• Title/Summary/Keyword: SVM Model

Search Result 707, Processing Time 0.029 seconds

FORECASTING GOLD FUTURES PRICES CONSIDERING THE BENCHMARK INTEREST RATES

  • Lee, Donghui;Kim, Donghyun;Yoon, Ji-Hun
    • Journal of the Chungcheong Mathematical Society
    • /
    • v.34 no.2
    • /
    • pp.157-168
    • /
    • 2021
  • This study uses the benchmark interest rate of the Federal Open Market Committee (FOMC) to predict gold futures prices. For the predictions, we used the support vector machine (SVM) (a machine-learning model) and the long short-term memory (LSTM) deep-learning model. We found that the LSTM method is more accurate than the SVM method. Moreover, we applied the Boruta algorithm to demonstrate that the FOMC benchmark interest rates correlate with gold futures.

A Study on Appearance-Based Facial Expression Recognition Using Active Shape Model (Active Shape Model을 이용한 외형기반 얼굴표정인식에 관한 연구)

  • Kim, Dong-Ju;Shin, Jeong-Hoon
    • KIPS Transactions on Software and Data Engineering
    • /
    • v.5 no.1
    • /
    • pp.43-50
    • /
    • 2016
  • This paper introduces an appearance-based facial expression recognition method using ASM landmarks which is used to acquire a detailed face region. In particular, EHMM-based algorithm and SVM classifier with histogram feature are employed to appearance-based facial expression recognition, and performance evaluation of proposed method was performed with CK and JAFFE facial expression database. In addition, performance comparison was achieved through comparison with distance-based face normalization method and a geometric feature-based facial expression approach which employed geometrical features of ASM landmarks and SVM algorithm. As a result, the proposed method using ASM-based face normalization showed performance improvements of 6.39% and 7.98% compared to previous distance-based face normalization method for CK database and JAFFE database, respectively. Also, the proposed method showed higher performance compared to geometric feature-based facial expression approach, and we confirmed an effectiveness of proposed method.

Tribological Properties and Friction Coefficient Prediction Model of 200μm Surfaces Micro-Textured on AISI 4140 in Soybean Crusher (콩 분쇄기의 AISI 4140에서 200μm 미세 패턴 표면의 마찰 계수 및 마찰 계수 예측 모델)

  • Choi, Wonsik;Pratama, Pandu Sandi;Supeno, Destiani;Byun, Jaeyoung;Lee, Ensuk;Woo, Jihee;Yang, Jiung;Keefe, Dimas Harris Sean;Chrysta, Maynanda Brigita;Okechukwu, Nicholas Nnaemeka;Lee, Kangsam
    • Journal of the Korean Society of Industry Convergence
    • /
    • v.21 no.5
    • /
    • pp.247-255
    • /
    • 2018
  • In this research, the effect of normal load, sliding velocity, and texture density on thefriction coefficient of surfaces micro-textured on AISI 4140 under paraffin oil lubrication were investigated. The predicted tribological behavior by numerical calculation can be serves as guidance for the designer during the machine development stage. Therefore, in this research friction coefficient prediction model based on response surface methodology (RSM), support vector machine (SVM), and artificial neural network (ANN) were developed. The experimental result shows that the variation of load, speed and texture density were influence the friction coefficient. The RSM, ANN and SVM model was successfully developed based on the experimental data. The ANN model can effectively predict the tribological characteristics of micro-textured AISI 4140 in paraffin oil lubrication condition compare to RSM and SVM.

Optimization of Uneven Margin SVM to Solve Class Imbalance in Bankruptcy Prediction (비대칭 마진 SVM 최적화 모델을 이용한 기업부실 예측모형의 범주 불균형 문제 해결)

  • Sung Yim Jo;Myoung Jong Kim
    • Information Systems Review
    • /
    • v.24 no.4
    • /
    • pp.23-40
    • /
    • 2022
  • Although Support Vector Machine(SVM) has been used in various fields such as bankruptcy prediction model, the hyperplane learned by SVM in class imbalance problem can be severely skewed toward minority class and has a negative impact on performance because the area of majority class is expanded while the area of minority class is invaded. This study proposed optimized uneven margin SVM(OPT-UMSVM) combining threshold moving or post scaling method with UMSVM to cope with the limitation of the traditional even margin SVM(EMSVM) in class imbalance problem. OPT-UMSVM readjusted the skewed hyperplane to the majority class and had better generation ability than EMSVM improving the sensitivity of minority class and calculating the optimized performance. To validate OPT-UMSVM, 10-fold cross validations were performed on five sub-datasets with different imbalance ratio values. Empirical results showed two main findings. First, UMSVM had a weak effect on improving the performance of EMSVM in balanced datasets, but it greatly outperformed EMSVM in severely imbalanced datasets. Second, compared to EMSVM and conventional UMSVM, OPT-UMSVM had better performance in both balanced and imbalanced datasets and showed a significant difference performance especially in severely imbalanced datasets.

GA-SVM Ensemble 모델에서의 accuracy와 diversity를 고려한 feature subset population 선택

  • Seong, Gi-Seok;Jo, Seong-Jun
    • Proceedings of the Korean Operations and Management Science Society Conference
    • /
    • 2005.05a
    • /
    • pp.614-620
    • /
    • 2005
  • Ensemble에서 feature selection은 각 classifier의 학습할 데이터의 변수를 다르게 하여 diversity를 높이며, 이것은 일반적인 성능향상을 가져온다. Feature selection을 할 때 쓰는 방법 중의 하나가 Genetic Algorithm (GA)이며, GA-SVM은 GA를 기본으로 한 wrapper based feature selection mechanism으로 response model과 keystroke dynamics identity verification model을 만들 때 좋은 성능을 보였다. 하지만 population 안의 후보들간의 diversity를 보장해주지 못한다는 단점 때문에 classifier들의 accuracy와 diversity의 균형을 맞추기 위한 heuristic parameter setting이 존재하며 이를 조정해야만 하였다. 우리는 GA-SVM 알고리즘을 바탕으로, population안 후보들의 fitness를 측정할 때 accuracy와 diversity 둘 다 고려하는 fitness function을 도입하여 추가적인 classifier 선택 작업을 제거하면서 성능을 유지시키는 방안을 연구하였으며 결과적으로 알고리즘의 복잡성을 줄이면서도 모델의 성능을 유지시켰다.

  • PDF

Estimating Fuzzy Regression with Crisp Input-Output Using Quadratic Loss Support Vector Machine

  • Hwang, Chang-Ha;Hong, Dug-Hun;Lee, Sang-Bock
    • 한국데이터정보과학회:학술대회논문집
    • /
    • 2004.10a
    • /
    • pp.53-59
    • /
    • 2004
  • Support vector machine(SVM) approach to regression can be found in information science literature. SVM implements the regularization technique which has been introduced as a way of controlling the smoothness properties of regression function. In this paper, we propose a new estimation method based on quadratic loss SVM for a linear fuzzy regression model of Tanaka's, and furthermore propose a estimation method for nonlinear fuzzy regression. This approach is a very attractive approach to evaluate nonlinear fuzzy model with crisp input and output data.

  • PDF

Support Vector Bankruptcy Prediction Model with Optimal Choice of RBF Kernel Parameter Values using Grid Search (Support Vector Machine을 이용한 부도예측모형의 개발 -격자탐색을 이용한 커널 함수의 최적 모수 값 선정과 기존 부도예측모형과의 성과 비교-)

  • Min Jae H.;Lee Young-Chan
    • Journal of the Korean Operations Research and Management Science Society
    • /
    • v.30 no.1
    • /
    • pp.55-74
    • /
    • 2005
  • Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

A Study on Performance Comparison of Machine Learning Algorithm for Scaffold Defect Classification (인공지지체 불량 분류를 위한 기계 학습 알고리즘 성능 비교에 관한 연구)

  • Lee, Song-Yeon;Huh, Yong Jeong
    • Journal of the Semiconductor & Display Technology
    • /
    • v.19 no.3
    • /
    • pp.77-81
    • /
    • 2020
  • In this paper, we create scaffold defect classification models using machine learning based data. We extract the characteristic from collected scaffold external images using USB camera. SVM, KNN, MLP algorithm of machine learning was using extracted features. Classification models of three type learned using train dataset. We created scaffold defect classification models using test dataset. We quantified the performance of defect classification models. We have confirmed that the SVM accuracy is 95%. So the best performance model is using SVM.

A Study on Customer Segmentation Prediction Model using Support Vector Machine (Support Vector Machine을 이용한 고객이탈 예측모형에 관한 연구)

  • Seo Kwang Kyu
    • Journal of the Korea Safety Management & Science
    • /
    • v.7 no.1
    • /
    • pp.199-210
    • /
    • 2005
  • Customer segmentation prediction has attracted a lot of research interests in previous literature, and recent studies have shown that artificial neural networks (ANN) method achieved better performance than traditional statistical ones. However, ANN approaches have suffered from difficulties with generalization, producing models that can overfit the data. This paper employs a relatively new machine learning technique, support vector machines (SVM), to the customer segmentation prediction problem in an attempt to provide a model with better explanatory power. To evaluate the prediction accuracy of SVM, we compare its performance with logistic regression analysis and ANN. The experiment results with real data of insurance company show that SVM superiors to them.

A Study on Predicting Construction Cost of School Building Projects Based on Support Vector Machine Technique at the Early Project Stage (Support Vector Machine을 이용한 교육시설 초기 공사비 예측에 관한 연구)

  • Shin, Jae-Min;Park, Hyun-Young;Shin, Yoon-Seok;Kim, Gwang-Hee
    • Proceedings of the Korean Institute of Building Construction Conference
    • /
    • 2012.11a
    • /
    • pp.153-154
    • /
    • 2012
  • The accuracy of cost estimation at an early stage in school building project is one of the critical factors for successful completion. So many method and techniques have developed that can estimate construction cost using limited information available in the early stage. Among the techniques, Support Vector Machine(SVM) has received attention in various field due to its excellent capacity for self-learning and generalization performance. Therefore, the purpose of this study is to verify the applicability of cost prediction model based on SVM in school building project at the early stage. Data used in this study are 139 school building cost constructed from 2004 to 2007 in Gyeonggi-Do. And prediction error rate of 7.48% in support vector machine is obtained. So the results showed applicability of using SVM model for predicting construction cost of school building projects.

  • PDF