• Title/Summary/Keyword: Neural Network-based

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Proposing the Method for Improving the Forecast Accuracy of Loan Underwriting (대출심사의 예측 정확도 향상을 위한 방법 제안)

  • Yang, Yu-Young;Park, Sang-Sung;Shin, Young-Geun;Jang, Dong-Sik
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.4
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    • pp.1419-1429
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    • 2010
  • Industry structure and environment of the domestic bank have been changed by an influx of large foreign-banks and advanced financial products when the currency crisis erupted in Korea. In a competitive environment, accurate forecasts of changes and tendencies are essential for the survival and development. Forecast of whether to approve loan applications for customer or not is an important matter because that is related to profit generation and risk management on the bank. Therefore, this paper proposes the method to improve forecast accuracy of loan underwriting. Processes in experiments are as follows. First, we select the predictor variables which affect significantly to the result of loan underwriting by correlation analysis and feature selection technique, and then cluster the customers by the 2-Step clustering technique based on selected variables. Second, we find the most accurate forecasting model for each clustering by applying LR, NN and SVM. Finally, we compare the forecasting accuracy of the proposed method with the forecasting accuracy of existing application way.

Finding Genes Discriminating Smokers from Non-smokers by Applying a Growing Self-organizing Clustering Method to Large Airway Epithelium Cell Microarray Data

  • Shahdoust, Maryam;Hajizadeh, Ebrahim;Mozdarani, Hossein;Chehrei, Ali
    • Asian Pacific Journal of Cancer Prevention
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    • v.14 no.1
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    • pp.111-116
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    • 2013
  • Background: Cigarette smoking is the major risk factor for development of lung cancer. Identification of effects of tobacco on airway gene expression may provide insight into the causes. This research aimed to compare gene expression of large airway epithelium cells in normal smokers (n=13) and non-smokers (n=9) in order to find genes which discriminate the two groups and assess cigarette smoking effects on large airway epithelium cells.Materials and Methods: Genes discriminating smokers from non-smokers were identified by applying a neural network clustering method, growing self-organizing maps (GSOM), to microarray data according to class discrimination scores. An index was computed based on differentiation between each mean of gene expression in the two groups. This clustering approach provided the possibility of comparing thousands of genes simultaneously. Results: The applied approach compared the mean of 7,129 genes in smokers and non-smokers simultaneously and classified the genes of large airway epithelium cells which had differently expressed in smokers comparing with non-smokers. Seven genes were identified which had the highest different expression in smokers compared with the non-smokers group: NQO1, H19, ALDH3A1, AKR1C1, ABHD2, GPX2 and ADH7. Most (NQO1, ALDH3A1, AKR1C1, H19 and GPX2) are known to be clinically notable in lung cancer studies. Furthermore, statistical discriminate analysis showed that these genes could classify samples in smokers and non-smokers correctly with 100% accuracy. With the performed GSOM map, other nodes with high average discriminate scores included genes with alterations strongly related to the lung cancer such as AKR1C3, CYP1B1, UCHL1 and AKR1B10. Conclusions: This clustering by comparing expression of thousands of genes at the same time revealed alteration in normal smokers. Most of the identified genes were strongly relevant to lung cancer in the existing literature. The genes may be utilized to identify smokers with increased risk for lung cancer. A large sample study is now recommended to determine relations between the genes ABHD2 and ADH7 and smoking.

Analysis of Impact of Hydrologic Data on Neuro-Fuzzy Technique Result (수문자료가 Neuro-Fuzzy 기법 결과에 미치는 영향 분석)

  • Ji, Jungwon;Choi, Changwon;Yi, Jaeeung
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.33 no.4
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    • pp.1413-1424
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    • 2013
  • Recently, the frequency of severe storms increases in Korea. Severe storms occurring in a short time cause huge losses of both life and property. A considerable research has been performed for the flood control system development based on an accurate stream discharge prediction. A physical model is mainly used for flood forecasting and warning. Physical rainfall-runoff models used for the conventional flood forecasting process require extensive information and data, and include uncertainties which can possibly accumulate errors during modelling processes. ANFIS, a data driven model combining neural network and fuzzy technique, can decrease the amount of physical data required for the construction of a conventional physical models and easily construct and evaluate a flood forecasting model by utilizing only rainfall and water level data. A data driven model, however, has a disadvantage that it does not provide the mathematical and physical correlations between input and output data of the model. The characteristics of a data driven model according to functional options and input data such as the change of clustering radius and training data length used in the ANFIS model were analyzed in this study. In addition, the applicability of ANFIS was evaluated through comparison with the results of HEC-HMS which is widely used for rainfall-runoff model in Korea. The neuro-fuzzy technique was applied to a Cheongmicheon Basin in the South Han River using the observed precipitation and stream level data from 2007 to 2011.

Development of a Freeway Travel Time Forecasting Model for Long Distance Section with Due Regard to Time-lag (시간처짐현상을 고려한 장거리구간 통행시간 예측 모형 개발)

  • 이의은;김정현
    • Journal of Korean Society of Transportation
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    • v.20 no.4
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    • pp.51-61
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    • 2002
  • In this dissertation, We demonstrated the Travel Time forecasting model in the freeway of multi-section with regard of drives' attitude. Recently, the forecasted travel time that is furnished based on expected travel time data and advanced experiment isn't being able to reflect the time-lag phenomenon specially in case of long distance trip, so drivers don't believe any more forecasted travel time. And that's why the effects of ATIS(Advanced Traveler Information System) are reduced. Therefore, in this dissertation to forecast the travel time of the freeway of multi-section reflecting the time-lag phenomenon & the delay of tollgate, we used traffic volume data & TCS data that are collected by Korea Highway Cooperation. Also keep the data of mixed unusual to applicate real system. The applied model for forecasting is consisted of feed-forward structure which has three input units & two output units and the back-propagation is utilized as studying method. Furthermore, the optimal alternative was chosen through the twelve alternative ideas which is composed of the unit number of hidden-layer & repeating number which affect studying speed & forecasting capability. In order to compare the forecasting capability of developed ANN model. the algorithm which are currently used as an information source for freeway travel time. During the comparison with reference model, MSE, MARE, MAE & T-test were executed, as the result, the model which utilized the artificial neural network performed more superior forecasting capability among the comparison index. Moreover, the calculated through the particularity of data structure which was used in this experiment.

A Study on Optimum Ventilation System in the Deep Coal Mine (심부 석탄광산의 환기시스템 최적화 연구)

  • Kwon, Joon Uk;Kim, Sun Myung;Kim, Yun Kwang;Jang, Yun Ho
    • Tunnel and Underground Space
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    • v.25 no.2
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    • pp.186-198
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    • 2015
  • This paper aims for the ultimate goal to optimize the work place environment through assuring the optimal required ventilation rate based on the analysis of the airflow. The working environment is deteriorated due to a rise in temperature of a coal mine caused by increase of its depth and carriage tunnels. To improve the environment, the ventilation evaluation on J coal mine is carried out and the effect of a length of the tunnel on the temperature to enhance the ventilation efficiency in the subsurface is numerically analyzed. The analysis shows that J coal mine needs $17,831m^3/min$ for in-flow ventilation rate but the total input air flowrate is $16,474m^3/min$, $1,357m^3/min$ of in-flow ventilation rate shortage. The temperatures were predicted on the two developed models of J mine, and VnetPC that is a numerical program for the flowrate prediction. The result of the simulation notices the temperature in the case of developing all 4 areas of -425ML as a first model is predicted 29.30 at the main gangway 9X of C section and in the case of developing 3 areas of -425ML excepting A area as a second model, it is predicted 27.45 Celsius degrees.

A study on the estimation of AADT by short-term traffic volume survey (단기조사 교통량을 이용한 AADT 추정연구)

  • 이승재;백남철;권희정
    • Journal of Korean Society of Transportation
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    • v.20 no.6
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    • pp.59-68
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    • 2002
  • AADT(Annual Average Daily Traffic) can be obtained by using short-term counted traffic data rather than using traffic data collected for 365 days. The process is a very important in estimating AADT using short-term traffic count data. Therefore, There have been many studies about estimating AADT. In this Paper, we tried to improve the process of the AADT estimation based on the former AADT estimation researches. Firstly, we found the factor showing differences among groups. To do so, we examined hourly variables(divided to total hours, weekday hours. Saturday hours, Sunday hours, weekday and Sunday hours, and weekday and Saturday hours) every time changing the number of groups. After all, we selected the hourly variables of Sunday and weekday as the factor showing differences among groups. Secondly, we classified 200 locations into 10 groups through cluster analysis using only monthly variables. The nile of deciding the number of groups is maximizing deviation among hourly variables of each group. Thirdly, we classified 200 locations which had been used in the second step into the 10 groups by applying statistical techniques such as Discriminant analysis and Neural network. This step is for testing the rate of distinguish between the right group including each location and a wrong one. In conclusion, the result of this study's method was closer to real AADT value than that of the former method. and this study significantly contributes to improve the method of AADT estimation.

Severity-Adjusted LOS Model of AMI patients based on the Korean National Hospital Discharge in-depth Injury Survey Data (퇴원손상심층조사 자료를 기반으로 한 급성심근경색환자 재원일수의 중증도 보정 모형 개발)

  • Kim, Won-Joong;Kim, Sung-Soo;Kim, Eun-Ju;Kang, Sung-Hong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.14 no.10
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    • pp.4910-4918
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    • 2013
  • This study aims to design a Severity-Adjusted LOS(Length of Stay) Model in order to efficiently manage LOS of AMI(Acute Myocardial Infarction) patients. We designed a Severity-Adjusted LOS Model with using data-mining methods(multiple regression analysis, decision trees, and neural network) which covered 6,074 AMI patients who showed the diagnosis of I21 from 2004-2009 Korean National Hospital Discharge in-depth Injury Survey. A decision tree model was chosen for the final model that produced superior results. This study discovered that the execution of CABG, status at discharge(alive or dead), comorbidity index, etc. were major factors affecting a Sevirity-Adjustment of LOS of AMI patients. The difference between real LOS and adjusted LOS resulted from hospital location and bed size. The efficient management of LOS of AMI patients requires that we need to perform various activities after identifying differentiating factors. These factors can be specified by applying each hospital's data into this newly designed Severity-Adjusted LOS Model.

A Study of Prediction of Daily Water Supply Usion ANFIS (ANFIS를 이용한 상수도 1일 급수량 예측에 관한 연구)

  • Rhee, Kyoung-Hoon;Moon, Byoung-Seok;Kang, Il-Hwan
    • Journal of Korea Water Resources Association
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    • v.31 no.6
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    • pp.821-832
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    • 1998
  • This study investigates the prediction of daily water supply, which is a necessary for the efficient management of water distribution system. Fuzzy neuron, namely artificial intelligence, is a neural network into which fuzzy information is inputted and then processed. In this study, daily water supply was predicted through an adaptive learning method by which a membership function and fuzzy rules were adapted for daily water supply prediction. This study was investigated methods for predicting water supply based on data about the amount of water supplied to the city of Kwangju. For variables choice, four analyses of input data were conducted: correlation analysis, autocorrelation analysis, partial autocorrelation analysis, and cross-correlation analysis. Input variables were (a) the amount of water supplied (b) the mean temperature, and (c)the population of the area supplied with water. Variables were combined in an integrated model. Data of the amount of daily water supply only was modelled and its validity was verified in the case that the meteorological office of weather forecast is not always reliable. Proposed models include accidental cases such as a suspension of water supply. The maximum error rate between the estimation of the model and the actual measurement was 18.35% and the average error was lower than 2.36%. The model is expected to be a real-time estimation of the operational control of water works and water/drain pipes.

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Automated Vehicle Research by Recognizing Maneuvering Modes using LSTM Model (LSTM 모델 기반 주행 모드 인식을 통한 자율 주행에 관한 연구)

  • Kim, Eunhui;Oh, Alice
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.16 no.4
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    • pp.153-163
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    • 2017
  • This research is based on the previous research that personally preferred safe distance, rotating angle and speed are differentiated. Thus, we use machine learning model for recognizing maneuvering modes trained per personal or per similar driving pattern groups, and we evaluate automatic driving according to maneuvering modes. By utilizing driving knowledge, we subdivided 8 kinds of longitudinal modes and 4 kinds of lateral modes, and by combining the longitudinal and lateral modes, we build 21 kinds of maneuvering modes. we train the labeled data set per time stamp through RNN, LSTM and Bi-LSTM models by the trips of drivers, which are supervised deep learning models, and evaluate the maneuvering modes of automatic driving for the test data set. The evaluation dataset is aggregated of living trips of 3,000 populations by VTTI in USA for 3 years and we use 1500 trips of 22 people and training, validation and test dataset ratio is 80%, 10% and 10%, respectively. For recognizing longitudinal 8 kinds of maneuvering modes, RNN achieves better accuracy compared to LSTM, Bi-LSTM. However, Bi-LSTM improves the accuracy in recognizing 21 kinds of longitudinal and lateral maneuvering modes in comparison with RNN and LSTM as 1.54% and 0.47%, respectively.

Optimizing the Electricity Price Revenue of Wind Power Generation Captures in the South Korean Electricity Market (남한 전력시장에서 풍력발전점유의 전력가격수익 최적화)

  • Eamon, Byrne;Kim, Hyun-Goo;Kang, Yong-Heack;Yun, Chang-Yeol
    • Journal of the Korean Solar Energy Society
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    • v.36 no.1
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    • pp.63-73
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    • 2016
  • How effectively a wind farm captures high market prices can greatly influence a wind farm's viability. This research identifies and creates an understanding of the effects that result in various capture prices (average revenue earned per unit of generation) that can be seen among different wind farms, in the current and future competitive SMP (System Marginal Price) market in South Korea. Through the use of a neural network to simulate changes in SMP caused by increased renewables, based on the Korea Institute of Energy Research's extensive wind resource database for South Korea, the variances in current and future capture prices are modelled and analyzed for both onshore and offshore wind power generation. Simulation results shows a spread in capture price of 5.5% for the year 2035 that depends on both a locations wind characteristics and the generations' correlation with other wind power generation. Wind characteristics include the generations' correlation with SMP price, diurnal profile shape, and capacity factor. The wind revenue cannibalization effect reduces the capture price obtained by wind power generation that is located close to a substantial amount of other wind power generation. In onshore locations wind characteristics can differ significantly/ Hence it is recommended that possible wind development sites have suitable diurnal profiles that effectively capture high SMP prices. Also, as increasing wind power capacity becomes installed in South Korea, it is recommended that wind power generation be located in regions far from the expected wind power generation 'hotspots' in the future. Hence, a suitable site along the east mountain ridges of South Korea is predicted to be extremely effective in attaining high SMP capture prices. Attention to these factors will increase the revenues obtained by wind power generation in a competitive electricity market.