• 제목/요약/키워드: support vector regression.

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Application of cost-sensitive LSTM in water level prediction for nuclear reactor pressurizer

  • Zhang, Jin;Wang, Xiaolong;Zhao, Cheng;Bai, Wei;Shen, Jun;Li, Yang;Pan, Zhisong;Duan, Yexin
    • Nuclear Engineering and Technology
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    • v.52 no.7
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    • pp.1429-1435
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    • 2020
  • Applying an accurate parametric prediction model to identify abnormal or false pressurizer water levels (PWLs) is critical to the safe operation of marine pressurized water reactors (PWRs). Recently, deep-learning-based models have proved to be a powerful feature extractor to perform high-accuracy prediction. However, the effectiveness of models still suffers from two issues in PWL prediction: the correlations shifting over time between PWL and other feature parameters, and the example imbalance between fluctuation examples (minority) and stable examples (majority). To address these problems, we propose a cost-sensitive mechanism to facilitate the model to learn the feature representation of later examples and fluctuation examples. By weighting the standard mean square error loss with a cost-sensitive factor, we develop a Cost-Sensitive Long Short-Term Memory (CSLSTM) model to predict the PWL of PWRs. The overall performance of the CSLSTM is assessed by a variety of evaluation metrics with the experimental data collected from a marine PWR simulator. The comparisons with the Long Short-Term Memory (LSTM) model and the Support Vector Regression (SVR) model demonstrate the effectiveness of the CSLSTM.

Performance Comparison of Machine Learning Based on Neural Networks and Statistical Methods for Prediction of Drifter Movement (뜰개 이동 예측을 위한 신경망 및 통계 기반 기계학습 기법의 성능 비교)

  • Lee, Chan-Jae;Kim, Gyoung-Do;Kim, Yong-Hyuk
    • Journal of the Korea Convergence Society
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    • v.8 no.10
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    • pp.45-52
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    • 2017
  • Drifter is an equipment for observing the characteristics of seawater in the ocean, and it can be used to predict effluent oil diffusion and to observe ocean currents. In this paper, we design models or the prediction of drifter trajectory using machine learning. We propose methods for estimating the trajectory of drifter using support vector regression, radial basis function network, Gaussian process, multilayer perceptron, and recurrent neural network. When the propose mothods were compared with the existing MOHID numerical model, performance was improve on three of the four cases. In particular, LSTM, the best performed method, showed the imporvement by 47.59% Future work will improve the accuracy by weighting using bagging and boosting.

Short-term Forecasting of Power Demand based on AREA (AREA 활용 전력수요 단기 예측)

  • Kwon, S.H.;Oh, H.S.
    • Journal of Korean Society of Industrial and Systems Engineering
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    • v.39 no.1
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    • pp.25-30
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    • 2016
  • It is critical to forecast the maximum daily and monthly demand for power with as little error as possible for our industry and national economy. In general, long-term forecasting of power demand has been studied from both the consumer's perspective and an econometrics model in the form of a generalized linear model with predictors. Time series techniques are used for short-term forecasting with no predictors as predictors must be predicted prior to forecasting response variables and containing estimation errors during this process is inevitable. In previous researches, seasonal exponential smoothing method, SARMA (Seasonal Auto Regressive Moving Average) with consideration to weekly pattern Neuron-Fuzzy model, SVR (Support Vector Regression) model with predictors explored through machine learning, and K-means clustering technique in the various approaches have been applied to short-term power supply forecasting. In this paper, SARMA and intervention model are fitted to forecast the maximum power load daily, weekly, and monthly by using the empirical data from 2011 through 2013. $ARMA(2,\;1,\;2)(1,\;1,\;1)_7$ and $ARMA(0,\;1,\;1)(1,\;1,\;0)_{12}$ are fitted respectively to the daily and monthly power demand, but the weekly power demand is not fitted by AREA because of unit root series. In our fitted intervention model, the factors of long holidays, summer and winter are significant in the form of indicator function. The SARMA with MAPE (Mean Absolute Percentage Error) of 2.45% and intervention model with MAPE of 2.44% are more efficient than the present seasonal exponential smoothing with MAPE of about 4%. Although the dynamic repression model with the predictors of humidity, temperature, and seasonal dummies was applied to foretaste the daily power demand, it lead to a high MAPE of 3.5% even though it has estimation error of predictors.

Predicting the Response of Segmented Customers for the Promotion Using Data Mining (데이터마이닝을 이용한 세분화된 고객집단의 프로모션 고객반응 예측)

  • Hong, Tae-Ho;Kim, Eun-Mi
    • Information Systems Review
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    • v.12 no.2
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    • pp.75-88
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    • 2010
  • This paper proposed a method that segmented customers utilizing SOM(Self-organizing Map) and predicted the customers' response of a marketing promotion for each customer's segments. Our proposed method focused on predicting the response of customers dividing into customers' segment whereas most studies have predicted the response of customers all at once. We deployed logistic regression, neural networks, and support vector machines to predict customers' response that is a kind of dichotomous classification while the integrated approach was utilized to improve the performance of the prediction model. Sample data including 45 variables regarding demographic data about 600 customers, transaction data, and promotion activities were applied to the proposed method presenting classification matrix and the comparative analyses of each data mining techniques. We could draw some significant promotion strategies for segmented customers applying our proposed method to sample data.

System Trading using Case-based Reasoning based on Absolute Similarity Threshold and Genetic Algorithm (절대 유사 임계값 기반 사례기반추론과 유전자 알고리즘을 활용한 시스템 트레이딩)

  • Han, Hyun-Woong;Ahn, Hyun-Chul
    • The Journal of Information Systems
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    • v.26 no.3
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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.

On sampling algorithms for imbalanced binary data: performance comparison and some caveats (불균형적인 이항 자료 분석을 위한 샘플링 알고리즘들: 성능비교 및 주의점)

  • Kim, HanYong;Lee, Woojoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.681-690
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    • 2017
  • Various imbalanced binary classification problems exist such as fraud detection in banking operations, detecting spam mail and predicting defective products. Several sampling methods such as over sampling, under sampling, SMOTE have been developed to overcome the poor prediction performance of binary classifiers when the proportion of one group is dominant. In order to overcome this problem, several sampling methods such as over-sampling, under-sampling, SMOTE have been developed. In this study, we investigate prediction performance of logistic regression, Lasso, random forest, boosting and support vector machine in combination with the sampling methods for binary imbalanced data. Four real data sets are analyzed to see if there is a substantial improvement in prediction performance. We also emphasize some precautions when the sampling methods are implemented.

Image Quality Assessment by Combining Masking Texture and Perceptual Color Difference Model

  • Tang, Zhisen;Zheng, Yuanlin;Wang, Wei;Liao, Kaiyang
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.7
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    • pp.2938-2956
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    • 2020
  • Objective image quality assessment (IQA) models have been developed by effective features to imitate the characteristics of human visual system (HVS). Actually, HVS is extremely sensitive to color degradation and complex texture changes. In this paper, we firstly reveal that many existing full reference image quality assessment (FR-IQA) methods can hardly measure the image quality with contrast and masking texture changes. To solve this problem, considering texture masking effect, we proposed a novel FR-IQA method, called Texture and Color Quality Index (TCQI). The proposed method considers both in the masking effect texture and color visual perceptual threshold, which adopts three kinds of features to reflect masking texture, color difference and structural information. Furthermore, random forest (RF) is used to address the drawbacks of existing pooling technologies. Compared with other traditional learning-based tools (support vector regression and neural network), RF can achieve the better prediction performance. Experiments conducted on five large-scale databases demonstrate that our approach is highly consistent with subjective perception, outperforms twelve the state-of-the-art IQA models in terms of prediction accuracy and keeps a moderate computational complexity. The cross database validation also validates our approach achieves the ability to maintain high robustness.

No-reference Image Blur Assessment Based on Multi-scale Spatial Local Features

  • Sun, Chenchen;Cui, Ziguan;Gan, Zongliang;Liu, Feng
    • KSII Transactions on Internet and Information Systems (TIIS)
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    • v.14 no.10
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    • pp.4060-4079
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    • 2020
  • Blur is an important type of image distortion. How to evaluate the quality of blurred image accurately and efficiently is a research hotspot in the field of image processing in recent years. Inspired by the multi-scale perceptual characteristics of the human visual system (HVS), this paper presents a no-reference image blur/sharpness assessment method based on multi-scale local features in the spatial domain. First, considering various content has different sensitivity to blur distortion, the image is divided into smooth, edge, and texture regions in blocks. Then, the Gaussian scale space of the image is constructed, and the categorized contrast features between the original image and the Gaussian scale space images are calculated to express the blur degree of different image contents. To simulate the impact of viewing distance on blur distortion, the distribution characteristics of local maximum gradient of multi-resolution images were also calculated in the spatial domain. Finally, the image blur assessment model is obtained by fusing all features and learning the mapping from features to quality scores by support vector regression (SVR). Performance of the proposed method is evaluated on four synthetically blurred databases and one real blurred database. The experimental results demonstrate that our method can produce quality scores more consistent with subjective evaluations than other methods, especially for real burred images.

A Study on Automatic Learning of Weight Decay Neural Network (가중치감소 신경망의 자동학습에 관한 연구)

  • Hwang, Chang-Ha;Na, Eun-Young;Seok, Kyung-Ha
    • Journal of the Korean Data and Information Science Society
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    • v.12 no.2
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    • pp.1-10
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    • 2001
  • Neural networks we increasingly being seen as an addition to the statistics toolkit which should be considered alongside both classical and modern statistical methods. Neural networks are usually useful for classification and function estimation. In this paper we concentrate on function estimation using neural networks with weight decay factor The use of weight decay seems both to help the optimization process and to avoid overfitting. In this type of neural networks, the problem to decide the number of hidden nodes, weight decay parameter and iteration number of learning is very important. It is called the optimization of weight decay neural networks. In this paper we propose a automatic optimization based on genetic algorithms. Moreover, we compare the weight decay neural network automatically learned according to automatic optimization with ordinary neural network, projection pursuit regression and support vector machines.

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A Study on the Prediction Model Considering the Multicollinearity of Independent Variables in the Seawater Reverse Osmosis (역삼투압 해수담수화(SWRO) 플랜트에서 독립변수의 다중공선성을 고려한 예측모델에 관한 연구)

  • Han, In sup;Yoon, Yeon-Ah;Chang, Tai-Woo;Kim, Yong Soo
    • Journal of Korean Society for Quality Management
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    • v.48 no.1
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    • pp.171-186
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    • 2020
  • Purpose: The purpose of this study is conducting of predictive models that considered multicollinearity of independent variables in order to carry out more efficient and reliable predictions about differential pressure in seawater reverse osmosis. Methods: The main variables of each RO system are extracted through factor analysis. Common variables are derived through comparison of RO system # 1 and RO system # 2. In order to carry out the prediction modeling about the differential pressure, which is the target variable, we constructed the prediction model reflecting the regression analysis, the artificial neural network, and the support vector machine in R package, and figured out the superiority of the model by comparing RMSE. Results: The number of factors extracted from factor analysis of RO system #1 and RO system #2 is same. And the value of variability(% Var) increased as step proceeds according to the analysis procedure. As a result of deriving the average RMSE of the models, the overall prediction of the SVM was superior to the other models. Conclusion: This study is meaningful in that it has been conducting a demonstration study of considering the multicollinearity of independent variables. Before establishing a predictive model for a target variable, it would be more accurate predictive model if the relevant variables are derived and reflected.