scholarly journals Research on Credit Card Default Prediction Based on k-Means SMOTE and BP Neural Network

Complexity ◽  
2021 ◽  
Vol 2021 ◽  
pp. 1-13
Author(s):  
Ying Chen ◽  
Ruirui Zhang
Keyword(s):  
Neural Network ◽  
Random Forest ◽  
Bp Neural Network ◽  
Credit Card ◽  
Prediction Models ◽  
Financial Institution ◽  
Classification Performance ◽  
Default Prediction ◽  
Credit Card Default ◽  
Default Data

Aiming at the problem that the credit card default data of a financial institution is unbalanced, which leads to unsatisfactory prediction results, this paper proposes a prediction model based on k-means SMOTE and BP neural network. In this model, k-means SMOTE algorithm is used to change the data distribution, and then the importance of data features is calculated by using random forest, and then it is substituted into the initial weights of BP neural network for prediction. The model effectively solves the problem of sample data imbalance. At the same time, this paper constructs five common machine learning models, KNN, logistics, SVM, random forest, and tree, and compares the classification performance of these six prediction models. The experimental results show that the proposed algorithm can greatly improve the prediction performance of the model, making its AUC value from 0.765 to 0.929. Moreover, when the importance of features is taken as the initial weight of BP neural network, the accuracy of model prediction is also slightly improved. In addition, compared with the other five prediction models, the comprehensive prediction effect of BP neural network is better.

Research on Roller Bearing with Fault Diagnosis Method Based on EMD and BP Neural Network

2014 ◽  
Vol 1014 ◽  
pp. 501-504 ◽  
Author(s):  
Shu Guo ◽  
You Cai Xu ◽  
Xin Shi Li ◽  
Ran Tao ◽  
Kun Li ◽  
...  
Keyword(s):  
Neural Network ◽  
Fault Diagnosis ◽  
Bp Neural Network ◽  
Roller Bearing ◽  
Vibration Signal ◽  
Classification Performance ◽  
Outer Race ◽  
Mode Decomposition ◽  
Diagnosis Method ◽  
Main Fault

In order to discover the fault with roller bearing in time, a new fault diagnosis method based on Empirical mode decomposition (EMD) and BP neural network is put forward in the paper. First, we get the fault signal through experiments. Then we use EMD to decompose the vibration signal into a series of single signals. We can extract main fault information from the single signals. The kurtosis coefficient of the single signals forms a feature vector which is used as the input data of the BP neural network. The trained BP neural network can be used for fault identification. Through analyzing, BP neural network can distinguish the fault into normal state, inner race fault, outer race fault. The results show that this method can gain very stable classification performance and good computational efficiency.

scholarly journals Penerapan Metode Random Over-Under Sampling dan Random Forest Untuk Klasifikasi Penilaian Kredit

2018 ◽  
Vol 5 (2) ◽  
pp. 175-185
Author(s):  
Akhmad Syukron ◽  
Agus Subekti
Keyword(s):  
Random Forest ◽  
Financial Institution ◽  
Credit Scoring ◽  
Classification Performance ◽  
Random Forest Classification ◽  
Random Forest Method ◽  
Forest Classification ◽  
Improve Accuracy ◽  
Under Sampling ◽  
Accuracy Performance

                                         AbstrakPenilaian kredit telah menjadi salah satu cara utama bagi sebuah lembaga keuangan untuk menilai resiko kredit,  meningkatkan arus kas, mengurangi kemungkinan resiko dan membuat keputusan manajerial. Salah satu permasalahan yang dihadapai pada penilaian kredit yaitu adanya ketidakseimbangan distribusi dataset. Metode untuk mengatasi ketidakseimbangan kelas yaitu dengan metode resampling, seperti menggunakan Oversampling, undersampling dan hibrida yaitu dengan menggabungkan kedua pendekatan sampling. Metode yang diusulkan pada penelitian ini adalah penerapan metode Random Over-Under Sampling Random Forest untuk meningkatkan kinerja akurasi klasifikasi penilaian kredit pada dataset German Credit.  Hasil pengujian menunjukan bahwa klasifikasi tanpa melalui proses resampling menghasilkan kinerja akurasi rata-rata 70 % pada semua classifier. Metode Random Forest memiliki nilai akurasi yang lebih baik dibandingkan dengan beberapa metode lainnya dengan nilai akurasi sebesar 0,76 atau 76%. Sedangkan klasifikasi dengan penerapan metode Random Over-under sampling Random Forest  dapat meningkatkan kinerja akurasi sebesar 14,1% dengan nilai akurasi sebesar 0,901 atau 90,1 %. Hasil penelitian menunjukan bahwa penerapan  resampling dengan metode Random Over-Under Sampling pada algoritma Random Forest dapat meningkatkan kinerja akurasi secara efektif pada klasifikasi  tidak seimbang untuk penilaian kredit pada dataset German Credit. Kata kunci: Penilaian Kredit, Random Forest, Klasifikasi, ketidakseimbangan kelas, Random Over-Under Sampling                                                  AbstractCredit scoring has become one of the main ways for a financial institution to assess credit risk, improve cash flow, reduce the possibility of risk and make managerial decisions. One of the problems faced by credit scoring is the imbalance in the distribution of datasets. The method to overcome class imbalances is the resampling method, such as using Oversampling, undersampling and hybrids by combining both sampling approaches. The method proposed in this study is the application of the Random Over-Under Sampling Random Forest method to improve the accuracy of the credit scoring classification performance on German Credit dataset. The test results show that the classification without going through the resampling process results in an average accuracy performance of 70% for all classifiers. The Random Forest method has a better accuracy value compared to some other methods with an accuracy value of 0.76 or 76%. While classification by applying the Random Over-under sampling + Random Forest method can improve accuracy performance 14.1% with an accuracy value of 0.901 or 90.1%. The results showed that the application of resampling using Random Over-Under Sampling method in the Random Forest algorithm can improve accuracy performance effectively on an unbalanced classification for credit scoring on German Credit dataset. Keywords: Imbalance Class, Credit Scoring, Random Forest, Classification, Resampling

scholarly journals Prediction of the First Weighting from the Working Face Roof in a Coal Mine Based on a GA-BP Neural Network

2019 ◽  
Vol 9 (19) ◽  
pp. 4159
Author(s):  
Tan ◽  
Yang ◽  
Chang ◽  
Zhao
Keyword(s):  
Neural Network ◽  
Coal Mine ◽  
Bp Neural Network ◽  
Prediction Models ◽  
Initial Pressure ◽  
Mining Area ◽  
Mine Pressure ◽  
Mine Production ◽  
Production Safety ◽  
Matlab Programming

The accidents caused by roof pressure seriously restrict the improvement of mines and threaten production safety. At present, most coal mine pressure forecasting methods still rely on expert experience and engineering analogies. Artificial neural network prediction technology has been widely used in coal mines. This new approach can predict the surface pressure on the roof, which is of great significance in coal mine production safety. In this paper, the mining pressure mechanism of coal seam roofs is summarized and studied, and 60 sets of initial pressure data from multiple working surfaces in the Datong mining area are collected for gray correlation analysis. Finally, 12 parameters are selected as the input parameters of the model. Suitable back propagation (BP) and GA(genetic algorithm)-BP initial roof pressure prediction models are established for the Datong mining area and trained with MATLAB programming. By comparing the training results, we found that the optimized GA-BP model has a larger determination coefficient, smaller error, and greater stability. The research shows that the prediction method based on the GA-BP neural network model is relatively reliable and has broad engineering application prospects as an auxiliary decision-making tool for coal mine production safety.

A Model Based on BP Neural Network for Audible Noise Prediction

2014 ◽  
Vol 986-987 ◽  
pp. 1356-1359
Author(s):  
You Xian Peng ◽  
Bo Tang ◽  
Hong Ying Cao ◽  
Bin Chen ◽  
Yu Li
Keyword(s):  
Neural Network ◽  
Prediction Model ◽  
Transmission Lines ◽  
Bp Neural Network ◽  
Prediction Models ◽  
Absolute Error ◽  
Research Area ◽  
Noise Prediction ◽  
Bp Network ◽  
Model Based

Audible noise prediction is a hot research area in power transmission engineering in recent years, especially come down to AC transmission lines. The conventional prediction models at present have got some problems such as big errors. In this paper, a prediction model is established based on BP network, in which the input variables are the four factors in the international common expression of power line audible noise and the noise value is the output. Take multiple measured power lines as an example, a train is made by the BP network and then the prediction model is set up in the hidden layer of the network. Using the trained model, the audible noise values are predicted. The final results show that the average absolute error in absolute terms of the values by the audible noise prediction model based on BP neural network is 1.6414 less than that predicted by the GE formula.

scholarly journals Tree Species Classification Based on Hybrid Ensembles of a Convolutional Neural Network (CNN) and Random Forest Classifiers

2019 ◽  
Vol 11 (23) ◽  
pp. 2788 ◽  
Author(s):  
Uwe Knauer ◽  
Cornelius Styp von Rekowski ◽  
Marianne Stecklina ◽  
Tilman Krokotsch ◽  
Tuan Pham Minh ◽  
...  
Keyword(s):  
Neural Network ◽  
Random Forest ◽  
Convolutional Neural Network ◽  
Tree Species ◽  
Classification Performance ◽  
Majority Voting ◽  
Imaging Data ◽  
Species Classification ◽  
Weighted Voting ◽  
Linear Discriminant

In this paper, we evaluate different popular voting strategies for fusion of classifier results. A convolutional neural network (CNN) and different variants of random forest (RF) classifiers were trained to discriminate between 15 tree species based on airborne hyperspectral imaging data. The spectral data was preprocessed with a multi-class linear discriminant analysis (MCLDA) as a means to reduce dimensionality and to obtain spatial–spectral features. The best individual classifier was a CNN with a classification accuracy of 0.73 +/− 0.086. The classification performance increased to an accuracy of 0.78 +/− 0.053 by using precision weighted voting for a hybrid ensemble of the CNN and two RF classifiers. This voting strategy clearly outperformed majority voting (0.74), accuracy weighted voting (0.75), and presidential voting (0.75).

Research on Traffic Delay Predicting at Signalized Intersection Based on Neural Network

2013 ◽  
Vol 427-429 ◽  
pp. 901-904 ◽  
Author(s):  
Chang Jiang Zheng ◽  
De Gang Lin ◽  
Shu Kang Zheng ◽  
Shu Yan Chen
Keyword(s):  
Neural Network ◽  
Network Model ◽  
Bp Neural Network ◽  
Prediction Models ◽  
Signalized Intersection ◽  
Actual Data ◽  
Traffic Delays ◽  
Traffic Delay ◽  
Strong Ability

Available traffic delays prediction models for signalized intersection tend to predict the traffic delays under certain conditions and they are weak in adapt to different situation. In the paper, based on the theories of BP neural network, a network model, having a strong ability to adapt to different conditions, for traffic delay in average hours at a signalized intersection is established. It is trained and tested utilizing the data of traffic delay in average hours at a certain entrance of a signalized intersection. The predicted results and the actual data are compared with each other and the results prove the reliability and effectiveness of BP neural network in predicting traffic delays.

Short-Term Wind Power Dynamic Prediction Based on GA-BP Neural Network

2014 ◽  
Vol 986-987 ◽  
pp. 524-528 ◽  
Author(s):  
Ting Jing Ke ◽  
Min You Chen ◽  
Huan Luo
Keyword(s):  
Neural Network ◽  
Prediction Model ◽  
Wind Power ◽  
Bp Neural Network ◽  
Prediction Models ◽  
Model Parameters ◽  
Short Term ◽  
Dynamic Prediction ◽  
Power Dynamic ◽  
Prediction Approach

This paper proposes a short-term wind power dynamic prediction model based on GA-BP neural network. Different from conventional prediction models, the proposed approach incorporates a prediction error adjusting strategy into neural network based prediction model to realize the function of model parameters self-adjusting, thus increase the prediction accuracy. Genetic algorithm is used to optimize the parameters of BP neural network. The wind power prediction results from different models with and without error adjusting strategy are compared. The comparative results show that the proposed dynamic prediction approach can provide more accurate wind power forecasting.

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