• Title/Summary/Keyword: Prediction Algorithms

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Response prediction of laced steel-concrete composite beams using machine learning algorithms

  • Thirumalaiselvi, A.;Verma, Mohit;Anandavalli, N.;Rajasankar, J.
    • Structural Engineering and Mechanics
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    • v.66 no.3
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    • pp.399-409
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    • 2018
  • This paper demonstrates the potential application of machine learning algorithms for approximate prediction of the load and deflection capacities of the novel type of Laced Steel Concrete-Composite (LSCC) beams proposed by Anandavalli et al. (Engineering Structures 2012). Initially, global and local responses measured on LSCC beam specimen in an experiment are used to validate nonlinear FE model of the LSCC beams. The data for the machine learning algorithms is then generated using validated FE model for a range of values of the identified sensitive parameters. The performance of four well-known machine learning algorithms, viz., Support Vector Regression (SVR), Minimax Probability Machine Regression (MPMR), Relevance Vector Machine (RVM) and Multigene Genetic Programing (MGGP) for the approximate estimation of the load and deflection capacities are compared in terms of well-defined error indices. Through relative comparison of the estimated values, it is demonstrated that the algorithms explored in the present study provide a good alternative to expensive experimental testing and sophisticated numerical simulation of the response of LSCC beams. The load carrying and displacement capacity of the LSCC was predicted well by MGGP and MPMR, respectively.

Two dimensional reduction technique of Support Vector Machines for Bankruptcy Prediction

  • Ahn, Hyun-Chul;Kim, Kyoung-Jae;Lee, Ki-Chun
    • 한국경영정보학회:학술대회논문집
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    • 2007.06a
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    • pp.608-613
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    • 2007
  • Prediction of corporate bankruptcies has long been an important topic and has been studied extensively in the finance and management literature because it is an essential basis for the risk management of financial institutions. Recently, support vector machines (SVMs) are becoming popular as a tool for bankruptcy prediction because they use a risk function consisting of the empirical error and a regularized term which is derived from the structural risk minimization principle. In addition, they don't require huge training samples and have little possibility of overfitting. However. in order to Use SVM, a user should determine several factors such as the parameters ofa kernel function, appropriate feature subset, and proper instance subset by heuristics, which hinders accurate prediction results when using SVM In this study, we propose a novel hybrid SVM classifier with simultaneous optimization of feature subsets, instance subsets, and kernel parameters. This study introduces genetic algorithms (GAs) to optimize the feature selection, instance selection, and kernel parameters simultaneously. Our study applies the proposed model to the real-world case for bankruptcy prediction. Experimental results show that the prediction accuracy of conventional SVM may be improved significantly by using our model.

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Truncated Kernel Projection Machine for Link Prediction

  • Huang, Liang;Li, Ruixuan;Chen, Hong
    • Journal of Computing Science and Engineering
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    • v.10 no.2
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    • pp.58-67
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    • 2016
  • With the large amount of complex network data that is increasingly available on the Web, link prediction has become a popular data-mining research field. The focus of this paper is on a link-prediction task that can be formulated as a binary classification problem in complex networks. To solve this link-prediction problem, a sparse-classification algorithm called "Truncated Kernel Projection Machine" that is based on empirical-feature selection is proposed. The proposed algorithm is a novel way to achieve a realization of sparse empirical-feature-based learning that is different from those of the regularized kernel-projection machines. The algorithm is more appealing than those of the previous outstanding learning machines since it can be computed efficiently, and it is also implemented easily and stably during the link-prediction task. The algorithm is applied here for link-prediction tasks in different complex networks, and an investigation of several classification algorithms was performed for comparison. The experimental results show that the proposed algorithm outperformed the compared algorithms in several key indices with a smaller number of test errors and greater stability.

Multiple Behavior s Learning and Prediction in Unknown Environment

  • Song, Wei;Cho, Kyung-Eun;Um, Ky-Hyun
    • Journal of Korea Multimedia Society
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    • v.13 no.12
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    • pp.1820-1831
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    • 2010
  • When interacting with unknown environments, an autonomous agent needs to decide which action or action order can result in a good state and determine the transition probability based on the current state and the action taken. The traditional multiple sequential learning model requires predefined probability of the states' transition. This paper proposes a multiple sequential learning and prediction system with definition of autonomous states to enhance the automatic performance of existing AI algorithms. In sequence learning process, the sensed states are classified into several group by a set of proposed motivation filters to reduce the learning computation. In prediction process, the learning agent makes a decision based on the estimation of each state's cost to get a high payoff from the given environment. The proposed learning and prediction algorithms heightens the automatic planning of the autonomous agent for interacting with the dynamic unknown environment. This model was tested in a virtual library.

Lung Cancer Risk Prediction Method Based on Feature Selection and Artificial Neural Network

  • Xie, Nan-Nan;Hu, Liang;Li, Tai-Hui
    • Asian Pacific Journal of Cancer Prevention
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    • v.15 no.23
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    • pp.10539-10542
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    • 2015
  • A method to predict the risk of lung cancer is proposed, based on two feature selection algorithms: Fisher and ReliefF, and BP Neural Networks. An appropriate quantity of risk factors was chosen for lung cancer risk prediction. The process featured two steps, firstly choosing the risk factors by combining two feature selection algorithms, then providing the predictive value by neural network. Based on the method framework, an algorithm LCRP (lung cancer risk prediction) is presented, to reduce the amount of risk factors collected in practical applications. The proposed method is suitable for health monitoring and self-testing. Experiments showed it can actually provide satisfactory accuracy under low dimensions of risk factors.

Bankruptcy predictions for Korea medium-sized firms using neural networks and case based reasoning

  • Han, Ingoo;Park, Cheolsoo;Kim, Chulhong
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.10a
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    • pp.203-206
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    • 1996
  • Prediction of firm bankruptcy have been extensively studied in accounting, as all stockholders in a firm have a vested interest in monitoring its financial performance. The objective of this paper is to develop the hybrid models for bankruptcy prediction. The proposed hybrid models are two phase. Phase one are (a) DA-assisted neural network, (b) Logit-assisted neural network, and (c) Genetic-assisted neural network. And, phase two are (a) DA-assisted Case based reasoning, and (b) Genetic-assisted Case based reasoning. In the variables selection, We are focusing on three alternative methods - linear discriminant analysis, logit analysis and genetic algorithms - that can be used empirically select predictors for hybrid model in bankruptcy prediction. Empirical results using Korean medium-sized firms data show that hybrid models are very promising neural network models and case based reasoning for bankruptcy prediction in terms of predictive accuracy and adaptability.

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Deep Learning-based Delinquent Taxpayer Prediction: A Scientific Administrative Approach

  • YongHyun Lee;Eunchan Kim
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.18 no.1
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    • pp.30-45
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    • 2024
  • This study introduces an effective method for predicting individual local tax delinquencies using prevalent machine learning and deep learning algorithms. The evaluation of credit risk holds great significance in the financial realm, impacting both companies and individuals. While credit risk prediction has been explored using statistical and machine learning techniques, their application to tax arrears prediction remains underexplored. We forecast individual local tax defaults in Republic of Korea using machine and deep learning algorithms, including convolutional neural networks (CNN), long short-term memory (LSTM), and sequence-to-sequence (seq2seq). Our model incorporates diverse credit and public information like loan history, delinquency records, credit card usage, and public taxation data, offering richer insights than prior studies. The results highlight the superior predictive accuracy of the CNN model. Anticipating local tax arrears more effectively could lead to efficient allocation of administrative resources. By leveraging advanced machine learning, this research offers a promising avenue for refining tax collection strategies and resource management.

Variable Input Gshare Predictor based on Interrelationship Analysis of Instructions (명령어 연관성 분석을 통한 가변 입력 gshare 예측기)

  • Kwak, Jong-Wook
    • Journal of the Korea Society of Computer and Information
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    • v.13 no.4
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    • pp.19-30
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    • 2008
  • Branch history is one of major input vectors in branch prediction. Therefore, the Proper use of branch history plays a critical role of improving branch prediction accuracy. To improve branch prediction accuracy, this paper proposes a new branch history management policy, based on interrelationship analysis of instructions. First of all, we propose three different algorithms to analyze the relationship: register-writhing method, branch-reading method, and merged method. Then we additionally propose variable input gshare predictor as an implementation of these algorithms. In simulation part, we provide performance differences among the algorithms and analyze their characteristics. In addition, we compare branch prediction accuracy between our proposals and conventional fixed input predictors. The performance comparison for optimal input branch predictor is also provided.

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Comparative Study of Performance of Deep Learning Algorithms in Particulate Matter Concentration Prediction (미세먼지 농도 예측을 위한 딥러닝 알고리즘별 성능 비교)

  • Cho, Kyoung-Woo;Jung, Yong-jin;Oh, Chang-Heon
    • Journal of Advanced Navigation Technology
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    • v.25 no.5
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    • pp.409-414
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    • 2021
  • The growing concerns on the emission of particulate matter has prompted a demand for highly reliable particulate matter forecasting. Currently, several studies on particulate matter prediction use various deep learning algorithms. In this study, we compared the predictive performances of typical neural networks used for particulate matter prediction. We used deep neural network(DNN), recurrent neural network, and long short-term memory algorithms to design an optimal predictive model on the basis of a hyperparameter search. The results of a comparative analysis of the predictive performances of the models indicate that the variation trend of the actual and predicted values generally showed a good performance. In the analysis based on the root mean square error and accuracy, the DNN-based prediction model showed a higher reliability for prediction errors compared with the other prediction models.

A GA-based Rule Extraction for Bankruptcy Prediction Modeling (유전자 알고리즘을 활용한 부실예측모형의 구축)

  • Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
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    • v.7 no.2
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    • pp.83-93
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    • 2001
  • Prediction of corporate failure using past financial data is well-documented topic. Early studies of bankruptcy prediction used statistical techniques such as multiple discriminant analysis, logit and probit. Recently, however, numerous studies have demonstrated that artificial intelligence such as neural networks (NNs) can be an alternative methodology for classification problems to which traditional statistical methods have long been applied. Although numerous theoretical and experimental studies reported the usefulness or neural networks in classification studies, there exists a major drawback in building and using the model. That is, the user can not readily comprehend the final rules that the neural network models acquire. We propose a genetic algorithms (GAs) approach in this study and illustrate how GAs can be applied to corporate failure prediction modeling. An advantage of GAs approach offers is that it is capable of extracting rules that are easy to understand for users like expert systems. The preliminary results show that rule extraction approach using GAs for bankruptcy prediction modeling is promising.

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