• Title/Summary/Keyword: loss probabilities

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Corporate Credit Rating based on Bankruptcy Probability Using AdaBoost Algorithm-based Support Vector Machine (AdaBoost 알고리즘기반 SVM을 이용한 부실 확률분포 기반의 기업신용평가)

  • Shin, Taek-Soo;Hong, Tae-Ho
    • Journal of Intelligence and Information Systems
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    • v.17 no.3
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    • pp.25-41
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    • 2011
  • Recently, support vector machines (SVMs) are being recognized as competitive tools as compared with other data mining techniques for solving pattern recognition or classification decision problems. Furthermore, many researches, in particular, have proved them more powerful than traditional artificial neural networks (ANNs) (Amendolia et al., 2003; Huang et al., 2004, Huang et al., 2005; Tay and Cao, 2001; Min and Lee, 2005; Shin et al., 2005; Kim, 2003).The classification decision, such as a binary or multi-class decision problem, used by any classifier, i.e. data mining techniques is so cost-sensitive particularly in financial classification problems such as the credit ratings that if the credit ratings are misclassified, a terrible economic loss for investors or financial decision makers may happen. Therefore, it is necessary to convert the outputs of the classifier into wellcalibrated posterior probabilities-based multiclass credit ratings according to the bankruptcy probabilities. However, SVMs basically do not provide such probabilities. So it required to use any method to create the probabilities (Platt, 1999; Drish, 2001). This paper applied AdaBoost algorithm-based support vector machines (SVMs) into a bankruptcy prediction as a binary classification problem for the IT companies in Korea and then performed the multi-class credit ratings of the companies by making a normal distribution shape of posterior bankruptcy probabilities from the loss functions extracted from the SVMs. Our proposed approach also showed that their methods can minimize the misclassification problems by adjusting the credit grade interval ranges on condition that each credit grade for credit loan borrowers has its own credit risk, i.e. bankruptcy probability.

Data Compression Method for Reducing Sensor Data Loss and Error in Wireless Sensor Networks (무선센서네트워크에서 센서 데이터 손실과 오류 감소를 위한 데이터 압축 방법)

  • Shin, DongHyun;Kim, Changhwa
    • Journal of Korea Multimedia Society
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    • v.19 no.2
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    • pp.360-374
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    • 2016
  • Since WSNs (Wireless Sensor Networks) applied to their application areas such as smart home, smart factory, environment monitoring, etc., depend on sensor data, the sensor data is the most important among WSN components. The resources of each node consisting of WSN are extremely limited in energy, hardware and so on. Due to these limitation, communication failure probabilities become much higher and the communication failure causes data loss to occur. For this reason, this paper proposes 2MC (Maximum/Minimum Compression) that is a method to compress sensor data by selecting circular queue-based maximum/minimum sensor data values. Our proposed method reduces sensor data losses and value errors when they are recovered. Experimental results of 2MC method show the maximum/minimum 35% reduction efficiency in average sensor data accumulation error rate after the 3 times compression, comparing with CQP (Circular Queue Compression based on Period) after the compressed data recovering.

Power Loss and Junction Temperature Analysis in the Modular Multilevel Converters for HVDC Transmission Systems

  • Wang, Haitian;Tang, Guangfu;He, Zhiyuan;Cao, Junzheng
    • Journal of Power Electronics
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    • v.15 no.3
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    • pp.685-694
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    • 2015
  • The power loss of the controllable switches in modular multilevel converter (MMC) HVDC transmission systems is an important factor, which can determine the design of the operating junction temperatures. Due to the dc current component, the approximate calculation tool provided by the manufacturer of the switches cannot be used for the losses of the switches in the MMC. Based on the enabled probabilities of each SM in an arm, the current analytical models of the switches can be determined. The average and RMS currents can be obtained from the corresponding current analytical model. Then, the conduction losses can be calculated, and the switching losses of the switches can be estimated according to the upper limit of the switching frequency. Finally, the thermal resistance model of the switches can be utilized, and the junction temperatures can be estimated. A comparison between the calculation and PSCAD simulation results shows that the proposed method is effective for estimating the junction temperatures of the switches in the MMC.

Fast computation of Observation Probability for Speaker-Independent Real-Time Speech Recognition (실시간 화자독립 음성인식을 위한 고속 확률계산)

  • Park Dong-Chul;Ahn Ju-Won
    • The Journal of Korean Institute of Communications and Information Sciences
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    • v.30 no.9C
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    • pp.907-912
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    • 2005
  • An efficient method for calculation of observation probability in CDHMM(Continous Density Hidden Markov Model) is proposed in this paper. the proposed algorithm, called FCOP(Fast Computation of Observation Probability), approximate obsewation probabilities in CDHMM by eliminating insignificant PDFs(Probability Density Functions) and reduces the computational load. When applied to a speech recognition system, the proposed FCOP algorithm can reduce the instruction cycles by $20\%-30\%$ and can also increase the recognition speed about $30\%$ while minimizing the loss in its recognition rate. When implemented on a practical cellular phone, the FCOP algorithm can increase its recognition speed about $30\%$ while suffering $0.2\%$ loss in recognition rate.

Ranking subjects based on paired compositional data with application to age-related hearing loss subtyping

  • Nam, Jin Hyun;Khatiwada, Aastha;Matthews, Lois J.;Schulte, Bradley A.;Dubno, Judy R.;Chung, Dongjun
    • Communications for Statistical Applications and Methods
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    • v.27 no.2
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    • pp.225-239
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    • 2020
  • Analysis approaches for single compositional data are well established; however, effective analysis strategies for paired compositional data remain to be investigated. The current project was motivated by studies of age-related hearing loss (presbyacusis), where subjects are classified into four audiometric phenotypes that need to be ranked within these phenotypes based on their paired compositional data. We address this challenge by formulating this problem as a classification problem and integrating a penalized multinomial logistic regression model with compositional data analysis approaches. We utilize Elastic Net for a penalty function, while considering average, absolute difference, and perturbation operators for compositional data. We applied the proposed approach to the presbyacusis study of 532 subjects with probabilities that each ear of a subject belongs to each of four presbyacusis subtypes. We further investigated the ranking of presbyacusis subjects using the proposed approach based on previous literature. The data analysis results indicate that the proposed approach is effective for ranking subjects based on paired compositional data.

Multi-unit Level 2 probabilistic safety assessment: Approaches and their application to a six-unit nuclear power plant site

  • Cho, Jaehyun;Han, Sang Hoon;Kim, Dong-San;Lim, Ho-Gon
    • Nuclear Engineering and Technology
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    • v.50 no.8
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    • pp.1234-1245
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    • 2018
  • The risk of multi-unit nuclear power plants (NPPs) at a site has received considerable critical attention recently. However, current probabilistic safety assessment (PSA) procedures and computer code do not support multi-unit PSA because the traditional PSA structure is mostly used for the quantification of single-unit NPP risk. In this study, the main purpose is to develop a multi-unit Level 2 PSA method and apply it to full-power operating six-unit OPR1000. Multi-unit Level 2 PSA method consists of three steps: (1) development of single-unit Level 2 PSA; (2) extracting the mapping data from plant damage state to source term category; and (3) combining multi-unit Level 1 PSA results and mapping fractions. By applying developed multi-unit Level 2 PSA method into six-unit OPR1000, site containment failure probabilities in case of loss of ultimate heat sink, loss of off-site power, tsunami, and seismic event were quantified.

Time uncertainty analysis method for level 2 human reliability analysis of severe accident management strategies

  • Suh, Young A;Kim, Jaewhan;Park, Soo Yong
    • Nuclear Engineering and Technology
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    • v.53 no.2
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    • pp.484-497
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    • 2021
  • This paper proposes an extended time uncertainty analysis approach in Level 2 human reliability analysis (HRA) considering severe accident management (SAM) strategies. The method is a time-based model that classifies two time distribution functions-time required and time available-to calculate human failure probabilities from delayed action when implementing SAM strategies. The time required function can be obtained by the combination of four time factors: 1) time for diagnosis and decision by the technical support center (TSC) for a given strategy, 2) time for strategy implementation mainly by the local emergency response organization (ERO), 3) time to verify the effectiveness of the strategy and 4) time for portable equipment transport and installation. This function can vary depending on the given scenario and includes a summation of lognormal distributions and a choice regarding shifting the distribution. The time available function can be obtained via thermal-hydraulic code simulation (MAAP 5.03). The proposed approach was applied to assess SAM strategies that use portable equipment and safety depressurization system valves in a total loss of component cooling water event that could cause reactor vessel failure. The results from the proposed method are more realistic (i.e., not conservative) than other existing methods in evaluating SAM strategies involving the use of portable equipment.

Space and Time Priority Queues with Randomized Push-Out Scheme (확률적 밀어내기 정책을 가지는 공간-시간 우선순위 대기행렬)

  • Kilhwan Kim
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.46 no.2
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    • pp.57-71
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    • 2023
  • In this study, we analyze a finite-buffer M/G/1 queueing model with randomized pushout space priority and nonpreemptive time priority. Space and time priority queueing models have been extensively studied to analyze the performance of communication systems serving different types of traffic simultaneously: one type is sensitive to packet delay, and the other is sensitive to packet loss. However, these models have limitations. Some models assume that packet transmission times follow exponential distributions, which is not always realistic. Other models use general distributions for packet transmission times, but their space priority rules are too rigid, making it difficult to fine-tune service performance for different types of traffic. Our proposed model addresses these limitations and is more suitable for analyzing communication systems that handle different types of traffic with general packet length distributions. For the proposed queueing model, we first derive the distribution of the number of packets in the system when the transmission of each packet is completed, and we then obtain packet loss probabilities and the expected number of packets for each type of traffic. We also present a numerical example to explore the effect of a system parameter, the pushout probability, on system performance for different packet transmission time distributions.

Evaluation of a Solar Flare Forecast Model with Value Score

  • Park, Jongyeob;Moon, Yong-Jae;Lee, Kangjin;Lee, Jaejin
    • The Bulletin of The Korean Astronomical Society
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    • v.41 no.1
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    • pp.80.1-80.1
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    • 2016
  • There are probabilistic forecast models for solar flare occurrence, which can be evaluated by various skill scores (e.g. accuracy, critical success index, heidek skill score, and true skill score). Since these skill scores assume that two types of forecast errors (i.e. false alarm and miss) are equal or constant, which does not take into account different situations of users, they may be unrealistic. In this study, we make an evaluation of a probabilistic flare forecast model [Lee et al., 2012] which use sunspot groups and its area changes as a proxy of flux emergence. We calculate daily solar flare probabilities from 2011 to 2014 using this model. The skill scores are computed through contingency tables as a function of forecast probability, which corresponds to the maximum skill score depending on flare class and type of a skill score. We use a value score with cost/loss ratio, relative importance between the two types of forecast errors. The forecast probability (y) is linearly changed with the cost/loss ratio (x) in the form of y=ax+b: a=0.88; b=0 (C), a=1.2; b=-0.05(M), a=1.29; b=-0.02(X). We find that the forecast model has an effective range of cost/loss ratio for each class flare: 0.536-0.853(C), 0.147-0.334(M), and 0.023-0.072(X). We expect that this study would provide a guideline to determine the probability threshold and the cost/loss ratio for space weather forecast.

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Radio Propagation Characteristics of Different Frequency Bands in Multiple Paths According to Antenna Position in an Indoor Lobby Environment (실내 로비 환경에서 안테나 위치에 따른 다중 경로의 서로 다른 주파수 대역의 전파 특성)

  • Seong-Hun Lee;Byung-Lok Cho
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.1
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    • pp.1-10
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    • 2024
  • The radio propagation characteristics of the 6, 10, and 17 GHz frequency bands in multiple paths in an indoor lobby environment were analyzed. The line-of-sight (LOS) and non-LOS (NLOS) paths were measured from a distance of 2-16 m (0.5 m intervals) from the transmitting to the receiving antenna positions. For basic transmission losses, three parameters were compared using the floating intercept path loss model corresponding to the path. For a root mean square delay spread, the measurement results were compared for cumulative probabilities of 10, 50, and 90%. Propagation loss and propagation delay occurred in all measured frequencies owing to the existence of pillars and an unusual lobby structure. Thus, a measurement scenario for an indoor lobby environment and the provision of standard measurement data was proposed. The results may facilitate research on the radio propagation characteristics of 5G and millimeter-wave bands in indoor lobby environments with various structures.