• Title/Summary/Keyword: classifiers

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Predicting stock price direction by using data mining methods : Emphasis on comparing single classifiers and ensemble classifiers

  • Eo, Kyun Sun;Lee, Kun Chang
    • Journal of the Korea Society of Computer and Information
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    • v.22 no.11
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    • pp.111-116
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    • 2017
  • This paper proposes a data mining approach to predicting stock price direction. Stock market fluctuates due to many factors. Therefore, predicting stock price direction has become an important issue in the field of stock market analysis. However, in literature, there are few studies applying data mining approaches to predicting the stock price direction. To contribute to literature, this paper proposes comparing single classifiers and ensemble classifiers. Single classifiers include logistic regression, decision tree, neural network, and support vector machine. Ensemble classifiers we consider are adaboost, random forest, bagging, stacking, and vote. For the sake of experiments, we garnered dataset from Korea Stock Exchange (KRX) ranging from 2008 to 2015. Data mining experiments using WEKA revealed that random forest, one of ensemble classifiers, shows best results in terms of metrics such as AUC (area under the ROC curve) and accuracy.

Selecting Classifiers using Mutual Information between Classifiers (인식기 간의 상호정보를 이용한 인식기 선택)

  • Kang, Hee-Joong
    • Journal of KIISE:Computing Practices and Letters
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    • v.14 no.3
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    • pp.326-330
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    • 2008
  • The study on combining multiple classifiers in the field of pattern recognition has mainly focused on how to combine multiple classifiers, but it has gradually turned to the study on how to select multiple classifiers from a classifier pool recently. Actually, the performance of multiple classifier system depends on the selected classifiers as well as the combination method of classifiers. Therefore, it is necessary to select a classifier set showing good performance, and an approach based on information theory has been tried to select the classifier set. In this paper, a classifier set candidate is made by the selection of classifiers, on the basis of mutual information between classifiers, and the classifier set candidate is compared with the other classifier sets chosen by the different selection methods in experiments.

Fast Automatic Modulation Classification by MDC and kNNC (MDC와 kNNC를 이용한 고속 자동변조인식)

  • Park, Cheol-Sun;Yang, Jong-Won;Nah, Sun-Phil;Jang, Won
    • Journal of the Korea Institute of Military Science and Technology
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    • v.10 no.4
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    • pp.88-96
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    • 2007
  • This paper discusses the fast modulation classifiers capable of classifying both analog and digital modulation signals in wireless communications applications. A total of 7 statistical signal features are extracted and used to classify 9 modulated signals. In this paper, we investigate the performance of the two types of fast modulation classifiers (i.e. 2 nearest neighbor classifiers and 2 minimum distance classifiers) and compare the performance of these classifiers with that of the state of the art for the existing classification methods such as SVM Classifier. Computer simulations indicate good performance on an AWGN channel, even at low signal-to-noise ratios, in case of minimum distance classifiers (MDC for short) and k nearest neighbor classifiers (kNNC for short). Besides a good performance, these type classifiers are considered as ideal candidate to adapt real-time software radio because of their fast modulation classification capability.

Research and development of centrifugal classifiers: A review (회전체 분급기의 원리 및 연구 개발 동향)

  • Song, Dong Keun;Han, Bangwoo;Kim, Hakjoon;Kim, Yong Jin;Jeong, Sang Hyun;Hong, Won Seok
    • Particle and aerosol research
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    • v.4 no.2
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    • pp.37-50
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    • 2008
  • Concerns on centrifugal classifiers, of which have cut sizes are below few micrometers, have been increased and it is prospected to be used in extensive industries, such as manufacturing the fine minerals, cosmetics, advanced electric materials, and life science. This paper reviews the recent progress of research and development on the centrifugal classifiers. General categorization of classifiers for feeds was assessed and separation mechanism of the classifiers was followed. History of centrifugal classifiers was explored and some points to be improved were briefly indicated. Fundamental theory of the classification by centrifugal classifiers was pearly studied, and advanced and further understandings on factors affecting the separation or grading efficiency are described. Factors determining the classification precision and efficiency of centrifugal classifiers, such as geometry, rotational speed and inclined angle of rotating vanes, feed and air flow rates, and rotor dimensions are reviewed.

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Real-time implementation and performance evaluation of speech classifiers in speech analysis-synthesis

  • Kumar, Sandeep
    • ETRI Journal
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    • v.43 no.1
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    • pp.82-94
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    • 2021
  • In this work, six voiced/unvoiced speech classifiers based on the autocorrelation function (ACF), average magnitude difference function (AMDF), cepstrum, weighted ACF (WACF), zero crossing rate and energy of the signal (ZCR-E), and neural networks (NNs) have been simulated and implemented in real time using the TMS320C6713 DSP starter kit. These speech classifiers have been integrated into a linear-predictive-coding-based speech analysis-synthesis system and their performance has been compared in terms of the percentage of the voiced/unvoiced classification accuracy, speech quality, and computation time. The results of the percentage of the voiced/unvoiced classification accuracy and speech quality show that the NN-based speech classifier performs better than the ACF-, AMDF-, cepstrum-, WACF- and ZCR-E-based speech classifiers for both clean and noisy environments. The computation time results show that the AMDF-based speech classifier is computationally simple, and thus its computation time is less than that of other speech classifiers, while that of the NN-based speech classifier is greater compared with other classifiers.

A Multi-Level Integrator with Programming Based Boosting for Person Authentication Using Different Biometrics

  • Kundu, Sumana;Sarker, Goutam
    • Journal of Information Processing Systems
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    • v.14 no.5
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    • pp.1114-1135
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    • 2018
  • A multiple classification system based on a new boosting technique has been approached utilizing different biometric traits, that is, color face, iris and eye along with fingerprints of right and left hands, handwriting, palm-print, gait (silhouettes) and wrist-vein for person authentication. The images of different biometric traits were taken from different standard databases such as FEI, UTIRIS, CASIA, IAM and CIE. This system is comprised of three different super-classifiers to individually perform person identification. The individual classifiers corresponding to each super-classifier in their turn identify different biometric features and their conclusions are integrated together in their respective super-classifiers. The decisions from individual super-classifiers are integrated together through a mega-super-classifier to perform the final conclusion using programming based boosting. The mega-super-classifier system using different super-classifiers in a compact form is more reliable than single classifier or even single super-classifier system. The system has been evaluated with accuracy, precision, recall and F-score metrics through holdout method and confusion matrix for each of the single classifiers, super-classifiers and finally the mega-super-classifier. The different performance evaluations are appreciable. Also the learning and the recognition time is fairly reasonable. Thereby making the system is efficient and effective.

Performance Comparison of Feature Parameters and Classifiers for Speech/Music Discrimination (음성과 음악 분류를 위한 특징 파라미터와 분류 방법의 성능비교)

  • Kim Su Mi;Kim Hyung Soon
    • Proceedings of the KSPS conference
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    • 2003.05a
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    • pp.149-152
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    • 2003
  • In this paper, we present a performance comparison of feature parameters and classifiers for speech/music discrimination. Experiments were carried out on six feature parameters and three classifiers. It turns out that three classifiers shows similar performance. The feature set that captures the temporal and spectral structure of the signal yields good performance, while the phone-based feature set shows relatively inferior performance.

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Developing an Ensemble Classifier for Bankruptcy Prediction (부도 예측을 위한 앙상블 분류기 개발)

  • Min, Sung-Hwan
    • Journal of Korea Society of Industrial Information Systems
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    • v.17 no.7
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    • pp.139-148
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    • 2012
  • An ensemble of classifiers is to employ a set of individually trained classifiers and combine their predictions. It has been found that in most cases the ensembles produce more accurate predictions than the base classifiers. Combining outputs from multiple classifiers, known as ensemble learning, is one of the standard and most important techniques for improving classification accuracy in machine learning. An ensemble of classifiers is efficient only if the individual classifiers make decisions as diverse as possible. Bagging is the most popular method of ensemble learning to generate a diverse set of classifiers. Diversity in bagging is obtained by using different training sets. The different training data subsets are randomly drawn with replacement from the entire training dataset. The random subspace method is an ensemble construction technique using different attribute subsets. In the random subspace, the training dataset is also modified as in bagging. However, this modification is performed in the feature space. Bagging and random subspace are quite well known and popular ensemble algorithms. However, few studies have dealt with the integration of bagging and random subspace using SVM Classifiers, though there is a great potential for useful applications in this area. The focus of this paper is to propose methods for improving SVM performance using hybrid ensemble strategy for bankruptcy prediction. This paper applies the proposed ensemble model to the bankruptcy prediction problem using a real data set from Korean companies.

Comparison of Objective Functions for Feed-forward Neural Network Classifiers Using Receiver Operating Characteristics Graph

  • Oh, Sang-Hoon;Wakuya, Hiroshi
    • International Journal of Contents
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    • v.10 no.1
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    • pp.23-28
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    • 2014
  • When developing a classifier using various objective functions, it is important to compare the performances of the classifiers. Although there are statistical analyses of objective functions for classifiers, simulation results can provide us with direct comparison results and in this case, a comparison criterion is considerably critical. A Receiver Operating Characteristics (ROC) graph is a simulation technique for comparing classifiers and selecting a better one based on a performance. In this paper, we adopt the ROC graph to compare classifiers trained by mean-squared error, cross-entropy error, classification figure of merit, and the n-th order extension of cross-entropy error functions. After the training of feed-forward neural networks using the CEDAR database, the ROC graphs are plotted to help us identify which objective function is better.

Evolutionary Learning of Neural Networks Classifiers for Credit Card Fraud Detection (신용카드 사기 검출을 위한 신경망 분류기의 진화 학습)

  • 박래정
    • Journal of the Korean Institute of Intelligent Systems
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    • v.11 no.5
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    • pp.400-405
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    • 2001
  • This paper addresses an effective approach of training neural networks classifiers for credit card fraud detection. The proposed approach uses evolutionary programming to trails the neural networks classifiers based on maximization of the detection rate of fraudulent usages on some ranges of the rejection rate, loot minimization of mean square error(MSE) that Is a common criterion for neural networks learning. This approach enables us to get classifier of satisfactory performance and to offer a directive method of handling various conditions and performance measures that are required for real fraud detection applications in the classifier training step. The experimental results on "real"credit card transaction data indicate that the proposed classifiers produces classifiers of high quality in terms of a relative profit as well as detection rate and efficiency.

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