• 제목/요약/키워드: classifiers

검색결과 725건 처리시간 0.025초

Predicting stock price direction by using data mining methods : Emphasis on comparing single classifiers and ensemble classifiers

  • Eo, Kyun Sun;Lee, Kun Chang
    • 한국컴퓨터정보학회논문지
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    • 제22권11호
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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.

인식기 간의 상호정보를 이용한 인식기 선택 (Selecting Classifiers using Mutual Information between Classifiers)

  • 강희중
    • 한국정보과학회논문지:컴퓨팅의 실제 및 레터
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    • 제14권3호
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    • pp.326-330
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    • 2008
  • 패턴인식 문제에 있어서 다수의 인식기를 사용하는 연구는 주로, 선택된 다수 인식기를 어떻게 결합할 것인가에 중점을 두어 왔으나, 최근에는 인식기 풀로부터 다수 인식기를 선택하려는 연구로 점차 진행되고 있다. 실제로 다수 인식기 시스템의 성능은 인식기들의 결합 방법은 물론, 선택되는 인식기에 의존한다. 따라서, 우수한 성능을 보이는 인식기 집합을 선택하는 것이 필요하며, 다수의 인식기를 선택하는데 있어서 정보이론에 기초한 접근 방법이 시도되었다. 본 논문에서는 인식기 간의 상호정보를 기반으로 인식기를 선택하여 인식기 집합을 구성하고, 다른 인식기 선택 방법들에 의해 구성된 인식기 집합과 그 성능을 비교해 보고자 한다.

MDC와 kNNC를 이용한 고속 자동변조인식 (Fast Automatic Modulation Classification by MDC and kNNC)

  • 박철순;양종원;나선필;장원
    • 한국군사과학기술학회지
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    • 제10권4호
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    • pp.88-96
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    • 2007
  • This paper discusses the fast modulation classifiers capable of classifying both analog and digital modulation signals in wireless communications applications. A total of 7 statistical signal features are extracted and used to classify 9 modulated signals. In this paper, we investigate the performance of the two types of fast modulation classifiers (i.e. 2 nearest neighbor classifiers and 2 minimum distance classifiers) and compare the performance of these classifiers with that of the state of the art for the existing classification methods such as SVM Classifier. Computer simulations indicate good performance on an AWGN channel, even at low signal-to-noise ratios, in case of minimum distance classifiers (MDC for short) and k nearest neighbor classifiers (kNNC for short). Besides a good performance, these type classifiers are considered as ideal candidate to adapt real-time software radio because of their fast modulation classification capability.

회전체 분급기의 원리 및 연구 개발 동향 (Research and development of centrifugal classifiers: A review)

  • 송동근;한방우;김학준;김용진;정상현;홍원석
    • 한국입자에어로졸학회지
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    • 제4권2호
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    • pp.37-50
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    • 2008
  • Concerns on centrifugal classifiers, of which have cut sizes are below few micrometers, have been increased and it is prospected to be used in extensive industries, such as manufacturing the fine minerals, cosmetics, advanced electric materials, and life science. This paper reviews the recent progress of research and development on the centrifugal classifiers. General categorization of classifiers for feeds was assessed and separation mechanism of the classifiers was followed. History of centrifugal classifiers was explored and some points to be improved were briefly indicated. Fundamental theory of the classification by centrifugal classifiers was pearly studied, and advanced and further understandings on factors affecting the separation or grading efficiency are described. Factors determining the classification precision and efficiency of centrifugal classifiers, such as geometry, rotational speed and inclined angle of rotating vanes, feed and air flow rates, and rotor dimensions are reviewed.

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Real-time implementation and performance evaluation of speech classifiers in speech analysis-synthesis

  • Kumar, Sandeep
    • ETRI Journal
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    • 제43권1호
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    • pp.82-94
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    • 2021
  • In this work, six voiced/unvoiced speech classifiers based on the autocorrelation function (ACF), average magnitude difference function (AMDF), cepstrum, weighted ACF (WACF), zero crossing rate and energy of the signal (ZCR-E), and neural networks (NNs) have been simulated and implemented in real time using the TMS320C6713 DSP starter kit. These speech classifiers have been integrated into a linear-predictive-coding-based speech analysis-synthesis system and their performance has been compared in terms of the percentage of the voiced/unvoiced classification accuracy, speech quality, and computation time. The results of the percentage of the voiced/unvoiced classification accuracy and speech quality show that the NN-based speech classifier performs better than the ACF-, AMDF-, cepstrum-, WACF- and ZCR-E-based speech classifiers for both clean and noisy environments. The computation time results show that the AMDF-based speech classifier is computationally simple, and thus its computation time is less than that of other speech classifiers, while that of the NN-based speech classifier is greater compared with other classifiers.

A Multi-Level Integrator with Programming Based Boosting for Person Authentication Using Different Biometrics

  • Kundu, Sumana;Sarker, Goutam
    • Journal of Information Processing Systems
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    • 제14권5호
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    • pp.1114-1135
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    • 2018
  • A multiple classification system based on a new boosting technique has been approached utilizing different biometric traits, that is, color face, iris and eye along with fingerprints of right and left hands, handwriting, palm-print, gait (silhouettes) and wrist-vein for person authentication. The images of different biometric traits were taken from different standard databases such as FEI, UTIRIS, CASIA, IAM and CIE. This system is comprised of three different super-classifiers to individually perform person identification. The individual classifiers corresponding to each super-classifier in their turn identify different biometric features and their conclusions are integrated together in their respective super-classifiers. The decisions from individual super-classifiers are integrated together through a mega-super-classifier to perform the final conclusion using programming based boosting. The mega-super-classifier system using different super-classifiers in a compact form is more reliable than single classifier or even single super-classifier system. The system has been evaluated with accuracy, precision, recall and F-score metrics through holdout method and confusion matrix for each of the single classifiers, super-classifiers and finally the mega-super-classifier. The different performance evaluations are appreciable. Also the learning and the recognition time is fairly reasonable. Thereby making the system is efficient and effective.

음성과 음악 분류를 위한 특징 파라미터와 분류 방법의 성능비교 (Performance Comparison of Feature Parameters and Classifiers for Speech/Music Discrimination)

  • 김수미;김형순
    • 대한음성학회:학술대회논문집
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    • 대한음성학회 2003년도 5월 학술대회지
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    • pp.149-152
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    • 2003
  • In this paper, we present a performance comparison of feature parameters and classifiers for speech/music discrimination. Experiments were carried out on six feature parameters and three classifiers. It turns out that three classifiers shows similar performance. The feature set that captures the temporal and spectral structure of the signal yields good performance, while the phone-based feature set shows relatively inferior performance.

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부도 예측을 위한 앙상블 분류기 개발 (Developing an Ensemble Classifier for Bankruptcy Prediction)

  • 민성환
    • 한국산업정보학회논문지
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    • 제17권7호
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    • pp.139-148
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    • 2012
  • 분류기의 앙상블 학습은 여러 개의 서로 다른 분류기들의 조합을 통해 만들어진다. 앙상블 학습은 기계학습 분야에서 많은 관심을 끌고 있는 중요한 연구주제이며 대부분의 경우에 있어서 앙상블 모형은 개별 기저 분류기보다 더 좋은 성과를 내는 것으로 알려져 있다. 본 연구는 부도 예측 모형의 성능개선에 관한 연구이다. 이를 위해 본 연구에서는 단일 모형으로 그 우수성을 인정받고 있는 SVM을 기저 분류기로 사용하는 앙상블 모형에 대해 고찰하였다. SVM 모형의 성능 개선을 위해 bagging과 random subspace 모형을 부도 예측 문제에 적용해 보았으며 bagging 모형과 random subspace 모형의 성과 개선을 위해 bagging과 random subspace의 통합 모형을 제안하였다. 제안한 모형의 성과를 검증하기 위해 실제 기업의 부도 예측 데이터를 사용하여 실험하였고, 실험 결과 본 연구에서 제안한 새로운 형태의 통합 모형이 가장 좋은 성과를 보임을 알 수 있었다.

Comparison of Objective Functions for Feed-forward Neural Network Classifiers Using Receiver Operating Characteristics Graph

  • Oh, Sang-Hoon;Wakuya, Hiroshi
    • International Journal of Contents
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    • 제10권1호
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    • pp.23-28
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    • 2014
  • When developing a classifier using various objective functions, it is important to compare the performances of the classifiers. Although there are statistical analyses of objective functions for classifiers, simulation results can provide us with direct comparison results and in this case, a comparison criterion is considerably critical. A Receiver Operating Characteristics (ROC) graph is a simulation technique for comparing classifiers and selecting a better one based on a performance. In this paper, we adopt the ROC graph to compare classifiers trained by mean-squared error, cross-entropy error, classification figure of merit, and the n-th order extension of cross-entropy error functions. After the training of feed-forward neural networks using the CEDAR database, the ROC graphs are plotted to help us identify which objective function is better.

신용카드 사기 검출을 위한 신경망 분류기의 진화 학습 (Evolutionary Learning of Neural Networks Classifiers for Credit Card Fraud Detection)

  • 박래정
    • 한국지능시스템학회논문지
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    • 제11권5호
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    • pp.400-405
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    • 2001
  • This paper addresses an effective approach of training neural networks classifiers for credit card fraud detection. The proposed approach uses evolutionary programming to trails the neural networks classifiers based on maximization of the detection rate of fraudulent usages on some ranges of the rejection rate, loot minimization of mean square error(MSE) that Is a common criterion for neural networks learning. This approach enables us to get classifier of satisfactory performance and to offer a directive method of handling various conditions and performance measures that are required for real fraud detection applications in the classifier training step. The experimental results on "real"credit card transaction data indicate that the proposed classifiers produces classifiers of high quality in terms of a relative profit as well as detection rate and efficiency.

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