• 기술혁신학회지
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• 제10권2호
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• pp.183-205
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• 2007

본 연구는 기술력평가에 근거해서 중소기업 부실예측 가능성을 사전에 예측할 수 있는 최적 판별 모형을 개발 제안하였다. 판별모형에 포함될 설명변수는 요인분석과 판별모형의 단계별 선택방법에 의하여 선정되었다. 분석결과 선형판별모형이 로지스틱판별모형보다 임계확률 관점에서 적절한 것으로 나타났다. 최적 선형판별모형의 분류 정분류율은 70.4%, 분류 예측력은 67.5%로 나타났다. 최적 선형판별모형의 활용도를 높이기 위해서 확실 범주와 유보범주를 구분할 수 있는 경계값을 설정하였다. 분석결과를 활용하면 기술금융 취급기관은 부실위험 평가와 더불어 기술금융 신청기업의 순위를 부여할 때 유용하게 사용할 수 있을 것으로 기대된다.

• 품질경영학회지
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• 제23권2호
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• pp.53-67
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• 1995

The problem considered here is to find the optimal discriminant analysis method in growth curve model. It has been studied how to find correct prior probability for the effective classification in discriminant analysis. We use the balanced condition to calculate prior probability. From the informative simulation study, new classification rule for the growth curve model is suggested. The suggested classification rule has better classification result than the other previously suggested method in terms of error rate criterion.

• 한국정보처리학회논문지
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• 제4권9호
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• pp.2309-2314
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• 1997

본 연구는 보험 회사의 파산 예측을 위하여 신경회로망이 사용되는데 이를 최적화하기 위하여 유전자 알고리즘이 사용된다. 유전자 알고리즘은 최적의 네트워크 구조와 매개변수들을 제시해 준다. 유전자 알고리즘에 의해 설계된 신경회로망은 파산 예측을 함에 있어 discriminant analysis, logistic regression, ID3, CART 등과 비교되는데 가장 좋은 성능을 보여준다.

• 대한의용생체공학회:의공학회지
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• 제9권1호
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• pp.93-100
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• 1988

The Auto Regressive Parameter Estimation and Pattern Classification of EKG Signal for Automatic Diagnosis. This paper presents the results from pattern discriminant analysis of an AR (auto regressive) model parameter group, which represents the HRV (heart rate variability) that is being considered as time series data. HRV data was extracted using the correct R-point of the EKG wave that was A/D converted from the I/O port both by hardware and software functions. Data number (N) and optimal (P), which were used for analysis, were determined by using Burg's maximum entropy method and Akaike's Information Criteria test. The representative values were extracted from the distribution of the results. In turn, these values were used as the index for determining the range o( pattern discriminant analysis. By carrying out pattern discriminant analysis, the performance of clustering was checked, creating the text pattern, where the clustering was optimum. The analysis results showed first that the HRV data were considered sufficient to ensure the stationarity of the data; next, that the patern discrimimant analysis was able to discriminate even though the optimal order of each syndrome was dissimilar.

• KSII Transactions on Internet and Information Systems (TIIS)
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• 제6권3호
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• pp.794-814
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• 2012

We propose a novel method for improving Wi-Fi positioning accuracy while reducing the energy consumption of mobile devices. Our method presents three contributions. First, we jointly and intelligently select the optimal subset of access points for positioning via maximum mutual information criterion. Second, we further propose local discriminant embedding algorithm for nonlinear discriminative feature extraction, a process that cannot be effectively handled by existing linear techniques. Third, to reduce complexity and make input signal space more compact, we incorporate clustering analysis to localize the positioning model. Experiments in realistic environments demonstrate that the proposed method can lower energy consumption while achieving higher accuracy compared with previous methods. The improvement can be attributed to the capability of our method to extract the most discriminative features for positioning as well as require smaller computation cost and shorter sensing time.

• 한국경영과학회지
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• 제30권1호
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• pp.55-74
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• 2005

Bankruptcy prediction has drawn a lot of research interests in previous literature, and recent studies have shown that machine learning techniques achieved better performance than traditional statistical ones. This paper employs a relatively new machine learning technique, support vector machines (SVMs). to bankruptcy prediction problem in an attempt to suggest a new model with better explanatory power and stability. To serve this purpose, we use grid search technique using 5-fold cross-validation to find out the optimal values of the parameters of kernel function of SVM. In addition, to evaluate the prediction accuracy of SVM. we compare its performance with multiple discriminant analysis (MDA), logistic regression analysis (Logit), and three-layer fully connected back-propagation neural networks (BPNs). The experiment results show that SVM outperforms the other methods.

• 한국정보시스템학회지:정보시스템연구
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• 제26권3호
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• pp.63-90
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• 2017

Purpose This study proposes a novel system trading model using case-based reasoning (CBR) based on absolute similarity threshold. The proposed model is designed to optimize the absolute similarity threshold, feature selection, and instance selection of CBR by using genetic algorithm (GA). With these mechanisms, it enables us to yield higher returns from stock market trading. Design/Methodology/Approach The proposed CBR model uses the absolute similarity threshold varying from 0 to 1, which serves as a criterion for selecting appropriate neighbors in the nearest neighbor (NN) algorithm. Since it determines the nearest neighbors on an absolute basis, it fails to select the appropriate neighbors from time to time. In system trading, it is interpreted as the signal of 'hold'. That is, the system trading model proposed in this study makes trading decisions such as 'buy' or 'sell' only if the model produces a clear signal for stock market prediction. Also, in order to improve the prediction accuracy and the rate of return, the proposed model adopts optimal feature selection and instance selection, which are known to be very effective in enhancing the performance of CBR. To validate the usefulness of the proposed model, we applied it to the index trading of KOSPI200 from 2009 to 2016. Findings Experimental results showed that the proposed model with optimal feature or instance selection could yield higher returns compared to the benchmark as well as the various comparison models (including logistic regression, multiple discriminant analysis, artificial neural network, support vector machine, and traditional CBR). In particular, the proposed model with optimal instance selection showed the best rate of return among all the models. This implies that the application of CBR with the absolute similarity threshold as well as the optimal instance selection may be effective in system trading from the perspective of returns.

• 한국ITS학회 논문지
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• 제15권1호
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• pp.1-15
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• 2016

본 연구는 시내버스 운전자의 실제 운행기록 정보를 토대로 사고발생 가능성을 내포한 운전자를 판단할 수 있는 모형개발을 목적으로 하였다. 본 연구를 위하여 사고발생 운전자 및 사고 미발생 운전자의 실제 운행기록 정보에서 교통사고와 관련한 유의변수를 도출하는 한편, 판별분석(Discriminant Analysis) 및 로지스틱회귀분석(Logistic Regression Analysis)을 적용하여 개발된 분류모형에 대한 모형간 정확도를 비교하였다. 또한, 개발된 모형을 다른 운전자들의 운행기록자료에 적용하여 모형의 정확도를 검증하였다. 사고발생 가능성을 내포한 운전자 분류모형을 개발한 결과 감속도($X_{deceleration}$) 및 우측방향 가속도($Y_{right}$)가 동시에 작용할 때 이 변수가 사고발생 운전자 분류의 최적 요인변수로 도출되었으며, 판별분석에 의한 예측모형은 최대 62.8%, 로지스틱회귀분석에 의한 예측모형은 최대 76.7%의 비율로 사고 발생 운전자 분류가 가능한 것으로 나타났다. 또한, 모형 예측력에 대한 검증결과 84.1%의 적중률을 보이는 것으로 나타났다.

• 사상체질의학회지
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• 제23권2호
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• pp.194-207
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• 2011

1. Objectives: This study is about a development of Sasang constitutional classification algorithm using facial information. 2. Methods: We analysed the datum of middle aged (20~48) women collected by multi-center researchers in 2007. And this study analysed the data of the measurement of the face by 3D-AFRA (3-Dimensional Automatic Face Recognition Apparatus) and the items of impression by SDQ. We used multiple comparison, exploratory discriminant analysis and clinical decision to select optimal 3D facial variables which will be input in discriminant analysis model. And we used univariate F values and stepwise discriminant function analysis to choose best impression variables. 3. Results and Conclusions: In this study, derived discriminant function's explanation power was 39% in female group. Diagnostic accuracy rate was 66.0% in female group. And in test sample, Sasang constitutional diagnostic accuracy rate was 56.9%. In this process we could help improve the objectification of Sasang constitution diagnosis.

• 유통과학연구
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• 제11권3호
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• pp.5-11
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• 2013

Purpose - Going concern is one of fundamental concepts in accounting and auditing and sometimes the assessment of a company's going concern status that is a tough process. Various going concern prediction models' based on statistical and data mining methods help auditors and stakeholders suggested in the previous literature. Research design - This paper employs a data mining approach to prediction of going concern status of Iranian firms listed in Tehran Stock Exchange using Particle Swarm Optimization. To reach this goal, at the first step, we used the stepwise discriminant analysis it is selected the final variables from among of 42 variables and in the second stage; we applied a grid-search technique using 10-fold cross-validation to find out the optimal model. Results - The empirical tests show that the particle swarm optimization (PSO) model reached 99.92% and 99.28% accuracy rates for training and holdout data. Conclusions - The authors conclude that PSO model is applicable for prediction going concern of Iranian listed companies.