• Title/Summary/Keyword: 앙상블기법

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Corporate Bankruptcy Prediction Model using Explainable AI-based Feature Selection (설명가능 AI 기반의 변수선정을 이용한 기업부실예측모형)

  • Gundoo Moon;Kyoung-jae Kim
    • Journal of Intelligence and Information Systems
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    • v.29 no.2
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    • pp.241-265
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    • 2023
  • A corporate insolvency prediction model serves as a vital tool for objectively monitoring the financial condition of companies. It enables timely warnings, facilitates responsive actions, and supports the formulation of effective management strategies to mitigate bankruptcy risks and enhance performance. Investors and financial institutions utilize default prediction models to minimize financial losses. As the interest in utilizing artificial intelligence (AI) technology for corporate insolvency prediction grows, extensive research has been conducted in this domain. However, there is an increasing demand for explainable AI models in corporate insolvency prediction, emphasizing interpretability and reliability. The SHAP (SHapley Additive exPlanations) technique has gained significant popularity and has demonstrated strong performance in various applications. Nonetheless, it has limitations such as computational cost, processing time, and scalability concerns based on the number of variables. This study introduces a novel approach to variable selection that reduces the number of variables by averaging SHAP values from bootstrapped data subsets instead of using the entire dataset. This technique aims to improve computational efficiency while maintaining excellent predictive performance. To obtain classification results, we aim to train random forest, XGBoost, and C5.0 models using carefully selected variables with high interpretability. The classification accuracy of the ensemble model, generated through soft voting as the goal of high-performance model design, is compared with the individual models. The study leverages data from 1,698 Korean light industrial companies and employs bootstrapping to create distinct data groups. Logistic Regression is employed to calculate SHAP values for each data group, and their averages are computed to derive the final SHAP values. The proposed model enhances interpretability and aims to achieve superior predictive performance.

Data-Driven Technology Portfolio Analysis for Commercialization of Public R&D Outcomes: Case Study of Big Data and Artificial Intelligence Fields (공공연구성과 실용화를 위한 데이터 기반의 기술 포트폴리오 분석: 빅데이터 및 인공지능 분야를 중심으로)

  • Eunji Jeon;Chae Won Lee;Jea-Tek Ryu
    • The Journal of Bigdata
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    • v.6 no.2
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    • pp.71-84
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    • 2021
  • Since small and medium-sized enterprises fell short of the securement of technological competitiveness in the field of big data and artificial intelligence (AI) field-core technologies of the Fourth Industrial Revolution, it is important to strengthen the competitiveness of the overall industry through technology commercialization. In this study, we aimed to propose a priority related to technology transfer and commercialization for practical use of public research results. We utilized public research performance information, improving missing values of 6T classification by deep learning model with an ensemble method. Then, we conducted topic modeling to derive the converging fields of big data and AI. We classified the technology fields into four different segments in the technology portfolio based on technology activity and technology efficiency, estimating the potential of technology commercialization for those fields. We proposed a priority of technology commercialization for 10 detailed technology fields that require long-term investment. Through systematic analysis, active utilization of technology, and efficient technology transfer and commercialization can be promoted.

A Study on the Thermal Prediction Model cf the Heat Storage Tank for the Optimal Use of Renewable Energy (신재생 에너지 최적 활용을 위한 축열조 온도 예측 모델 연구)

  • HanByeol Oh;KyeongMin Jang;JeeYoung Oh;MyeongBae Lee;JangWoo Park;YongYun Cho;ChangSun Shin
    • Smart Media Journal
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    • v.12 no.10
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    • pp.63-70
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    • 2023
  • Recently, energy consumption for heating costs, which is 35% of smart farm energy costs, has increased, requiring energy consumption efficiency, and the importance of new and renewable energy is increasing due to concerns about the realization of electricity bills. Renewable energy belongs to hydropower, wind, and solar power, of which solar energy is a power generation technology that converts it into electrical energy, and this technology has less impact on the environment and is simple to maintain. In this study, based on the greenhouse heat storage tank and heat pump data, the factors that affect the heat storage tank are selected and a heat storage tank supply temperature prediction model is developed. It is predicted using Long Short-Term Memory (LSTM), which is effective for time series data analysis and prediction, and XGBoost model, which is superior to other ensemble learning techniques. By predicting the temperature of the heat pump heat storage tank, energy consumption may be optimized and system operation may be optimized. In addition, we intend to link it to the smart farm energy integrated operation system, such as reducing heating and cooling costs and improving the energy independence of farmers due to the use of solar power. By managing the supply of waste heat energy through the platform and deriving the maximum heating load and energy values required for crop growth by season and time, an optimal energy management plan is derived based on this.

Very Short- and Long-Term Prediction Method for Solar Power (초 장단기 통합 태양광 발전량 예측 기법)

  • Mun Seop Yun;Se Ryung Lim;Han Seung Jang
    • The Journal of the Korea institute of electronic communication sciences
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    • v.18 no.6
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    • pp.1143-1150
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    • 2023
  • The global climate crisis and the implementation of low-carbon policies have led to a growing interest in renewable energy and a growing number of related industries. Among them, solar power is attracting attention as a representative eco-friendly energy that does not deplete and does not emit pollutants or greenhouse gases. As a result, the supplement of solar power facility is increasing all over the world. However, solar power is easily affected by the environment such as geography and weather, so accurate solar power forecast is important for stable operation and efficient management. However, it is very hard to predict the exact amount of solar power using statistical methods. In addition, the conventional prediction methods have focused on only short- or long-term prediction, which causes to take long time to obtain various prediction models with different prediction horizons. Therefore, this study utilizes a many-to-many structure of a recurrent neural network (RNN) to integrate short-term and long-term predictions of solar power generation. We compare various RNN-based very short- and long-term prediction methods for solar power in terms of MSE and R2 values.

Crack detection in concrete using deep learning for underground facility safety inspection (지하시설물 안전점검을 위한 딥러닝 기반 콘크리트 균열 검출)

  • Eui-Ik Jeon;Impyeong Lee;Donggyou Kim
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.25 no.6
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    • pp.555-567
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    • 2023
  • The cracks in the tunnel are currently determined through visual inspections conducted by inspectors based on images acquired using tunnel imaging acquisition systems. This labor-intensive approach, relying on inspectors, has inherent limitations as it is subject to their subjective judgments. Recently research efforts have actively explored the use of deep learning to automatically detect tunnel cracks. However, most studies utilize public datasets or lack sufficient objectivity in the analysis process, making it challenging to apply them effectively in practical operations. In this study, we selected test datasets consisting of images in the same format as those obtained from the actual inspection system to perform an objective evaluation of deep learning models. Additionally, we introduced ensemble techniques to complement the strengths and weaknesses of the deep learning models, thereby improving the accuracy of crack detection. As a result, we achieved high recall rates of 80%, 88%, and 89% for cracks with sizes of 0.2 mm, 0.3 mm, and 0.5 mm, respectively, in the test images. In addition, the crack detection result of deep learning included numerous cracks that the inspector could not find. if cracks are detected with sufficient accuracy in a more objective evaluation by selecting images from other tunnels that were not used in this study, it is judged that deep learning will be able to be introduced to facility safety inspection.

Water Balance Projection Using Climate Change Scenarios in the Korean Peninsula (기후변화 시나리오를 활용한 미래 한반도 물수급 전망)

  • Kim, Cho-Rong;Kim, Young-Oh;Seo, Seung Beom;Choi, Su-Woong
    • Journal of Korea Water Resources Association
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    • v.46 no.8
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    • pp.807-819
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    • 2013
  • This study proposes a new methodology for future water balance projection considering climate change by assigning a weight to each scenario instead of inputting future streamflows based on GCMs into a water balance model directly. K-nearest neighbor algorithm was employed to assign weights and streamflows in non-flood period (October to the following June) was selected as the criterion for assigning weights. GCM-driven precipitation was input to TANK model to simulate future streamflow scenarios and Quantile Mapping was applied to correct bias between GCM hindcast and historical data. Based on these bias-corrected streamflows, different weights were assigned to each streamflow scenarios to calculate water shortage for the projection periods; 2020s (2010~2039), 2050s (2040~2069), and 2080s (2070~2099). As a result by applying the proposed methodology to project water shortage over the Korean Peninsula, average water shortage for 2020s is projected to increase to 10~32% comparing to the basis (1967~2003). In addition, according to getting decreased in streamflows in non-flood period gradually by 2080s, average water shortage for 2080s is projected to increase up to 97% (516.5 million $m^3/yr$) as maximum comparing to the basis. While the existing research on climate change gives radical increase in future water shortage, the results projected by the weighting method shows conservative change. This study has significance in the applicability of water balance projection regarding climate change, keeping the existing framework of national water resources planning and this lessens the confusion for decision-makers in water sectors.

Estimation of Ground-level PM10 and PM2.5 Concentrations Using Boosting-based Machine Learning from Satellite and Numerical Weather Prediction Data (부스팅 기반 기계학습기법을 이용한 지상 미세먼지 농도 산출)

  • Park, Seohui;Kim, Miae;Im, Jungho
    • Korean Journal of Remote Sensing
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    • v.37 no.2
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    • pp.321-335
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    • 2021
  • Particulate matter (PM10 and PM2.5 with a diameter less than 10 and 2.5 ㎛, respectively) can be absorbed by the human body and adversely affect human health. Although most of the PM monitoring are based on ground-based observations, they are limited to point-based measurement sites, which leads to uncertainty in PM estimation for regions without observation sites. It is possible to overcome their spatial limitation by using satellite data. In this study, we developed machine learning-based retrieval algorithm for ground-level PM10 and PM2.5 concentrations using aerosol parameters from Geostationary Ocean Color Imager (GOCI) satellite and various meteorological parameters from a numerical weather prediction model during January to December of 2019. Gradient Boosted Regression Trees (GBRT) and Light Gradient Boosting Machine (LightGBM) were used to estimate PM concentrations. The model performances were examined for two types of feature sets-all input parameters (Feature set 1) and a subset of input parameters without meteorological and land-cover parameters (Feature set 2). Both models showed higher accuracy (about 10 % higher in R2) by using the Feature set 1 than the Feature set 2. The GBRT model using Feature set 1 was chosen as the final model for further analysis(PM10: R2 = 0.82, nRMSE = 34.9 %, PM2.5: R2 = 0.75, nRMSE = 35.6 %). The spatial distribution of the seasonal and annual-averaged PM concentrations was similar with in-situ observations, except for the northeastern part of China with bright surface reflectance. Their spatial distribution and seasonal changes were well matched with in-situ measurements.

Investigating Data Preprocessing Algorithms of a Deep Learning Postprocessing Model for the Improvement of Sub-Seasonal to Seasonal Climate Predictions (계절내-계절 기후예측의 딥러닝 기반 후보정을 위한 입력자료 전처리 기법 평가)

  • Uran Chung;Jinyoung Rhee;Miae Kim;Soo-Jin Sohn
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.25 no.2
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    • pp.80-98
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    • 2023
  • This study explores the effectiveness of various data preprocessing algorithms for improving subseasonal to seasonal (S2S) climate predictions from six climate forecast models and their Multi-Model Ensemble (MME) using a deep learning-based postprocessing model. A pipeline of data transformation algorithms was constructed to convert raw S2S prediction data into the training data processed with several statistical distribution. A dimensionality reduction algorithm for selecting features through rankings of correlation coefficients between the observed and the input data. The training model in the study was designed with TimeDistributed wrapper applied to all convolutional layers of U-Net: The TimeDistributed wrapper allows a U-Net convolutional layer to be directly applied to 5-dimensional time series data while maintaining the time axis of data, but every input should be at least 3D in U-Net. We found that Robust and Standard transformation algorithms are most suitable for improving S2S predictions. The dimensionality reduction based on feature selections did not significantly improve predictions of daily precipitation for six climate models and even worsened predictions of daily maximum and minimum temperatures. While deep learning-based postprocessing was also improved MME S2S precipitation predictions, it did not have a significant effect on temperature predictions, particularly for the lead time of weeks 1 and 2. Further research is needed to develop an optimal deep learning model for improving S2S temperature predictions by testing various models and parameters.

A Recidivism Prediction Model Based on XGBoost Considering Asymmetric Error Costs (비대칭 오류 비용을 고려한 XGBoost 기반 재범 예측 모델)

  • Won, Ha-Ram;Shim, Jae-Seung;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.25 no.1
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    • pp.127-137
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    • 2019
  • Recidivism prediction has been a subject of constant research by experts since the early 1970s. But it has become more important as committed crimes by recidivist steadily increase. Especially, in the 1990s, after the US and Canada adopted the 'Recidivism Risk Assessment Report' as a decisive criterion during trial and parole screening, research on recidivism prediction became more active. And in the same period, empirical studies on 'Recidivism Factors' were started even at Korea. Even though most recidivism prediction studies have so far focused on factors of recidivism or the accuracy of recidivism prediction, it is important to minimize the prediction misclassification cost, because recidivism prediction has an asymmetric error cost structure. In general, the cost of misrecognizing people who do not cause recidivism to cause recidivism is lower than the cost of incorrectly classifying people who would cause recidivism. Because the former increases only the additional monitoring costs, while the latter increases the amount of social, and economic costs. Therefore, in this paper, we propose an XGBoost(eXtream Gradient Boosting; XGB) based recidivism prediction model considering asymmetric error cost. In the first step of the model, XGB, being recognized as high performance ensemble method in the field of data mining, was applied. And the results of XGB were compared with various prediction models such as LOGIT(logistic regression analysis), DT(decision trees), ANN(artificial neural networks), and SVM(support vector machines). In the next step, the threshold is optimized to minimize the total misclassification cost, which is the weighted average of FNE(False Negative Error) and FPE(False Positive Error). To verify the usefulness of the model, the model was applied to a real recidivism prediction dataset. As a result, it was confirmed that the XGB model not only showed better prediction accuracy than other prediction models but also reduced the cost of misclassification most effectively.

A Study on the Prediction of Suitability Change of Forage Crop Italian Ryegrass (Lolium multiflorum L.) using Spatial Distribution Model (공간분포모델을 활용한 사료작물 이탈리안 라이그라스(Lolium multiflorum L.)의 재배적지 변동예측연구)

  • Kim, Hyunae;Hyun, Shinwoo;Kim, Kwang Soo
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.16 no.2
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    • pp.103-113
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    • 2014
  • Under climate change, it is likely that the suitable area for forage crop cultivation would change in Korea. The potential cultivation areas for italian ryegrass (Lolium multiflorum L.), which has been considered one of an important forage crop in Korea, were identified using the EcoCrop model. To minimize the uncertainty associated with future projection under climate change, an ensemble approach was attempted using five climate change scenarios as inputs to the EcoCrop model. Our results indicated that most districts had relatively high suitability, e.g., >80, for italian ryegrass in South Korea. Still, suitability of the crop was considerably low in mountainous areas because it was assumed that a given variety of italian ryegrass had limited cold tolerance. It was predicted that suitability of italian ryegrass would increase until 2050s but decrease in 2080s in a relatively large number of regions due to high temperature. In North Korea, suitability of italian ryegrass was considerably low, e.g., 28 on average. Under climate change, however, it was projected that suitability of italian ryegrass would increase until 2080s. For example, suitability of italian ryegrass was more than 80 in 10 districts out of 14 by 2080s. Because cold tolerance of italian ryegrass varieties has been improved, it would be preferable to optimize parameters of the EcoCrop model for those varieties. In addition, it would be possible to grow italian ryegrass as the second crop following rice in Korea in the future. Thus, it merits further study to identify suitable areas for italian ryegrass cultivation after rice using new varieties of italian ryegrass.