• Title/Summary/Keyword: 10-fold cross-validation

Search Result 213, Processing Time 0.025 seconds

Comparative study of prediction models for corporate bond rating (국내 회사채 신용 등급 예측 모형의 비교 연구)

  • Park, Hyeongkwon;Kang, Junyoung;Heo, Sungwook;Yu, Donghyeon
    • The Korean Journal of Applied Statistics
    • /
    • v.31 no.3
    • /
    • pp.367-382
    • /
    • 2018
  • Prediction models for a corporate bond rating in existing studies have been developed using various models such as linear regression, ordered logit, and random forest. Financial characteristics help build prediction models that are expected to be contained in the assigning model of the bond rating agencies. However, the ranges of bond ratings in existing studies vary from 5 to 20 and the prediction models were developed with samples in which the target companies and the observation periods are different. Thus, a simple comparison of the prediction accuracies in each study cannot determine the best prediction model. In order to conduct a fair comparison, this study has collected corporate bond ratings and financial characteristics from 2013 to 2017 and applied prediction models to them. In addition, we applied the elastic-net penalty for the linear regression, the ordered logit, and the ordered probit. Our comparison shows that data-driven variable selection using the elastic-net improves prediction accuracy in each corresponding model, and that the random forest is the most appropriate model in terms of prediction accuracy, which obtains 69.6% accuracy of the exact rating prediction on average from the 5-fold cross validation.

Development of a Classification Model for Driver's Drowsiness and Waking Status Using Heart Rate Variability and Respiratory Features

  • Kim, Sungho;Choi, Booyong;Cho, Taehwan;Lee, Yongkyun;Koo, Hyojin;Kim, Dongsoo
    • Journal of the Ergonomics Society of Korea
    • /
    • v.35 no.5
    • /
    • pp.371-381
    • /
    • 2016
  • Objective:This study aims to evaluate the features of heart rate variability (HRV) and respiratory signals as indices for a driver's drowsiness and waking status in order to develop the classification model for a driver's drowsiness and waking status using those features. Background: Driver's drowsiness is one of the major causal factors for traffic accidents. This study hypothesized that the application of combined bio-signals to monitor the alertness level of drivers would improve the effectiveness of the classification techniques of driver's drowsiness. Method: The features of three heart rate variability (HRV) measurements including low frequency (LF), high frequency (HF), and LF/HF ratio and two respiratory measurements including peak and rate were acquired by the monotonous car driving simulation experiments using the photoplethysmogram (PPG) and respiration sensors. The experiments were repeated a total of 50 times on five healthy male participants in their 20s to 50s. The classification model was developed by selecting the optimal measurements, applying a binary logistic regression method and performing 3-fold cross validation. Results: The power of LF, HF, and LF/HF ratio, and the respiration peak of drowsiness status were reduced by 38%, 22%, 31%, and 7%, compared to those of waking status, while respiration rate was increased by 3%. The classification sensitivity of the model using both HRV and respiratory features (91.4%) was improved, compared to that of the model using only HRV feature (89.8%) and that using only respiratory feature (83.6%). Conclusion: This study suggests that the classification of driver's drowsiness and waking status may be improved by utilizing a combination of HRV and respiratory features. Application: The results of this study can be applied to the development of driver's drowsiness prevention systems.

The Sub Authentication Method For Driver Using Driving Patterns (운전 패턴을 이용한 운전자 보조 인증방법)

  • Jeong, Jong-Myoung;Kang, Hyung Chul;Jo, Hyo Jin;Yoon, Ji Won;Lee, Dong Hoon
    • Journal of the Korea Institute of Information Security & Cryptology
    • /
    • v.23 no.5
    • /
    • pp.919-929
    • /
    • 2013
  • Recently, a variety of IT technologies are applied to the vehicle. However, some vehicle-IT technologies without security considerations may cause security problems. Specially, some researches about a smart key system applied to automobiles for authentication show that the system is insecure from replay attacks and modification attacks using a wireless signal of the smart key. Thus, in this paper, we propose an authentication method for the driver by using driving patterns. Nowadays, we can obtain driving patterns using the In-vehicle network data. In our authentication model, we make driving ppatterns of car owner using standard normal distribution and apply these patterns to driver authentication. To validate our model, we perform an k-fold cross validation test using In-vehicle network data and obtain the result(true positive rate 0.7/false positive rate is 0.35). Considering to our result, it turns out that our model is more secure than existing 'what you have' authentication models such as the smart key if the authentication result is sent to the car owner through mobile networks.

An Electric Load Forecasting Scheme with High Time Resolution Based on Artificial Neural Network (인공 신경망 기반의 고시간 해상도를 갖는 전력수요 예측기법)

  • Park, Jinwoong;Moon, Jihoon;Hwang, Eenjun
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.6 no.11
    • /
    • pp.527-536
    • /
    • 2017
  • With the recent development of smart grid industry, the necessity for efficient EMS(Energy Management System) has been increased. In particular, in order to reduce electric load and energy cost, sophisticated electric load forecasting and efficient smart grid operation strategy are required. In this paper, for more accurate electric load forecasting, we extend the data collected at demand time into high time resolution and construct an artificial neural network-based forecasting model appropriate for the high time resolution data. Furthermore, to improve the accuracy of electric load forecasting, time series data of sequence form are transformed into continuous data of two-dimensional space to solve that problem that machine learning methods cannot reflect the periodicity of time series data. In addition, to consider external factors such as temperature and humidity in accordance with the time resolution, we estimate their value at the time resolution using linear interpolation method. Finally, we apply the PCA(Principal Component Analysis) algorithm to the feature vector composed of external factors to remove data which have little correlation with the power data. Finally, we perform the evaluation of our model through 5-fold cross-validation. The results show that forecasting based on higher time resolution improve the accuracy and the best error rate of 3.71% was achieved at the 3-min resolution.

A Classification Method of Delirium Patients Using Local Covering-Based Rule Acquisition Approach with Rough Lower Approximation (러프 하한 근사를 갖는 로컬 커버링 기반 규칙 획득 기법을 이용한 섬망 환자의 분류 방법)

  • Son, Chang Sik;Kang, Won Seok;Lee, Jong Ha;Moon, Kyoung Ja
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.9 no.4
    • /
    • pp.137-144
    • /
    • 2020
  • Delirium is among the most common mental disorders encountered in patients with a temporary cognitive impairment such as consciousness disorder, attention disorder, and poor speech, particularly among those who are older. Delirium is distressing for patients and families, can interfere with the management of symptoms such as pain, and is associated with increased elderly mortality. The purpose of this paper is to generate useful clinical knowledge that can be used to distinguish the outcomes of patients with delirium in long-term care facilities. For this purpose, we extracted the clinical classification knowledge associated with delirium using a local covering rule acquisition approach with the rough lower approximation region. The clinical applicability of the proposed method was verified using data collected from a prospective cohort study. From the results of this study, we found six useful clinical pieces of evidence that the duration of delirium could more than 12 days. Also, we confirmed eight factors such as BMI, Charlson Comorbidity Index, hospitalization path, nutrition deficiency, infection, sleep disturbance, bed scores, and diaper use are important in distinguishing the outcomes of delirium patients. The classification performance of the proposed method was verified by comparison with three benchmarking models, ANN, SVM with RBF kernel, and Random Forest, using a statistical five-fold cross-validation method. The proposed method showed an improved average performance of 0.6% and 2.7% in both accuracy and AUC criteria when compared with the SVM model with the highest classification performance of the three models respectively.

Variation of Seasonal Groundwater Recharge Analyzed Using Landsat-8 OLI Data and a CART Algorithm (CART알고리즘과 Landsat-8 위성영상 분석을 통한 계절별 지하수함양량 변화)

  • Park, Seunghyuk;Jeong, Gyo-Cheol
    • The Journal of Engineering Geology
    • /
    • v.31 no.3
    • /
    • pp.395-432
    • /
    • 2021
  • Groundwater recharge rates vary widely by location and with time. They are difficult to measure directly and are thus often estimated using simulations. This study employed frequency and regression analysis and a classification and regression tree (CART) algorithm in a machine learning method to estimate groundwater recharge. CART algorithms are considered for the distribution of precipitation by subbasin (PCP), geomorphological data, indices of the relationship between vegetation and landuse, and soil type. The considered geomorphological data were digital elevaion model (DEM), surface slope (SLOP), surface aspect (ASPT), and indices were the perpendicular vegetation index (PVI), normalized difference vegetation index (NDVI), normalized difference tillage index (NDTI), normalized difference residue index (NDRI). The spatio-temperal distribution of groundwater recharge in the SWAT-MOD-FLOW program, was classified as group 4, run in R, sampled for random and a model trained its groundwater recharge was predicted by CART condidering modified PVI, NDVI, NDTI, NDRI, PCP, and geomorphological data. To assess inter-rater reliability for group 4 groundwater recharge, the Kappa coefficient and overall accuracy and confusion matrix using K-fold cross-validation were calculated. The model obtained a Kappa coefficient of 0.3-0.6 and an overall accuracy of 0.5-0.7, indicating that the proposed model for estimating groundwater recharge with respect to soil type and vegetation cover is quite reliable.

A Proposal of Remaining Useful Life Prediction Model for Turbofan Engine based on k-Nearest Neighbor (k-NN을 활용한 터보팬 엔진의 잔여 유효 수명 예측 모델 제안)

  • Kim, Jung-Tae;Seo, Yang-Woo;Lee, Seung-Sang;Kim, So-Jung;Kim, Yong-Geun
    • Journal of the Korea Academia-Industrial cooperation Society
    • /
    • v.22 no.4
    • /
    • pp.611-620
    • /
    • 2021
  • The maintenance industry is mainly progressing based on condition-based maintenance after corrective maintenance and preventive maintenance. In condition-based maintenance, maintenance is performed at the optimum time based on the condition of equipment. In order to find the optimal maintenance point, it is important to accurately understand the condition of the equipment, especially the remaining useful life. Thus, using simulation data (C-MAPSS), a prediction model is proposed to predict the remaining useful life of a turbofan engine. For the modeling process, a C-MAPSS dataset was preprocessed, transformed, and predicted. Data pre-processing was performed through piecewise RUL, moving average filters, and standardization. The remaining useful life was predicted using principal component analysis and the k-NN method. In order to derive the optimal performance, the number of principal components and the number of neighbor data for the k-NN method were determined through 5-fold cross validation. The validity of the prediction results was analyzed through a scoring function while considering the usefulness of prior prediction and the incompatibility of post prediction. In addition, the usefulness of the RUL prediction model was proven through comparison with the prediction performance of other neural network-based algorithms.

Comparison of genome-wide association and genomic prediction methods for milk production traits in Korean Holstein cattle

  • Lee, SeokHyun;Dang, ChangGwon;Choy, YunHo;Do, ChangHee;Cho, Kwanghyun;Kim, Jongjoo;Kim, Yousam;Lee, Jungjae
    • Asian-Australasian Journal of Animal Sciences
    • /
    • v.32 no.7
    • /
    • pp.913-921
    • /
    • 2019
  • Objective: The objectives of this study were to compare identified informative regions through two genome-wide association study (GWAS) approaches and determine the accuracy and bias of the direct genomic value (DGV) for milk production traits in Korean Holstein cattle, using two genomic prediction approaches: single-step genomic best linear unbiased prediction (ss-GBLUP) and Bayesian Bayes-B. Methods: Records on production traits such as adjusted 305-day milk (MY305), fat (FY305), and protein (PY305) yields were collected from 265,271 first parity cows. After quality control, 50,765 single-nucleotide polymorphic genotypes were available for analysis. In GWAS for ss-GBLUP (ssGWAS) and Bayes-B (BayesGWAS), the proportion of genetic variance for each 1-Mb genomic window was calculated and used to identify informative genomic regions. Accuracy of the DGV was estimated by a five-fold cross-validation with random clustering. As a measure of accuracy for DGV, we also assessed the correlation between DGV and deregressed-estimated breeding value (DEBV). The bias of DGV for each method was obtained by determining regression coefficients. Results: A total of nine and five significant windows (1 Mb) were identified for MY305 using ssGWAS and BayesGWAS, respectively. Using ssGWAS and BayesGWAS, we also detected multiple significant regions for FY305 (12 and 7) and PY305 (14 and 2), respectively. Both single-step DGV and Bayes DGV also showed somewhat moderate accuracy ranges for MY305 (0.32 to 0.34), FY305 (0.37 to 0.39), and PY305 (0.35 to 0.36) traits, respectively. The mean biases of DGVs determined using the single-step and Bayesian methods were $1.50{\pm}0.21$ and $1.18{\pm}0.26$ for MY305, $1.75{\pm}0.33$ and $1.14{\pm}0.20$ for FY305, and $1.59{\pm}0.20$ and $1.14{\pm}0.15$ for PY305, respectively. Conclusion: From the bias perspective, we believe that genomic selection based on the application of Bayesian approaches would be more suitable than application of ss-GBLUP in Korean Holstein populations.

A modified U-net for crack segmentation by Self-Attention-Self-Adaption neuron and random elastic deformation

  • Zhao, Jin;Hu, Fangqiao;Qiao, Weidong;Zhai, Weida;Xu, Yang;Bao, Yuequan;Li, Hui
    • Smart Structures and Systems
    • /
    • v.29 no.1
    • /
    • pp.1-16
    • /
    • 2022
  • Despite recent breakthroughs in deep learning and computer vision fields, the pixel-wise identification of tiny objects in high-resolution images with complex disturbances remains challenging. This study proposes a modified U-net for tiny crack segmentation in real-world steel-box-girder bridges. The modified U-net adopts the common U-net framework and a novel Self-Attention-Self-Adaption (SASA) neuron as the fundamental computing element. The Self-Attention module applies softmax and gate operations to obtain the attention vector. It enables the neuron to focus on the most significant receptive fields when processing large-scale feature maps. The Self-Adaption module consists of a multiplayer perceptron subnet and achieves deeper feature extraction inside a single neuron. For data augmentation, a grid-based crack random elastic deformation (CRED) algorithm is designed to enrich the diversities and irregular shapes of distributed cracks. Grid-based uniform control nodes are first set on both input images and binary labels, random offsets are then employed on these control nodes, and bilinear interpolation is performed for the rest pixels. The proposed SASA neuron and CRED algorithm are simultaneously deployed to train the modified U-net. 200 raw images with a high resolution of 4928 × 3264 are collected, 160 for training and the rest 40 for the test. 512 × 512 patches are generated from the original images by a sliding window with an overlap of 256 as inputs. Results show that the average IoU between the recognized and ground-truth cracks reaches 0.409, which is 29.8% higher than the regular U-net. A five-fold cross-validation study is performed to verify that the proposed method is robust to different training and test images. Ablation experiments further demonstrate the effectiveness of the proposed SASA neuron and CRED algorithm. Promotions of the average IoU individually utilizing the SASA and CRED module add up to the final promotion of the full model, indicating that the SASA and CRED modules contribute to the different stages of model and data in the training process.

Analyzing Korean Math Word Problem Data Classification Difficulty Level Using the KoEPT Model (KoEPT 기반 한국어 수학 문장제 문제 데이터 분류 난도 분석)

  • Rhim, Sangkyu;Ki, Kyung Seo;Kim, Bugeun;Gweon, Gahgene
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.11 no.8
    • /
    • pp.315-324
    • /
    • 2022
  • In this paper, we propose KoEPT, a Transformer-based generative model for automatic math word problems solving. A math word problem written in human language which describes everyday situations in a mathematical form. Math word problem solving requires an artificial intelligence model to understand the implied logic within the problem. Therefore, it is being studied variously across the world to improve the language understanding ability of artificial intelligence. In the case of the Korean language, studies so far have mainly attempted to solve problems by classifying them into templates, but there is a limitation in that these techniques are difficult to apply to datasets with high classification difficulty. To solve this problem, this paper used the KoEPT model which uses 'expression' tokens and pointer networks. To measure the performance of this model, the classification difficulty scores of IL, CC, and ALG514, which are existing Korean mathematical sentence problem datasets, were measured, and then the performance of KoEPT was evaluated using 5-fold cross-validation. For the Korean datasets used for evaluation, KoEPT obtained the state-of-the-art(SOTA) performance with 99.1% in CC, which is comparable to the existing SOTA performance, and 89.3% and 80.5% in IL and ALG514, respectively. In addition, as a result of evaluation, KoEPT showed a relatively improved performance for datasets with high classification difficulty. Through an ablation study, we uncovered that the use of the 'expression' tokens and pointer networks contributed to KoEPT's state of being less affected by classification difficulty while obtaining good performance.