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

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Support vector machine for prediction of the compressive strength of no-slump concrete

  • Sobhani, J.;Khanzadi, M.;Movahedian, A.H.
    • Computers and Concrete
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    • v.11 no.4
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    • pp.337-350
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    • 2013
  • The sensitivity of compressive strength of no-slump concrete to its ingredient materials and proportions, necessitate the use of robust models to guarantee both estimation and generalization features. It was known that the problem of compressive strength prediction owes high degree of complexity and uncertainty due to the variable nature of materials, workmanship quality, etc. Moreover, using the chemical and mineral additives, superimposes the problem's complexity. Traditionally this property of concrete is predicted by conventional linear or nonlinear regression models. In general, these models comprise lower accuracy and in most cases they fail to meet the extrapolation accuracy and generalization requirements. Recently, artificial intelligence-based robust systems have been successfully implemented in this area. In this regard, this paper aims to investigate the use of optimized support vector machine (SVM) to predict the compressive strength of no-slump concrete and compare with optimized neural network (ANN). The results showed that after optimization process, both models are applicable for prediction purposes with similar high-qualities of estimation and generalization norms; however, it was indicated that optimization and modeling with SVM is very rapid than ANN models.

Deterministic and probabilistic analysis of tunnel face stability using support vector machine

  • Li, Bin;Fu, Yong;Hong, Yi;Cao, Zijun
    • Geomechanics and Engineering
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    • v.25 no.1
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    • pp.17-30
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    • 2021
  • This paper develops a convenient approach for deterministic and probabilistic evaluations of tunnel face stability using support vector machine classifiers. The proposed method is comprised of two major steps, i.e., construction of the training dataset and determination of instance-based classifiers. In step one, the orthogonal design is utilized to produce representative samples after the ranges and levels of the factors that influence tunnel face stability are specified. The training dataset is then labeled by two-dimensional strength reduction analyses embedded within OptumG2. For any unknown instance, the second step applies the training dataset for classification, which is achieved by an ad hoc Python program. The classification of unknown samples starts with selection of instance-based training samples using the k-nearest neighbors algorithm, followed by the construction of an instance-based SVM-KNN classifier. It eventually provides labels of the unknown instances, avoiding calculate its corresponding performance function. Probabilistic evaluations are performed by Monte Carlo simulation based on the SVM-KNN classifier. The ratio of the number of unstable samples to the total number of simulated samples is computed and is taken as the failure probability, which is validated and compared with the response surface method.

Study on ERP Detection Algorithm Using SVM with wavelet feature vector (웨이블릿 특징 벡터 기반 SVM을 이용한 ERP 검출 알고리즘에 관한 연구)

  • Lee, Young-Seok
    • The Journal of Korea Institute of Information, Electronics, and Communication Technology
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    • v.10 no.1
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    • pp.9-15
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    • 2017
  • In this study we performed the experiment to detect the ERP using SVM with wavelet features. The EEG signal that is generated visual stimulated ERP database in SCCN applied for the experiment. The feature vectors for experiment are categorized frequency and continuous wavelet- based vectors. In experimental results, the detection rate of SVM with wavelet feature vectors improved above 10% comparing with frequency- based feature vector. Based on the experimental results we analyzed the relation between the activity degree of the ERP and the band split characteristics of the ERP by wavelet transform.

VKOSPI Forecasting and Option Trading Application Using SVM (SVM을 이용한 VKOSPI 일 중 변화 예측과 실제 옵션 매매에의 적용)

  • Ra, Yun Seon;Choi, Heung Sik;Kim, Sun Woong
    • Journal of Intelligence and Information Systems
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    • v.22 no.4
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    • pp.177-192
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    • 2016
  • Machine learning is a field of artificial intelligence. It refers to an area of computer science related to providing machines the ability to perform their own data analysis, decision making and forecasting. For example, one of the representative machine learning models is artificial neural network, which is a statistical learning algorithm inspired by the neural network structure of biology. In addition, there are other machine learning models such as decision tree model, naive bayes model and SVM(support vector machine) model. Among the machine learning models, we use SVM model in this study because it is mainly used for classification and regression analysis that fits well to our study. The core principle of SVM is to find a reasonable hyperplane that distinguishes different group in the data space. Given information about the data in any two groups, the SVM model judges to which group the new data belongs based on the hyperplane obtained from the given data set. Thus, the more the amount of meaningful data, the better the machine learning ability. In recent years, many financial experts have focused on machine learning, seeing the possibility of combining with machine learning and the financial field where vast amounts of financial data exist. Machine learning techniques have been proved to be powerful in describing the non-stationary and chaotic stock price dynamics. A lot of researches have been successfully conducted on forecasting of stock prices using machine learning algorithms. Recently, financial companies have begun to provide Robo-Advisor service, a compound word of Robot and Advisor, which can perform various financial tasks through advanced algorithms using rapidly changing huge amount of data. Robo-Adviser's main task is to advise the investors about the investor's personal investment propensity and to provide the service to manage the portfolio automatically. In this study, we propose a method of forecasting the Korean volatility index, VKOSPI, using the SVM model, which is one of the machine learning methods, and applying it to real option trading to increase the trading performance. VKOSPI is a measure of the future volatility of the KOSPI 200 index based on KOSPI 200 index option prices. VKOSPI is similar to the VIX index, which is based on S&P 500 option price in the United States. The Korea Exchange(KRX) calculates and announce the real-time VKOSPI index. VKOSPI is the same as the usual volatility and affects the option prices. The direction of VKOSPI and option prices show positive relation regardless of the option type (call and put options with various striking prices). If the volatility increases, all of the call and put option premium increases because the probability of the option's exercise possibility increases. The investor can know the rising value of the option price with respect to the volatility rising value in real time through Vega, a Black-Scholes's measurement index of an option's sensitivity to changes in the volatility. Therefore, accurate forecasting of VKOSPI movements is one of the important factors that can generate profit in option trading. In this study, we verified through real option data that the accurate forecast of VKOSPI is able to make a big profit in real option trading. To the best of our knowledge, there have been no studies on the idea of predicting the direction of VKOSPI based on machine learning and introducing the idea of applying it to actual option trading. In this study predicted daily VKOSPI changes through SVM model and then made intraday option strangle position, which gives profit as option prices reduce, only when VKOSPI is expected to decline during daytime. We analyzed the results and tested whether it is applicable to real option trading based on SVM's prediction. The results showed the prediction accuracy of VKOSPI was 57.83% on average, and the number of position entry times was 43.2 times, which is less than half of the benchmark (100 times). A small number of trading is an indicator of trading efficiency. In addition, the experiment proved that the trading performance was significantly higher than the benchmark.

Detecting Host-based Intrusion with SVM classification (SVM classification을 이용한 호스트 기반 침입 탐지)

  • 이주이;김동성;박종서;염동복
    • Proceedings of the Korea Institutes of Information Security and Cryptology Conference
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    • 2002.11a
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    • pp.524-527
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    • 2002
  • 본 연구에서는 Support Vector Machine(SVM)을 이용한 호스트 기반 침임 탐지 방법을 제안한다. 침입 탐지는 침입과 정상을 판단하는 이진분류 문제이므로 이진분류에 뛰어난 성능을 발휘하는 SVM을 이용하여 침입 탐지 시스템을 구현하였다. 먼저 감사자료를 system call level에서 분석한 후, sliding window기법에 의해 패턴 feature를 추출하고 training set을 구성하였다. 여기에 SVM을 적용하여 decision model을 생성하였고, 이에 대한 판정 테스트 결과 90% 이상의 높은 침입탐지 적중률을 보였다.

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A Comparison Study of Multiclass SVM Methods in Microarray Data

  • Hwang, Jin-Soo;Lee, Ji-Young;Kim, Jee-Yun
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.311-324
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    • 2006
  • The Support Vector Machine(SVM) is very functional and efficient classification method to any other classification analysis method. However, its optimal extension to more than two classes is not obvious. In this paper several multi-category SVM methods are introduced and compared using simulation and real data sets. Also comparison with traditional multi-category classification and SVM based methods is performed.

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Feature Extraction based on Auto Regressive Modeling and an Premature Contraction Arrhythmia Classification using Support Vector Machine (Auto Regressive모델링 기반의 특징점 추출과 Support Vector Machine을 통한 조기수축 부정맥 분류)

  • Cho, Ik-sung;Kwon, Hyeog-soong;Kim, Joo-man;Kim, Seon-jong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.23 no.2
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    • pp.117-126
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    • 2019
  • Legacy study for detecting arrhythmia have mostly used nonlinear method to increase classification accuracy. Most methods are complex to process and manipulate data and have difficulties in classifying various arrhythmias. Therefore it is necessary to classify various arrhythmia based on short-term data. In this study, we propose a feature extraction based on auto regressive modeling and an premature contraction arrhythmia classification method using SVM., For this purpose, the R-wave is detected in the ECG signal from which noise has been removed, QRS and RR interval segment is modelled. Also, we classified Normal, PVC, PAC through SVM in realtime by extracting four optimal segment length and AR order. The detection and classification rate of R wave and PVC is evaluated through MIT-BIH arrhythmia database. The performance results indicate the average of 99.77% in R wave detection and 99.23%, 97.28%, 96.62% in Normal, PVC, PAC classification.

Classification of Fall Crops Using Unmanned Aerial Vehicle Based Image and Support Vector Machine Model - Focusing on Idam-ri, Goesan-gun, Chungcheongbuk-do - (무인기 기반 영상과 SVM 모델을 이용한 가을수확 작물 분류 - 충북 괴산군 이담리 지역을 중심으로 -)

  • Jeong, Chan-Hee;Go, Seung-Hwan;Park, Jong-Hwa
    • Journal of Korean Society of Rural Planning
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    • v.28 no.1
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    • pp.57-69
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    • 2022
  • Crop classification is very important for estimating crop yield and figuring out accurate cultivation area. The purpose of this study is to classify crops harvested in fall in Idam-ri, Goesan-gun, Chungcheongbuk-do by using unmanned aerial vehicle (UAV) images and support vector machine (SVM) model. The study proceeded in the order of image acquisition, variable extraction, model building, and evaluation. First, RGB and multispectral image were acquired on September 13, 2021. Independent variables which were applied to Farm-Map, consisted gray level co-occurrence matrix (GLCM)-based texture characteristics by using RGB images, and multispectral reflectance data. The crop classification model was built using texture characteristics and reflectance data, and finally, accuracy evaluation was performed using the error matrix. As a result of the study, the classification model consisted of four types to compare the classification accuracy according to the combination of independent variables. The result of four types of model analysis, recursive feature elimination (RFE) model showed the highest accuracy with an overall accuracy (OA) of 88.64%, Kappa coefficient of 0.84. UAV-based RGB and multispectral images effectively classified cabbage, rice and soybean when the SVM model was applied. The results of this study provided capacity usefully in classifying crops using single-period images. These technologies are expected to improve the accuracy and efficiency of crop cultivation area surveys by supplementing additional data learning, and to provide basic data for estimating crop yields.

Fuzzy SVM for Multi-Class Classification

  • Na, Eun-Young;Hong, Dug-Hun;Hwang, Chang-Ha
    • 한국데이터정보과학회:학술대회논문집
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    • 2003.10a
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    • pp.123-123
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    • 2003
  • More elaborated methods allowing the usage of binary classifiers for the resolution of multi-class classification problems are briefly presented. This way of using FSVC to learn a K-class classification problem consists in choosing the maximum applied to the outputs of K FSVC solving a one-per-class decomposition of the general problem.

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Weighted LS-SVM Regression for Right Censored Data

  • Kim, Dae-Hak;Jeong, Hyeong-Chul
    • Communications for Statistical Applications and Methods
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    • v.13 no.3
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    • pp.765-776
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    • 2006
  • In this paper we propose an estimation method on the regression model with randomly censored observations of the training data set. The weighted least squares support vector machine regression is applied for the regression function estimation by incorporating the weights assessed upon each observation in the optimization problem. Numerical examples are given to show the performance of the proposed estimation method.