Stochastic Sensitivity Oversampling Technique for Imbalanced Data

2014 ◽  
pp. 161-171 ◽  
Author(s):  
Tongwen Rong ◽  
Huachang Gong ◽  
Wing W. Y. Ng
Keyword(s):  
Imbalanced Data ◽  
Stochastic Sensitivity

Handling Imbalanced Data for Real-Time Crash Prediction: Application of Boosting and Sampling Techniques

2021 ◽  
Vol 147 (3) ◽  
pp. 04020165
Author(s):  
Amin Ariannezhad ◽  
Abolfazl Karimpour ◽  
Xiao Qin ◽  
Yao-Jan Wu ◽  
Yasamin Salmani
Keyword(s):  
Real Time ◽  
Imbalanced Data ◽  
Sampling Techniques ◽  
Crash Prediction

Un-Supervised approach to backorder prediction using deep autoencoder

2019 ◽  
Vol 12 ◽  
Author(s):  
Gunjan Saraogi ◽  
Deepa Gupta ◽  
Lavanya Sharma ◽  
Ajay Rana
Keyword(s):  
Anomaly Detection ◽  
Predictive Model ◽  
Inventory Management ◽  
Supervised Classification ◽  
Operating Characteristic ◽  
Imbalanced Data ◽  
Bullwhip Effect ◽  
Detection Methods ◽  
Good Representation ◽  
Operational Management

Background: Backorders are an accepted abnormality affecting accumulation alternation and logistics, sales, chump service, and manufacturing, which generally leads to low sales and low chump satisfaction. A predictive archetypal can analyse which articles are best acceptable to acquaintance backorders giving the alignment advice and time to adjust, thereby demography accomplishes to aerate their profit. Objective: To address the issue of predicting backorders, this paper has proposed an un-supervised approach to backorder prediction using Deep Autoencoder. Method: In this paper, artificial intelligence paradigms are researched in order to introduce a predictive model for the present unbalanced data issues, where the number of products going on backorder is rare. Result: Un-supervised anomaly detection using deep auto encoders has shown better Area under the Receiver Operating Characteristic and precision-recall curves than supervised classification techniques employed with resampling techniques for imbalanced data problems. Conclusion: We demonstrated that Un-supervised anomaly detection methods specifically deep auto-encoders can be used to learn a good representation of the data. The method can be used as predictive model for inventory management and help to reduce bullwhip effect, raise customer satisfaction as well as improve operational management in the organization. This technology is expected to create the sentient supply chain of the future – able to feel, perceive and react to situations at an extraordinarily granular level

Imbalanced Data Detection Kernel Method in Closed Systems

2013 ◽  
Vol 756-759 ◽  
pp. 3652-3658
Author(s):  
You Li Lu ◽  
Jun Luo
Keyword(s):  
Kernel Methods ◽  
Kernel Method ◽  
Imbalanced Data ◽  
Data Detection ◽  
Data Sets ◽  
System Call ◽  
Data Set ◽  
Imbalanced Data Sets ◽  
Lower Complexity ◽  
Closed Systems

Under the study of Kernel Methods, this paper put forward two improved algorithm which called R-SVM & I-SVDD in order to cope with the imbalanced data sets in closed systems. R-SVM used K-means algorithm clustering space samples while I-SVDD improved the performance of original SVDD by imbalanced sample training. Experiment of two sets of system call data set shows that these two algorithms are more effectively and R-SVM has a lower complexity.

scholarly journals Cluster-Wise Weighted NMF for Hyperspectral Images Unmixing with Imbalanced Data

2021 ◽  
Vol 13 (2) ◽  
pp. 268
Author(s):  
Xiaochen Lv ◽  
Wenhong Wang ◽  
Hongfu Liu
Keyword(s):  
Spatial Information ◽  
Hyperspectral Image ◽  
Imbalanced Data ◽  
Reconstruction Error ◽  
Hyperspectral Data ◽  
Weight Matrix ◽  
Hyperspectral Images ◽  
Mixed Data ◽  
Sparsity Constraints ◽  
Additional Constraints

Hyperspectral unmixing is an important technique for analyzing remote sensing images which aims to obtain a collection of endmembers and their corresponding abundances. In recent years, non-negative matrix factorization (NMF) has received extensive attention due to its good adaptability for mixed data with different degrees. The majority of existing NMF-based unmixing methods are developed by incorporating additional constraints into the standard NMF based on the spectral and spatial information of hyperspectral images. However, they neglect to exploit the nature of imbalanced pixels included in the data, which may cause the pixels mixed with imbalanced endmembers to be ignored, and thus the imbalanced endmembers generally cannot be accurately estimated due to the statistical property of NMF. To exploit the information of imbalanced samples in hyperspectral data during the unmixing procedure, in this paper, a cluster-wise weighted NMF (CW-NMF) method for the unmixing of hyperspectral images with imbalanced data is proposed. Specifically, based on the result of clustering conducted on the hyperspectral image, we construct a weight matrix and introduce it into the model of standard NMF. The proposed weight matrix can provide an appropriate weight value to the reconstruction error between each original pixel and the reconstructed pixel in the unmixing procedure. In this way, the adverse effect of imbalanced samples on the statistical accuracy of NMF is expected to be reduced by assigning larger weight values to the pixels concerning imbalanced endmembers and giving smaller weight values to the pixels mixed by majority endmembers. Besides, we extend the proposed CW-NMF by introducing the sparsity constraints of abundance and graph-based regularization, respectively. The experimental results on both synthetic and real hyperspectral data have been reported, and the effectiveness of our proposed methods has been demonstrated by comparing them with several state-of-the-art methods.

scholarly journals Unsupervised Pre-Training of Imbalanced Data for Identification of Wafer Map Defect Patterns

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Ho Sun Shon ◽  
Erdenebileg Batbaatar ◽  
Wan-Sup Cho ◽  
Seong Gon Choi
Keyword(s):  
Imbalanced Data

A novel multi-stage ensemble model with multiple K-means-based selective undersampling: An application in credit scoring

2021 ◽  
Vol 40 (5) ◽  
pp. 9471-9484
Author(s):  
Yilun Jin ◽  
Yanan Liu ◽  
Wenyu Zhang ◽  
Shuai Zhang ◽  
Yu Lou
Keyword(s):  
Machine Learning ◽  
Predictive Accuracy ◽  
Credit Scoring ◽  
Imbalanced Data ◽  
Ensemble Model ◽  
Selective Sampling ◽  
Machine Learning Methods ◽  
Multi Stage ◽  
Proposed Model ◽  
New Feature

With the advancement of machine learning, credit scoring can be performed better. As one of the widely recognized machine learning methods, ensemble learning has demonstrated significant improvements in the predictive accuracy over individual machine learning models for credit scoring. This study proposes a novel multi-stage ensemble model with multiple K-means-based selective undersampling for credit scoring. First, a new multiple K-means-based undersampling method is proposed to deal with the imbalanced data. Then, a new selective sampling mechanism is proposed to select the better-performing base classifiers adaptively. Finally, a new feature-enhanced stacking method is proposed to construct an effective ensemble model by composing the shortlisted base classifiers. In the experiments, four datasets with four evaluation indicators are used to evaluate the performance of the proposed model, and the experimental results prove the superiority of the proposed model over other benchmark models.

scholarly journals Stochastic sensitivity of bull and bear states

2021 ◽  
Author(s):  
Jochen Jungeilges ◽  
Elena Maklakova ◽  
Tatyana Perevalova
Keyword(s):  
Additive Noise ◽  
Asset Price ◽  
Market Model ◽  
Asset Market ◽  
Stochastic Version ◽  
Market Participants ◽  
Price Process ◽  
Stochastic Sensitivity ◽  
Stable Equilibria ◽  
Parametric Noise

AbstractWe study the price dynamics generated by a stochastic version of a Day–Huang type asset market model with heterogenous, interacting market participants. To facilitate the analysis, we introduce a methodology that allows us to assess the consequences of changes in uncertainty on the dynamics of an asset price process close to stable equilibria. In particular, we focus on noise-induced transitions between bull and bear states of the market under additive as well as parametric noise. Our results are obtained by combining the stochastic sensitivity function (SSF) approach, a mixture of analytical and numerical techniques, due to Mil’shtein and Ryashko (1995) with concepts and techniques from the study of non-smooth 1D maps. We find that the stochastic sensitivity of the respective bull and bear equilibria in the presence of additive noise is higher than under parametric noise. Thus, recurrent transitions are likely to be observed already for relatively low intensities of additive noise.

scholarly journals Coping with Imbalanced Data in the Automated Detection of Reminiscence from Everyday Life Conversations of Older Adults

IEEE Access ◽  
2021 ◽  
pp. 1-1
Author(s):  
Teodor Stoev ◽  
Andrea Ferrario ◽  
Burcu Demiray ◽  
Minxia Luo ◽  
Mike Martin ◽  
...  
Keyword(s):  
Older Adults ◽  
Everyday Life ◽  
Imbalanced Data ◽  
Automated Detection
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