• The Transactions of the Korean Institute of Electrical Engineers
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• 제39권9호
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• pp.985-996
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• 1990

An inverse kinematic solution of a robot manipulator using multilayer perceptrons is proposed. Neural networks allow the solution of some complex nonlinear equations such as the inverse kinematics of a robot manipulator without the need for its model. However, the back-propagation (BP) learning rule for multilayer perceptrons has the major limitation of being too slow in learning to be practical. In this paper, a new algorithm named Dynamically Reconfiguring BP is proposed to improve its learning speed. It uses a modified version of Kohonen's Self-Organizing Feature Map (SOFM) to partition the input space and for each input point, select a subset of the hidden processing elements or neurons. A subset of the original network results from these selected neuron which learns the desired mapping for this small input region. It is this selective property that accelerates convergence as well as enhances resolution. This network was used to learn the parity function and further, to solve the inverse kinematic problem of a robot manipulator. The results demonstrate faster learning than the BP network.

• Journal of the Korean Institute of Intelligent Systems
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• 제5권3호
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• pp.3-10
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• 1995

This paper proposedan on-line learning controller which can be applied to nonlinear systems. The proposed on-line learning controller is based on the universal approximation by the local affine mapping-based neural networks. It has self-organizing and learning capability to adapt itself to the new environment arising from the variation of operating point of the nonlinear system. Since the learning controller retains the knowledge of trained dynamics, it can promptly adapt itself to situations similar to the previously experienced one. This prompt adaptability of the proposed control system is illustrated through simulations.

• Journal of Intelligence and Information Systems
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• 제21권3호
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• pp.79-99
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• 2015

The prediction of bankruptcy has been extensively studied in the accounting and finance field. It can have an important impact on lending decisions and the profitability of financial institutions in terms of risk management. Many researchers have focused on constructing a more robust bankruptcy prediction model. Early studies primarily used statistical techniques such as multiple discriminant analysis (MDA) and logit analysis for bankruptcy prediction. However, many studies have demonstrated that artificial intelligence (AI) approaches, such as artificial neural networks (ANN), decision trees, case-based reasoning (CBR), and support vector machine (SVM), have been outperforming statistical techniques since 1990s for business classification problems because statistical methods have some rigid assumptions in their application. In previous studies on corporate bankruptcy, many researchers have focused on developing a bankruptcy prediction model using financial ratios. However, there are few studies that suggest the specific types of bankruptcy. Previous bankruptcy prediction models have generally been interested in predicting whether or not firms will become bankrupt. Most of the studies on bankruptcy types have focused on reviewing the previous literature or performing a case study. Thus, this study develops a model using data mining techniques for predicting the specific types of bankruptcy as well as the occurrence of bankruptcy in Korean small- and medium-sized construction firms in terms of profitability, stability, and activity index. Thus, firms will be able to prevent it from occurring in advance. We propose a hybrid approach using two artificial neural networks (ANNs) for the prediction of bankruptcy types. The first is a back-propagation neural network (BPN) model using supervised learning for bankruptcy prediction and the second is a self-organizing map (SOM) model using unsupervised learning to classify bankruptcy data into several types. Based on the constructed model, we predict the bankruptcy of companies by applying the BPN model to a validation set that was not utilized in the development of the model. This allows for identifying the specific types of bankruptcy by using bankruptcy data predicted by the BPN model. We calculated the average of selected input variables through statistical test for each cluster to interpret characteristics of the derived clusters in the SOM model. Each cluster represents bankruptcy type classified through data of bankruptcy firms, and input variables indicate financial ratios in interpreting the meaning of each cluster. The experimental result shows that each of five bankruptcy types has different characteristics according to financial ratios. Type 1 (severe bankruptcy) has inferior financial statements except for EBITDA (earnings before interest, taxes, depreciation, and amortization) to sales based on the clustering results. Type 2 (lack of stability) has a low quick ratio, low stockholder's equity to total assets, and high total borrowings to total assets. Type 3 (lack of activity) has a slightly low total asset turnover and fixed asset turnover. Type 4 (lack of profitability) has low retained earnings to total assets and EBITDA to sales which represent the indices of profitability. Type 5 (recoverable bankruptcy) includes firms that have a relatively good financial condition as compared to other bankruptcy types even though they are bankrupt. Based on the findings, researchers and practitioners engaged in the credit evaluation field can obtain more useful information about the types of corporate bankruptcy. In this paper, we utilized the financial ratios of firms to classify bankruptcy types. It is important to select the input variables that correctly predict bankruptcy and meaningfully classify the type of bankruptcy. In a further study, we will include non-financial factors such as size, industry, and age of the firms. Thus, we can obtain realistic clustering results for bankruptcy types by combining qualitative factors and reflecting the domain knowledge of experts.

• The KIPS Transactions:PartB
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• 제11B권4호
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• pp.471-476
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• 2004

Recently, provides information which is most necessary to the user the research against the web information recommendation system for the Internet shopping mall is actively being advanced. the back which it will drive in the object. In that Dynamic Web Recommendation Method Using SOM (Self-Organizing Feature Maps) has the advantages of speedy execution and simplicity but has the weak points such as the lack of explanation on models and fired weight values for each node of the output layer on the established model. The method proposed in this study solves the lack of explanation using the Bayesian reasoning method. It does not give fixed weight values for each node of the output layer. Instead, the distribution includes weight using Hybrid SOM. This study designs and implements Dynamic Web Recommendation Method Using Hybrid SOM. The result of the existing Web Information recommendation methods has proved that this study's method is an excellent solution.

• Proceedings of the Korea Water Resources Association Conference
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• 한국수자원학회 2009년도 학술발표회 초록집
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• pp.1265-1271
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• 2009

본 연구에서는 강우의 시 공간적 분포의 불규칙한 변동성을 고려한 강우-유출예측모형을 위해 인공신경망(Artificial Neural Networks: ANNs)의 기법의 일종인 자기조직화(Self Organizing Map: SOM) 이론과 역전파 학습 알고리즘(Back Propagation Algorithm: BPA) 이론을 복합적으로 이용하였다. 기존의 인공신경망 연구에서 야기된 저 갈수기의 유출량에 대한 과대평가, 홍수기의 유출량에 대한 과소평가, 예측값이 연속적으로 선행 유출량을 나타내는 Persistence 현상을 해결하기 위하여 패턴분류 성능을 지닌 SOM 이론을 예측모형의 전처리 과정으로 이용하였다. 먼저, 본 연구에서 제안한 방법은 SOM에 의해 강우-유출 관계를 분류하고, SOM에 의한 분류에 따라 각각의 모형을 구성한다. 개별적으로 구축된 모형은 유출량의 예측을 위해 각각의 양상에 따라 분류된 자료를 이용한다. 결과적으로 본 연구에서 제안한 방법은 과거의 인공신경망의 일반적인 적용에 의한 결과보다 더 나은 예측능력을 보여주었으며, 더불어 유출량의 과소 및 과대추정과 Persistence 현상과 같은 문제점이 나타나지 않았다. 또한 강우량 및 유출량의 범위에 제한을 받지 않는 강우-유출예측 모형의 개발 및 홍수기로부터 갈수기까지의 보다 넓은 범위의 유출량의 예측에 기여할 것으로 기대된다.

• Proceedings of the KIEE Conference
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• 대한전기학회 2003년도 하계학술대회 논문집 D
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• pp.2627-2629
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• 2003

In this paper, we propose a new architecture of Genetic Algorithms(GAs)-based Self-Organizing Polynomial Neural Networks(SOPNN). The conventional SOPNN is based on the extended Group Method of Data Handling(GMDH) method and utilized the polynomial order (viz. linear, quadratic, and modified quadratic) as well as the number of node inputs fixed (selected in advance by designer) at Polynomial Neurons (or nodes) located in each layer through a growth process of the network. Moreover it does not guarantee that the SOPNN generated through learning has the optimal network architecture. But the proposed GA-based SOPNN enable the architecture to be a structurally more optimized networks, and to be much more flexible and preferable neural network than the conventional SOPNN. An aggregate performance index with a weighting factor is proposed in order to achieve a sound balance between approximation and generalization (predictive) abilities of the model. To evaluate the performance of the GA-based SOPNN, the model is experimented with using nonlinear system data.

• Journal of KIISE:Software and Applications
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• 제35권9호
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• pp.547-553
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• 2008

We propose a two-stage document layout segmentation method. At the first stage, as top-down segmentation, morphological distance map algorithm extracts a collection of rectangular regions from a given input image. This preliminary result from the first stage is employed as input parameters for the process of next stage. At the second stage, a machine-learning algorithm is adopted RBF network, one of neural networks based on statistical model, is selected. In order for constructing the hidden layer of RBF network, a data clustering technique bared on the self-organizing property of Kohonen network is utilized. We present a result showing that the supervised neural network, trained by 300 number of sample data, improves the preliminary results of the first stage.

• KSCE Journal of Civil and Environmental Engineering Research
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• 제28권3D호
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• pp.307-315
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• 2008

The aim of this study is to develop travel time estimation model by using Self-Organized Neural network(in brief, SON) algorithm. Travel time data based on vehicles equipped with GPS and number-plate matching collected from National road number 3 (between Jangji-IC and Gonjiam-IC), which is pilot section of National Highway Traffic Management System were employed. We found that the accuracies of travel time are related to location of detector, the length of road section and land-use properties. In this paper, we try to develop travel time estimation using SON to remedy defects of existing neural network method, which could not additional learning and efficient structure modification. Furthermore, we knew that the estimation accuracy of travel time is superior to optimum located detectors than based on existing located detectors. We can expect the results of this study will make use of location allocation of detectors in highway.

• Journal of Intelligence and Information Systems
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• 제27권1호
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• pp.65-82
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• 2021

Stock market investors are generally split into foreign investors, institutional investors, and individual investors. Compared to individual investor groups, professional investor groups such as foreign investors have an advantage in information and financial power and, as a result, foreign investors are known to show good investment performance among market participants. The purpose of this study is to propose an investment strategy that combines investor-specific transaction information and machine learning, and to analyze the portfolio investment performance of the proposed model using actual stock price and investor-specific transaction data. The Korea Exchange offers daily information on the volume of purchase and sale of each investor to securities firms. We developed a data collection program in C# programming language using an API provided by Daishin Securities Cybosplus, and collected 151 out of 200 KOSPI stocks with daily opening price, closing price and investor-specific net purchase data from January 2, 2007 to July 31, 2017. The self-organizing map model is an artificial neural network that performs clustering by unsupervised learning and has been introduced by Teuvo Kohonen since 1984. We implement competition among intra-surface artificial neurons, and all connections are non-recursive artificial neural networks that go from bottom to top. It can also be expanded to multiple layers, although many fault layers are commonly used. Linear functions are used by active functions of artificial nerve cells, and learning rules use Instar rules as well as general competitive learning. The core of the backpropagation model is the model that performs classification by supervised learning as an artificial neural network. We grouped and transformed investor-specific transaction volume data to learn backpropagation models through the self-organizing map model of artificial neural networks. As a result of the estimation of verification data through training, the portfolios were rebalanced monthly. For performance analysis, a passive portfolio was designated and the KOSPI 200 and KOSPI index returns for proxies on market returns were also obtained. Performance analysis was conducted using the equally-weighted portfolio return, compound interest rate, annual return, Maximum Draw Down, standard deviation, and Sharpe Ratio. Buy and hold returns of the top 10 market capitalization stocks are designated as a benchmark. Buy and hold strategy is the best strategy under the efficient market hypothesis. The prediction rate of learning data using backpropagation model was significantly high at 96.61%, while the prediction rate of verification data was also relatively high in the results of the 57.1% verification data. The performance evaluation of self-organizing map grouping can be determined as a result of a backpropagation model. This is because if the grouping results of the self-organizing map model had been poor, the learning results of the backpropagation model would have been poor. In this way, the performance assessment of machine learning is judged to be better learned than previous studies. Our portfolio doubled the return on the benchmark and performed better than the market returns on the KOSPI and KOSPI 200 indexes. In contrast to the benchmark, the MDD and standard deviation for portfolio risk indicators also showed better results. The Sharpe Ratio performed higher than benchmarks and stock market indexes. Through this, we presented the direction of portfolio composition program using machine learning and investor-specific transaction information and showed that it can be used to develop programs for real stock investment. The return is the result of monthly portfolio composition and asset rebalancing to the same proportion. Better outcomes are predicted when forming a monthly portfolio if the system is enforced by rebalancing the suggested stocks continuously without selling and re-buying it. Therefore, real transactions appear to be relevant.

• Journal of the Korea Institute of Information and Communication Engineering
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• 제21권2호
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• pp.395-400
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• 2017

The paper discussed the air-to-fuel ratio control of automotive fuel-injection systems using the cerebellar model articulation controller(CMAC) neural network. Because of the internal combustion engines and fuel-injection's dynamics is extremely nonlinear, it leads to the discontinuous of the fuel-injection and the traditional method of control based on table look up has the question of control accuracy low. The advantages about CMAC neural network are distributed storage information, parallel processing information, self-organizing and self-educated function. The unique structure of CMAC neural network and the processing method lets it have extensive application. In addition, by analyzing the output characteristics of oxygen sensor, calculating the rate of fuel-injection to maintain the air-to-fuel ratio. The CMAC may easily compensate for time delay. Experimental results proved that the way is more good than traditional for petrol control and the CMAC fuel-injection controller can keep ideal mixing ratio (A/F) for engine at any working conditions. The performance of power and economy is evidently improved.