• 제목/요약/키워드: Prediction Analysis

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도산예측을 위한 유전 알고리듬 기반 이진분류기법의 개발 (A GA-based Binary Classification Method for Bankruptcy Prediction)

  • 민재형;정철우
    • 한국경영과학회지
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    • 제33권2호
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    • pp.1-16
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    • 2008
  • The purpose of this paper is to propose a new binary classification method for predicting corporate failure based on genetic algorithm, and to validate its prediction power through empirical analysis. Establishing virtual companies representing bankrupt companies and non-bankrupt ones respectively, the proposed method measures the similarity between the virtual companies and the subject for prediction, and classifies the subject into either bankrupt or non-bankrupt one. The values of the classification variables of the virtual companies and the weights of the variables are determined by the proper model to maximize the hit ratio of training data set using genetic algorithm. In order to test the validity of the proposed method, we compare its prediction accuracy with ones of other existing methods such as multi-discriminant analysis, logistic regression, decision tree, and artificial neural network, and it is shown that the binary classification method we propose in this paper can serve as a premising alternative to the existing methods for bankruptcy prediction.

Introduction to Gene Prediction Using HMM Algorithm

  • Kim, Keon-Kyun;Park, Eun-Sik
    • Journal of the Korean Data and Information Science Society
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    • 제18권2호
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    • pp.489-506
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    • 2007
  • Gene structure prediction, which is to predict protein coding regions in a given nucleotide sequence, is the most important process in annotating genes and greatly affects gene analysis and genome annotation. As eukaryotic genes have more complicated structures in DNA sequences than those of prokaryotic genes, analysis programs for eukaryotic gene structure prediction have more diverse and more complicated computational models. There are Ab Initio method, Similarity-based method, and Ensemble method for gene prediction method for eukaryotic genes. Each Method use various algorithms. This paper introduce how to predict genes using HMM(Hidden Markov Model) algorithm and present the process of gene prediction with well-known gene prediction programs.

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비선형 회귀분석기법을 이용한 콘크리트 교량 프리스트레스의 장기 예측 (Long-Term Prediction of Prestress in Concrete Bridge by Nonlinear Regression Analysis Method)

  • 양인환
    • 콘크리트학회논문집
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    • 제18권4호
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    • pp.507-515
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    • 2006
  • 본 연구에서는 프리스트레스트 콘크리트(PSC) 교량의 프리스트레스를 장기적으로 예측하는 기법을 제안하였다. 제안 기법에서는 구조시스템의 계측자료를 이용하여 비선형 회귀분석을 전개하는 통계적 기법을 적용하였다. 프리스트레스의 장기예측은 비선형 회귀분석을 통해 이루어진다. 제안기법을 실제의 PSC 박스 거더 교량의 프리스트레스 예측에 적용하기 위하여 텐던에 프리스트레스 도입후 계측을 수행하였다. 프리스트레스 도입후 약 150일까지 프리스트레스는 눈에 띄게 감소하며, 손실률은 $7{\sim}8%$로 나타났다. 수치해석결과는 현장의 계측횟수가 증가할수록 신뢰구간의 폭은 감소하는 것으로 나타났다. 따라서, 제안기법에 의해 PSC 구조물의 프리스트레스를 더욱 실제적으로 예측할 수 있으며, 예측결과는 구조물의 사용기간 동안 관리 한계치에 의한 프리스트레스 관리에 유용하게 활용될 수 있을 것으로 사료된다.

회귀분석을 이용한 열변형 오차 모델링에 관한 연구 (Research on the thermal deformation model ins using by regression analysis)

  • 김희술;고태조;김선호;김형식;정종운
    • 한국공작기계학회:학술대회논문집
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    • 한국공작기계학회 2002년도 추계학술대회 논문집
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    • pp.47-52
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    • 2002
  • There are many factors in machine tool error. These are thermal deformation, geometric error, machine's part assembly error, error caused by tool bending. Among them thermal error is 70% of total error of machine tool . Prediction of thermal error is very difficult. because of nonlinear tendency of machine tool deformation. In this study, we tried thermal error prediction by using multi regression analysis.

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Financial Distress Prediction Models for Wind Energy SMEs

  • Oh, Nak-Kyo
    • International Journal of Contents
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    • 제10권4호
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    • pp.75-82
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    • 2014
  • The purpose of this paper was to identify suitable variables for financial distress prediction models and to compare the accuracy of MDA and LA for early warning signals for wind energy companies in Korea. The research methods, discriminant analysis and logit analysis have been widely used. The data set consisted of 15 wind energy SMEs in KOSDAQ with financial statements in 2012 from KIS-Value. We found that five financial ratio variables were statistically significant and the accuracy of MDA was 86%, while that of LA is 100%. The importance of this study is that it demonstrates empirically that financial distress prediction models are applicable to the wind energy industry in Korea as an early warning signs of impending bankruptcy.

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

  • Han, Ingoo;Park, Cheolsoo;Kim, Chulhong
    • 한국경영과학회:학술대회논문집
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    • 한국경영과학회 1996년도 추계학술대회발표논문집; 고려대학교, 서울; 26 Oct. 1996
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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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IoT Connectivity Application for Smart Building based on Analysis and Prediction System

  • COROTINSCHI, Ghenadie;FRANCU, Catalin;ZAGAN, Ionel;GAITAN, Vasile Gheorghita
    • International Journal of Computer Science & Network Security
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    • 제21권9호
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    • pp.103-108
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    • 2021
  • The emergence of new technologies and their implementation by different manufacturers of electronic devices are experiencing an ascending trend. Most of the time, these protocols are expected to reach a certain degree of maturity, and electronic equipment manufacturers use simplified communication standards and interfaces that have already reached maturity in terms of their development such as ModBUS, KNX or CAN. This paper proposes an IoT solution of the Smart Home type based on an Analysis and Prediction System. A data acquisition component was implemented and there was defined an algorithm for the analysis and prediction of actions based on the values collected from the data update component and the data logger records.

지반굴착 흙막이공의 정보화시공 종합관리를 위한 역해석 프로그램 개발 (Development of Back Analysis Program for Total Management Using Observational Method of Earth Retaining Structures under Ground Excavation)

  • 오정환;조철현;김성재;백영식
    • 한국지반공학회:학술대회논문집
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    • 한국지반공학회 2001년도 정보화시공 학술발표회
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    • pp.103-122
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    • 2001
  • For prediction of ground movement per the excavation step, observational results of ground movement during the construction was very different with prediction during the analysis of design. step because of the uncertainty of the numerical analysis modelling, the soil parameter, and the condition of a construction field, etc. however accuratly numerical analysis method was applied. Therefore, the management system through the construction field measurement should be achieved for grasping the situation during the excavation. Until present, the measurement system restricted by ‘Absolute Value Management system’only analyzing the stability of present step was executed. So, it was difficult situation to expect the prediction of ground movement for the next excavation step. In this situation, it was developed that ‘The Management system TOMAS-EXCAV’ consisted of ‘Absolute value management system’ analyzing the stability of present step and ‘Prediction management system’ expecting the ground movement of next excavation step and analyzing the stability of next excavation step by‘Back Analysis’. TOMAS-EXCAV could be applied to all uncertainty of earth retaining structures analysis by connecting ‘Forward analysis program’ and ‘Back analysis program’ and optimizing the main design variables using SQP-MMFD optimization method through measurement results. The application of TOMAS-EXCAV was confirmed that verifed the three earth retaing construction field by back analysis.

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Analysis of delay compensation in real-time dynamic hybrid testing with large integration time-step

  • Zhu, Fei;Wang, Jin-Ting;Jin, Feng;Gui, Yao;Zhou, Meng-Xia
    • Smart Structures and Systems
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    • 제14권6호
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    • pp.1269-1289
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    • 2014
  • With the sub-stepping technique, the numerical analysis in real-time dynamic hybrid testing is split into the response analysis and signal generation tasks. Two target computers that operate in real-time may be assigned to implement these two tasks, respectively, for fully extending the simulation scale of the numerical substructure. In this case, the integration time-step of solving the dynamic response of the numerical substructure can be dozens of times bigger than the sampling time-step of the controller. The time delay between the real and desired feedback forces becomes more striking, which challenges the well-developed delay compensation methods in real-time dynamic hybrid testing. This paper focuses on displacement prediction and force correction for delay compensation in the real-time dynamic hybrid testing with a large integration time-step. A new displacement prediction scheme is proposed based on recently-developed explicit integration algorithms and compared with several commonly-used prediction procedures. The evaluation of its prediction accuracy is carried out theoretically, numerically and experimentally. Results indicate that the accuracy and effectiveness of the proposed prediction method are of significance.