tends to significantly limit their scope of application. In this paper, we present a new real-time eye detection and tracking methodology that works under variable and realistic lighting conditions. Based on combining the bright-pupil effect resulted from IR light and the conventional appearance-based object recognition technique, our method can robustly track eyes when the pupils are not very bright due to significant external illumination interferences. The appearance model is incorporated in both eyes detection and tracking via the use of support vector machine and the mean shift tracking. Additional improvement is achieved from modifying the image acquisition apparatus including the illuminator and the camera.

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Feature Analysis based on Genetic Algorithm for Diagnosis of Misalignment (정렬불량 진단을 위한 유전알고리듬 기반 특징분석)

  • Ha, Jeongmin;Ahn, Byunghyun;Yu, Hyeontak;Choi, Byeongkeun
    • Transactions of the Korean Society for Noise and Vibration Engineering
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    • v.27 no.2
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    • pp.189-194
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    • 2017
  • An compressor that is combined with the rotor and pneumatic technology has been researching for the performance of pressure. However, the control of operations, an accurate diagnosis and the maintenance of compressor system are limited though the simple structure of compressor and compression are advantaged to reduce the energy. In this paper, the characteristic of the compressor operating under the normal or abnormal condition is realized. and the efficient diagnosis method is proposed through feature based analysis. Also, by using the GA (genetic algorithm) and SVM (support vector machine) of machine learning, the performance of feature analysis is conducted. Different misalignment mode of learning data for compressor is evaluated using the fault simulator. Therefore, feature based analysis is conducted considering misalignment mode of the compressor and the possibility of a diagnosis of misalignment is evaluated.

A Development of Video Monitoring System on Real Time (실시간 영상감시 시스템 개발)

  • Cho, Hyun-Seob
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.8 no.2
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    • pp.240-244
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    • 2007
  • Non-intrusive methods based on active remote IR illumination fur eye tracking is important for many applications of vision-based man-machine interaction. One problem that has plagued those methods is their sensitivity to lighting condition change. This tends to significantly limit their scope of application. In this paper, we present a new real-time eye detection and tracking methodology that works under variable and realistic lighting conditions. Based on combining the bright-pupil effect resulted from IR light and the conventional appearance-based object recognition technique, our method can robustly track eyes when the pupils are not very bright due to significant external illumination interferences. The appearance model is incorporated in both eyes detection and tracking via the use of support vector machine and the mean shift tracking. Additional improvement is achieved from modifying the image acquisition apparatus including the illuminator and the camera.

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Development of a sdms (Self-diagnostic monitoring system) with prognostics for a reciprocating pump system

  • Kim, Wooshik;Lim, Chanwoo;Chai, Jangbom
    • Nuclear Engineering and Technology
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    • v.52 no.6
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    • pp.1188-1200
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    • 2020
  • In this paper, we consider a SDMS (Self-Diagnostic Monitoring System) for a reciprocating pump for the purpose of not only diagnosis but also prognosis. We have replaced a multi class estimator that selects only the most probable one with a multi label estimator such that we are able to see the state of each of the components. We have introduced a measure called certainty so that we are able to represent the symptom and its state. We have built a flow loop for a reciprocating pump system and presented some results. With these changes, we are not only able to detect both the dominant symptom as well as others but also to monitor how the degree of severity of each component changes. About the dominant ones, we found that the overall recognition rate of our algorithm is about 99.7% which is slightly better than that of the former SDMS. Also, we are able to see the trend and to make a base to find prognostics to estimate the remaining useful life. With this we hope that we have gone one step closer to the final goal of prognosis of SDMS.