• 제목/요약/키워드: Decision -making Tree

검색결과 202건 처리시간 0.027초

Predicting Stock Liquidity by Using Ensemble Data Mining Methods

  • Bae, Eun Chan;Lee, Kun Chang
    • 한국컴퓨터정보학회논문지
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    • 제21권6호
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    • pp.9-19
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    • 2016
  • In finance literature, stock liquidity showing how stocks can be cashed out in the market has received rich attentions from both academicians and practitioners. The reasons are plenty. First, it is known that stock liquidity affects significantly asset pricing. Second, macroeconomic announcements influence liquidity in the stock market. Therefore, stock liquidity itself affects investors' decision and managers' decision as well. Though there exist a great deal of literature about stock liquidity in finance literature, it is quite clear that there are no studies attempting to investigate the stock liquidity issue as one of decision making problems. In finance literature, most of stock liquidity studies had dealt with limited views such as how much it influences stock price, which variables are associated with describing the stock liquidity significantly, etc. However, this paper posits that stock liquidity issue may become a serious decision-making problem, and then be handled by using data mining techniques to estimate its future extent with statistical validity. In this sense, we collected financial data set from a number of manufacturing companies listed in KRX (Korea Exchange) during the period of 2010 to 2013. The reason why we selected dataset from 2010 was to avoid the after-shocks of financial crisis that occurred in 2008. We used Fn-GuidPro system to gather total 5,700 financial data set. Stock liquidity measure was computed by the procedures proposed by Amihud (2002) which is known to show best metrics for showing relationship with daily return. We applied five data mining techniques (or classifiers) such as Bayesian network, support vector machine (SVM), decision tree, neural network, and ensemble method. Bayesian networks include GBN (General Bayesian Network), NBN (Naive BN), TAN (Tree Augmented NBN). Decision tree uses CART and C4.5. Regression result was used as a benchmarking performance. Ensemble method uses two types-integration of two classifiers, and three classifiers. Ensemble method is based on voting for the sake of integrating classifiers. Among the single classifiers, CART showed best performance with 48.2%, compared with 37.18% by regression. Among the ensemble methods, the result from integrating TAN, CART, and SVM was best with 49.25%. Through the additional analysis in individual industries, those relatively stabilized industries like electronic appliances, wholesale & retailing, woods, leather-bags-shoes showed better performance over 50%.

기계학습을 적용한 자기보고 증상 기반의 어혈 변증 모델 구축 (Machine Learning Approach to Blood Stasis Pattern Identification Based on Self-reported Symptoms)

  • 김현호;양승범;강연석;박영배;김재효
    • Korean Journal of Acupuncture
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    • 제33권3호
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    • pp.102-113
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    • 2016
  • Objectives : This study is aimed at developing and discussing the prediction model of blood stasis pattern of traditional Korean medicine(TKM) using machine learning algorithms: multiple logistic regression and decision tree model. Methods : First, we reviewed the blood stasis(BS) questionnaires of Korean, Chinese, and Japanese version to make a integrated BS questionnaire of patient-reported outcomes. Through a human subject research, patients-reported BS symptoms data were acquired. Next, experts decisions of 5 Korean medicine doctor were also acquired, and supervised learning models were developed using multiple logistic regression and decision tree. Results : Integrated BS questionnaire with 24 items was developed. Multiple logistic regression models with accuracy of 0.92(male) and 0.95(female) validated by 10-folds cross-validation were constructed. By decision tree modeling methods, male model with 8 decision node and female model with 6 decision node were made. In the both models, symptoms of 'recent physical trauma', 'chest pain', 'numbness', and 'menstrual disorder(female only)' were considered as important factors. Conclusions : Because machine learning, especially supervised learning, can reveal and suggest important or essential factors among the very various symptoms making up a pattern identification, it can be a very useful tool in researching diagnostics of TKM. With a proper patient-reported outcomes or well-structured database, it can also be applied to a pre-screening solutions of healthcare system in Mibyoung stage.

데이터마이닝을 이용한 자동차부품 품질개선 연구 (Quality Imporovement of Auto-Parts Using Data Mining)

  • 변용완;양재경
    • 대한안전경영과학회지
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    • 제12권3호
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    • pp.333-339
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    • 2010
  • Data mining is the process of finding and analyzing data from a big database and summarizing it into useful information for a decision-making. A variety of data mining techniques have been being used for wide range of industries. One application of those is especially so for gathering meaningful information from process data in manufacturing factories for quality improvement. The purpose of this paper is to provide a methodology to improve manufacturing quality of fuel tanks which are auto-parts. The methodology is to analyse influential attributes and establish a model for optimal manufacturing condition of fuel tanks to improve the quality using decision tree, association rule, and feature selection.

회귀알고리즘을 이용한 자원예측 및 위험관리를 위한 의사결정 시스템 (Decision-making system for the resource forecasting and risk management using regression algorithms)

  • 한형철;정재훈;김신령;김영곤
    • 한국인터넷방송통신학회논문지
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    • 제15권6호
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    • pp.311-319
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    • 2015
  • 본 논문에서는 산업공장 내의 생산 효율을 높이기 위하여 제조공정 자원을 예측하고 위험 관리를 효율적으로 이행하는 자원예측 및 위험관리를 위한 의사결정 시스템을 제안하였다. 각 공정에서 발생되는 다양한 정보들을 효율적으로 관리하는 세부 공정별 시나리오 생성이 어렵고, 동일한 공정 내에서도 다양한 제품의 생산하기 위해 제조 설비의 조건 변경이 빈번하다. 제품의 생산 주기 또한 일정하지 않아 연속되지 않은 데이터가 발생하여 소량의 데이터로 변동을 확인해야 하는 문제점이 있다. 이러한 문제점을 해결하기 위해서는 제조공정의 데이터 일원화, 공정 자원 예측, 위험 예측, 공정 현황 모니터링을 통하여 문제 발생시 즉각 조치가 가능하여야 한다. 본 논문에서는 설계도면 변경 범위, 자원 예측, 공정 완료 예정일을 회귀알고리즘을 이용하여 수식을 도출하였으며, 분류 트리 기법, 경계값 분석을 통하여 3단계로 의사결정 시스템을 제안하였다.

고장수목 기반 베이지안 네트워크를 이용한 가스 플랜트 시스템의 확률론적 안전성 평가 (Probabilistic Safety Assessment of Gas Plant Using Fault Tree-based Bayesian Network)

  • 이세혁;문창욱;박상기;조정래;송준호
    • 한국전산구조공학회논문집
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    • 제36권4호
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    • pp.273-282
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    • 2023
  • 원자력발전소 지진 확률론적 안전성 평가인 PSA(Probabilistic Safety Assessment)는 오랜 기간에 걸쳐 확고히 구축되어 왔다. 반면에 다양한 공정 기반의 산업시설물의 경우 화재, 폭발, 확산(유출) 재난에 대해 주로 연구되어 왔으며, 지진에 대해서는 상대적으로 연구가 미미하였다. 하지만, 플랜트 설계 당시와 달리 해당 부지가 지진 영향권에 들어갈 경우 지진 PSA 수행은 필수적이다. 지진 PSA를 수행하기 위해서는 확률론적 지진 재해도 해석(Probabilistic Seismic Hazard Analysis), 사건수목 해석(Event Tree Analysis), 고장수목 해석(Fault Tree Analysis), 취약도 곡선 등을 필요로 한다. 원자력 발전소의 경우 노심 손상 방지라는 최우선 목표에 따라 많은 사고 시나리오 분석을 통해 사건수목이 구축되었지만, 산업시설물의 경우 공정의 다양성과 최우선 손상 방지 핵심설비의 부재로 인해 일반적인 사건수목 구축이 어렵다. 따라서, 본 연구에서는 산업시설물 지진 PSA를 수행하기 위해 고장수목을 바탕으로 확률론적 시각도구인 베이지안 네트워크(Bayesian Network, BN)로 변환하여 리스크를 평가하는 방법을 제안한다. 제안된 방법을 이용하여 임의로 생성된 가스플랜트 Plot Plan에 대해 최종 BN을 구축하고, 다양한 사건 경우에 대한 효용성있는 의사결정과정을 보임으로써 그 우수성을 확인하였다.

Wi-Fi 기반 옥내측위를 위한 확장칼만필터 방법 (Extended Kalman Filter Method for Wi-Fi Based Indoor Positioning)

  • 임재걸;박찬식;주재훈;정승환
    • Journal of Information Technology Applications and Management
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    • 제15권2호
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    • pp.51-65
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    • 2008
  • The purpose of this paper is introducing WiFi based EKF(Extended Kalman Filter) method for indoor positioning. The advantages of our EKF method include: 1) Any special equipment dedicated for positioning is not required. 2) implementation of EKF does not require off-line phase of fingerprinting methods. 3) The EKF effectively minimizes squared deviation of the trilateration method. In order to experimentally prove the advantages of our method, we implemented indoor positioning systems making use of the K-NN(K Nearest Neighbors), Bayesian, decision tree, trilateration, and our EKF methods. Our experimental results show that the average-errors of K-NN, Bayesian and decision tree methods are all close to 2.4 meters whereas the average errors of trilateration and EKF are 4.07 meters and 3.528 meters, respectively. That is, the accuracy of our EKF is a bit inferior to those of fingerprinting methods. Even so, our EKF is accurate enough to be used for practical indoor LBS systems. Moreover, our EKF is easier to implement than fingerprinting methods because it does not require off-line phase.

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머신러닝 알고리즘 기반의 의료비 예측 모델 개발 (Development of Medical Cost Prediction Model Based on the Machine Learning Algorithm)

  • Han Bi KIM;Dong Hoon HAN
    • Journal of Korea Artificial Intelligence Association
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    • 제1권1호
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    • pp.11-16
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    • 2023
  • Accurate hospital case modeling and prediction are crucial for efficient healthcare. In this study, we demonstrate the implementation of regression analysis methods in machine learning systems utilizing mathematical statics and machine learning techniques. The developed machine learning model includes Bayesian linear, artificial neural network, decision tree, decision forest, and linear regression analysis models. Through the application of these algorithms, corresponding regression models were constructed and analyzed. The results suggest the potential of leveraging machine learning systems for medical research. The experiment aimed to create an Azure Machine Learning Studio tool for the speedy evaluation of multiple regression models. The tool faciliates the comparision of 5 types of regression models in a unified experiment and presents assessment results with performance metrics. Evaluation of regression machine learning models highlighted the advantages of boosted decision tree regression, and decision forest regression in hospital case prediction. These findings could lay the groundwork for the deliberate development of new directions in medical data processing and decision making. Furthermore, potential avenues for future research may include exploring methods such as clustering, classification, and anomaly detection in healthcare systems.

On-farm Tree Planting and Management Guidelines for Medium to High Potential Areas of Kenya

  • Makee, Luvanda A.
    • Journal of Forest and Environmental Science
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    • 제32권4호
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    • pp.392-399
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    • 2016
  • This review paper presents guidelines which stakeholders use in addressing on-farm tree planting configuration, establishment, tending, silvi- cultural management, management of pests and diseases, challenges and opportunities as practiced in the medium to high potential areas of Kenya. The tree planting configurations discussed includes blocks planting (woodlot), boundary, compound planting, home/fruit gardens, trees intercropped or mixed with pasture, trees on riverbanks and roadside. Participatory monitoring and evaluation techniques have been highlighted. The main challenges facing tree planting activities include culture and attitude of local people, land and tree tenure, inadequate technical support, lack of recognition and integration of technical information and indigenous knowledge, capital and labour shortages, lack of appropriate incentives measures, damage by domestic and wild animals, conflict over trees on the boundary and policy and legal issues. This guideline targets forest managers, extension agents, students and other practitioners in policy and day to day decision making processes in Kenya.

의사결정트리를 이용한 돈사 환경데이터와 일당증체 간의 연관성 분석 모델 개발 (Development of a model to analyze the relationship between smart pig-farm environmental data and daily weight increase based on decision tree)

  • 한강휘;이웅섭;성길영
    • 한국정보통신학회논문지
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    • 제20권12호
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    • pp.2348-2354
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    • 2016
  • 최근 농업분야에서 IoT(Internet of Things)기술을 통해 다양한 생체 및 환경 정보를 DB(data base)로 구축할 수 있게 되면서 빅 데이터를 이용한 기계학습 분석이 증가하고 있다. 기계학습 분석을 통해 농업의 생산량과 가축의 질병 등을 예측할 수 있게 되어 농업경영에서 효율적인 의사결정을 돕는다. 본 논문에서는 스마트 돈사의 다양한 환경데이터와 몸무게데이터를 이용하여 환경정보와 일당증체의 연관성 모델을 도출하고 그 정확도를 분석하였다. 이를 위해 기계학습의 M5P tree기법을 적용하였다. 분석을 통해 일당증체량이 풍속에 큰 영향을 받는 것을 확인하였다.

RISK-INFORMED REGULATION: HANDLING UNCERTAINTY FOR A RATIONAL MANAGEMENT OF SAFETY

  • Zio, Enrico
    • Nuclear Engineering and Technology
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    • 제40권5호
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    • pp.327-348
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    • 2008
  • A risk-informed regulatory approach implies that risk insights be used as supplement of deterministic information for safety decision-making purposes. In this view, the use of risk assessment techniques is expected to lead to improved safety and a more rational allocation of the limited resources available. On the other hand, it is recognized that uncertainties affect both the deterministic safety analyses and the risk assessments. In order for the risk-informed decision making process to be effective, the adequate representation and treatment of such uncertainties is mandatory. In this paper, the risk-informed regulatory framework is considered under the focus of the uncertainty issue. Traditionally, probability theory has provided the language and mathematics for the representation and treatment of uncertainty. More recently, other mathematical structures have been introduced. In particular, the Dempster-Shafer theory of evidence is here illustrated as a generalized framework encompassing probability theory and possibility theory. The special case of probability theory is only addressed as term of comparison, given that it is a well known subject. On the other hand, the special case of possibility theory is amply illustrated. An example of the combination of probability and possibility for treating the uncertainty in the parameters of an event tree is illustrated.