• Title/Summary/Keyword: the discriminant function model

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Corporate credit rating prediction using support vector machines

  • Lee, Yong-Chan
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2005.11a
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    • pp.571-578
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    • 2005
  • Corporate credit rating analysis has drawn a lot of research interests in previous studies, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper applies support vector machines (SVMs) to the corporate credit rating problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, the researcher uses a grid-search technique using 5-fold cross-validation to find out the optimal parameter values of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM, the researcher compares its performance with those of multiple discriminant analysis (MDA), case-based reasoning (CBR), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

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A Study on the Discriminate between Magnetizing Inrush and Internal Faults of Power Transformer by Artificial Neural Network (신경회로망에 의한 변압기의 여자돌입과 내부고장 판별에 관한 연구)

  • Park, Chul-Won;Cho, Phil-Hun;Shin, Myong-Chul;Yoon, Sug-Moo
    • Proceedings of the KIEE Conference
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    • 1995.07b
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    • pp.606-609
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    • 1995
  • This paper presents discriminate between magnetizing inrush and internal faults of power transformer by artificial neural networks trained with preprocessing of fault discriminant. The proposed neural networks contain multi-layer perceptron using back-propagation learning algorithm with logistic sigmoid activation function. For this training and test, we used the relaying signals obtained from the EMTP simulation of model power system. It is shown that the proposed transformer protection system by neural networks never misoperated.

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Design of pRBFNNs Pattern Classifiers Model Using a Synthesis of PCA & LDA Algorithm (PCA & LDA 융합 알고리즘을 이용한 pRBFNNs 패턴 분류기 설계)

  • Kim, Na-Hyun;Yoo, Sung-Hoon;Oh, Sung-Kwun
    • Proceedings of the KIEE Conference
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    • 2011.07a
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    • pp.1960-1961
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    • 2011
  • 얼굴 인식에서 가장 많이 사용되고 있는 PCA(Principal Component Analysis)는 고차원의 얼굴 데이터를 낮은 차원으로 표현할 수 있다는 장점이 있다. LDA(Linear Discriminant Analysis)는 서로 다른 데이터를 잘 분리할 수 있으며, 얼굴 인식에서 우수한 성능을 보인다. 본 연구에서는 서로의 장점을 결합하여 PCA와 LDA를 혼합, 적용하였다. 고차원의 얼굴데이터를 PCA로 차원 축소한 후 LDA를 이용해 더욱 효과적인 분류가 되어 얼굴 인식률을 향상시킨다. 인식 모듈로는 pRBFNN(Polynomial Based Radial Basis Function Neural Networks) 모델을 구축하여 고차원 패턴인식 문제에 대한 해결책을 제시하고자 한다. 그리고 제안된 패턴분류기는 얼굴 데이터를 사용하여 성능을 확인한다.

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A Decision Support Model for Optimal Delivery of Public Construction Projects (공공건설사업의 최적 발주방식 선정을 위한 의사결정지원모델)

  • Park, Heetaek;Park, Chansik
    • Korean Journal of Construction Engineering and Management
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    • v.17 no.5
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    • pp.22-34
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    • 2016
  • The Project Delivery System (PDS) is used in mixed way without clear classification from tendering system and the standard itself that can be selected is set with project budget or estimated cost only. Essentially, the PDS should consider and reflect project characteristics and types, internal and external factors for the purpose of improving the lives of citizens and their welfare. However, the current status is not operated flexibly due to the given budget, period and uniform laws and regulations. In order to solve this problem, this study suggests a Decision Support Model to select the optimal PDS for public construction projects. The current problem of the PDS for public construction projects were identified and the application of a decision support model was proposed. Subsequently a decision-making model was suggested for each PDS using the identified factors and linear discriminant function of discriminant analysis. An additional questionnaire survey and actual practical case analysis were carried out to verify the effectiveness and applicability of the model to actual work. It can be used by adjusting the decision support model and detailed factors according to the specific characteristics of public organization, ability of person in charge and project type.

Secured Authentication through Integration of Gait and Footprint for Human Identification

  • Murukesh, C.;Thanushkodi, K.;Padmanabhan, Preethi;Feroze, Naina Mohamed D.
    • Journal of Electrical Engineering and Technology
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    • v.9 no.6
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    • pp.2118-2125
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    • 2014
  • Gait Recognition is a new technique to identify the people by the way they walk. Human gait is a spatio-temporal phenomenon that typifies the motion characteristics of an individual. The proposed method makes a simple but efficient attempt to gait recognition. For each video file, spatial silhouettes of a walker are extracted by an improved background subtraction procedure using Gaussian Mixture Model (GMM). Here GMM is used as a parametric probability density function represented as a weighted sum of Gaussian component densities. Then, the relevant features are extracted from the silhouette tracked from the given video file using the Principal Component Analysis (PCA) method. The Fisher Linear Discriminant Analysis (FLDA) classifier is used in the classification of dimensional reduced image derived by the PCA method for gait recognition. Although gait images can be easily acquired, the gait recognition is affected by clothes, shoes, carrying status and specific physical condition of an individual. To overcome this problem, it is combined with footprint as a multimodal biometric system. The minutiae is extracted from the footprint and then fused with silhouette image using the Discrete Stationary Wavelet Transform (DSWT). The experimental result shows that the efficiency of proposed fusion algorithm works well and attains better result while comparing with other fusion schemes.

The Hybrid Systems for Credit Rating

  • Goo, Han-In;Jo, Hong-Kyuo;Shin, Kyung-Shik
    • Journal of the Korean Operations Research and Management Science Society
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    • v.22 no.3
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    • pp.163-173
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    • 1997
  • Although numerous studies demonstrate that one technique outperforms the others for a given data set, it is hard to tell a priori which of these techniques will be the most effective to solve a specific problem. It has been suggested that the better approach to classification problem might be to integrate several different forecasting techniques by combining their results. The issues of interest are how to integrate different modeling techniques to increase the predictive performance. This paper proposes the post-model integration method, which tries to find the best combination of the results provided by individual techniques. To get the optimal or near optimal combination of different prediction techniques, Genetic Algorithms (GAs) are applied, which are particularly suitable for multi-parameter optimization problems with an object function subject to numerous hard and soft constraints. This study applies three individual classification techniques (Discriminant analysis, Logit model and Neural Networks) as base models for the corporate failure prediction. The results of composite predictions are compared with the individual models. Preliminary results suggests that the use of integrated methods improve the performance of business classification.

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A Query Model for Consecutive Analyses of Dynamic Multivariate Graphs (동적 다변량 그래프의 연속적 분석을 위한 질의 모델 설계 및 구현)

  • Bae, Yechan;Ham, Doyoung;Kim, Taeyang;Jeong, Hayjin;Kim, Dongyoon
    • The Journal of Korean Association of Computer Education
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    • v.17 no.6
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    • pp.103-113
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    • 2014
  • This study designed and implemented a query model for consecutive analyses of dynamic multivariate graph data. First, the query model consists of two procedures; setting the discriminant function, and determining an alteration method. Second, the query model was implemented as a query system that consists of a query panel, a graph visualization panel, and a property panel. A Node-Link Diagram and the Force-Directed Graph Drawing algorithm were used for the visualization of the graph. The results of the queries are visually presented through the graph visualization panel. Finally, this study used the data of worldwide import & export data of small arms to verify our model. The significance of this research is in the fact that, through the model which is able to conduct consecutive analyses on dynamic graph data, it helps overcome the limitations of previous models which can only perform discrete analysis on dynamic data. This research is expected to contribute to future studies such as online decision making and complex network analysis, that use dynamic graph models.

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GAM: A Criticality Prediction Model for Large Telecommunication Systems (GAM: 대형 통신 시스템을 위한 위험도 예측 모델)

  • Hong, Euy-Seok
    • The Journal of Korean Association of Computer Education
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    • v.6 no.2
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    • pp.33-40
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    • 2003
  • Criticality prediction models that determine whether a design entity is fault-prone or non fault-prone play an important role in reducing system development costs because the problems in early phases largely affect the quality of the late products. Real-time systems such as telecommunication systems are so large that criticality prediction is mere important in real-time system design. The current models are based on the technique such as discriminant analysis, neural net and classification trees. These models have some problems with analyzing causes of the prediction results and low extendability. This paper builds a new prediction model, GAM, based on Genetic Algorithm. GAM is different from other models because it produces a criticality function. So GAM can be used for comparison between entities by criticality. GAM is implemented and compared with a well-known prediction model, BackPropagation neural network Model(BPM), considering Internal characteristics and accuracy of prediction.

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2D Planar Object Tracking using Improved Chamfer Matching Likelihood (개선된 챔퍼매칭 우도기반 2차원 평면 객체 추적)

  • Oh, Chi-Min;Jeong, Mun-Ho;You, Bum-Jae;Lee, Chil-Woo
    • The KIPS Transactions:PartB
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    • v.17B no.1
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    • pp.37-46
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    • 2010
  • In this paper we have presented a two dimensional model based tracking system using improved chamfer matching. Conventional chamfer matching could not calculate similarity well between the object and image when there is very cluttered background. Then we have improved chamfer matching to calculate similarity well even in very cluttered background with edge and corner feature points. Improved chamfer matching is used as likelihood function of particle filter which tracks the geometric object. Geometric model which uses edge and corner feature points, is a discriminant descriptor in color changes. Particle Filter is more non-linear tracking system than Kalman Filter. Then the presented method uses geometric model, particle filter and improved chamfer matching for tracking object in complex environment. In experimental result, the robustness of our system is proved by comparing other methods.

The Effect of FIR Filtering and Spectral Tilt on Speech Recognition with MFCC (FIR 필터링과 스펙트럼 기울이기가 MFCC를 사용하는 음성인식에 미치는 효과)

  • Lee, Chang-Young
    • The Journal of the Korea institute of electronic communication sciences
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    • v.5 no.4
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    • pp.363-371
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    • 2010
  • In an effort to enhance the quality of feature vector classification and thereby reduce the recognition error rate for the speaker-independent speech recognition, we study the effect of spectral tilt on the Fourier magnitude spectrum en route to the extraction of MFCC. The effect of FIR filtering on the speech signal on the speech recognition is also investigated in parallel. Evaluation of the proposed methods are performed by two independent ways of the Fisher discriminant objective function and speech recognition test by hidden Markov model with fuzzy vector quantization. From the experiments, the recognition error rate is found to show about 10% relative improvements over the conventional method by an appropriate choice of the tilt factor.