A novel two-stage hybrid default prediction model with k-means clustering and support vector domain description

2022 ◽  
Vol 59 ◽  
pp. 101536
Author(s):  
Kunpeng Yuan ◽  
Guotai Chi ◽  
Ying Zhou ◽  
Hailei Yin
Keyword(s):  
Prediction Model ◽  
Support Vector ◽  
Two Stage ◽  
Default Prediction ◽  
Domain Description

A Data-Driven Two-Stage Prediction Model for Train Primary-Delay Recovery Time

2020 ◽  
Vol 30 (07) ◽  
pp. 921-940
Author(s):  
Bowen Gao ◽  
Dongxiu Ou ◽  
Decun Dong ◽  
Yusen Wu
Keyword(s):  
Prediction Model ◽  
Knowledge Base ◽  
Recovery Time ◽  
Prediction Accuracy ◽  
Gradient Boosting ◽  
Support Vector ◽  
Model Framework ◽  
Two Stage ◽  
Delay Propagation ◽  
Proposed Model

Accurate prediction of train delay recovery is critical for railway incident management and providing passengers with accurate journey time. In this paper, a two-stage prediction model is proposed to predict the recovery time of train primary-delay based on the real records from High-Speed Railway (HSR). In Stage 1, two models are built to study the influence of feature space and model framework on the prediction accuracy of buffer time in each section or station. It is found that explicitly inputting the attribute features of stations and sections to the model, instead of implicit simulation, will improve the prediction accuracy effectively. For validation purpose, the proposed model has been compared with several alternative models, namely, Logistic Regression (LR), Artificial Neutral Network (ANN), Support Vector Machine (SVM) and Gradient Boosting Tree (GBT). The results show that its remarkable performance is better than other schemes. Specifically, when the error is extended to 3[Formula: see text]min, the proposed model can achieve up to the accuracy of 94.63%. It proves that our method has high value in practical engineering application. Considering the delay propagation of trains is a complex process, our future study will focus on building delay propagation knowledge base and dispatcher experience knowledge base.

scholarly journals Corporate Default Predictions Using Machine Learning: Literature Review

2020 ◽  
Vol 12 (16) ◽  
pp. 6325 ◽  
Author(s):  
Hyeongjun Kim ◽  
Hoon Cho ◽  
Doojin Ryu
Keyword(s):  
Machine Learning ◽  
Prediction Model ◽  
Statistical Models ◽  
Stock Price ◽  
Global Financial Crisis ◽  
Support Vector ◽  
Corporate Default ◽  
Default Prediction ◽  
Future Outcomes ◽  
The Global Financial Crisis

Corporate default predictions play an essential role in each sector of the economy, as highlighted by the global financial crisis and the increase in credit risk. This study reviews the corporate default prediction literature from the perspectives of financial engineering and machine learning. We define three generations of statistical models: discriminant analyses, binary response models, and hazard models. In addition, we introduce three representative machine learning methodologies: support vector machines, decision trees, and artificial neural network algorithms. For both the statistical models and machine learning methodologies, we identify the key studies used in corporate default prediction. By comparing these methods with findings from the interdisciplinary literature, our review suggests some new tasks in the field of machine learning for predicting corporate defaults. First, a corporate default prediction model should be a multi-period model in which future outcomes are affected by past decisions. Second, the stock price and the corporate value determined by the stock market are important factors to use in default predictions. Finally, a corporate default prediction model should be able to suggest the cause of default.

scholarly journals Personal Credit Default Prediction Model Based on Convolution Neural Network

2020 ◽  
Vol 2020 ◽  
pp. 1-10
Author(s):  
Xiang Zhou ◽  
Wenyu Zhang ◽  
Yefeng Jiang
Keyword(s):  
Neural Network ◽  
Prediction Model ◽  
Roc Curve ◽  
Default Risk ◽  
Model Performance ◽  
Support Vector ◽  
Personal Credit ◽  
Default Prediction ◽  
Credit Default ◽  
Performance Evaluation Index

It has great significance for the healthy development of credit industry to control the credit default risk by using the information technology. For some traditional research about the credit default prediction model, more attention is paid to the model accuracy, while the business characteristics of the credit risk prevention are easy to be ignored. Meanwhile, to reduce the complicity of the model, the data features need be extracted manually, which will decrease the high-dimensional correlation among the analyzing data and then result in the low prediction performance of the model. So, in the paper, the CNN (convolutional neural network) is used to establish a personal credit default prediction model, and both ACC (accuracy) and AUC (the area under the ROC curve) are taken as the performance evaluation index of the model. Experimental results show the model ACC (accuracy) is above 95% and AUC (the area under the ROC curve) is above 99%, and the model performance is much better than the classical algorithm including the SVM (support vector machine), Bayes, and RF (random forest).

scholarly journals Predicting Ink Transfer Rate of 3D Additive Printing Using EGBO Optimized Least Squares Support Vector Machine Model

2020 ◽  
Vol 2020 ◽  
pp. 1-12
Author(s):  
Shengpu Li ◽  
Yize Sun
Keyword(s):  
Support Vector Machine ◽  
Prediction Model ◽  
Least Squares ◽  
Transfer Rate ◽  
Coefficient Of Determination ◽  
Percentage Error ◽  
Support Vector ◽  
Experimental Sample ◽  
Machine Model ◽  
Ink Transfer

Ink transfer rate (ITR) is a reference index to measure the quality of 3D additive printing. In this study, an ink transfer rate prediction model is proposed by applying the least squares support vector machine (LSSVM). In addition, enhanced garden balsam optimization (EGBO) is used for selection and optimization of hyperparameters that are embedded in the LSSVM model. 102 sets of experimental sample data have been collected from the production line to train and test the hybrid prediction model. Experimental results show that the coefficient of determination (R2) for the introduced model is equal to 0.8476, the root-mean-square error (RMSE) is 6.6 × 10 (−3), and the mean absolute percentage error (MAPE) is 1.6502 × 10 (−3) for the ink transfer rate of 3D additive printing.

scholarly journals Study on Quality Prediction of 2219 Aluminum Alloy Friction Stir Welding Based on Real-Time Temperature Signal

Materials ◽  
2021 ◽  
Vol 14 (13) ◽  
pp. 3496
Author(s):  
Haijun Wang ◽  
Diqiu He ◽  
Mingjian Liao ◽  
Peng Liu ◽  
Ruilin Lai
Keyword(s):  
Aluminum Alloy ◽  
Friction Stir Welding ◽  
Prediction Model ◽  
Real Time ◽  
Support Vector ◽  
Weld Quality ◽  
Prediction Ability ◽  
Friction Stir ◽  
Temperature Signal ◽  
2219 Aluminum Alloy

The online prediction of friction stir welding quality is an important part of intelligent welding. In this paper, a new method for the online evaluation of weld quality is proposed, which takes the real-time temperature signal as the main research variable. We conducted a welding experiment with 2219 aluminum alloy of 6 mm thickness. The temperature signal is decomposed into components of different frequency bands by wavelet packet method and the energy of component signals is used as the characteristic parameter to evaluate the weld quality. A prediction model of weld performance based on least squares support vector machine and genetic algorithm was established. The experimental results showed that, when welding defects are caused by a sudden perturbation during welding, the amplitude of the temperature signal near the tool rotation frequency will change significantly. When improper process parameters are used, the frequency band component of the temperature signal in the range of 0~11 Hz increases significantly, and the statistical mean value of the temperature signal will also be different. The accuracy of the prediction model reached 90.6%, and the AUC value was 0.939, which reflects the good prediction ability of the model.

scholarly journals An Improved Whale Algorithm for Support Vector Machine Prediction of Photovoltaic Power Generation

Symmetry ◽  
2021 ◽  
Vol 13 (2) ◽  
pp. 212
Author(s):  
Yu-Wei Liu ◽  
Huan Feng ◽  
Heng-Yi Li ◽  
Ling-Ling Li
Keyword(s):  
Support Vector Machine ◽  
Prediction Model ◽  
Output Power ◽  
Input Data ◽  
Support Vector Machine Model ◽  
Weather Conditions ◽  
Clean Energy ◽  
Support Vector ◽  
Machine Model ◽  
Photovoltaic Power

Accurate prediction of photovoltaic power is conducive to the application of clean energy and sustainable development. An improved whale algorithm is proposed to optimize the Support Vector Machine model. The characteristic of the model is that it needs less training data to symmetrically adapt to the prediction conditions of different weather, and has high prediction accuracy in different weather conditions. This study aims to (1) select light intensity, ambient temperature and relative humidity, which are strictly related to photovoltaic output power as the input data; (2) apply wavelet soft threshold denoising to preprocess input data to reduce the noise contained in input data to symmetrically enhance the adaptability of the prediction model in different weather conditions; (3) improve the whale algorithm by using tent chaotic mapping, nonlinear disturbance and differential evolution algorithm; (4) apply the improved whale algorithm to optimize the Support Vector Machine model in order to improve the prediction accuracy of the prediction model. The experiment proves that the short-term prediction model of photovoltaic power based on symmetry concept achieves ideal accuracy in different weather. The systematic method for output power prediction of renewable energy is conductive to reducing the workload of predicting the output power and to promoting the application of clean energy and sustainable development.

scholarly journals A two‐stage prediction model for heterogeneous effects of treatments

2021 ◽  
Author(s):  
Konstantina Chalkou ◽  
Ewout Steyerberg ◽  
Matthias Egger ◽  
Andrea Manca ◽  
Fabio Pellegrini ◽  
...  
Keyword(s):  
Prediction Model ◽  
Two Stage ◽  
Heterogeneous Effects

An application of backtracking search optimization–based least squares support vector machine for prediction of short-term wind speed

2019 ◽  
Vol 44 (3) ◽  
pp. 266-281 ◽  
Author(s):  
Zhongda Tian ◽  
Yi Ren ◽  
Gang Wang
Keyword(s):  
Support Vector Machine ◽  
Wind Speed ◽  
Prediction Model ◽  
Least Squares ◽  
Support Vector ◽  
Short Term ◽  
Backtracking Search ◽  
Wind Speed Prediction ◽  
Search Optimization ◽  
Speed Prediction

Wind speed prediction is an important technology in the wind power field; however, because of their chaotic nature, predicting wind speed accurately is difficult. Aims at this challenge, a backtracking search optimization–based least squares support vector machine model is proposed for short-term wind speed prediction. In this article, the least squares support vector machine is chosen as the short-term wind speed prediction model and backtracking search optimization algorithm is used to optimize the important parameters which influence the least squares support vector machine regression model. Furthermore, the optimal parameters of the model are obtained, and the short-term wind speed prediction model of least squares support vector machine is established through parameter optimization. For time-varying systems similar to short-term wind speed time series, a model updating method based on prediction error accuracy combined with sliding window strategy is proposed. When the prediction model does not match the actual short-term wind model, least squares support vector machine trains and re-establishes. This model updating method avoids the mismatch problem between prediction model and actual wind speed data. The actual collected short-term wind speed time series is used as the research object. Multi-step prediction simulation of short-term wind speed is carried out. The simulation results show that backtracking search optimization algorithm–based least squares support vector machine model has higher prediction accuracy and reliability for the short-term wind speed. At the same time, the prediction performance indicators are also improved. The prediction result is that root mean square error is 0.1248, mean absolute error is 0.1374, mean absolute percentile error is 0.1589% and R2 is 0.9648. When the short-term wind speed varies from 0 to 4 m/s, the average value of absolute prediction error is 0.1113 m/s, and average value of absolute relative prediction error is 8.7111%. The proposed prediction model in this article has high engineering application value.

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