• Title/Summary/Keyword: SVM regression

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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
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    • v.7 no.1
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    • pp.199-210
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    • 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 Educational Building Project at early stage Using Support Vector Machine Technique (서포트벡터머신을 이용한 교육시설 초기 공사비 예측에 관한 연구)

  • Shin, Jae-Min;Kim, Gwang-Hee
    • The Journal of Sustainable Design and Educational Environment Research
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    • v.11 no.3
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    • pp.46-54
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    • 2012
  • The accuracy of cost estimation at an early stage in school building project is one of the critical factors for successful completion. So various of techniques are developed to predict the construction cost accurately and expeditely. Among the techniques, Support Vector Machine(SVM) has an excellent ability for generalization performance. Therefore, the purpose of this study is to construct the prediction model for construction cost of educational building project using support vector machine technique. And to verify the accuracy of prediction model for construction cost. The performance data used in this study are 217 school building project cost which have been completed from 2004 to 2007 in Gyeonggi-Do, Korea. The result shows that average error rate was 7.48% for SVM prediction model. So using SVM model on predicting construction cost of educational building project will be a considerably effective way at the early project stage.

Machine learning models for predicting the compressive strength of concrete containing nano silica

  • Garg, Aman;Aggarwal, Paratibha;Aggarwal, Yogesh;Belarbi, M.O.;Chalak, H.D.;Tounsi, Abdelouahed;Gulia, Reeta
    • Computers and Concrete
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    • v.30 no.1
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    • pp.33-42
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    • 2022
  • Experimentally predicting the compressive strength (CS) of concrete (for a mix design) is a time-consuming and laborious process. The present study aims to propose surrogate models based on Support Vector Machine (SVM) and Gaussian Process Regression (GPR) machine learning techniques, which can predict the CS of concrete containing nano-silica. Content of cement, aggregates, nano-silica and its fineness, water-binder ratio, and the days at which strength has to be predicted are the input variables. The efficiency of the models is compared in terms of Correlation Coefficient (CC), Root Mean Square Error (RMSE), Variance Account For (VAF), Nash-Sutcliffe Efficiency (NSE), and RMSE to observation's standard deviation ratio (RSR). It has been observed that the SVM outperforms GPR in predicting the CS of the concrete containing nano-silica.

Prediction of Short and Long-term PV Power Generation in Specific Regions using Actual Converter Output Data (실제 컨버터 출력 데이터를 이용한 특정 지역 태양광 장단기 발전 예측)

  • Ha, Eun-gyu;Kim, Tae-oh;Kim, Chang-bok
    • Journal of Advanced Navigation Technology
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    • v.23 no.6
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    • pp.561-569
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    • 2019
  • Solar photovoltaic can provide electrical energy with only radiation, and its use is expanding rapidly as a new energy source. This study predicts the short and long-term PV power generation using actual converter output data of photovoltaic system. The prediction algorithm uses multiple linear regression, support vector machine (SVM), and deep learning such as deep neural network (DNN) and long short-term memory (LSTM). In addition, three models are used according to the input and output structure of the weather element. Long-term forecasts are made monthly, seasonally and annually, and short-term forecasts are made for 7 days. As a result, the deep learning network is better in prediction accuracy than multiple linear regression and SVM. In addition, LSTM, which is a better model for time series prediction than DNN, is somewhat superior in terms of prediction accuracy. The experiment results according to the input and output structure appear Model 2 has less error than Model 1, and Model 3 has less error than Model 2.

Development and application of prediction model of hyperlipidemia using SVM and meta-learning algorithm (SVM과 meta-learning algorithm을 이용한 고지혈증 유병 예측모형 개발과 활용)

  • Lee, Seulki;Shin, Taeksoo
    • Journal of Intelligence and Information Systems
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    • v.24 no.2
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    • pp.111-124
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    • 2018
  • This study aims to develop a classification model for predicting the occurrence of hyperlipidemia, one of the chronic diseases. Prior studies applying data mining techniques for predicting disease can be classified into a model design study for predicting cardiovascular disease and a study comparing disease prediction research results. In the case of foreign literatures, studies predicting cardiovascular disease were predominant in predicting disease using data mining techniques. Although domestic studies were not much different from those of foreign countries, studies focusing on hypertension and diabetes were mainly conducted. Since hypertension and diabetes as well as chronic diseases, hyperlipidemia, are also of high importance, this study selected hyperlipidemia as the disease to be analyzed. We also developed a model for predicting hyperlipidemia using SVM and meta learning algorithms, which are already known to have excellent predictive power. In order to achieve the purpose of this study, we used data set from Korea Health Panel 2012. The Korean Health Panel produces basic data on the level of health expenditure, health level and health behavior, and has conducted an annual survey since 2008. In this study, 1,088 patients with hyperlipidemia were randomly selected from the hospitalized, outpatient, emergency, and chronic disease data of the Korean Health Panel in 2012, and 1,088 nonpatients were also randomly extracted. A total of 2,176 people were selected for the study. Three methods were used to select input variables for predicting hyperlipidemia. First, stepwise method was performed using logistic regression. Among the 17 variables, the categorical variables(except for length of smoking) are expressed as dummy variables, which are assumed to be separate variables on the basis of the reference group, and these variables were analyzed. Six variables (age, BMI, education level, marital status, smoking status, gender) excluding income level and smoking period were selected based on significance level 0.1. Second, C4.5 as a decision tree algorithm is used. The significant input variables were age, smoking status, and education level. Finally, C4.5 as a decision tree algorithm is used. In SVM, the input variables selected by genetic algorithms consisted of 6 variables such as age, marital status, education level, economic activity, smoking period, and physical activity status, and the input variables selected by genetic algorithms in artificial neural network consist of 3 variables such as age, marital status, and education level. Based on the selected parameters, we compared SVM, meta learning algorithm and other prediction models for hyperlipidemia patients, and compared the classification performances using TP rate and precision. The main results of the analysis are as follows. First, the accuracy of the SVM was 88.4% and the accuracy of the artificial neural network was 86.7%. Second, the accuracy of classification models using the selected input variables through stepwise method was slightly higher than that of classification models using the whole variables. Third, the precision of artificial neural network was higher than that of SVM when only three variables as input variables were selected by decision trees. As a result of classification models based on the input variables selected through the genetic algorithm, classification accuracy of SVM was 88.5% and that of artificial neural network was 87.9%. Finally, this study indicated that stacking as the meta learning algorithm proposed in this study, has the best performance when it uses the predicted outputs of SVM and MLP as input variables of SVM, which is a meta classifier. The purpose of this study was to predict hyperlipidemia, one of the representative chronic diseases. To do this, we used SVM and meta-learning algorithms, which is known to have high accuracy. As a result, the accuracy of classification of hyperlipidemia in the stacking as a meta learner was higher than other meta-learning algorithms. However, the predictive performance of the meta-learning algorithm proposed in this study is the same as that of SVM with the best performance (88.6%) among the single models. The limitations of this study are as follows. First, various variable selection methods were tried, but most variables used in the study were categorical dummy variables. In the case with a large number of categorical variables, the results may be different if continuous variables are used because the model can be better suited to categorical variables such as decision trees than general models such as neural networks. Despite these limitations, this study has significance in predicting hyperlipidemia with hybrid models such as met learning algorithms which have not been studied previously. It can be said that the result of improving the model accuracy by applying various variable selection techniques is meaningful. In addition, it is expected that our proposed model will be effective for the prevention and management of hyperlipidemia.

Dynamic Nonlinear Prediction Model of Univariate Hydrologic Time Series Using the Support Vector Machine and State-Space Model (Support Vector Machine과 상태공간모형을 이용한 단변량 수문 시계열의 동역학적 비선형 예측모형)

  • Kwon, Hyun-Han;Moon, Young-Il
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.26 no.3B
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    • pp.279-289
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    • 2006
  • The reconstruction of low dimension nonlinear behavior from the hydrologic time series has been an active area of research in the last decade. In this study, we present the applications of a powerful state space reconstruction methodology using the method of Support Vector Machines (SVM) to the Great Salt Lake (GSL) volume. SVMs are machine learning systems that use a hypothesis space of linear functions in a Kernel induced higher dimensional feature space. SVMs are optimized by minimizing a bound on a generalized error (risk) measure, rather than just the mean square error over a training set. The utility of this SVM regression approach is demonstrated through applications to the short term forecasts of the biweekly GSL volume. The SVM based reconstruction is used to develop time series forecasts for multiple lead times ranging from the period of two weeks to several months. The reliability of the algorithm in learning and forecasting the dynamics is tested using split sample sensitivity analyses, with a particular interest in forecasting extreme states. Unlike previously reported methodologies, SVMs are able to extract the dynamics using only a few past observed data points (Support Vectors, SV) out of the training examples. Considering statistical measures, the prediction model based on SVM demonstrated encouraging and promising results in a short-term prediction. Thus, the SVM method presented in this study suggests a competitive methodology for the forecast of hydrologic time series.

Predictive Analysis of Fire Risk Factors in Gyeonggi-do Using Machine Learning (머신러닝을 이용한 경기도 화재위험요인 예측분석)

  • Seo, Min Song;Castillo Osorio, Ever Enrique;Yoo, Hwan Hee
    • Journal of the Korean Society of Surveying, Geodesy, Photogrammetry and Cartography
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    • v.39 no.6
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    • pp.351-361
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    • 2021
  • The seriousness of fire is rising because fire causes enormous damage to property and human life. Therefore, this study aims to predict various risk factors affecting fire by fire type. The predictive analysis of fire factors was carried out targeting Gyeonggi-do, which has the highest number of fires in the country. For the analysis, using machine learning methods SVM (Support Vector Machine), RF (Random Forest), GBRT (Gradient Boosted Regression Tree) the accuracy of each model was presented with a high fit model through MAE (Mean Absolute Error) and RMSE (Root Mean Squared Error), and based on this, predictive analysis of fire factors in Gyeonggi-do was conducted. In addition, using machine learning methods such as SVM (Support Vector Machine), RF (Random Forest), and GBRT (Gradient Boosted Regression Tree), the accuracy of each model was presented with a high-fit model through MAE and RMSE. Predictive analysis of occurrence factors was achieved. Based on this, as a result of comparative analysis of three machine learning methods, the RF method showed a MAE = 1.765 and RMSE = 1.876, as well as the MAE and RMSE verification and test data were very similar with a difference between MAE = 0.046 and RMSE = 0.04 showing the best predictive results. The results of this study are expected to be used as useful data for fire safety management allowing decision makers to identify the sequence of dangers related to the factors affecting the occurrence of fire.

Estimation of nonlinear GARCH-M model (비선형 평균 일반화 이분산 자기회귀모형의 추정)

  • Shim, Joo-Yong;Lee, Jang-Taek
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.5
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    • pp.831-839
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    • 2010
  • Least squares support vector machine (LS-SVM) is a kernel trick gaining a lot of popularities in the regression and classification problems. We use LS-SVM to propose a iterative algorithm for a nonlinear generalized autoregressive conditional heteroscedasticity model in the mean (GARCH-M) model to estimate the mean and the conditional volatility of stock market returns. The proposed method combines a weighted LS-SVM for the mean and unweighted LS-SVM for the conditional volatility. In this paper, we show that nonlinear GARCH-M models have a higher performance than the linear GARCH model and the linear GARCH-M model via real data estimations.

A Method of Analyzing ECG to Diagnose Heart Abnormality utilizing SVM and DWT

  • Shdefat, Ahmed;Joo, Moonil;Kim, Heecheol
    • Journal of Multimedia Information System
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    • v.3 no.2
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    • pp.35-42
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    • 2016
  • Electrocardiogram (ECG) signal gives a clear indication whether the heart is at a healthy status or not as the early notification of a cardiac problem in the heart could save the patient's life. Several methods were launched to clarify how to diagnose the abnormality over the ECG signal waves. However, some of them face the problem of lack of accuracy at diagnosis phase of their work. In this research, we present an accurate and successive method for the diagnosis of abnormality through Discrete Wavelet Transform (DWT), QRS complex detection and Support Vector Machines (SVM) classification with overall accuracy rate 95.26%. DWT Refers to sampling any kind of discrete wavelet transform, while SVM is known as a model with related learning algorithm, which is based on supervised learning that perform regression analysis and classification over the data sample. We have tested the ECG signals for 10 patients from different file formats collected from PhysioNet database to observe accuracy level for each patient who needs ECG data to be processed. The results will be presented, in terms of accuracy that ranged from 92.1% to 97.6% and diagnosis status that is classified as either normal or abnormal factors.

Switching Regression Analysis via Fuzzy LS-SVM

  • Hwang, Chang-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.17 no.2
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    • pp.609-617
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    • 2006
  • A new fuzzy c-regression algorithm for switching regression analysis is presented, which combines fuzzy c-means clustering and least squares support vector machine. This algorithm can detect outliers in switching regression models while yielding the simultaneous estimates of the associated parameters together with a fuzzy c-partitions of data. It can be employed for the model-free nonlinear regression which does not assume the underlying form of the regression function. We illustrate the new approach with some numerical examples that show how it can be used to fit switching regression models to almost all types of mixed data.

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