• Journal of Information Processing Systems
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• 제18권2호
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• pp.268-281
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• 2022

The development of information technology is bringing many changes to everyday life, and machine learning can be used as a technique to solve a wide range of real-world problems. Analysis and utilization of data are essential processes in applying machine learning to real-world problems. As a method of processing data in machine learning, we propose an approach based on applying multiple linear regression models by interlacing data to the task of classifying similar software. Linear regression is widely used in estimation problems to model the relationship between input and output data. In our approach, multiple linear regression models are generated by training on interlaced feature data. A combination of these multiple models is then used as the prediction model for classifying similar software. Experiments are performed to evaluate the proposed approach as compared to conventional linear regression, and the experimental results show that the proposed method classifies similar software more accurately than the conventional model. We anticipate the proposed approach to be applied to various kinds of classification problems to improve the accuracy of conventional linear regression.

• 한국경영과학회지
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• 제41권3호
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• pp.1-21
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• 2016

The Markowitz portfolio selection model uses estimators to deduce input parameters. However, the estimation errors of input parameters negatively influence the performance of portfolios. Therefore, this model cannot be reliably applied to real-world investments. To overcome this problem, we suggest an algorithm that can exclude stocks with large estimation error from the portfolio by applying a tracking signal to the Markowitz portfolio selection model. By calculating the tracking signal of each stock, we can monitor whether unexpected departures occur on the outcomes of the forecasts on rate of returns. Thereafter, unreliable stocks are removed. By using this approach, portfolios can comprise relatively reliable stocks that have comparatively small estimation errors. To evaluate the performance of the proposed approach, a 10-year investment experiment was conducted using historical stock returns data from 6 different stock markets around the world. Performance was assessed and compared by the Markowitz portfolio selection model with additional constraints and other benchmarks such as minimum variance portfolio and the index of each stock market. Results showed that a portfolio using the proposed approach exhibited a better Sharpe ratio and rate of return than other benchmarks.

• 한국음향학회지
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• 제19권5호
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• pp.20-26
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• 2000

화자 확인시스템에서 화자의 장기간 음성 변동에 대처하기 위해서는 작은 양의 데이터로써 화자 확인을 위한 HMM(hidden Markov model) 파라미터 갱신과 사전 문턱치 결정이 중요한 요소이다. 본 연구에서는 화자내 변이(mea-speaker variation)에 적응하는 모델 갱신방법과 이에 따른 문턱치 적응에 관한 방법을 제안한다. 제안하는 방법은 분기간 화자내 변이로 발생할 수 있는 오인식율을 Baum-Welch re-estimation을 통해 현재 화자 모델 파라미터에 새로운 음성 데이터를 적응시킴으로써 감소시킨다. 본 논문에서 제안하는 사전 문턱치 결정 방법은 기존의 월드 모델(world model) 방법과 군중 모델(cohort model) 방법의 하이브리드 형태로써 실험적으로 결정된다. 실험에 의해 모델 갱신을 하지 않은 경우보다 제안하는 모델 갱신방법의 화자 인식율이 우수함을 확인하였다. 또한, 사후 문턱치 결정에 의한 인식율과 제안한 사전 문턱치 결정에 의한 인식율의 차이가 근소함을 확인하였다.

• 한국시스템다이내믹스연구
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• 제10권3호
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• pp.105-124
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• 2009

The situation of the global food markets has been being rapidly restructured and entering on a new phase by new dynamic and driving forces. The factors such as economic growth and income increase, high energy price, globalization, urbanization, and global climate change are transforming patterns of food consumption, production, and markets. The prices and markets of world food and energy are getting increasingly linked each other. Food and fuel are the global dilemma issues associated with the risk of diverting farmland or of consuming cereals for biofuel production in detriment of the cereals supply to the global food markets. An estimated 100 million tons of grain per year are being redirected from food to fuel. Therefore, the objectives of this study are as follows: Firstly, the study examines situations of the world food and energy resources, analyzes the trends of prices of the crude oil and biofuel, and formulates the food-energy links mechanism. Secondly, the study builds a simulation model, based on system dynamics approach, for not only analyzing the global cereals market and energy market but also forecasting the global production, consumption, and stock of those markets by 2030 in the future. The model of this study consists of four sectors, i.e., world population dynamics sector, global food market dynamics sector, global energy market dynamics sector, scenario sector of world economic growth and oil price.

• 대한산업공학회지
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• 제26권3호
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• pp.193-199
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• 2000

In many studies, considerable attention has been focussed upon choosing a model which represents underlying process of time series and forecasting the future. In the real world, however, there may be some cases that one model can not reflect all the characteristics of original time series. Under such circumstances, we may get better performance by combining the forecasts from several models. The most popular methods for combining forecasts involve taking a weighted average of multiple forecasts. But the weights are usually unstable. In cases the assumptions of normality and unbiasedness for forecast errors are satisfied, a Bayesian method can be used for updating the weights. In the real world, however, there are many circumstances the Bayesian method is not appropriate. This paper proposes a PNN(Probabilistic Neural Net) approach as a method for combining forecasts that can be applied when the assumption of normality or unbiasedness for forecast errors is not satisfied. In this paper, PNN method, which is similar to Bayesian approach, is suggested as an updating method of the unstable weights in the combination of the forecasts. The PNN method has been usually used in the field of pattern recognition. Unlike the Bayesian approach, it requires no assumption of a specific prior distribution because it gets probabilities by using the distribution estimated from given data. Empirical results reveal that the PNN method offers superior predictive capabilities.

• 한국경영과학회지
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• 제18권2호
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• pp.131-145
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• 1993

This paper deals with scheduling problem of the chemical process system where aircraft parts go through a given sequence of tanks filled with chemical solutions. The system has two hoists which move carriers holding the parts between tanks. A mixed integer programming model is developed from which a maximum throughput schedule can be found for the hoist movements. To show the validity of the model, a real world problem is solved and the results are compared with those with an existing approach.

• Industrial Engineering and Management Systems
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• 제13권4호
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• pp.369-382
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• 2014

This paper introduces a new multi-product multi-period multi-objective aggregate production planning problem. The proposed problem is modeled using multi-objective mixed-integer mathematical programming. Three objective functions, including minimizing total cost, maximizing customer services level, and maximizing the quality of end-product, are considered, simultaneously. Several constraints such as quantity of production, available time, work force levels, inventory levels, backordering levels, machine capacity, warehouse space and available budget are also considered. Some parameters of the proposed model are assumed to be qualitative and modeled using fuzzy sets. Then, a fuzzy goal programming approach is proposed to solve the model. The proposed approach is applied on a real-world industrial case study of a color and resin production company called Teiph-Saipa. The approach is coded using LINGO software. The efficacy and applicability of the proposed approach are illustrated in the case study. The results of proposed approach are compared with those of the existing experimental methods used in the company. The relative dominance of the proposed approach is revealed in comparison with the experimental method. Finally, a data dictionary, including the way of gathering data for running the model, is proposed in order to facilitate the re-implementation of the model for future development and case studies.

• 경영과학
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• 제33권3호
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• pp.65-87
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• 2016

Being the FinTech technologies rapidly developed, the non face-to-face private loan market is also growing dramatically. While the real-world interests in this market are keen, the empirical studies on the issue are few compared to its prospective impact on credit loan market. This paper suggests a credit scoring model for the non face-to-face private loan employing the ratings approach (the absolute measurement method) of AHP. Analyzing a sample of data consisting of 460,000 transaction records over an 8-year period in the United States, we develop a scoring model for the non face-to-face private loan screening, and validate the model for the practical usage. Conducting sensitivity analysis, we suggest customized cut-off points for the loan execution to suit each individual loan institution's need.

• 응용통계연구
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• 제34권3호
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• pp.477-489
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• 2021

코로나19 바이러스는 2020년에 전세계적으로 심각하게 확산되었고, 우리의 일상생활 전체에 상당한 영향을 미치고 있다. 현재 전세계는 이 유행병 사태 아래에 여전히 있고 한국 또한 이 상황에 대해 예외가 아니다. 이 유행병 기간동안 한국에서는 이 바이러스 확산을 방지하기 위한 또는 가속화시킨 몇 가지 사건들이 있었다. 감염병에 대한 방역 정책을 세우기 위해 이러한 사건들의 감염병 확산에 대한 개입 효과를 조사하는 것은 매우 중요하다. SIR 모형은 미분방정식을 통해 감염병 확산의 동적 행태를 파악하기 위해 자주 사용되는 방법이다. 그러나, SIR 모형은 관찰된 데이터의 불확실성을 고려하지 않는 결정적인 모형이다. 따라서 SIR 모형에서 데이터의 불확실성을 고려하기 위해 베이지안 접근법이 사용될 수 있고, 이러한 접근법은 SIR 모형에서 감염률에 대한 시간변이함수에 근거한 개입효과분석을 가능하게 한다. 본 연구에서는 베이지안 접근법에 근거한 확률적 SIR 모형을 이용하여 한국에서의 코로나19 바이러스의 확산 추세를 설명하고 그러한 사건들에 대한 개입효과를 조사한다.

• 한국IT서비스학회지
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• 제8권4호
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• pp.187-199
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• 2009

Content services for silver users on the ubiquitous technologies are getting attention as a new business model, monitoring users in real-time on the real-world and/or cyber-world. A lot of business and service model have been developed to apply silver or elder user. This study explained a state-of-the-art silver IT service to innovative services for users, ranging from home and finance to support for healthcare and living. Due to the variation of subtle terminologies, this study was conducted to restructure an adaptive terminology including some definitions. Current silver IT service model has been evaluated from the technical, functional, and business analyst, and its suitability has also been expressed in a proposed model and service. The purpose of this study was to propose a systematic approach of new IT service business model for silver users. A proposed model was described to explain the feasibility of the silver IT industry.