• Title/Summary/Keyword: Vector management

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Modified Multivariate $T^2$-Chart based on Robust Estimation (로버스트 추정에 근거한 수정된 다변량 $T^2$- 관리도)

  • 성웅현;박동련
    • Journal of Korean Society for Quality Management
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    • v.29 no.1
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    • pp.1-10
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    • 2001
  • We consider the problem of detecting special variations in multivariate $T^2$-control chart when two or more multivariate outliers are present. Since a multivariate outlier may reflect slippage in mean, variance, or correlation, it can distort the sample mean vector and sample covariance matrix. Damaged sample mean vector and sample covariance matrix have difficulty in examining special variations clearly, An alternative to detection outliers or special variations is to use robust estimators of mean vector and covariance matrix that are less sensitive to extreme observations than are the standard estimators $\bar{x}$ and $\textbf{S}$. We applied popular minimum volume ellipsoid(MVE) and minimum covariance determinant(MCD) method to estimate mean vector and covariance matrix and compared its results with standard $T^2$-control chart using simulated multivariate data with outliers. We found that the modified $T^2$-control chart based on the above robust methods were more effective in detecting special variations clearly than the standard $T^2$-control chart.

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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.

Tuning the Architecture of Support Vector Machine: The Case of Bankruptcy Prediction

  • Min, Jae-H.;Jeong, Chul-Woo;Kim, Myung-Suk
    • Management Science and Financial Engineering
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    • v.17 no.1
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    • pp.19-43
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    • 2011
  • Tuning the architecture of SVM (support vector machine) is to build an SVM model of better performance. Two different tuning methods of the grid search and the GA (genetic algorithm) have been addressed in the literature, each of which has its own methodological pros and cons. This paper suggests a combined method for tuning the architecture of SVM models, which employs the GAM (generalized additive models), the grid search, and the GA in sequence. The GAM is used for selecting input variables, and the grid search and the GA are employed for finding optimal parameter values of the SVM models. Applying the method to a bankruptcy prediction problem, we show that SVM model tuned by the proposed method outperforms other SVM models.

Combining genetic algorithms and support vector machines for bankruptcy prediction

  • Min, Sung-Hwan;Lee, Ju-Min;Han, In-Goo
    • Proceedings of the Korea Inteligent Information System Society Conference
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    • 2004.11a
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    • pp.179-188
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    • 2004
  • Bankruptcy prediction is an important and widely studied topic since it can have significant impact on bank lending decisions and profitability. Recently, support vector machine (SVM) has been applied to the problem of bankruptcy prediction. The SVM-based method has been compared with other methods such as neural network, logistic regression and has shown good results. Genetic algorithm (GA) has been increasingly applied in conjunction with other AI techniques such as neural network, CBR. However, few studies have dealt with integration of GA and SVM, though there is a great potential for useful applications in this area. This study proposes the methods for improving SVM performance in two aspects: feature subset selection and parameter optimization. GA is used to optimize both feature subset and parameters of SVM simultaneously for bankruptcy prediction.

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Spatial database architecture for organizing a unified information space for manned and unmanned aviation

  • Maksim Kalyagin;Yuri Bukharev
    • Advances in aircraft and spacecraft science
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    • v.10 no.6
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    • pp.545-554
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    • 2023
  • The widespread introduction of unmanned aircrafts has led to the understanding of the need to organize a common information space for manned and unmanned aircrafts, which is reflected in the Russian Unmanned aircraft system Traffic Management (RUTM) project. The present article deals with the issues of spatial information database (DB) organization, which is the core of RUTM and provides storage of various data types (spatial, aeronautical, topographical, meteorological, vector, etc.) required for flight safety management. Based on the analysis of functional capabilities and types of work which it needs to ensure, the architecture of spatial information DB, including the base of source information, base of display settings, base of vector objects, base of tile packages and also a number of special software packages was proposed. The issues of organization of these DB, types and formats of data and ways of their display are considered in detail. Based on the analysis it was concluded that the optimal construction of the spatial DB for RUTM system requires a combination of different model variants and ways of organizing data structures.

A Yields Prediction in the Semiconductor Manufacturing Process Using Stepwise Support Vector Machine (SSVM(Stepwise-Support Vector Machine)을 이용한 반도체 수율 예측)

  • An, Dae-Wong;Ko, Hyo-Heon;Kim, Ji-Hyun;Baek, Jun-Geol;Kim, Sung-Shick
    • IE interfaces
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    • v.22 no.3
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    • pp.252-262
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    • 2009
  • It is crucial to prevent low yields in the semiconductor industry. Since many factors affect variation in yield and they are deeply related, preventing low yield is difficult. There have been substantial researches in the field of yield prediction. Many researchers had used the statistical methods. Many studies have shown that artificial neural network (ANN) achieved better performance than traditional statistical methods. However, despite ANN's superior performance some problems such as over-fitting and poor explanatory power arise. In order to overcome these limitations, a relatively new machine learning technique, support vector machine (SVM), is introduced to classify the yield. SVM is simple enough to be analyzed mathematically, and it leads to high performances in practical applications. This study presents a new efficient classification methodology, Stepwise-SVM (SSVM), for detecting high and low yields. SSVM is step-by-step adjustment of parameters to be precisely the classification for actual high and low yield lot. The objective of this paper is to examine the feasibility of SVM and SSVM in the yield classification. The experimental results show that SVM and SSVM provides a promising alternative to yield classification for the field data.

A Genetic Algorithm and Support Vector Regression based Hybrid Cost Estimation Model for Feature-based Plastic Injection Products (특징기반 플라스틱 사출제품을 위한 유전자 알고리즘과 Support Vector Regression 기반의 하이브리드 비용 평가 모델)

  • Seo, Kwang-Kyu
    • Journal of the Korea Safety Management & Science
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    • v.14 no.3
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    • pp.269-276
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    • 2012
  • 플라스틱 사출 제품은 다양한 가전제품과 하이테크 제품에 널리 사용되고 있다. 그러나 현재의 치열한 경쟁적 비즈니스 환경에서 플라스틱 사출 제품 제조업자들은 고객을 만족시키면서 경쟁력을 얻기 위하여 다른 경쟁자들보다 먼저 새로운 제품을 시장에 출시하고 신제품의 개발기간을 줄이기 위한 노력을 할 여유가 부족하다. 따라서 무한경쟁의 시장에서 살아남기 위해서는 제조업자들은 시장 마켓 점유를 빠르게 올리는 것과 동시에 제품의 가격 경쟁력을 가져야 한다. 특징기반 모델의 구조는 현재 연구에서 3D 제작 도구로서 일반적으로 적용되고 있으며 신제품 개발 엔지니어들이 새로운 제품의 개념을 개발하는 데에도 널리 사용되고 있다. 본 연구에서는 특징기반 플라스틱 사출제품을 위한 유전자 알고리즘과 Support Vector Regression (SVR) 기반의 새로운 하이브리드 비용 평가 모델을 제안한다. 제안하는 하이브리드 모델은 기존의 플라스틱 사출제품의 비용평가절차와 계산을 위해 필요로 하는 변수들을 극적으로 간단하게 하고 줄일 수 있다. 사례연구에서는 제안하는 하이브리드 모델과 기존의 multilayer perceptron networks (MLP) 및 pure SVR과의 비교분석을 통하여 제안모델이 플라스틱 사출 제품의 개발단계에서의 비용평가문제를 해결하는데 효율성과 효과성이 있음을 입증한다.

Influencing factors and prediction of carbon dioxide emissions using factor analysis and optimized least squares support vector machine

  • Wei, Siwei;Wang, Ting;Li, Yanbin
    • Environmental Engineering Research
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    • v.22 no.2
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    • pp.175-185
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    • 2017
  • As the energy and environmental problems are increasingly severe, researches about carbon dioxide emissions has aroused widespread concern. The accurate prediction of carbon dioxide emissions is essential for carbon emissions controlling. In this paper, we analyze the relationship between carbon dioxide emissions and influencing factors in a comprehensive way through correlation analysis and regression analysis, achieving the effective screening of key factors from 16 preliminary selected factors including GDP, total population, total energy consumption, power generation, steel production coal consumption, private owned automobile quantity, etc. Then fruit fly algorithm is used to optimize the parameters of least squares support vector machine. And the optimized model is used for prediction, overcoming the blindness of parameter selection in least squares support vector machine and maximizing the training speed and global searching ability accordingly. The results show that the prediction accuracy of carbon dioxide emissions is improved effectively. Besides, we conclude economic and environmental policy implications on the basis of analysis and calculation.

Customer Level Classification Model Using Ordinal Multiclass Support Vector Machines

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Asia pacific journal of information systems
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    • v.20 no.2
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    • pp.23-37
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    • 2010
  • Conventional Support Vector Machines (SVMs) have been utilized as classifiers for binary classification problems. However, certain real world problems, including corporate bond rating, cannot be addressed by binary classifiers because these are multi-class problems. For this reason, numerous studies have attempted to transform the original SVM into a multiclass classifier. These studies, however, have only considered nominal classification problems. Thus, these approaches have been limited by the existence of multiclass classification problems where classes are not nominal but ordinal in real world, such as corporate bond rating and multiclass customer classification. In this study, we adopt a novel multiclass SVM which can address ordinal classification problems using ordinal pairwise partitioning (OPP). The proposed model in our study may use fewer classifiers, but it classifies more accurately because it considers the characteristics of the order of the classes. Although it can be applied to all kinds of ordinal multiclass classification problems, most prior studies have applied it to finance area like bond rating. Thus, this study applies it to a real world customer level classification case for implementing customer relationship management. The result shows that the ordinal multiclass SVM model may also be effective for customer level classification.

Comonotonic Uncertain Vector and Its Properties

  • Li, Shengguo;Zhang, Bo;Peng, Jin
    • Industrial Engineering and Management Systems
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    • v.12 no.1
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    • pp.16-22
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    • 2013
  • This paper proposes a new concept of comonotonicity of uncertain vector based on the uncertainty theory. In order to understand the comonotonicity of uncertain vector, some equivalent definitions are presented. Following the proposed concept, some basic properties of comonotonic uncertain vector are investigated. In addition, the operational law is given for calculating the uncertainty distributions of monotone functions of comonotonic uncertain variables. With the help of operational law, the comonotonic uncertain vector is applied to the premium pricing problems. At last, some numerical examples are given to illustrate the application.