• ETRI Journal
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• v.29 no.3
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• pp.336-352
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• 2007

Sequential pattern mining has become an essential task with broad applications. Most sequential pattern mining algorithms use a minimum support threshold to prune the combinatorial search space. This strategy provides basic pruning; however, it cannot mine correlated sequential patterns with similar support and/or weight levels. If the minimum support is low, many spurious patterns having items with different support levels are found; if the minimum support is high, meaningful sequential patterns with low support levels may be missed. We present a new algorithm, weighted interesting sequential (WIS) pattern mining based on a pattern growth method in which new measures, sequential s-confidence and w-confidence, are suggested. Using these measures, weighted interesting sequential patterns with similar levels of support and/or weight are mined. The WIS algorithm gives a balance between the measures of support and weight, and considers correlation between items within sequential patterns. A performance analysis shows that WIS is efficient and scalable in weighted sequential pattern mining.

• Journal of the Korean Data and Information Science Society
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• v.28 no.1
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• pp.227-235
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• 2017

When the spatial information of each location is given specifically as coordinates it is popular to use the geographically weighted regression to incorporate the spatial information by assuming that the regression parameters vary spatially across locations. In this paper, we relax the linearity assumption of geographically weighted regression and propose a geographically weighted least squares-support vector machine for estimating geographically weighted mean by using the basic concept of kernel machines. Generalized cross validation function is induced for the model selection. Numerical studies with real datasets have been conducted to compare the performance of proposed method with other methods for predicting geographically weighted mean.

• Journal of the Korean Data and Information Science Society
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• v.17 no.2
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• pp.467-474
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• 2006

In this paper we present a weighted support vector machine(SVM) and a weighted least squares support vector machine(LS-SVM) for the prediction in the heteroscedastic regression model. By adding weights to standard SVM and LS-SVM the better fitting ability can be achieved when errors are heteroscedastic. In the numerical studies, we illustrate the prediction performance of the proposed procedure by comparing with the procedure which combines standard SVM and LS-SVM and wild bootstrap for the prediction.

• Journal of Information Processing Systems
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• v.6 no.1
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• pp.79-90
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• 2010

A data stream is a massive unbounded sequence of data elements continuously generated at a rapid rate. The continuous characteristic of streaming data necessitates the use of algorithms that require only one scan over the stream for knowledge discovery. Data mining over data streams should support the flexible trade-off between processing time and mining accuracy. In many application areas, mining frequent itemsets has been suggested to find important frequent itemsets by considering the weight of itemsets. In this paper, we present an efficient algorithm WSFI (Weighted Support Frequent Itemsets)-Mine with normalized weight over data streams. Moreover, we propose a novel tree structure, called the Weighted Support FP-Tree (WSFP-Tree), that stores compressed crucial information about frequent itemsets. Empirical results show that our algorithm outperforms comparative algorithms under the windowed streaming model.

• Journal of the Korean Data and Information Science Society
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• v.25 no.4
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• pp.951-959
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• 2014

Recently Hazelton and Turlach (2009) proposed a weighted kernel density estimator for the deconvolution problem. In the case of Gaussian kernels and measurement error, they argued that the weighted kernel density estimator is a competitive estimator over the classical deconvolution kernel estimator. In this paper we consider weighted kernel density estimators when sample observations are contaminated by double exponentially distributed errors. The performance of the weighted kernel density estimators is compared over the classical deconvolution kernel estimator and the kernel density estimator based on the support vector regression method by means of a simulation study. The weighted density estimator with the Gaussian kernel shows numerical instability in practical implementation of optimization function. However the weighted density estimates with the double exponential kernel has very similar patterns to the classical kernel density estimates in the simulations, but the shape is less satisfactory than the classical kernel density estimator with the Gaussian kernel.

• Journal of the Korean Data and Information Science Society
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• v.21 no.6
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• pp.1147-1154
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• 2010

One of the important goals in data mining is to discover and decide the relationships between different variables. Association rules are required for this technique and it find meaningful rules by quantifying the relationship between two items based on association measures such as support, confidence, and lift. In this paper, we presented the evaluation criteria of weighted association rule considering item RFM scores as importance of items. Original RFM technique has been used most widely applied method using customer information to find the most profitable customers. And then we compared general association rule technique with weighted association rule technique through the simulation data.

• Journal of the Korean Data and Information Science Society
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• v.22 no.5
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• pp.999-1005
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• 2011

This paper proposes a weighted least squares support vector machine for asymmetric least squares regression. This method achieves nonlinear prediction power, while making no assumption on the underlying probability distributions. The cross validation function is introduced to choose optimal hyperparameters in the procedure. Experimental results are then presented which indicate the performance of the proposed model.

• Journal of the Korean Mathematical Society
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• v.53 no.4
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• pp.769-780
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• 2016

In this paper, we first prove some Liouville type theorems for elliptic inequalities on weighted manifolds which support a weighted Sobolev-type inequality. Secondly, applying the Liouville type theorems to self-shrinkers, we obtain some global rigidity theorems.

• The Journal of the Institute of Internet, Broadcasting and Communication
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• v.9 no.2
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• pp.1-6
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• 2009

One of the most important problems in bioinformatics is how to extract the useful information from a huge amount of data, and make a decision in diagnosis, prognosis, and medical treatment applications. This paper proposes a weighted kernel function for support vector machine and its learning method with a fast convergence and a good classification performance. We defined the weighted kernel function as the weighted sum of a set of different types of basis kernel functions such as neural, radial, and polynomial kernels, which are trained by a learning method based on genetic algorithm. The weights of basis kernel functions in proposed kernel are determined in learning phase and used as the parameters in the decision model in classification phase. The experiments on several clinical datasets such as colon cancer indicate that our weighted kernel function results in higher and more stable classification performance than other kernel functions.

• Journal of the Korea Academia-Industrial cooperation Society
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• v.10 no.8
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• pp.1998-2004
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• 2009

Recently, due to technical developments of various storage devices and networks, the amount of data increases rapidly. The large volume of data streams poses unique space and time constraints on the data mining process. The continuous characteristic of streaming data necessitates the use of algorithms that require only one scan over the stream for knowledge discovery. Most of the researches based on the support are concerned with the frequent itemsets, but ignore the infrequent itemsets even if it is crucial. In this paper, we propose an efficient method WSFI-Mine(Weighted Support Frequent Itemsets Mine) to mine all frequent itemsets by one scan from the data stream. This method can discover the closed frequent itemsets using DCT(Data Stream Closed Pattern Tree). We compare the performance of our algorithm with DSM-FI and THUI-Mine, under different minimum supports. As results show that WSFI-Mine not only run significant faster, but also consume less memory.