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

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Bankruptcy Prediction using Support Vector Machines (Support Vector Machine을 이용한 기업부도예측)

  • Park, Jung-Min;Kim, Kyoung-Jae;Han, In-Goo
    • Asia pacific journal of information systems
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    • v.15 no.2
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    • pp.51-63
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    • 2005
  • There has been substantial research into the bankruptcy prediction. Many researchers used the statistical method in the problem until the early 1980s. Since the late 1980s, Artificial Intelligence(AI) has been employed in bankruptcy prediction. And many studies have shown that artificial neural network(ANN) achieved better performance than traditional statistical methods. However, despite ANN's superior performance, it has some problems such as overfitting and poor explanatory power. To overcome these limitations, this paper suggests a relatively new machine learning technique, support vector machine(SVM), to bankruptcy prediction. SVM is simple enough to be analyzed mathematically, and leads to high performances in practical applications. The objective of this paper is to examine the feasibility of SVM in bankruptcy prediction by comparing it with ANN, logistic regression, and multivariate discriminant analysis. The experimental results show that SVM provides a promising alternative to bankruptcy prediction.

Performance Analysis of Kernel Function for Support Vector Machine (Support Vector Machine에 대한 커널 함수의 성능 분석)

  • Sim, Woo-Sung;Sung, Se-Young;Cheng, Cha-Keon
    • Proceedings of the IEEK Conference
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    • 2009.05a
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    • pp.405-407
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    • 2009
  • SVM(Support Vector Machine) is a classification method which is recently watched in mechanical learning system. Vapnik, Osuna, Platt etc. had suggested methodology in order to solve needed QP(Quadratic Programming) to realize SVM so that have extended application field. SVM find hyperplane which classify into 2 class by converting from input space converter vector to characteristic space vector using Kernel Function. This is very systematic and theoretical more than neural network which is experiential study method. Although SVM has superior generalization characteristic, it depends on Kernel Function. There are three category in the Kernel Function as Polynomial Kernel, RBF(Radial Basis Function) Kernel, Sigmoid Kernel. This paper has analyzed performance of SVM against kernel using virtual data.

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Analysis and Implementation of Speech/Music Classification for 3GPP2 SMV Codec Based on Support Vector Machine (SMV코덱의 음성/음악 분류 성능 향상을 위한 Support Vector Machine의 적용)

  • Kim, Sang-Kyun;Chang, Joon-Hyuk
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.45 no.6
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    • pp.142-147
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    • 2008
  • In this paper, we propose a novel a roach to improve the performance of speech/music classification for the selectable mode vocoder (SMV) of 3GPP2 using the support vector machine (SVM). The SVM makes it possible to build on an optimal hyperplane that is separated without the error where the distance between the closest vectors and the hyperplane is maximal. We first present an effective analysis of the features and the classification method adopted in the conventional SMV. And then feature vectors which are a lied to the SVM are selected from relevant parameters of the SMV for the efficient speech/music classification. The performance of the proposed algorithm is evaluated under various conditions and yields better results compared with the conventional scheme of the SMV.

Fine-tuning SVM for Enhancing Speech/Music Classification (SVM의 미세조정을 통한 음성/음악 분류 성능향상)

  • Lim, Chung-Soo;Song, Ji-Hyun;Chang, Joon-Hyuk
    • Journal of the Institute of Electronics Engineers of Korea SP
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    • v.48 no.2
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    • pp.141-148
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    • 2011
  • Support vector machines have been extensively studied and utilized in pattern recognition area for years. One of interesting applications of this technique is music/speech classification for a standardized codec such as 3GPP2 selectable mode vocoder. In this paper, we propose a novel approach that improves the speech/music classification of support vector machines. While conventional support vector machine optimization techniques apply during training phase, the proposed technique can be adopted in classification phase. In this regard, the proposed approach can be developed and employed in parallel with conventional optimizations, resulting in synergistic boost in classification performance. We first analyze the impact of kernel width parameter on the classifications made by support vector machines. From this analysis, we observe that we can fine-tune outputs of support vector machines with the kernel width parameter. To make the most of this capability, we identify strong correlation among neighboring input frames, and use this correlation information as a guide to adjusting kernel width parameter. According to the experimental results, the proposed algorithm is found to have potential for improving the performance of support vector machines.

Support Vector Bankruptcy Prediction Model with Optimal Choice of RBF Kernel Parameter Values using Grid Search (Support Vector Machine을 이용한 부도예측모형의 개발 -격자탐색을 이용한 커널 함수의 최적 모수 값 선정과 기존 부도예측모형과의 성과 비교-)

  • Min Jae H.;Lee Young-Chan
    • Journal of the Korean Operations Research and Management Science Society
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    • v.30 no.1
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    • pp.55-74
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    • 2005
  • Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

Support Vector Median Regression

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.14 no.1
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    • pp.67-74
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    • 2003
  • Median regression analysis has robustness properties which make it an attractive alternative to regression based on the mean. Support vector machine (SVM) is used widely in real-world regression tasks. In this paper, we propose a new SV median regression based on check function. And we illustrate how this proposed SVM performs and compare this with the SVM based on absolute deviation loss function.

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A Study on Customer Segmentation Prediction Model using Support Vector Machine (Support Vector Machine을 이용한 고객이탈 예측모형에 관한 연구)

  • Seo Kwang Kyu
    • Journal of the Korea Safety Management & Science
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    • v.7 no.1
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    • pp.199-210
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    • 2005
  • Customer segmentation prediction has attracted a lot of research interests in previous literature, and recent studies have shown that artificial neural networks (ANN) method achieved better performance than traditional statistical ones. However, ANN approaches have suffered from difficulties with generalization, producing models that can overfit the data. This paper employs a relatively new machine learning technique, support vector machines (SVM), to the customer segmentation prediction problem in an attempt to provide a model with better explanatory power. To evaluate the prediction accuracy of SVM, we compare its performance with logistic regression analysis and ANN. The experiment results with real data of insurance company show that SVM superiors to them.

A Study on Predicting Construction Cost of Educational Building Project at early stage Using Support Vector Machine Technique (서포트벡터머신을 이용한 교육시설 초기 공사비 예측에 관한 연구)

  • Shin, Jae-Min;Kim, Gwang-Hee
    • The Journal of Sustainable Design and Educational Environment Research
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    • v.11 no.3
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    • pp.46-54
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    • 2012
  • The accuracy of cost estimation at an early stage in school building project is one of the critical factors for successful completion. So various of techniques are developed to predict the construction cost accurately and expeditely. Among the techniques, Support Vector Machine(SVM) has an excellent ability for generalization performance. Therefore, the purpose of this study is to construct the prediction model for construction cost of educational building project using support vector machine technique. And to verify the accuracy of prediction model for construction cost. The performance data used in this study are 217 school building project cost which have been completed from 2004 to 2007 in Gyeonggi-Do, Korea. The result shows that average error rate was 7.48% for SVM prediction model. So using SVM model on predicting construction cost of educational building project will be a considerably effective way at the early project stage.

Estimating Basin of Attraction for Multi-Basin Processes Using Support Vector Machine

  • Lee, Dae-Won;Lee, Jae-Wook
    • Management Science and Financial Engineering
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    • v.18 no.1
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    • pp.49-53
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    • 2012
  • A novel method of transient stability analysis is presented in this paper. The proposed method extracts data points near the basin-of-attraction boundary and then builds a support vector machine (SVM) model learned from the generated data. The constructed SVM classifier has been shown to reduce dramatically the conservativeness of the estimated basin of attraction.

Adoption of Support Vector Machine and Independent Component Analysis for Implementation of Speech Recognizer (음성인식기 구현을 위한 SVM과 독립성분분석 기법의 적용)

  • 박정원;김평환;김창근;허강인
    • Proceedings of the IEEK Conference
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    • 2003.07e
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    • pp.2164-2167
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    • 2003
  • In this paper we propose effective speech recognizer through recognition experiments for three feature parameters(PCA, ICA and MFCC) using SVM(Support Vector Machine) classifier In general, SVM is classification method which classify two class set by finding voluntary nonlinear boundary in vector space and possesses high classification performance under few training data number. In this paper we compare recognition result for each feature parameter and propose ICA feature as the most effective parameter

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