• Title/Summary/Keyword: Prediction Optimization

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Optimizing SVM Ensembles Using Genetic Algorithms in Bankruptcy Prediction

  • Kim, Myoung-Jong;Kim, Hong-Bae;Kang, Dae-Ki
    • Journal of information and communication convergence engineering
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    • v.8 no.4
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    • pp.370-376
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    • 2010
  • Ensemble learning is a method for improving the performance of classification and prediction algorithms. However, its performance can be degraded due to multicollinearity problem where multiple classifiers of an ensemble are highly correlated with. This paper proposes genetic algorithm-based optimization techniques of SVM ensemble to solve multicollinearity problem. Empirical results with bankruptcy prediction on Korea firms indicate that the proposed optimization techniques can improve the performance of SVM ensemble.

Optimized Neural Network Weights and Biases Using Particle Swarm Optimization Algorithm for Prediction Applications

  • Ahmadzadeh, Ezat;Lee, Jieun;Moon, Inkyu
    • Journal of Korea Multimedia Society
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    • v.20 no.8
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    • pp.1406-1420
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    • 2017
  • Artificial neural networks (ANNs) play an important role in the fields of function approximation, prediction, and classification. ANN performance is critically dependent on the input parameters, including the number of neurons in each layer, and the optimal values of weights and biases assigned to each neuron. In this study, we apply the particle swarm optimization method, a popular optimization algorithm for determining the optimal values of weights and biases for every neuron in different layers of the ANN. Several regression models, including general linear regression, Fourier regression, smoothing spline, and polynomial regression, are conducted to evaluate the proposed method's prediction power compared to multiple linear regression (MLR) methods. In addition, residual analysis is conducted to evaluate the optimized ANN accuracy for both training and test datasets. The experimental results demonstrate that the proposed method can effectively determine optimal values for neuron weights and biases, and high accuracy results are obtained for prediction applications. Evaluations of the proposed method reveal that it can be used for prediction and estimation purposes, with a high accuracy ratio, and the designed model provides a reliable technique for optimization. The simulation results show that the optimized ANN exhibits superior performance to MLR for prediction purposes.

Application of an Optimized Support Vector Regression Algorithm in Short-Term Traffic Flow Prediction

  • Ruibo, Ai;Cheng, Li;Na, Li
    • Journal of Information Processing Systems
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    • v.18 no.6
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    • pp.719-728
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    • 2022
  • The prediction of short-term traffic flow is the theoretical basis of intelligent transportation as well as the key technology in traffic flow induction systems. The research on short-term traffic flow prediction has showed the considerable social value. At present, the support vector regression (SVR) intelligent prediction model that is suitable for small samples has been applied in this domain. Aiming at parameter selection difficulty and prediction accuracy improvement, the artificial bee colony (ABC) is adopted in optimizing SVR parameters, which is referred to as the ABC-SVR algorithm in the paper. The simulation experiments are carried out by comparing the ABC-SVR algorithm with SVR algorithm, and the feasibility of the proposed ABC-SVR algorithm is verified by result analysis. Continuously, the simulation experiments are carried out by comparing the ABC-SVR algorithm with particle swarm optimization SVR (PSO-SVR) algorithm and genetic optimization SVR (GA-SVR) algorithm, and a better optimization effect has been attained by simulation experiments and verified by statistical test. Simultaneously, the simulation experiments are carried out by comparing the ABC-SVR algorithm and wavelet neural network time series (WNN-TS) algorithm, and the prediction accuracy of the proposed ABC-SVR algorithm is improved and satisfactory prediction effects have been obtained.

Data Mining Approach Using Practical Swarm Optimization (PSO) to Predicting Going Concern: Evidence from Iranian Companies

  • Salehi, Mahdi;Fard, Fezeh Zahedi
    • Journal of Distribution Science
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    • v.11 no.3
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    • pp.5-11
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    • 2013
  • Purpose - Going concern is one of fundamental concepts in accounting and auditing and sometimes the assessment of a company's going concern status that is a tough process. Various going concern prediction models' based on statistical and data mining methods help auditors and stakeholders suggested in the previous literature. Research design - This paper employs a data mining approach to prediction of going concern status of Iranian firms listed in Tehran Stock Exchange using Particle Swarm Optimization. To reach this goal, at the first step, we used the stepwise discriminant analysis it is selected the final variables from among of 42 variables and in the second stage; we applied a grid-search technique using 10-fold cross-validation to find out the optimal model. Results - The empirical tests show that the particle swarm optimization (PSO) model reached 99.92% and 99.28% accuracy rates for training and holdout data. Conclusions - The authors conclude that PSO model is applicable for prediction going concern of Iranian listed companies.

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Application of the Complex Method to Posture Prediction (Complex Method를 이용한 자세예측)

  • 박우진;최재호;정의승
    • Proceedings of the ESK Conference
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    • 1996.04a
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    • pp.313-319
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    • 1996
  • Human posture prediction and motion simulaiton methods try to solve inverse kinematic problems based on the optimization concept. It is of great concern to develop an optimization method which soloves complicated optimization models in an efficient way in order for the models to be biomechanically sound. In this study, a new optimization method for posture prediction, which is named the Complex Method, is presented. The Complex Method demonstrates more flexibility in a way that it can deal with various forms of objective functions with constraints. This is because the method is a function-value-based approach. A two-eimensional whole-body lifting task was selected as an example of posture prediction, and a comparison study with te incrementation method was conducted in order to evaluate the accuracy of the Complex Method.

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Toward global optimization of case-based reasoning for the prediction of stock price index

  • Kim, Kyoung-jae;Ingoo Han
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2001.06a
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    • pp.399-408
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    • 2001
  • This paper presents a simultaneous optimization approach of case-based reasoning (CBR) using a genetic algorithm(GA) for the prediction of stock price index. Prior research suggested many hybrid models of CBR and the GA for selecting a relevant feature subset or optimizing feature weights. Most studies, however, used the GA for improving only a part of architectural factors for the CBR system. However, the performance of CBR may be enhanced when these factors are simultaneously considered. In this study, the GA simultaneously optimizes multiple factors of the CBR system. Experimental results show that a GA approach to simultaneous optimization of CBR outperforms other conventional approaches for the prediction of stock price index.

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Study for Enhanced Train Control System with Intelligent Full Prediction System (지능형열차도착예상정보 시스템을 이용한 열차제어 시스템의 성능향상에 관한 연구)

  • Kim, Yun-Bae;Yoon, Ho-Seok
    • Proceedings of the KSR Conference
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    • 2007.05a
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    • pp.1375-1381
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    • 2007
  • Optimization system for convergence point control is required for train control system, this paper introduces the way of enhanced optimization for convergence point with data of intelligence full prediction system. Also the result of the intelligence full prediction system is useful for train control system at the convergence point and passenger will take more accurate information from the prediction system.

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Prediction of Protein Tertiary Structure Based on Optimization Design (최적설계 기법을 이용한 단백질 3차원 구조 예측)

  • Jeong Min-Joong;Lee Joon-Seong
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.30 no.7 s.250
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    • pp.841-848
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    • 2006
  • Many researchers are developing computational prediction methods for protein tertiary structures to get much more information of protein. These methods are very attractive on the aspects of breaking technologies of computer hardware and simulation software. One of the computational methods for the prediction is a fragment assembly method which shows good ab initio predictions at several cases. There are many barriers, however, in conventional fragment assembly methods. Argues on protein energy functions and global optimization to predict the structures are in progress fer example. In this study, a new prediction method for protein structures is proposed. The proposed method mainly consists of two parts. The first one is a fragment assembly which uses very shot fragments of representative proteins and produces a prototype of a given sequence query of amino acids. The second one is a global optimization which folds the prototype and makes the only protein structure. The goodness of the proposed method is shown through numerical experiments.

Shared Spatio-temporal Attention Convolution Optimization Network for Traffic Prediction

  • Pengcheng, Li;Changjiu, Ke;Hongyu, Tu;Houbing, Zhang;Xu, Zhang
    • Journal of Information Processing Systems
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    • v.19 no.1
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    • pp.130-138
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    • 2023
  • The traffic flow in an urban area is affected by the date, weather, and regional traffic flow. The existing methods are weak to model the dynamic road network features, which results in inadequate long-term prediction performance. To solve the problems regarding insufficient capacity for dynamic modeling of road network structures and insufficient mining of dynamic spatio-temporal features. In this study, we propose a novel traffic flow prediction framework called shared spatio-temporal attention convolution optimization network (SSTACON). The shared spatio-temporal attention convolution layer shares a spatio-temporal attention structure, that is designed to extract dynamic spatio-temporal features from historical traffic conditions. Subsequently, the graph optimization module is used to model the dynamic road network structure. The experimental evaluation conducted on two datasets shows that the proposed method outperforms state-of-the-art methods at all time intervals.

A TSK fuzzy model optimization with meta-heuristic algorithms for seismic response prediction of nonlinear steel moment-resisting frames

  • Ebrahim Asadi;Reza Goli Ejlali;Seyyed Arash Mousavi Ghasemi;Siamak Talatahari
    • Structural Engineering and Mechanics
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    • v.90 no.2
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    • pp.189-208
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    • 2024
  • Artificial intelligence is one of the efficient methods that can be developed to simulate nonlinear behavior and predict the response of building structures. In this regard, an adaptive method based on optimization algorithms is used to train the TSK model of the fuzzy inference system to estimate the seismic behavior of building structures based on analytical data. The optimization algorithm is implemented to determine the parameters of the TSK model based on the minimization of prediction error for the training data set. The adaptive training is designed on the feedback of the results of previous time steps, in which three training cases of 2, 5, and 10 previous time steps were used. The training data is collected from the results of nonlinear time history analysis under 100 ground motion records with different seismic properties. Also, 10 records were used to test the inference system. The performance of the proposed inference system is evaluated on two 3 and 20-story models of nonlinear steel moment frame. The results show that the inference system of the TSK model by combining the optimization method is an efficient computational method for predicting the response of nonlinear structures. Meanwhile, the multi-vers optimization (MVO) algorithm is more accurate in determining the optimal parameters of the TSK model. Also, the accuracy of the results increases significantly with increasing the number of previous steps.