• Journal of the Korean Data and Information Science Society
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• v.23 no.4
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• pp.825-832
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• 2012

We propose a novel way of forecasting the market shares of several brands simultaneously in a multiplicative competitive interaction model, which uses kernel regression technique incorporated with kernel machine technique applied in support vector machines and other machine learning techniques. Traditionally, the estimations of the market share attraction model are performed via a maximum likelihood estimation procedure under the assumption that the data are drawn from a normal distribution. The proposed method is shown to be a good candidate for forecasting method of the market share attraction model when normal distribution is not assumed. We apply the proposed method to forecast the market shares of 4 Korean car brands simultaneously and represent better performances than maximum likelihood estimation procedure.

• Journal of Information Technology Services
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• v.18 no.1
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• pp.173-186
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• 2019

Recently, as the amount of fine dust has risen rapidly, our interest is increasing day by day. It is virtually impossible to remove fine dust. However, it is best to predict the concentration of fine dust and minimize exposure to it. In this study, we developed a mathematical model that can predict the concentration of fine dust using various information related to the weather and air quality, which is provided in real time in 'Air Korea (http://www.airkorea.or.kr/)' and 'Weather Data Open Portal (https://data.kma.go.kr/).' In the mathematical model, various domestic seasonal variables and atmospheric state variables are extracted by multiple regression analysis. The parameters that have significant influence on the fine dust concentration are extracted, and using ANN (Artificial Neural Network) and SVM (Support Vector Machine), which are machine learning techniques, we proposed a prediction model. The proposed model can verify its effectiveness by using past dust and weather big data.

• Computers and Concrete
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• v.30 no.1
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• pp.33-42
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• 2022

Experimentally predicting the compressive strength (CS) of concrete (for a mix design) is a time-consuming and laborious process. The present study aims to propose surrogate models based on Support Vector Machine (SVM) and Gaussian Process Regression (GPR) machine learning techniques, which can predict the CS of concrete containing nano-silica. Content of cement, aggregates, nano-silica and its fineness, water-binder ratio, and the days at which strength has to be predicted are the input variables. The efficiency of the models is compared in terms of Correlation Coefficient (CC), Root Mean Square Error (RMSE), Variance Account For (VAF), Nash-Sutcliffe Efficiency (NSE), and RMSE to observation's standard deviation ratio (RSR). It has been observed that the SVM outperforms GPR in predicting the CS of the concrete containing nano-silica.

• International Journal of Computer Science & Network Security
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• v.23 no.9
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• pp.186-191
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• 2023

Neural Networks are widely used for huge variety of tasks solution. Machine Learning methods are used also for signal and time series analysis, including electrocardiograms. Contemporary wearable devices, both medical and non-medical type like smart watch, allow to gather the data in real time uninterruptedly. This allows us to transfer these data for analysis or make an analysis on the device, and thus provide preliminary diagnosis, or at least fix some serious deviations. Different methods are being used for this kind of analysis, ranging from medical-oriented using distinctive features of the signal to machine learning and deep learning approaches. Here we will demonstrate a neural network-based approach to this task by building an ensemble of 1D CNN classifiers and a final classifier of selection using logistic regression, random forest or support vector machine, and make the conclusions of the comparison with other approaches.

• Archives of Metallurgy and Materials
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• v.67 no.4
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• pp.1459-1463
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• 2022

The soft magnetic properties of Fe-based amorphous alloys can be controlled by their compositions through alloy design. Experimental data on these alloys show some discrepancy, however, with predicted values. For further improvement of the soft magnetic properties, machine learning processes such as random forest regression, k-nearest neighbors regression and support vector regression can be helpful to optimize the composition. In this study, the random forest regression method was used to find the optimum compositions of Fe-Si-B-C alloys. As a result, the lowest coercivity was observed in Fe_80.5Si_3.63B_13.54C_2.33 at.% and the highest saturation magnetization was obtained Fe_81.83Si_3.63B_12.63C_1.91 at.% with R² values of 0.74 and 0.878, respectively.

• Journal of Korean Society of Industrial and Systems Engineering
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• v.45 no.3
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• pp.131-138
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• 2022

The demand for chiller equipment that keeps each machine at a constant temperature to maintain the best possible condition is growing rapidly. PID (Proportional Integral Derivation) control is a popular temperature control method. The error, which is the difference between the desired target value and the current system output value, is calculated and used as an input to the system using a proportional, integrator, and differentiator. Through such a closed-loop configuration, a desired final output value of the system can be reached using only the target value and the feedback signal. Furthermore, various temperature control methods have been devised as the control performance of various high-performance equipment becomes important. Therefore, it is necessary to design for accurate data-driven temperature control for chiller equipment. In this research, support vector regression is applied to the classic PID control for accurate temperature control. Simulated annealing is applied to find optimal PID parameters. The results of the proposed control method show fast and effective control performance for chiller equipment.

• Geomechanics and Engineering
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• v.32 no.3
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• pp.271-291
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• 2023

Settlement estimation in cohesion materials is a crucial topic to tackle because of the complexity of the cohesion soil texture, which could be solved roughly by substituted solutions. The goal of this research was to implement recently developed machine learning features as effective methods to predict settlement (S_m) of shallow foundations over cohesion soil properties. These models include hybridized support vector regression (SVR), random forests (RF), and coot optimization algorithm (COM), and black widow optimization algorithm (BWOA). The results indicate that all created systems accurately simulated the S_m, with an R² of better than 0.979 and 0.9765 for the train and test data phases, respectively. This indicates extraordinary efficiency and a good correlation between the experimental and simulated S_m. The model's results outperformed those of ANFIS - PSO, and COM - RF findings were much outstanding to those of the literature. By analyzing established designs utilizing different analysis aspects, such as various error criteria, Taylor diagrams, uncertainty analyses, and error distribution, it was feasible to arrive at the final result that the recommended COM - RF was the outperformed approach in the forecasting process of S_m of shallow foundation, while other techniques were also reliable.

• Communications for Statistical Applications and Methods
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• v.14 no.2
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• pp.377-388
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• 2007

As one of multi-class classification methods, ECOC (Error Correcting Output Coding) method is known to have low classification error rate. This paper aims at suggesting effective multi-class classification method (1) by comparing various encoding methods and decoding methods in ECOC method and (2) by comparing ECOC method and direct classification method. Both SVM (Support Vector Machine) and logistic regression model were used as binary classifiers in comparison.

• 한국IT서비스학회:학술대회논문집
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• 2005.11a
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• pp.345-355
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• 2005

As the portion of information systems(IS) budget to the total government budget becomes greater, the cost estimation of IS development and maintenance projects is recognized as one of the most important problems to be resolved for quantitative and efficient management of IS budget. The primary concern in the cost estimation of IS projects is to estimate software development cost. In this paper, we propose a new method to estimate software cost using support vector regression(SVR), which has attracted considerable attention because of its good performance and theoretical clearness. The paper is the first study which apply SVR to software cost estimation.

• Journal of Intelligence and Information Systems
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• v.28 no.2
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• pp.237-262
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• 2022

There has been a growing interest in IPOs (Initial Public Offerings) due to the profitable returns that IPO stocks can offer to investors. However, IPOs can be speculative investments that may involve substantial risk as well because shares tend to be volatile, and the supply of IPO shares is often highly limited. Therefore, it is crucially important that IPO investors are well informed of the issuing firms and the market before deciding whether to invest or not. Unlike institutional investors, individual investors are at a disadvantage since there are few opportunities for individuals to obtain information on the IPOs. In this regard, the purpose of this study is to provide individual investors with the information they may consider when making an IPO investment decision. This study presents a model that uses machine learning and text analysis to predict whether an IPO stock price would move up or down after the first 5 trading days. Our sample includes 691 Korean IPOs from June 2009 to December 2020. The input variables for the prediction are three tone variables created from IPO prospectuses and quantitative variables that are either firm-specific, issue-specific, or market-specific. The three prospectus tone variables indicate the percentage of positive, neutral, and negative sentences in a prospectus, respectively. We considered only the sentences in the Risk Factors section of a prospectus for the tone analysis in this study. All sentences were classified into 'positive', 'neutral', and 'negative' via text analysis using TF-IDF (Term Frequency - Inverse Document Frequency). Measuring the tone of each sentence was conducted by machine learning instead of a lexicon-based approach due to the lack of sentiment dictionaries suitable for Korean text analysis in the context of finance. For this reason, the training set was created by randomly selecting 10% of the sentences from each prospectus, and the sentence classification task on the training set was performed after reading each sentence in person. Then, based on the training set, a Support Vector Machine model was utilized to predict the tone of sentences in the test set. Finally, the machine learning model calculated the percentages of positive, neutral, and negative sentences in each prospectus. To predict the price movement of an IPO stock, four different machine learning techniques were applied: Logistic Regression, Random Forest, Support Vector Machine, and Artificial Neural Network. According to the results, models that use quantitative variables using technical analysis and prospectus tone variables together show higher accuracy than models that use only quantitative variables. More specifically, the prediction accuracy was improved by 1.45% points in the Random Forest model, 4.34% points in the Artificial Neural Network model, and 5.07% points in the Support Vector Machine model. After testing the performance of these machine learning techniques, the Artificial Neural Network model using both quantitative variables and prospectus tone variables was the model with the highest prediction accuracy rate, which was 61.59%. The results indicate that the tone of a prospectus is a significant factor in predicting the price movement of an IPO stock. In addition, the McNemar test was used to verify the statistically significant difference between the models. The model using only quantitative variables and the model using both the quantitative variables and the prospectus tone variables were compared, and it was confirmed that the predictive performance improved significantly at a 1% significance level.