굽힘 하중과 내압이 가해지는 미터밴드의 소성하중

민성환,김윤재,전준영,이국희,Min, Sung-Hwan,Kim, Yun-Jae,Jeon, Jun-Young,Lee, Kuk-Hee 한국전산구조공학회 2009 한국전산구조공학회논문집 Vol.22 No.6

본 논문에서는 굽힘과 내압이 가해질 때 미터밴드의 한계하중을 3차원 유한요소해석을 이용하여 연구하였다. 재료는 탄성-완전 소성재료로 가정하였고, 기하학적 선형과 비선형 효과를 고려하여 소성 한계하중을 결정하였다. 본 연구를 위한 해석에서는 다양한 범위의 형상 변수가 고려되었다. 유한요소해석 결과를 바탕으로 굽힘에 관한 보간식을 제시하였다. Based on three-dimensional(3-D) finite element limit analyses, this paper provides limit and TES (Twice-Plastic Load) loads for mitred pipe bends under bending and pressure. The plastic limit loads are determined from FE limit analyses based on elastic-perfectly-plastic materials using the small and large geometry change option. A wide range of parameters related to the mitred bend geometry is considered. Based on the finite element results, closed-form approximations of plastic limit and TES plastic load solutions for mitred pipe bends under bending are proposed.

부도 예측을 위한 앙상블 분류기 개발

민성환,Min, Sung-Hwan 한국산업정보학회 2012 한국산업정보학회논문지 Vol.17 No.7

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. An ensemble of classifiers is to employ a set of individually trained classifiers and combine their predictions. It has been found that in most cases the ensembles produce more accurate predictions than the base classifiers. Combining outputs from multiple classifiers, known as ensemble learning, is one of the standard and most important techniques for improving classification accuracy in machine learning. An ensemble of classifiers is efficient only if the individual classifiers make decisions as diverse as possible. Bagging is the most popular method of ensemble learning to generate a diverse set of classifiers. Diversity in bagging is obtained by using different training sets. The different training data subsets are randomly drawn with replacement from the entire training dataset. The random subspace method is an ensemble construction technique using different attribute subsets. In the random subspace, the training dataset is also modified as in bagging. However, this modification is performed in the feature space. Bagging and random subspace are quite well known and popular ensemble algorithms. However, few studies have dealt with the integration of bagging and random subspace using SVM Classifiers, though there is a great potential for useful applications in this area. The focus of this paper is to propose methods for improving SVM performance using hybrid ensemble strategy for bankruptcy prediction. This paper applies the proposed ensemble model to the bankruptcy prediction problem using a real data set from Korean companies.

부트스트랩 샘플링 최적화를 통한 앙상블 모형의 성능 개선

민성환 ( Sung-hwan Min ) 한국인터넷정보학회 2016 인터넷정보학회논문지 Vol.17 No.2

앙상블 학습 기법은 개별 모형보다 더 좋은 예측 성과를 얻기 위해 다수의 분류기를 결합하는 것으로 예측 성과를 향상시키는 데에 매우 유용한 것으로 알려져 있다. 배깅은 단일 분류기의 예측 성과를 향상시키는 대표적인 앙상블 기법중의 하나이다. 배깅은 원 학습 데이터로부터 부트스트랩 샘플링 방법을 통해 서로 다른 학습 데이터를 추출하고, 각각의 부트스트랩 샘플에 대해 학습 알고리즘을 적용하여 서로 다른 다수의 기저 분류기들을 생성시키게 되며, 최종적으로 서로 다른 분류기로부터 나온 결과를 결합하게 된다. 배깅에서 부트스트랩 샘플은 원 학습 데이터로부터 램덤하게 추출한 샘플로 각각의 부트스트랩 샘플이 동일한 정보를 가지고 있지는 않으며 이로 인해 배깅 모형의 성과는 편차가 발생하게 된다. 본 논문에서는 이와 같은 부트스트랩 샘플을 최적화함으로써 표준 배깅 앙상블의 성과를 개선시키는 새로운 방법을 제안하였다. 제안한 모형에서는 앙상블 모형의 성과를 개선시키기 위해 부트스트랩 샘플링을 최적화하였으며 이를 위해 유전자 알고리즘이 활용되었다. 본 논문에서는 제안한 모형을 국내 부도 예측 문제에 적용해 보았으며, 실험 결과 제안한 모형이 우수한 성과를 보였다. Ensemble classification involves combining multiple classifiers to obtain more accurate predictions than those obtained using individual models. Ensemble learning techniques are known to be very useful for improving prediction accuracy. Bagging is one of the most popular ensemble learning techniques. Bagging has been known to be successful in increasing the accuracy of prediction of the individual classifiers. Bagging draws bootstrap samples from the training sample, applies the classifier to each bootstrap sample, and then combines the predictions of these classifiers to get the final classification result. Bootstrap samples are simple random samples selected from the original training data, so not all bootstrap samples are equally informative, due to the randomness. In this study, we proposed a new method for improving the performance of the standard bagging ensemble by optimizing bootstrap samples. A genetic algorithm is used to optimize bootstrap samples of the ensemble for improving prediction accuracy of the ensemble model. The proposed model is applied to a bankruptcy prediction problem using a real dataset from Korean companies. The experimental results showed the effectiveness of the proposed model.

사례 선택 기법을 활용한 앙상블 모형의 성능 개선

민성환(Sung Hwan Min) 한국산업경영시스템학회 2016 한국산업경영시스템학회지 Vol.39 No.1

Ensemble classification involves combining individually trained classifiers to yield more accurate prediction, compared with individual models. Ensemble techniques are very useful for improving the generalization ability of classifiers. The random subspace ensemble technique is a simple but effective method for constructing ensemble classifiers; it involves randomly drawing some of the features from each classifier in the ensemble. The instance selection technique involves selecting critical instances while deleting and removing irrelevant and noisy instances from the original dataset. The instance selection and random subspace methods are both well known in the field of data mining and have proven to be very effective in many applications. However, few studies have focused on integrating the instance selection and random subspace methods. Therefore, this study proposed a new hybrid ensemble model that integrates instance selection and random subspace techniques using genetic algorithms (GAs) to improve the performance of a random subspace ensemble model. GAs are used to select optimal (or near optimal) instances, which are used as input data for the random subspace ensemble model. The proposed model was applied to both Kaggle credit data and corporate credit data, and the results were compared with those of other models to investigate performance in terms of classification accuracy, levels of diversity, and average classification rates of base classifiers in the ensemble. The experimental results demon-strated that the proposed model outperformed other models including the single model, the instance selection model, and the original random subspace ensemble model.

재무부실화 예측을 위한 랜덤 서브스페이스 앙상블 모형의 최적화

민성환(Sung Hwan Min) 한국IT서비스학회 2015 한국IT서비스학회지 Vol.14 No.4

Ensemble classification is to utilize multiple classifiers instead of using a single classifier. Recently ensemble classifiers have attracted much attention in data mining community. Ensemble learning techniques has been proved to be very useful for improving the prediction accuracy. Bagging, boosting and random subspace are the most popular ensemble methods. In random subspace, each base classifier is trained on a randomly chosen feature subspace of the original feature space. The outputs of different base classifiers are aggregated together usually by a simple majority vote. In this study, we applied the random subspace method to the bankruptcy problem. Moreover, we proposed a method for optimizing the random subspace ensemble. The genetic algorithm was used to optimize classifier subset of random subspace ensemble for bankruptcy prediction. This paper applied the proposed genetic algorithm based random subspace ensemble model to the bankruptcy prediction problem using a real data set and compared it with other models. Experimental results showed the proposed model outperformed the other models.

시점 종속적 빌보드 텍스쳐 재생성을 이용한 나무의 실시간 렌더링

민성환(Sung-Hwan Min),김창헌(Chang-Hun Kim) 한국컴퓨터그래픽스학회 2002 컴퓨터그래픽스학회논문지 Vol.8 No.4

랜덤화 배깅을 이용한 재무 부실화 예측

민성환(Sung-Hwan Min) 한국IT서비스학회 2016 한국IT서비스학회지 Vol.15 No.1

Ensemble classification is an approach that combines individually trained classifiers in order to improve prediction accuracy over individual classifiers. Ensemble techniques have been shown to be very effective in improving the generalization ability of the classifier. But base classifiers need to be as accurate and diverse as possible in order to enhance the generalization abilities of an ensemble model. Bagging is one of the most popular ensemble methods. In bagging, the different training data subsets are randomly drawn with replacement from the original training dataset. Base classifiers are trained on the different bootstrap samples. In this study we proposed a new bagging variant ensemble model, Randomized Bagging (RBagging) for improving the standard bagging ensemble model. The proposed model was applied to the bankruptcy prediction problem using a real data set and the results were compared with those of the other models. The experimental results showed that the proposed model outperformed the standard bagging model.

컴퓨터 게임을 위한 실시간 Timewarp Rigid body 시뮬레이션

민성환(Sung-Hwan Min),김창헌(Chang-Hun Kim) 한국정보과학회 2001 한국정보과학회 학술발표논문집 Vol.28 No.2Ⅱ

본 논문은 많은 수의 rigid body 물체들을 물리학에 기반하여 실시간으로 애니메이션하는 방법을 제안한다. rigid body 물체들의 움직임을 생성해내는 과정은 상당한 시간이 소요되며 또한 물체의 수가 증가함에 따라 계산시간이 급증한다. 본 논문에서는 Timewarp rigid body 시뮬레이션 알고리즘을 실시간 애니메이션에 적용하기 위해 시간 당 생성되는 프레임 수에 따른 다단계 롤백 범위 적용을 하는 방법을 제안하고 실험을 통하여 시뮬레이션 시스템의 효율성을 보인다.

부도예측을 위한 KNN 앙상블 모형의 동시 최적화

민성환(Sung-Hwan Min) 한국지능정보시스템학회 2016 지능정보연구 Vol.22 No.1

Bankruptcy involves considerable costs, so it can have significant effects on a countrys economy. Thus, bankruptcy prediction is an important issue. Over the past several decades, many researchers have addressed topics associated with bankruptcy prediction. Early research on bankruptcy prediction employed conventional statistical methods such as univariate analysis, discriminant analysis, multiple regression, and logistic regression. Later on, many studies began utilizing artificial intelligence techniques such as inductive learning, neural networks, and case-based reasoning. Currently, ensemble models are being utilized to enhance the accuracy of bankruptcy prediction. Ensemble classification involves combining multiple classifiers to obtain more accurate predictions than those obtained using individual models. Ensemble learning techniques are known to be very useful for improving the generalization ability of the classifier. Base classifiers in the ensemble must be as accurate and diverse as possible in order to enhance the generalization ability of an ensemble model. Commonly used methods for constructing ensemble classifiers include bagging, boosting, and random subspace. The random subspace method selects a random feature subset for each classifier from the original feature space to diversify the base classifiers of an ensemble. Each ensemble member is trained by a randomly chosen feature subspace from the original feature set, and predictions from each ensemble member are combined by an aggregation method. The k-nearest neighbors (KNN) classifier is robust with respect to variations in the dataset but is very sensitive to changes in the feature space. For this reason, KNN is a good classifier for the random subspace method. The KNN random subspace ensemble model has been shown to be very effective for improving an individual KNN model. The k parameter of KNN base classifiers and selected feature subsets for base classifiers play an important role in determining the performance of the KNN ensemble model. However, few studies have focused on optimizing the k parameter and feature subsets of base classifiers in the ensemble. This study proposed a new ensemble method that improves upon the performance KNN ensemble model by optimizing both k parameters and feature subsets of base classifiers. A genetic algorithm was used to optimize the KNN ensemble model and improve the prediction accuracy of the ensemble model. The proposed model was applied to a bankruptcy prediction problem by using a real dataset from Korean companies. The research data included 1800 externally non-audited firms that filed for bankruptcy (900 cases) or non-bankruptcy (900 cases). Initially, the dataset consisted of 134 financial ratios. Prior to the experiments, 75 financial ratios were selected based on an independent sample t-test of each financial ratio as an input variable and bankruptcy or non-bankruptcy as an output variable. Of these, 24 financial ratios were selected by using a logistic regression backward feature selection method. The complete dataset was separated into two parts: training and validation. The training dataset was further divided into two portions: one for the training model and the other to avoid overfitting. The prediction accuracy against this dataset was used to determine the fitness value in order to avoid overfitting. The validation dataset was used to evaluate the effectiveness of the final model. A 10-fold cross-validation was implemented to compare the performances of the proposed model and other models. To evaluate the effectiveness of the proposed model, the classification accuracy of the proposed model was compared with that of other models. The Q-statistic values and average classification accuracies of base classifiers were investigated. The experimental results showed that the proposed model outperformed other models, such as the single model and random subspace ensemble model.

개선된 배깅 앙상블을 활용한 기업부도예측

민성환(Sung-Hwan Min) 한국지능정보시스템학회 2014 지능정보연구 Vol.20 No.4

Predicting corporate failure has been an important topic in accounting and finance. The costs associated with bankruptcy are high, so the accuracy of bankruptcy prediction is greatly important for financial institutions. Lots of researchers have dealt with the topic associated with bankruptcy prediction in the past three decades. The current research attempts to use ensemble models for improving the performance of bankruptcy prediction. Ensemble classification is to combine individually trained classifiers in order to gain more accurate prediction than individual models. Ensemble techniques are shown to be very useful for improving the generalization ability of the classifier. Bagging is the most commonly used methods for constructing ensemble classifiers. In bagging, the different training data subsets are randomly drawn with replacement from the original training dataset. Base classifiers are trained on the different bootstrap samples. Instance selection is to select critical instances while deleting and removing irrelevant and harmful instances from the original set. Instance selection and bagging are quite well known in data mining. However, few studies have dealt with the integration of instance selection and bagging. This study proposes an improved bagging ensemble based on instance selection using genetic algorithms (GA) for improving the performance of SVM. GA is an efficient optimization procedure based on the theory of natural selection and evolution. GA uses the idea of survival of the fittest by progressively accepting better solutions to the problems. GA searches by maintaining a population of solutions from which better solutions are created rather than making incremental changes to a single solution to the problem. The initial solution population is generated randomly and evolves into the next generation by genetic operators such as selection, crossover and mutation. The solutions coded by strings are evaluated by the fitness function. The proposed model consists of two phases: GA based Instance Selection and Instance based Bagging. In the first phase, GA is used to select optimal instance subset that is used as input data of bagging model. In this study, the chromosome is encoded as a form of binary string for the instance subset. In this phase, the population size was set to 100 while maximum number of generations was set to 150. We set the crossover rate and mutation rate to 0.7 and 0.1 respectively. We used the prediction accuracy of model as the fitness function of GA. SVM model is trained on training data set using the selected instance subset. The prediction accuracy of SVM model over test data set is used as fitness value in order to avoid overfitting. In the second phase, we used the optimal instance subset selected in the first phase as input data of bagging model. We used SVM model as base classifier for bagging ensemble. The majority voting scheme was used as a combining method in this study. This study applies the proposed model to the bankruptcy prediction problem using a real data set from Korean companies. The research data used in this study contains 1832 externally non-audited firms which filed for bankruptcy (916 cases) and non-bankruptcy (916 cases). Financial ratios categorized as stability, profitability, growth, activity and cash flow were investigated through literature review and basic statistical methods and we selected 8 financial ratios as the final input variables. We separated the whole data into three subsets as training, test and validation data set. In this study, we compared the proposed model with several comparative models including the simple individual SVM model, the simple bagging model and the instance selection based SVM model. The McNemar tests were used to examine whether the proposed model significantly outperforms the other models. The experimental results show that the proposed model outperforms the other models.