• Journal of the Korean Data and Information Science Society
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• v.21 no.3
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• pp.419-425
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• 2010

Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

• Journal of the Korean Data and Information Science Society
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• v.20 no.6
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• pp.1093-1101
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• 2009

Quantile regression has become a more widely used technique to describe the distribution of a response variable given a set of explanatory variables. This paper proposes a novel modelfor quantile regression using doubly penalized kernel machine with support vector machine iteratively reweighted least squares (SVM-IRWLS). To make inference about the shape of a population distribution, the widely popularregression, would be inadequate, if the distribution is not approximately Gaussian. We present a likelihood-based approach to the estimation of the regression quantiles that uses the asymmetric Laplace density.

• Proceedings of the Korean Society for Cognitive Science Conference
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• 2005.05a
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• pp.177-181
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• 2005

기계학습에서 커널을 이용한 방법은 그 응용범위가 기계학습의 전반에 걸쳐 다양하게 이용되고 있으며, 그 성능 또한 기존의 방법들을 앞지르고 있다. 이는 기존의 비선형적 접근을 커널을 이용한 고차원 공간에서의 선형적 접근법으로 바꿈으로써 가능하게 되는 것이다. 다양한 분야에 적용되는 많은 커널들이 존재하며 각 커널들은 특별한 분야에 적용되기 쉽도록 다른 형태를 띠고 있기도 하지만, 커널로서 작용하기 위해 양한정 조건(positive definiteness)을 만족해야 한다. 본 연구에서는 DNA 문제에 직접 적용시킬 수 있는 방법으로서의 새로운 커널을 제시한다. 또한 매트로폴리스(Metropolis) 알고리즘을 이용하여 DNA의 hybridization과정을 모사함으로써 새로운 종류의 커널이 양한정(positive definite) 조건을 만족시킬 수 있는 방법을 제시한다. 새로 만들어진 커널이 행렬값을 형성해 나가는 과정을 살펴보면 인간이 예(instance)로부터 개념을 형성해 나가는 과정과 흡사한 양상을 보이는 것을 알 수 있다. 개념을 나타내는 좋은 예로서의 표본(prototype)으로부터 개념이 형성되어 가는 과정은 표본(prototype)이 아닌 예로부터 개념이 형성되는 과정과 다른 양상을 띠는 것과 같은 모양을 보인다.

• Journal of the Korean Institute of Intelligent Systems
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• v.20 no.2
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• pp.202-207
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• 2010

In this paper, we present an automatic sentiment classification method for on-line movie reviews that do not contain explicit sentiment rating scores. For the sentiment polarity classification, positive or negative, we use a Support Vector Machine classifier based on syllable kernel that is an extended model of string kernel. We give some experimental results which show that proposed syllable kernel model can be effectively used in sentiment classification tasks for on-line movie reviews that usually contain a lot of grammatical errors such as spacing or spelling errors.

• Journal of KIISE:Software and Applications
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• v.36 no.8
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• pp.642-652
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• 2009

In order to improve the performance of the existing relation extraction approaches, we propose a method for combining two pivotal concepts which play an important role in classifying semantic relationships between entities in text. Having built a composite kernel-based relation extraction system, which incorporates both entity features and syntactic structured information of relation instances, we define nine classes of lexical features and synthetically apply them to the system. Evaluation on the ACE RDC corpus shows that our approach boosts the effectiveness of the existing composite kernels in relation extraction. It also confirms that by integrating the three important features (entity features, syntactic structures and contextual lexical features), we can improve the performance of a relation extraction process.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.41 no.5
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• pp.381-389
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• 2017

The kernel density was determined based on sampling points obtained in a Markov chain simulation and was assumed to be an important sampling function. A Kriging metamodel was constructed in more detail in the vicinity of a limit state. The failure probability was calculated based on importance sampling, which was performed for the Kriging metamodel. A pre-existing method was modified to obtain more sampling points for a kernel density in the vicinity of a limit state. A stable numerical method was proposed to find a parameter of the kernel density. To assess the completeness of the Kriging metamodel, the possibility of changes in the calculated failure probability due to the uncertainty of the Kriging metamodel was calculated.

• Journal of the Computational Structural Engineering Institute of Korea
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• v.32 no.1
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• pp.55-63
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• 2019

In engineering problems, many random variables have correlation, and the correlation of input random variables has a great influence on reliability analysis results of the mechanical systems. However, correlated variables are often treated as independent variables or modeled by specific parametric joint distributions due to difficulty in modeling joint distributions. Especially, when there are insufficient correlated data, it becomes more difficult to correctly model the joint distribution. In this study, multivariate kernel density estimation with bounded data is proposed to estimate various types of joint distributions with highly nonlinearity. Since it combines given data with bounded data, which are generated from confidence intervals of uniform distribution parameters for given data, it is less sensitive to data quality and number of data. Thus, it yields conservative statistical modeling and reliability analysis results, and its performance is verified through statistical simulation and engineering examples.

• Journal of KIISE:Computing Practices and Letters
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• v.15 no.12
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• pp.988-992
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• 2009

In this paper, we attempted to extract binary relations between terminologies using composite kernels consisting of convolution parse tree kernels and WordNet verb synset vector kernels which explain the semantic relationships between two entities in a sentence. In order to evaluate the performance of our system, we used three domain specific test collections. The experimental results demonstrate the superiority of our system in all the targeted collection. Especially, the increase in the effectiveness on KREC 2008, 8% in F1, shows that the core contexts around the entities play an important role in boosting the entire performance of relation extraction.

• Journal of the Korean Data and Information Science Society
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• v.20 no.5
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• pp.879-886
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• 2009

The purpose of this article is to present the application of Least Squares Support Vector Machine in analyzing the existing structure of brand. We estimate the parameters of the Market Share Attraction Model using a non-parametric technique for function estimation called Least Squares Support Vector Machine, which allows us to perform even nonlinear regression by constructing a linear regression function in a high dimensional feature space. Estimation by Least Squares Support Vector Machine technique makes it a good candidate for solving the Market Share Attraction Model. To illustrate the performance of the proposed method, we use the car sales data in South Korea's car market.

• Transactions of the Korean Society of Mechanical Engineers A
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• v.34 no.4
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• pp.399-405
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• 2010

The grasping motion of a person's hand for a simplified degree of freedom was modeled by using the photographic motion measured by a high-speed camera. The mathematical expression of distal interphalangeal (DIP) motion was developed by using relation models of the metacarpophalangeal (MCP) and proximal interphalangeal (PIP) motions to reduce the degree of freedom. The mathematical expression for humanoid-hand operation obtained using a learning algorithm with a neural network and using a kernel regression model were compared. A feasible model of hand operation was obtained on the basis of comparative data analysis by using the kernel regression model.