• 제목/요약/키워드: Receiver Operating Characteristic Curve

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Soft Set Theory Oriented Forecast Combination Method for Business Failure Prediction

  • Xu, Wei;Xiao, Zhi
    • Journal of Information Processing Systems
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    • 제12권1호
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    • pp.109-128
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    • 2016
  • This paper presents a new combined forecasting method that is guided by the soft set theory (CFBSS) to predict business failures with different sample sizes. The proposed method combines both qualitative analysis and quantitative analysis to improve forecasting performance. We considered an expert system (ES), logistic regression (LR), and support vector machine (SVM) as forecasting components whose weights are determined by the receiver operating characteristic (ROC) curve. The proposed procedure was applied to real data sets from Chinese listed firms. For performance comparison, single ES, LR, and SVM methods, the combined forecasting method based on equal weights (CFBEWs), the combined forecasting method based on neural networks (CFBNNs), and the combined forecasting method based on rough sets and the D-S theory (CFBRSDS) were also included in the empirical experiment. CFBSS obtains the highest forecasting accuracy and the second-best forecasting stability. The empirical results demonstrate the superior forecasting performance of our method in terms of accuracy and stability.

민감도와 특이도 직선을 이용한 부분 AUC (Partial AUC using the sensitivity and specificity lines)

  • 홍종선;장동환
    • 응용통계연구
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    • 제33권5호
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    • pp.541-553
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    • 2020
  • Receiver operating characteristic (ROC) 곡선은 민감도와 특이도로 표현되며, ROC 곡선을 이용하는 최적분류점도 민감도와 특이도만을 반영하지만, 본 연구에서는 질병률과 효용을 추가하여 고려하는 기대효용함수를 연구한다. 특히 교차하는 ROC 곡선들의 area under the ROC curve (AUC) 값들이 유사한 경우에 특정한 부분의 부분 AUC를 비교해야 한다. 본 연구에서는 정의된 민감도 직선과 특이도 직선을 바탕으로 각각 높은 민감도와 특이도를 나타내는 부분 AUC를 제안한다. ROC 곡선들이 교차하고 동일한 AUC 값을 갖는 다양한 분포함수를 설정하여, 민감도 직선과 특이도 직선을 이용하여 구한 부분 AUC를 비교하면서 모형의 판별력을 향상시키는 방법을 제안한다.

ROC 분석을 이용한 수질자동측정소 실시간 남조류 측정의 정확성 평가 및 경보기준 설정 (Accuracy Evaluation and Alert Level Setting for Real-time Cyanobacteria Measurement Using Receiver Operating Characteristic Curve Analysis)

  • 송상환;박종환;강태우;김영석;김지현;강태구
    • 한국물환경학회지
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    • 제33권2호
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    • pp.130-139
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    • 2017
  • With the need to evaluate accuracy of real-time measurement of cyanobacterial fluorescence to determine cyanobacterial blooms, this research examined 357 paired data (2013-2016) comprising both microscopic toxic cyanobacterial cell counts and concurrent real-time cyanobacterial concentrations at 2 sites (YS1 and YS2) in Yeongsan river. The increase in real-time cyanobacterial concentration was closely associated with the exceedance of 5,000 cyanobacterial cells/ml (odds ratio [OR] 1.07, 95% confidence interval [CI] 1.03-1.12) and 10,000 cells/ml (OR 1.08, 95% CI 1.04-1.12) at YS2 site. The area under the receiver operating characteristic (ROC) curve for the real-time cyanobacterial measurement at the YS2 site was 0.93, which indicates the measurement provides a high accurate detection of cyanobacterial blooms. On the ROC curve, the early alert levels of real-time cyanobacteria ranging $16-23{\mu}g$ chl-a/L would produce acceptable sensitivity of 79% and specificities greater than 90%. The real-time fluorescence measurement was found to be an accurate indicator of cyanobacteria and can serve as a tool for detecting toxic cyanobacterial bloom events in Youngsan river.

Receiver operating characteristic curve analysis of the timed up and go test as a predictive tool for fall risk in persons with stroke: a retrospective study

  • Lim, Seung-yeop;Lee, Byung-jun;Lee, Wan-hee
    • Physical Therapy Rehabilitation Science
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    • 제7권2호
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    • pp.54-60
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    • 2018
  • Objective: Persons with chronic stroke fall more often than healthy elderly individuals. The Timed Up and Go test (TUG) is used as a fall prediction tool, but only provides a result for the total measurement time. This study aimed to determine the optimal cut-off values for each of the 6 components of the TUG. Design: Retrospective study. Methods: Thirty persons with chronic stroke participated in the study. TUG evaluation was performed using a wearable miniaturized inertial sensor. Sensitivity, specificity, and predictive values were calculated using the Receiver Operating Characteristic (ROC) curve analysis for the measured values in each section. Optimal values for fall risk classification were determined. Logistic regression analysis was used to investigate the risk of future falls based on TUG. Results: The cut-off values of the 6 sections of the TUG were determined, as follows: sit-to-stand >2.00 seconds (p<0.05), forward gait >4.68 seconds (p<0.05), mid-turn >3.82 seconds (p<0.05), return gait >4.81 seconds (p<0.05), end-turn >2.95 seconds (p<0.05), and stand-to-sit >2.13 seconds (p<0.05). The risk of falling increased by 2.278 times when the mid-turn value was >3.82 seconds (p<0.05). Conclusions: The risk of falls increased by 2.28 times when the value of the mid-turn interval exceeded 3.82 seconds. Therefore, when interpreting TUG results, the predictive accuracy for falls will be higher when the measurement time for each section is analyzed, together with the total time for TUG.

Optimization of Classifier Performance at Local Operating Range: A Case Study in Fraud Detection

  • Park Lae-Jeong;Moon Jung-Ho
    • International Journal of Fuzzy Logic and Intelligent Systems
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    • 제5권3호
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    • pp.263-267
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    • 2005
  • Building classifiers for financial real-world classification problems is often plagued by severely overlapping and highly skewed class distribution. New performance measures such as receiver operating characteristic (ROC) curve and area under ROC curve (AUC) have been recently introduced in evaluating and building classifiers for those kind of problems. They are, however, in-effective to evaluation of classifier's discrimination performance in a particular class of the classification problems that interests lie in only a local operating range of the classifier, In this paper, a new method is proposed that enables us to directly improve classifier's discrimination performance at a desired local operating range by defining and optimizing a partial area under ROC curve or domain-specific curve, which is difficult to achieve with conventional classification accuracy based learning methods. The effectiveness of the proposed approach is demonstrated in terms of fraud detection capability in a real-world fraud detection problem compared with the MSE-based approach.

적외선 체열 촬영을 이용한 안면홍조 진단의 절단값 산정 (The Cut Off Values for Diagnosing Hot flashes by Using Digital Infrared Thermographic Imaging)

  • 조준영;황덕상;이창훈;장준복;이경섭;이진무
    • 대한한방부인과학회지
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    • 제26권3호
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    • pp.85-92
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    • 2013
  • Objectives: The purpose of this study is to find diagnostic points and define the cut off values of hot flashes by using digital infrared thermographic imaging. Methods: Thermographic images of 75 patients with hot flashes (HF, n=35) and non-hot flashes (NHF, n=40) were retrospectively reviewed. We used the temperature difference between Ex-HN3 and CV17, LU4, CV12, CV4 for diagnosing hot flashes. The temperature differences of between two groups were analysed using independent samples t-tests. The cut off values were calculated by received operating characteristic curve analysis. Analyses were undertaken using SPSS version 17.0. and p-value of <0.05 was considered significant. Results: The temperature difference Ex-HN3 and LU4 were the most significantly different between groups (p<0.001). Using receiver operating characteristic curve analysis, the sensitivity, specificity, and area under the curve were 65.7%, 72.5%, 0.729, respectively. The optimum cut off value was defined as $1.00^{\circ}C$. Conclusions: These results suggest that the digital infrared thermographic imaging is a reliable instrument for estimating hot flashes.

ACCURACY CURVES: AN ALTERNATIVE GRAPHICAL REPRESENTATION OF PROBABILITY DATA

  • Detrano Robert
    • 대한예방의학회:학술대회논문집
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    • 대한예방의학회 1994년도 교수 연수회(역학)
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    • pp.150-153
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    • 1994
  • Receiver operating characteristic (ROC) curves have been frequently used to compare probability models applied to medical problems. Though the curves are a measure of the discriminatory power of a model. they do not reflect the model's accuracy. A supplementary accuracy curve is derived which will be coincident with the ROC curve if the model is reliable. will be above the ROC curve if the model's probabilities are too high or below if they are too low. A clinical example of this new graphical presentation is given.

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Receiver Operating Characteristic Curve Analysis of SEER Medulloblastoma and Primitive Neuroectodermal Tumor (PNET) Outcome Data: Identification and Optimization of Predictive Models

  • Cheung, Min Rex
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권16호
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    • pp.6781-6785
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    • 2014
  • Purpose: This study used receiver operating characteristic curves to analyze Surveillance, Epidemiology and End Results (SEER) medulloblastoma (MB) and primitive neuroectodermal tumor (PNET) outcome data. The aim of this study was to identify and optimize predictive outcome models. Materials and Methods: Patients diagnosed from 1973 to 2009 were selected for analysis of socio-economic, staging and treatment factors available in the SEER database for MB and PNET. For the risk modeling, each factor was fitted by a generalized linear model to predict the outcome (brain cancer specific death, yes/no). The area under the receiver operating characteristic curve (ROC) was computed. Similar strata were combined to construct the most parsimonious models. A Monte Carlo algorithm was used to estimate the modeling errors. Results: There were 3,702 patients included in this study. The mean follow up time (S.D.) was 73.7 (86.2) months. Some 40% of the patients were female and the mean (S.D.) age was 16.5 (16.6) years. There were more adult MB/PNET patients listed from SEER data than pediatric and young adult patients. Only 12% of patients were staged. The SEER staging has the highest ROC (S.D.) area of 0.55 (0.05) among the factors tested. We simplified the 3-layered risk levels (local, regional, distant) to a simpler non-metastatic (I and II) versus metastatic (III) model. The ROC area (S.D.) of the 2-tiered model was 0.57 (0.04). Conclusions: ROC analysis optimized the most predictive SEER staging model. The high under staging rate may have prevented patients from selecting definitive radiotherapy after surgery.

주의력의 신경심리학 (Neuropsychology of Attention)

  • 김창윤;김성윤
    • 수면정신생리
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    • 제6권1호
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    • pp.26-31
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    • 1999
  • "Attention" is not defined sufficiently. This term incorporates several dimensions or complex information processes such as alertness, spatial distribution, focused attention, sustained attention, divided attention and supervisory attentional control. In practice, however, various aspects of attention cannot be assessed separately with a single test. Moreover, a particular test is never assessing attention only, because the several intervening variables may influence the attentional component. Therefore, one can only assess a certain aspect of human behavior with special interest for its attentional component. This paper attempted to clarify various concepts of attention, reviewed signal detection theories with receiver operating characteristic(ROC) curves, and listed practical methods for assessment of attention.

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Optimization of Predictors of Ewing Sarcoma Cause-specific Survival: A Population Study

  • Cheung, Min Rex
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권10호
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    • pp.4143-4145
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    • 2014
  • Background: This study used receiver operating characteristic curve to analyze Surveillance, Epidemiology and End Results (SEER) Ewing sarcoma (ES) outcome data. The aim of this study was to identify and optimize ES-specific survival prediction models and sources of survival disparities. Materials and Methods: This study analyzed socio-economic, staging and treatment factors available in the SEER database for ES. 1844 patients diagnosed between 1973-2009 were used for this study. For the risk modeling, each factor was fitted by a Generalized Linear Model to predict the outcome (bone and joint specific death, yes/no). The area under the receiver operating characteristic curve (ROC) was computed. Similar strata were combined to construct the most parsimonious models. Results: The mean follow up time (S.D.) was 74.48 (89.66) months. 36% of the patients were female. The mean (S.D.) age was 18.7 (12) years. The SEER staging has the highest ROC (S.D.) area of 0.616 (0.032) among the factors tested. We simplified the 4-layered risk levels (local, regional, distant, un-staged) to a simpler non-metastatic (I and II) versus metastatic (III) versus un-staged model. The ROC area (S.D.) of the 3-tiered model was 0.612 (0.008). Several other biologic factors were also predictive of ES-specific survival, but not the socio-economic factors tested here. Conclusions: ROC analysis measured and optimized the performance of ES survival prediction models. Optimized models will provide a more efficient way to stratify patients for clinical trials.