• The Korean Journal of Applied Statistics
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• v.23 no.4
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• pp.747-757
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• 2010

This paper studies the Markov modeling of multiclass loss systems supporting several kinds of customers. The concept of unit for loss systems is introduced and the method of equal probability allocation among units is especially considered. Equilibrium equations and limiting distribution of the loss systems are studied and loss probabilities are computed. We analyze an example of a simple system to gain an insight about general systems.

• The Korean Journal of Applied Statistics
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• v.29 no.4
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• pp.679-688
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• 2016

In this paper, we study multiclass loss systems with different server allocation methods. The Markovian states of the systems are defined and their effective representation is investigated. The limiting probabilities are derived based on the Markovian property to determine the performance measures of the systems. The effects of the assignment methods are compared using numerical solutions.

• Journal of Information Processing Systems
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• v.16 no.2
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• pp.360-376
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• 2020

Many heuristic attribute reduction algorithms have been proposed to find a single reduct that functions as the entire set of original attributes without loss of classification capability; however, the proposed reducts are not always perfect for these multiclass datasets. In this study, based on a probabilistic rough set model, we propose the class-oriented attribute reduction (COAR) algorithm, which separately finds a reduct for each target class. Thus, there is a strong dependence between a reduct and its target class. Consequently, we propose a type of ensemble constructed on a group of classifiers based on class-oriented reducts with a customized weighted majority voting strategy. We evaluated the performance of our proposed algorithm based on five real multiclass datasets. Experimental results confirm the superiority of the proposed method in terms of four general evaluation metrics.

• Journal of Intelligence and Information Systems
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• v.17 no.3
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• pp.25-41
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• 2011

Recently, support vector machines (SVMs) are being recognized as competitive tools as compared with other data mining techniques for solving pattern recognition or classification decision problems. Furthermore, many researches, in particular, have proved them more powerful than traditional artificial neural networks (ANNs) (Amendolia et al., 2003; Huang et al., 2004, Huang et al., 2005; Tay and Cao, 2001; Min and Lee, 2005; Shin et al., 2005; Kim, 2003).The classification decision, such as a binary or multi-class decision problem, used by any classifier, i.e. data mining techniques is so cost-sensitive particularly in financial classification problems such as the credit ratings that if the credit ratings are misclassified, a terrible economic loss for investors or financial decision makers may happen. Therefore, it is necessary to convert the outputs of the classifier into wellcalibrated posterior probabilities-based multiclass credit ratings according to the bankruptcy probabilities. However, SVMs basically do not provide such probabilities. So it required to use any method to create the probabilities (Platt, 1999; Drish, 2001). This paper applied AdaBoost algorithm-based support vector machines (SVMs) into a bankruptcy prediction as a binary classification problem for the IT companies in Korea and then performed the multi-class credit ratings of the companies by making a normal distribution shape of posterior bankruptcy probabilities from the loss functions extracted from the SVMs. Our proposed approach also showed that their methods can minimize the misclassification problems by adjusting the credit grade interval ranges on condition that each credit grade for credit loan borrowers has its own credit risk, i.e. bankruptcy probability.