• Title/Summary/Keyword: support vector regression machine

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Soft Set Theory Oriented Forecast Combination Method for Business Failure Prediction

  • Xu, Wei;Xiao, Zhi
    • Journal of Information Processing Systems
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    • v.12 no.1
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    • pp.109-128
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    • 2016
  • This paper presents a new combined forecasting method that is guided by the soft set theory (CFBSS) to predict business failures with different sample sizes. The proposed method combines both qualitative analysis and quantitative analysis to improve forecasting performance. We considered an expert system (ES), logistic regression (LR), and support vector machine (SVM) as forecasting components whose weights are determined by the receiver operating characteristic (ROC) curve. The proposed procedure was applied to real data sets from Chinese listed firms. For performance comparison, single ES, LR, and SVM methods, the combined forecasting method based on equal weights (CFBEWs), the combined forecasting method based on neural networks (CFBNNs), and the combined forecasting method based on rough sets and the D-S theory (CFBRSDS) were also included in the empirical experiment. CFBSS obtains the highest forecasting accuracy and the second-best forecasting stability. The empirical results demonstrate the superior forecasting performance of our method in terms of accuracy and stability.

Efficient Traffic Classifier in Wireless Network (무선네트워크에서의 효율적 트래픽 분류 기법 연구)

  • Lee, Seong-Jin;Song, Jong-Woo;Ahn, Soo-Han;Won, You-Jip;Chang, Jae-Sung
    • Proceedings of the Korean Information Science Society Conference
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    • 2008.06d
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    • pp.485-490
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    • 2008
  • 무선 인터넷의 구조적 특성상 한 셀에서 대역폭을 공유하고 그 안에서 각기 다른 QoS를 요구하는 서비스들이 한정된 자원을 사용한다. 트래픽의 변화와 패턴을 예측하기 위한 분석은 실제 서비스를 제공하기 전인 기획단계에서 매우 중요한 도구로 사용이 된다. 무선망의 트래픽을 예측하기 위해서는 유선망의 분석과는 다른 방법이 필요하기 때문에 정확한 분류를 위해서 본 연구에서는 세션의 단위로 분석할 것을 제안한다. 또한 Classification and Regression Tree(CART) 와 Support Vector Machine(SVM) 의 두 개의 판별 분류 기법을 서로 비교하고 그 성능을 평가한다. 두 개의 판별 기법의 오차는 CART의 경우 0.0094 그리고 SVM의 경우 0.0089로 둘 다 우수한 성능을 보였지만 쉬운 결과 해석이 가능한 CART가 사용하기 용이함을 보인다.

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Improvement Regression Rate of Kernel Relaxation using the Dynamic Momentum (동적모멘트를 이용한 Kernel Relaxation의 회귀율 향상)

  • 김은미;양창호;이배호
    • Proceedings of the Korean Information Science Society Conference
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    • 2002.10d
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    • pp.313-315
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    • 2002
  • 본 논문에서는 학습 중 모멘트를 동적으로 조절하여 수련속도와 학습 성능을 향상시키는 동적모멘트를 제안하고 회귀방법으로 동적모멘트의 성능을 재확인한다. 제안된 학습방법은 기존의 정적모멘트와는 달리 수렴 정도에 따라 현재의 학습에 과거의 학습률을 단리 반영하는 방법으로 다른 학습법에 비해 보다 유연한 초평면을 갖으며 수렴에 이르는 시간이 오래 걸리는 KR(Kernel Relaxation)에 적용하여 그 성능을 확인한다. 본 논문에서 사용한 회귀방법은 RMS 오류율을 사용하였으며 제안된 학습방법인 동적모멘트를 SVM(support vector machine)의 순차 학습방법 중 최근 발표된 KR에 적용하여 RMS 오류율을 확인하였다. 실험의 공정성을 위해 신경망 분류기 표준평가데이터인 SONAR 데이터를 사용하였으며 실험 결과 동적모멘트를 이용한 회귀율이 정적모멘트를 이용한 방법보다 향상되었음을 확인하였다.

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A Novel Unweighted Combination Method for Business Failure Prediction Using Soft Set

  • Xu, Wei;Yang, Daoli
    • Journal of Information Processing Systems
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    • v.15 no.6
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    • pp.1489-1502
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    • 2019
  • This work introduces a novel unweighted combination method (UCSS) for business failure perdition (BFP). With considering features of BFP in the age of big data, UCSS integrates the quantitative and qualitative analysis by utilizing soft set theory (SS). We adopt the conventional expert system (ES) as the basic qualitative classifier, the logistic regression model (LR) and the support vector machine (SVM) as basic quantitative classifiers. Unlike other traditional combination methods, we employ soft set theory to integrate the results of each basic classifier without weighting. In this way, UCSS inherits the advantages of ES, LR, SVM, and SS. To verify the performance of UCSS, it is applied to real datasets. We adopt ES, LR, SVM, combination models utilizing the equal weight approach (CMEW), neural network algorithm (CMNN), rough set and D-S evidence theory (CMRD), and the receiver operating characteristic curve (ROC) and SS (CFBSS) as benchmarks. The superior performance of UCSS has been verified by the empirical experiments.

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.

Evolutionary Nonlinear Compensation and Support Vector Machine Based Prediction of Windstorm Advisory (진화적 비선형 보정 및 SVM 분류에 의한 강풍 특보 예측 기법)

  • Seo, Kisung
    • The Transactions of The Korean Institute of Electrical Engineers
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    • v.66 no.12
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    • pp.1799-1803
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    • 2017
  • This paper introduces the prediction methods of windstorm advisory using GP nonlinear compensation and SVM. The existing special report prediction is not specialized for strong wind, such as windstorm, because it is based on the wide range of predicted values for wind speed from low to high. In order to improve the performance of strong wind reporting prediction, a method that can efficiently classify boundaries of strong wind is necessary. First, evolutionary nonlinear regression based compensation technique is applied to obtain more accurate values of prediction for wind speed using UM data. Based on the prediction wind speed, the windstorm advisory is determined. Second, SVM method is applied to classify directly using the data of UM predictors and windstorm advisory. Above two methods are compared to evaluate of the performances for the windstorm data in Jeju Island in South Korea. The data of 2007-2009, 2011 year is used for training, and 2012 year is used for test.

Analysis of Marine Accident based on Impact of Tidal Stream and Vessel Tracking in VTS Are (VTS 관제 구역 내 조류의 영향과 항적 이동에 따른 해양 사고 분석 방법)

  • Kim, Joo-Sung;Jeong, Jung-Sik;Kang, Seung-Ho;Lim, Se-Wook
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2018.05a
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    • pp.246-247
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    • 2018
  • Since the routes within VTS areas include harbour limit of major ports, there are sections where the traffic volume increases and the routes are normally narrow according to the geographical conditions. In the case of ports and VTS areas located on the west coast of Korea, it is affected by strong current due to large tidal differences. In this paper, we propose a method to produce useful information according to the change of navigation environment by analyzing the characteristics of ship's movement according to tidal stream or current. The SVR seaway model, support vector regression, and grid search were conducted in order to extract models.

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A Study on the Optimal Forecasting Model for Cucumber Growth Based on Machine Learning (머신러닝기반 오이 생육 최적 예측 모델에 관한 연구)

  • Ki-Tae Park;Hyun Sim
    • The Journal of the Korea institute of electronic communication sciences
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    • v.19 no.5
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    • pp.911-918
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    • 2024
  • This study developed and evaluated the performance of a machine learning-based model for predicting cucumber fruit set using cucumber growth data. In this study, plant height, node number, internode length, stem thickness, leaf length, leaf width, leaf count, and female flower count were used as independent variables, and the fruit set was set as the dependent variable to develop a prediction model. Various machine learning algorithms, including Linear Regression, Random Forest, XGBoost, Support Vector Regression (SVR), and K-Nearest Neighbors (KNN), were applied, and model performance was evaluated based on Mean Squared Error (MSE) and the coefficient of determination (R2). As a result, the Random Forest algorithm demonstrated the best performance, with an MSE of 3.91 and an R2 of 0.828, effectively capturing the non-linear relationships in the cucumber growth data. In particular, the Random Forest model showed robustness against outliers and proved to be highly effective in predicting fruit set.

Evaluation of a Thermal Conductivity Prediction Model for Compacted Clay Based on a Machine Learning Method (기계학습법을 통한 압축 벤토나이트의 열전도도 추정 모델 평가)

  • Yoon, Seok;Bang, Hyun-Tae;Kim, Geon-Young;Jeon, Haemin
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.41 no.2
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    • pp.123-131
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    • 2021
  • The buffer is a key component of an engineered barrier system that safeguards the disposal of high-level radioactive waste. Buffers are located between disposal canisters and host rock, and they can restrain the release of radionuclides and protect canisters from the inflow of ground water. Since considerable heat is released from a disposal canister to the surrounding buffer, the thermal conductivity of the buffer is a very important parameter in the entire disposal safety. For this reason, a lot of research has been conducted on thermal conductivity prediction models that consider various factors. In this study, the thermal conductivity of a buffer is estimated using the machine learning methods of: linear regression, decision tree, support vector machine (SVM), ensemble, Gaussian process regression (GPR), neural network, deep belief network, and genetic programming. In the results, the machine learning methods such as ensemble, genetic programming, SVM with cubic parameter, and GPR showed better performance compared with the regression model, with the ensemble with XGBoost and Gaussian process regression models showing best performance.

Predicting Interesting Web Pages by SVM and Logit-regression (SVM과 로짓회귀분석을 이용한 흥미있는 웹페이지 예측)

  • Jeon, Dohong;Kim, Hyoungrae
    • Journal of the Korea Society of Computer and Information
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    • v.20 no.3
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    • pp.47-56
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    • 2015
  • Automated detection of interesting web pages could be used in many different application domains. Determining a user's interesting web pages can be performed implicitly by observing the user's behavior. The task of distinguishing interesting web pages belongs to a classification problem, and we choose white box learning methods (fixed effect logit regression and support vector machine) to test empirically. The result indicated that (1) fixed effect logit regression, fixed effect SVMs with both polynomial and radial basis kernels showed higher performance than the linear kernel model, (2) a personalization is a critical issue for improving the performance of a model, (3) when asking a user explicit grading of web pages, the scale could be as simple as yes/no answer, (4) every second the duration in a web page increases, the ratio of the probability to be interesting increased 1.004 times, but the number of scrollbar clicks (p=0.56) and the number of mouse clicks (p=0.36) did not have statistically significant relations with the interest.