• Title/Summary/Keyword: Bayesian Dynamic Model

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Modeling the Trend of Apartment Market Price in Seoul (서울시 아파트 가격 추세의 모형화)

  • Hwang, Eun-Yeon;Kwon, Yong-Chan;Jang, Dong-Ik;Lee, Jae-Yong;Oh, Hee-Seok
    • Communications for Statistical Applications and Methods
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    • v.15 no.2
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    • pp.173-191
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    • 2008
  • The goal of this paper is analyzing and modeling the trend of apartment market price in Seoul using the dynamic linear model(DLM). We use the market price per pyeong of 30-pyeong-apartment provided by "KB apartment market price database" of Kookmin bank. The data is collected from June $24^{th}$, 2003 to August $28^{th}$, 2006. The inspection of the data reveals that the trend of apartment market price in Seoul can be divided into two groups and we assume that the price is expressed by the common trend of divided groups. We try to estimate the price of apartment by DLM using the Bayesian method.

A Study on Detection of Small Size Malicious Code using Data Mining Method (데이터 마이닝 기법을 이용한 소규모 악성코드 탐지에 관한 연구)

  • Lee, Taek-Hyun;Kook, Kwang-Ho
    • Convergence Security Journal
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    • v.19 no.1
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    • pp.11-17
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    • 2019
  • Recently, the abuse of Internet technology has caused economic and mental harm to society as a whole. Especially, malicious code that is newly created or modified is used as a basic means of various application hacking and cyber security threats by bypassing the existing information protection system. However, research on small-capacity executable files that occupy a large portion of actual malicious code is rather limited. In this paper, we propose a model that can analyze the characteristics of known small capacity executable files by using data mining techniques and to use them for detecting unknown malicious codes. Data mining analysis techniques were performed in various ways such as Naive Bayesian, SVM, decision tree, random forest, artificial neural network, and the accuracy was compared according to the detection level of virustotal. As a result, more than 80% classification accuracy was verified for 34,646 analysis files.

Refinement of damage identification capability of neural network techniques in application to a suspension bridge

  • Wang, J.Y.;Ni, Y.Q.
    • Structural Monitoring and Maintenance
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    • v.2 no.1
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    • pp.77-93
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    • 2015
  • The idea of using measured dynamic characteristics for damage detection is attractive because it allows for a global evaluation of the structural health and condition. However, vibration-based damage detection for complex structures such as long-span cable-supported bridges still remains a challenge. As a suspension or cable-stayed bridge involves in general thousands of structural components, the conventional damage detection methods based on model updating and/or parameter identification might result in ill-conditioning and non-uniqueness in the solution of inverse problems. Alternatively, methods that utilize, to the utmost extent, information from forward problems and avoid direct solution to inverse problems would be more suitable for vibration-based damage detection of long-span cable-supported bridges. The auto-associative neural network (ANN) technique and the probabilistic neural network (PNN) technique, that both eschew inverse problems, have been proposed for identifying and locating damage in suspension and cable-stayed bridges. Without the help of a structural model, ANNs with appropriate configuration can be trained using only the measured modal frequencies from healthy structure under varying environmental conditions, and a new set of modal frequency data acquired from an unknown state of the structure is then fed into the trained ANNs for damage presence identification. With the help of a structural model, PNNs can be configured using the relative changes of modal frequencies before and after damage by assuming damage at different locations, and then the measured modal frequencies from the structure can be presented to locate the damage. However, such formulated ANNs and PNNs may still be incompetent to identify damage occurring at the deck members of a cable-supported bridge because of very low modal sensitivity to the damage. The present study endeavors to enhance the damage identification capability of ANNs and PNNs when being applied for identification of damage incurred at deck members. Effort is first made to construct combined modal parameters which are synthesized from measured modal frequencies and modal shape components to train ANNs for damage alarming. With the purpose of improving identification accuracy, effort is then made to configure PNNs for damage localization by adapting the smoothing parameter in the Bayesian classifier to different values for different pattern classes. The performance of the ANNs with their input being modal frequencies and the combined modal parameters respectively and the PNNs with constant and adaptive smoothing parameters respectively is evaluated through simulation studies of identifying damage inflicted on different deck members of the double-deck suspension Tsing Ma Bridge.

Predictive Clustering-based Collaborative Filtering Technique for Performance-Stability of Recommendation System (추천 시스템의 성능 안정성을 위한 예측적 군집화 기반 협업 필터링 기법)

  • Lee, O-Joun;You, Eun-Soon
    • Journal of Intelligence and Information Systems
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    • v.21 no.1
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    • pp.119-142
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    • 2015
  • With the explosive growth in the volume of information, Internet users are experiencing considerable difficulties in obtaining necessary information online. Against this backdrop, ever-greater importance is being placed on a recommender system that provides information catered to user preferences and tastes in an attempt to address issues associated with information overload. To this end, a number of techniques have been proposed, including content-based filtering (CBF), demographic filtering (DF) and collaborative filtering (CF). Among them, CBF and DF require external information and thus cannot be applied to a variety of domains. CF, on the other hand, is widely used since it is relatively free from the domain constraint. The CF technique is broadly classified into memory-based CF, model-based CF and hybrid CF. Model-based CF addresses the drawbacks of CF by considering the Bayesian model, clustering model or dependency network model. This filtering technique not only improves the sparsity and scalability issues but also boosts predictive performance. However, it involves expensive model-building and results in a tradeoff between performance and scalability. Such tradeoff is attributed to reduced coverage, which is a type of sparsity issues. In addition, expensive model-building may lead to performance instability since changes in the domain environment cannot be immediately incorporated into the model due to high costs involved. Cumulative changes in the domain environment that have failed to be reflected eventually undermine system performance. This study incorporates the Markov model of transition probabilities and the concept of fuzzy clustering with CBCF to propose predictive clustering-based CF (PCCF) that solves the issues of reduced coverage and of unstable performance. The method improves performance instability by tracking the changes in user preferences and bridging the gap between the static model and dynamic users. Furthermore, the issue of reduced coverage also improves by expanding the coverage based on transition probabilities and clustering probabilities. The proposed method consists of four processes. First, user preferences are normalized in preference clustering. Second, changes in user preferences are detected from review score entries during preference transition detection. Third, user propensities are normalized using patterns of changes (propensities) in user preferences in propensity clustering. Lastly, the preference prediction model is developed to predict user preferences for items during preference prediction. The proposed method has been validated by testing the robustness of performance instability and scalability-performance tradeoff. The initial test compared and analyzed the performance of individual recommender systems each enabled by IBCF, CBCF, ICFEC and PCCF under an environment where data sparsity had been minimized. The following test adjusted the optimal number of clusters in CBCF, ICFEC and PCCF for a comparative analysis of subsequent changes in the system performance. The test results revealed that the suggested method produced insignificant improvement in performance in comparison with the existing techniques. In addition, it failed to achieve significant improvement in the standard deviation that indicates the degree of data fluctuation. Notwithstanding, it resulted in marked improvement over the existing techniques in terms of range that indicates the level of performance fluctuation. The level of performance fluctuation before and after the model generation improved by 51.31% in the initial test. Then in the following test, there has been 36.05% improvement in the level of performance fluctuation driven by the changes in the number of clusters. This signifies that the proposed method, despite the slight performance improvement, clearly offers better performance stability compared to the existing techniques. Further research on this study will be directed toward enhancing the recommendation performance that failed to demonstrate significant improvement over the existing techniques. The future research will consider the introduction of a high-dimensional parameter-free clustering algorithm or deep learning-based model in order to improve performance in recommendations.