• Title/Summary/Keyword: Graph Dataset

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A Time Series Graph based Convolutional Neural Network Model for Effective Input Variable Pattern Learning : Application to the Prediction of Stock Market (효과적인 입력변수 패턴 학습을 위한 시계열 그래프 기반 합성곱 신경망 모형: 주식시장 예측에의 응용)

  • Lee, Mo-Se;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.24 no.1
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    • pp.167-181
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    • 2018
  • Over the past decade, deep learning has been in spotlight among various machine learning algorithms. In particular, CNN(Convolutional Neural Network), which is known as the effective solution for recognizing and classifying images or voices, has been popularly applied to classification and prediction problems. In this study, we investigate the way to apply CNN in business problem solving. Specifically, this study propose to apply CNN to stock market prediction, one of the most challenging tasks in the machine learning research. As mentioned, CNN has strength in interpreting images. Thus, the model proposed in this study adopts CNN as the binary classifier that predicts stock market direction (upward or downward) by using time series graphs as its inputs. That is, our proposal is to build a machine learning algorithm that mimics an experts called 'technical analysts' who examine the graph of past price movement, and predict future financial price movements. Our proposed model named 'CNN-FG(Convolutional Neural Network using Fluctuation Graph)' consists of five steps. In the first step, it divides the dataset into the intervals of 5 days. And then, it creates time series graphs for the divided dataset in step 2. The size of the image in which the graph is drawn is $40(pixels){\times}40(pixels)$, and the graph of each independent variable was drawn using different colors. In step 3, the model converts the images into the matrices. Each image is converted into the combination of three matrices in order to express the value of the color using R(red), G(green), and B(blue) scale. In the next step, it splits the dataset of the graph images into training and validation datasets. We used 80% of the total dataset as the training dataset, and the remaining 20% as the validation dataset. And then, CNN classifiers are trained using the images of training dataset in the final step. Regarding the parameters of CNN-FG, we adopted two convolution filters ($5{\times}5{\times}6$ and $5{\times}5{\times}9$) in the convolution layer. In the pooling layer, $2{\times}2$ max pooling filter was used. The numbers of the nodes in two hidden layers were set to, respectively, 900 and 32, and the number of the nodes in the output layer was set to 2(one is for the prediction of upward trend, and the other one is for downward trend). Activation functions for the convolution layer and the hidden layer were set to ReLU(Rectified Linear Unit), and one for the output layer set to Softmax function. To validate our model - CNN-FG, we applied it to the prediction of KOSPI200 for 2,026 days in eight years (from 2009 to 2016). To match the proportions of the two groups in the independent variable (i.e. tomorrow's stock market movement), we selected 1,950 samples by applying random sampling. Finally, we built the training dataset using 80% of the total dataset (1,560 samples), and the validation dataset using 20% (390 samples). The dependent variables of the experimental dataset included twelve technical indicators popularly been used in the previous studies. They include Stochastic %K, Stochastic %D, Momentum, ROC(rate of change), LW %R(Larry William's %R), A/D oscillator(accumulation/distribution oscillator), OSCP(price oscillator), CCI(commodity channel index), and so on. To confirm the superiority of CNN-FG, we compared its prediction accuracy with the ones of other classification models. Experimental results showed that CNN-FG outperforms LOGIT(logistic regression), ANN(artificial neural network), and SVM(support vector machine) with the statistical significance. These empirical results imply that converting time series business data into graphs and building CNN-based classification models using these graphs can be effective from the perspective of prediction accuracy. Thus, this paper sheds a light on how to apply deep learning techniques to the domain of business problem solving.

GBGNN: Gradient Boosted Graph Neural Networks

  • Eunjo Jang;Ki Yong Lee
    • Journal of Information Processing Systems
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    • v.20 no.4
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    • pp.501-513
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    • 2024
  • In recent years, graph neural networks (GNNs) have been extensively used to analyze graph data across various domains because of their powerful capabilities in learning complex graph-structured data. However, recent research has focused on improving the performance of a single GNN with only two or three layers. This is because stacking layers deeply causes the over-smoothing problem of GNNs, which degrades the performance of GNNs significantly. On the other hand, ensemble methods combine individual weak models to obtain better generalization performance. Among them, gradient boosting is a powerful supervised learning algorithm that adds new weak models in the direction of reducing the errors of the previously created weak models. After repeating this process, gradient boosting combines the weak models to produce a strong model with better performance. Until now, most studies on GNNs have focused on improving the performance of a single GNN. In contrast, improving the performance of GNNs using multiple GNNs has not been studied much yet. In this paper, we propose gradient boosted graph neural networks (GBGNN) that combine multiple shallow GNNs with gradient boosting. We use shallow GNNs as weak models and create new weak models using the proposed gradient boosting-based loss function. Our empirical evaluations on three real-world datasets demonstrate that GBGNN performs much better than a single GNN. Specifically, in our experiments using graph convolutional network (GCN) and graph attention network (GAT) as weak models on the Cora dataset, GBGNN achieves performance improvements of 12.3%p and 6.1%p in node classification accuracy compared to a single GCN and a single GAT, respectively.

TeGCN:Transformer-embedded Graph Neural Network for Thin-filer default prediction (TeGCN:씬파일러 신용평가를 위한 트랜스포머 임베딩 기반 그래프 신경망 구조 개발)

  • Seongsu Kim;Junho Bae;Juhyeon Lee;Heejoo Jung;Hee-Woong Kim
    • Journal of Intelligence and Information Systems
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    • v.29 no.3
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    • pp.419-437
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    • 2023
  • As the number of thin filers in Korea surpasses 12 million, there is a growing interest in enhancing the accuracy of assessing their credit default risk to generate additional revenue. Specifically, researchers are actively pursuing the development of default prediction models using machine learning and deep learning algorithms, in contrast to traditional statistical default prediction methods, which struggle to capture nonlinearity. Among these efforts, Graph Neural Network (GNN) architecture is noteworthy for predicting default in situations with limited data on thin filers. This is due to their ability to incorporate network information between borrowers alongside conventional credit-related data. However, prior research employing graph neural networks has faced limitations in effectively handling diverse categorical variables present in credit information. In this study, we introduce the Transformer embedded Graph Convolutional Network (TeGCN), which aims to address these limitations and enable effective default prediction for thin filers. TeGCN combines the TabTransformer, capable of extracting contextual information from categorical variables, with the Graph Convolutional Network, which captures network information between borrowers. Our TeGCN model surpasses the baseline model's performance across both the general borrower dataset and the thin filer dataset. Specially, our model performs outstanding results in thin filer default prediction. This study achieves high default prediction accuracy by a model structure tailored to characteristics of credit information containing numerous categorical variables, especially in the context of thin filers with limited data. Our study can contribute to resolving the financial exclusion issues faced by thin filers and facilitate additional revenue within the financial industry.

Triangulation Based Skeletonization and Trajectory Recovery for Handwritten Character Patterns

  • Phan, Dung;Na, In-Seop;Kim, Soo-Hyung;Lee, Guee-Sang;Yang, Hyung-Jeong
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.9 no.1
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    • pp.358-377
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    • 2015
  • In this paper, we propose a novel approach for trajectory recovery. Our system uses a triangulation procedure for skeletonization and graph theory to extract the trajectory. Skeletonization extracts the polyline skeleton according to the polygonal contours of the handwritten characters, and as a result, the junction becomes clear and the characters that are touching each other are separated. The approach for the trajectory recovery is based on graph theory to find the optimal path in the graph that has the best representation of the trajectory. An undirected graph model consisting of one or more strokes is constructed from a polyline skeleton. By using the polyline skeleton, our approach accelerates the process to search for an optimal path. In order to evaluate the performance, we built our own dataset, which includes testing and ground-truth. The dataset consist of thousands of handwritten characters and word images, which are extracted from five handwritten documents. To show the relative advantage of our skeletonization method, we first compare the results against those from Zhang-Suen, a state-of-the-art skeletonization method. For the trajectory recovery, we conduct a comparison using the Root Means Square Error (RMSE) and Dynamic Time Warping (DTW) in order to measure the error between the ground truth and the real output. The comparison reveals that our approach has better performance for both the skeletonization stage and the trajectory recovery stage. Moreover, the processing time comparison proves that our system is faster than the existing systems.

Toxicity prediction of chemicals using OECD test guideline data with graph-based deep learning models (OECD TG데이터를 이용한 그래프 기반 딥러닝 모델 분자 특성 예측)

  • Daehwan Hwang;Changwon Lim
    • The Korean Journal of Applied Statistics
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    • v.37 no.3
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    • pp.355-380
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    • 2024
  • In this paper, we compare the performance of graph-based deep learning models using OECD test guideline (TG) data. OECD TG are a unique tool for assessing the potential effects of chemicals on health and environment. but many guidelines include animal testing. Animal testing is time-consuming and expensive, and has ethical issues, so methods to find or minimize alternatives are being studied. Deep learning is used in various fields using chemicals including toxicity prediciton, and research on graph-based models is particularly active. Our goal is to compare the performance of graph-based deep learning models on OECD TG data to find the best performance model on there. We collected the results of OECD TG from the website eChemportal.org operated by the OECD, and chemicals that were impossible or inappropriate to learn were removed through pre-processing. The toxicity prediction performance of five graph-based models was compared using the collected OECD TG data and MoleculeNet data, a benchmark dataset for predicting chemical properties.

A NODE PREDICTION ALGORITHM WITH THE MAPPER METHOD BASED ON DBSCAN AND GIOTTO-TDA

  • DONGJIN LEE;JAE-HUN JUNG
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.27 no.4
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    • pp.324-341
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    • 2023
  • Topological data analysis (TDA) is a data analysis technique, recently developed, that investigates the overall shape of a given dataset. The mapper algorithm is a TDA method that considers the connectivity of the given data and converts the data into a mapper graph. Compared to persistent homology, another popular TDA tool, that mainly focuses on the homological structure of the given data, the mapper algorithm is more of a visualization method that represents the given data as a graph in a lower dimension. As it visualizes the overall data connectivity, it could be used as a prediction method that visualizes the new input points on the mapper graph. The existing mapper packages such as Giotto-TDA, Gudhi and Kepler Mapper provide the descriptive mapper algorithm, that is, the final output of those packages is mainly the mapper graph. In this paper, we develop a simple predictive algorithm. That is, the proposed algorithm identifies the node information within the established mapper graph associated with the new emerging data point. By checking the feature of the detected nodes, such as the anomality of the identified nodes, we can determine the feature of the new input data point. As an example, we employ the fraud credit card transaction data and provide an example that shows how the developed algorithm can be used as a node prediction method.

Graph Cut-based Automatic Color Image Segmentation using Mean Shift Analysis (Mean Shift 분석을 이용한 그래프 컷 기반의 자동 칼라 영상 분할)

  • Park, An-Jin;Kim, Jung-Whan;Jung, Kee-Chul
    • Journal of KIISE:Software and Applications
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    • v.36 no.11
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    • pp.936-946
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    • 2009
  • A graph cuts method has recently attracted a lot of attentions for image segmentation, as it can globally minimize energy functions composed of data term that reflects how each pixel fits into prior information for each class and smoothness term that penalizes discontinuities between neighboring pixels. In previous approaches to graph cuts-based automatic image segmentation, GMM(Gaussian mixture models) is generally used, and means and covariance matrixes calculated by EM algorithm were used as prior information for each cluster. However, it is practicable only for clusters with a hyper-spherical or hyper-ellipsoidal shape, as the cluster was represented based on the covariance matrix centered on the mean. For arbitrary-shaped clusters, this paper proposes graph cuts-based image segmentation using mean shift analysis. As a prior information to estimate the data term, we use the set of mean trajectories toward each mode from initial means randomly selected in $L^*u^*{\upsilon}^*$ color space. Since the mean shift procedure requires many computational times, we transform features in continuous feature space into 3D discrete grid, and use 3D kernel based on the first moment in the grid, which are needed to move the means to modes. In the experiments, we investigate the problems of mean shift-based and normalized cuts-based image segmentation methods that are recently popular methods, and the proposed method showed better performance than previous two methods and graph cuts-based automatic image segmentation using GMM on Berkeley segmentation dataset.

Analysis on Correlation between Prescriptions and Test Results of Diabetes Patients using Graph Models and Node Centrality (그래프 모델과 중심성 분석을 이용한 당뇨환자의 처방 및 검사결과의 상관관계 분석)

  • Yoo, Kang Min;Park, Sungchan;Rhee, Su-jin;Yu, Kyung-Sang;Lee, Sang-goo
    • KIISE Transactions on Computing Practices
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    • v.21 no.7
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    • pp.482-487
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    • 2015
  • This paper presents the results and the process of extracting correlations between events of prescriptions and examinations using graph-modeling and node centrality measures on a medical dataset of 11,938 patients with diabetes mellitus. As the data is stored in relational form, RDB2Graph framework was used to construct effective graph models from the data. Personalized PageRank was applied to analyze correlation between prescriptions and examinations of the patients. Two graph models were constructed: one that models medical events by each patient and another that considers the time gap between medical events. The results of the correlation analysis confirm current medical knowledge. The paper demonstrates some of the note-worthy findings to show the effectiveness of the method used in the current analysis.

The Automated Scoring of Kinematics Graph Answers through the Design and Application of a Convolutional Neural Network-Based Scoring Model (합성곱 신경망 기반 채점 모델 설계 및 적용을 통한 운동학 그래프 답안 자동 채점)

  • Jae-Sang Han;Hyun-Joo Kim
    • Journal of The Korean Association For Science Education
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    • v.43 no.3
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    • pp.237-251
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    • 2023
  • This study explores the possibility of automated scoring for scientific graph answers by designing an automated scoring model using convolutional neural networks and applying it to students' kinematics graph answers. The researchers prepared 2,200 answers, which were divided into 2,000 training data and 200 validation data. Additionally, 202 student answers were divided into 100 training data and 102 test data. First, in the process of designing an automated scoring model and validating its performance, the automated scoring model was optimized for graph image classification using the answer dataset prepared by the researchers. Next, the automated scoring model was trained using various types of training datasets, and it was used to score the student test dataset. The performance of the automated scoring model has been improved as the amount of training data increased in amount and diversity. Finally, compared to human scoring, the accuracy was 97.06%, the kappa coefficient was 0.957, and the weighted kappa coefficient was 0.968. On the other hand, in the case of answer types that were not included in the training data, the s coring was almos t identical among human s corers however, the automated scoring model performed inaccurately.

A Virtual Battlefield Situation Dataset Generation for Battlefield Analysis based on Artificial Intelligence

  • Cho, Eunji;Jin, Soyeon;Shin, Yukyung;Lee, Woosin
    • Journal of the Korea Society of Computer and Information
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    • v.27 no.6
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    • pp.33-42
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    • 2022
  • In the existing intelligent command control system study, the analysis results of the commander's battlefield situation questions are provided from knowledge-based situation data. Analysis reporters write these results in various expressions of natural language. However, it is important to analyze situations about information and intelligence according to context. Analyzing the battlefield situation using artificial intelligence is necessary. We propose a virtual dataset generation method based on battlefield simulation scenarios in order to provide a dataset necessary for the battlefield situation analysis based on artificial intelligence. Dataset is generated after identifying battlefield knowledge elements in scenarios. When a candidate hypothesis is created, a unit hypothesis is automatically created. By combining unit hypotheses, similar identification hypothesis combinations are generated. An aggregation hypothesis is generated by grouping candidate hypotheses. Dataset generator SW implementation demonstrates that the proposed method can be generated the virtual battlefield situation dataset.