• Title/Summary/Keyword: Network models

Search Result 3,898, Processing Time 0.031 seconds

The prediction of interest rate using artificial neural network models

  • Hong, Taeho;Han, Ingoo
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 1996.04a
    • /
    • pp.741-744
    • /
    • 1996
  • Artifical Neural Network(ANN) models were used for forecasting interest rate as a new methodology, which has proven itself successful in financial domain. This research intended to construct ANN models which can maximize the performance of prediction, regarding Corporate Bond Yield (CBY) as interest rate. Synergistic Market Analysis (SMA) was applied to the construction of models [Freedman et al.]. In this aspect, while the models which consist of only time series data for corporate bond yield were devloped, the other models generated through conjunction and reorganization of fundamental variables and market variables were developed. Every model was constructed to predict 1,6, and 12 months after and we obtained 9 ANN models for interest rate forecasting. Multi-layer perceptron networks using backpropagation algorithm showed good performance in the prediction for 1 and 6 months after.

  • PDF

Prediction of uplift capacity of suction caisson in clay using extreme learning machine

  • Muduli, Pradyut Kumar;Das, Sarat Kumar;Samui, Pijush;Sahoo, Rupashree
    • Ocean Systems Engineering
    • /
    • v.5 no.1
    • /
    • pp.41-54
    • /
    • 2015
  • This study presents the development of predictive models for uplift capacity of suction caisson in clay using an artificial intelligence technique, extreme learning machine (ELM). Other artificial intelligence models like artificial neural network (ANN), support vector machine (SVM), relevance vector machine (RVM) models are also developed to compare the ELM model with above models and available numerical models in terms of different statistical criteria. A ranking system is presented to evaluate present models in identifying the 'best' model. Sensitivity analyses are made to identify important inputs contributing to the developed models.

Optimal Process Parameters for Achieving the Desired Top-Bead Width in GMA welding Process (GMA 용접의 윗면 비드폭 선정을 위한 최적 공정변수들)

  • ;Prasad
    • Transactions of the Korean Society of Machine Tool Engineers
    • /
    • v.11 no.4
    • /
    • pp.89-96
    • /
    • 2002
  • This paper aims to develop an intelligent model for predicting top-bead width for the robotic GMA(Gas Metal Arc) welding process using BP(Back-propagation) neural network and multiple regression analysis. Firstly, based on experimental data, the basic factors affecting top-bead width are identified. Then BP neural network model and multiple regression models of top-bead width are established. The modeling methods and procedure are explained. The developed models are then verified by data obtained from the additional experiment and the predictive behaviors of the two kind of models are compared and analysed. Finally the modeling methods, predictive behaviors md the advantages of each models are discussed.

A neural network model for predicting atlantic hurricane activity

  • Kwon, Ohseok;Golden, Bruce
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 1996.10a
    • /
    • pp.39-42
    • /
    • 1996
  • Modeling techniques such as linear regression have been used to predict hurricane activity many months in advance of the start of the hurricane season with some success. In this paper, we construct feedforward neural networks to model Atlantic basin hurricane activity and compare the predictions of our neural network models to the predictions produced by statistical models found in the weather forecasting literature. We find that our neural network models produce reasonably accurate predictions that, for the most part, compare favorably to the predictions of statistical models.

  • PDF

Regression Model-Based Fault Detection of an Air-Handling Unit (회귀기준식 이용 공조기 부위별 고장검출)

  • 이원용;이봉도
    • Korean Journal of Air-Conditioning and Refrigeration Engineering
    • /
    • v.12 no.7
    • /
    • pp.688-696
    • /
    • 2000
  • A scheme for fault detection on the subsystem level is presented. The method uses analytical redundancy and consists in generating residuals by comparing each measurement with an estimate computed from the reference models. In this study regression neural network models are used as reference models. The regression neural network is memory-based feed forward network that provides estimates of continuous variables. The simulation result demonstrated that the proposed method can effectively detect faults in an air handling unit(AHU). The results show that the regression models are accurate and reliable estimators of the highly nonlinear and complex AHU.

  • PDF

A Study on the Estimation Models of Intra-City Travel Speeds for Vehicle Scheduling (차량일정계획을 위한 도시내 차량이동속도 추정모델에 대한 연구)

  • Park, Yang-Byung;Hong, Sung-Chul
    • IE interfaces
    • /
    • v.11 no.1
    • /
    • pp.75-84
    • /
    • 1998
  • The important issue for intra-city vehicle scheduling is to measure and store actual vehicle travel speeds between customer locations. Travel speeds(and times) in nearly all metropolitan areas change drastically during the day because of congestion in certain parts of the city road network. We propose three models for estimating departure time-dependent travel speeds between locations that relieve much burden for the data collection and computer storage requirements. Two of the three models use a least squares method and the rest one employs a neural network trained with the back-propagation rule. On a real-world study using the travel speed data collected in Seoul, we found out that the neural network model is more accurate than the other two models.

  • PDF

A Comparative Study on the Bankruptcy Prediction Power of Statistical Model and AI Models: MDA, Inductive,Neural Network (기업도산예측을 위한 통계적모형과 인공지능 모형간의 예측력 비교에 관한 연구 : MDA,귀납적 학습방법, 인공신경망)

  • 이건창
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.18 no.2
    • /
    • pp.57-81
    • /
    • 1993
  • This paper is concerned with analyzing the bankruptcy prediction power of three methods : Multivariate Discriminant Analysis (MDA), Inductive Learning, Neural Network, MDA has been famous for its effectiveness for predicting bankrupcy in accounting fields. However, it requires rigorous statistical assumptions, so that violating one of the assumptions may result in biased outputs. In this respect, we alternatively propose the use of two AI models for bankrupcy prediction-inductive learning and neural network. To compare the performance of those two AI models with that of MDA, we have performed massive experiments with a number of Korean bankrupt-cases. Experimental results show that AI models proposed in this study can yield more robust and generalizing bankrupcy prediction than the conventional MDA can do.

  • PDF

Potential of regression models in projecting sea level variability due to climate change at Haldia Port, India

  • Roshni, Thendiyath;K., Md. Sajid;Samui, Pijush
    • Ocean Systems Engineering
    • /
    • v.7 no.4
    • /
    • pp.319-328
    • /
    • 2017
  • Higher prediction efficacy is a very challenging task in any field of engineering. Due to global warming, there is a considerable increase in the global sea level. Through this work, an attempt has been made to find the sea level variability due to climate change impact at Haldia Port, India. Different statistical downscaling techniques are available and through this paper authors are intending to compare and illustrate the performances of three regression models. The models: Wavelet Neural Network (WNN), Minimax Probability Machine Regression (MPMR), Feed-Forward Neural Network (FFNN) are used for projecting the sea level variability due to climate change at Haldia Port, India. Model performance indices like PI, RMSE, NSE, MAPE, RSR etc were evaluated to get a clear picture on the model accuracy. All the indices are pointing towards the outperformance of WNN in projecting the sea level variability. The findings suggest a strong recommendation for ensembled models especially wavelet decomposed neural network to improve projecting efficiency in any time series modeling.

Development of Hyperelastic Model for Butadiene Rubber Using a Neural Network

  • Pham, Truong Thang;Woo, Changsu;Choi, Sanghyun;Min, Juwon;Kim, Beomkeun
    • Elastomers and Composites
    • /
    • v.56 no.2
    • /
    • pp.79-84
    • /
    • 2021
  • A strain energy density function is used to characterize the hyperelasticity of rubber-like materials. Conventional models, such as the Neo-Hookean, Mooney-Rivlin, and Ogden models, are widely used in automotive industries, in which the strain potential is derived from strain invariants or principal stretch ratios. A fitting procedure for experimental data is required to determine material constants for each model. However, due to the complexities of the mathematical expression, these models can only produce an accurate curve fitting in a specified strain range of the material. In this study, a hyperelastic model for Neodymium Butadiene rubber is developed by using the Artificial Neural Network. Comparing the analytical results to those obtained by conventional models revealed that the proposed model shows better agreement for both uniaxial and equibiaxial test data of the rubber.

A Deep Learning Model for Predicting User Personality Using Social Media Profile Images

  • Kanchana, T.S.;Zoraida, B.S.E.
    • International Journal of Computer Science & Network Security
    • /
    • v.22 no.11
    • /
    • pp.265-271
    • /
    • 2022
  • Social media is a form of communication based on the internet to share information through content and images. Their choice of profile images and type of image they post can be closely connected to their personality. The user posted images are designated as personality traits. The objective of this study is to predict five factor model personality dimensions from profile images by using deep learning and neural networks. Developed a deep learning framework-based neural network for personality prediction. The personality types of the Big Five Factor model can be quantified from user profile images. To measure the effectiveness, proposed two models using convolution Neural Networks to classify each personality of the user. Done performance analysis among two different models for efficiently predict personality traits from profile image. It was found that VGG-69 CNN models are best performing models for producing the classification accuracy of 91% to predict user personality traits.