Search results for: multinomial dirichlet classification model
Commenced in January 2007
Frequency: Monthly
Edition: International
Paper Count: 17677

Search results for: multinomial dirichlet classification model

17677 Multinomial Dirichlet Gaussian Process Model for Classification of Multidimensional Data

Authors: Wanhyun Cho, Soonja Kang, Sanggoon Kim, Soonyoung Park

Abstract:

We present probabilistic multinomial Dirichlet classification model for multidimensional data and Gaussian process priors. Here, we have considered an efficient computational method that can be used to obtain the approximate posteriors for latent variables and parameters needed to define the multiclass Gaussian process classification model. We first investigated the process of inducing a posterior distribution for various parameters and latent function by using the variational Bayesian approximations and important sampling method, and next we derived a predictive distribution of latent function needed to classify new samples. The proposed model is applied to classify the synthetic multivariate dataset in order to verify the performance of our model. Experiment result shows that our model is more accurate than the other approximation methods.

Keywords: multinomial dirichlet classification model, Gaussian process priors, variational Bayesian approximation, importance sampling, approximate posterior distribution, marginal likelihood evidence

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17676 A Kolmogorov-Smirnov Type Goodness-Of-Fit Test of Multinomial Logistic Regression Model in Case-Control Studies

Authors: Chen Li-Ching

Abstract:

The multinomial logistic regression model is used popularly for inferring the relationship of risk factors and disease with multiple categories. This study based on the discrepancy between the nonparametric maximum likelihood estimator and semiparametric maximum likelihood estimator of the cumulative distribution function to propose a Kolmogorov-Smirnov type test statistic to assess adequacy of the multinomial logistic regression model for case-control data. A bootstrap procedure is presented to calculate the critical value of the proposed test statistic. Empirical type I error rates and powers of the test are performed by simulation studies. Some examples will be illustrated the implementation of the test.

Keywords: case-control studies, goodness-of-fit test, Kolmogorov-Smirnov test, multinomial logistic regression

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17675 Learning the Dynamics of Articulated Tracked Vehicles

Authors: Mario Gianni, Manuel A. Ruiz Garcia, Fiora Pirri

Abstract:

In this work, we present a Bayesian non-parametric approach to model the motion control of ATVs. The motion control model is based on a Dirichlet Process-Gaussian Process (DP-GP) mixture model. The DP-GP mixture model provides a flexible representation of patterns of control manoeuvres along trajectories of different lengths and discretizations. The model also estimates the number of patterns, sufficient for modeling the dynamics of the ATV.

Keywords: Dirichlet processes, gaussian mixture models, learning motion patterns, tracked robots for urban search and rescue

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17674 Human Action Recognition Using Variational Bayesian HMM with Dirichlet Process Mixture of Gaussian Wishart Emission Model

Authors: Wanhyun Cho, Soonja Kang, Sangkyoon Kim, Soonyoung Park

Abstract:

In this paper, we present the human action recognition method using the variational Bayesian HMM with the Dirichlet process mixture (DPM) of the Gaussian-Wishart emission model (GWEM). First, we define the Bayesian HMM based on the Dirichlet process, which allows an infinite number of Gaussian-Wishart components to support continuous emission observations. Second, we have considered an efficient variational Bayesian inference method that can be applied to drive the posterior distribution of hidden variables and model parameters for the proposed model based on training data. And then we have derived the predictive distribution that may be used to classify new action. Third, the paper proposes a process of extracting appropriate spatial-temporal feature vectors that can be used to recognize a wide range of human behaviors from input video image. Finally, we have conducted experiments that can evaluate the performance of the proposed method. The experimental results show that the method presented is more efficient with human action recognition than existing methods.

Keywords: human action recognition, Bayesian HMM, Dirichlet process mixture model, Gaussian-Wishart emission model, Variational Bayesian inference, prior distribution and approximate posterior distribution, KTH dataset

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17673 Hybrid Model for Measuring the Hedge Strategy in Exchange Risk in Information Technology Industry

Authors: Yi-Hsien Wang, Fu-Ju Yang, Hwa-Rong Shen, Rui-Lin Tseng

Abstract:

The business is notably related to the market risk according to the increase of liberalization of financial markets. Hence, the company usually utilized high financial leverage of derivatives to hedge the risk. When the company choose different hedging instruments to face a variety of exchange rate risk, we employ the Multinomial Logistic-AHP to analyze the impact of various derivatives. Hence, the research summarized the literature on relevant factors affecting managers selected exchange rate hedging instruments, using Multinomial Logistic Model and and further integrate AHP. Using Experts’ Questionnaires can test multi-level selection and hedging effect of different hedging instruments in order to calculate the hedging instruments and the multi-level factors of weights to understand the gap between the empirical results and practical operation. Finally, the Multinomial Logistic-AHP Model will sort the weights to analyze. The research findings can be a basis reference for investors in decision-making.

Keywords: exchange rate risk, derivatives, hedge, multinomial logistic-AHP

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17672 Existence of Positive Solutions to a Dirichlet Second Order Boundary Value Problem

Authors: Muhammad Sufian Jusoh, Mesliza Mohamed

Abstract:

In this paper, we investigate the existence of positive solutions for a Dirichlet second order boundary value problem by applying the Krasnosel'skii fixed point theorem on compression and expansion of cones.

Keywords: Krasnosel'skii fixed point theorem, positive solutions, Dirichlet boundary value problem, Dirichlet second order boundary problem

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17671 Sensitive Analysis of the ZF Model for ABC Multi Criteria Inventory Classification

Authors: Makram Ben Jeddou

Abstract:

The ABC classification is widely used by managers for inventory control. The classical ABC classification is based on the Pareto principle and according to the criterion of the annual use value only. Single criterion classification is often insufficient for a closely inventory control. Multi-criteria inventory classification models have been proposed by researchers in order to take into account other important criteria. From these models, we will consider the ZF model in order to make a sensitive analysis on the composite score calculated for each item. In fact, this score based on a normalized average between a good and a bad optimized index can affect the ABC items classification. We will then focus on the weights assigned to each index and propose a classification compromise.

Keywords: ABC classification, multi criteria inventory classification models, ZF-model

Procedia PDF Downloads 466
17670 Syndromic Surveillance Framework Using Tweets Data Analytics

Authors: David Ming Liu, Benjamin Hirsch, Bashir Aden

Abstract:

Syndromic surveillance is to detect or predict disease outbreaks through the analysis of medical sources of data. Using social media data like tweets to do syndromic surveillance becomes more and more popular with the aid of open platform to collect data and the advantage of microblogging text and mobile geographic location features. In this paper, a Syndromic Surveillance Framework is presented with machine learning kernel using tweets data analytics. Influenza and the three cities Abu Dhabi, Al Ain and Dubai of United Arabic Emirates are used as the test disease and trial areas. Hospital cases data provided by the Health Authority of Abu Dhabi (HAAD) are used for the correlation purpose. In our model, Latent Dirichlet allocation (LDA) engine is adapted to do supervised learning classification and N-Fold cross validation confusion matrix are given as the simulation results with overall system recall 85.595% performance achieved.

Keywords: Syndromic surveillance, Tweets, Machine Learning, data mining, Latent Dirichlet allocation (LDA), Influenza

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17669 Closed Forms of Trigonometric Series Interms of Riemann’s ζ Function and Dirichlet η, λ, β Functions or the Hurwitz Zeta Function and Harmonic Numbers

Authors: Slobodan B. Tričković

Abstract:

We present the results concerned with trigonometric series that include sine and cosine functions with a parameter appearing in the denominator. We derive two types of closed-form formulas for trigonometric series. At first, for some integer values, as we know that Riemann’s ζ function and Dirichlet η, λ equal zero at negative even integers, whereas Dirichlet’s β function equals zero at negative odd integers, after a certain number of members, the rest of the series vanishes. Thus, a trigonometric series becomes a polynomial with coefficients involving Riemann’s ζ function and Dirichlet η, λ, β functions. On the other hand, in some cases, one cannot immediately replace the parameter with any positive integer because we shall encounter singularities. So it is necessary to take a limit, so in the process, we apply L’Hospital’s rule and, after a series of rearrangements, we bring a trigonometric series to a form suitable for the application of Choi-Srivastava’s theorem dealing with Hurwitz’s zeta function and Harmonic numbers. In this way, we express a trigonometric series as a polynomial over Hurwitz’s zeta function derivative.

Keywords: Dirichlet eta lambda beta functions, Riemann's zeta function, Hurwitz zeta function, Harmonic numbers

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17668 Topic Modelling Using Latent Dirichlet Allocation and Latent Semantic Indexing on SA Telco Twitter Data

Authors: Phumelele Kubheka, Pius Owolawi, Gbolahan Aiyetoro

Abstract:

Twitter is one of the most popular social media platforms where users can share their opinions on different subjects. As of 2010, The Twitter platform generates more than 12 Terabytes of data daily, ~ 4.3 petabytes in a single year. For this reason, Twitter is a great source for big mining data. Many industries such as Telecommunication companies can leverage the availability of Twitter data to better understand their markets and make an appropriate business decision. This study performs topic modeling on Twitter data using Latent Dirichlet Allocation (LDA). The obtained results are benchmarked with another topic modeling technique, Latent Semantic Indexing (LSI). The study aims to retrieve topics on a Twitter dataset containing user tweets on South African Telcos. Results from this study show that LSI is much faster than LDA. However, LDA yields better results with higher topic coherence by 8% for the best-performing model represented in Table 1. A higher topic coherence score indicates better performance of the model.

Keywords: big data, latent Dirichlet allocation, latent semantic indexing, telco, topic modeling, twitter

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17667 Artificial Intelligence Assisted Sentiment Analysis of Hotel Reviews Using Topic Modeling

Authors: Sushma Ghogale

Abstract:

With a surge in user-generated content or feedback or reviews on the internet, it has become possible and important to know consumers' opinions about products and services. This data is important for both potential customers and businesses providing the services. Data from social media is attracting significant attention and has become the most prominent channel of expressing an unregulated opinion. Prospective customers look for reviews from experienced customers before deciding to buy a product or service. Several websites provide a platform for users to post their feedback for the provider and potential customers. However, the biggest challenge in analyzing such data is in extracting latent features and providing term-level analysis of the data. This paper proposes an approach to use topic modeling to classify the reviews into topics and conduct sentiment analysis to mine the opinions. This approach can analyse and classify latent topics mentioned by reviewers on business sites or review sites, or social media using topic modeling to identify the importance of each topic. It is followed by sentiment analysis to assess the satisfaction level of each topic. This approach provides a classification of hotel reviews using multiple machine learning techniques and comparing different classifiers to mine the opinions of user reviews through sentiment analysis. This experiment concludes that Multinomial Naïve Bayes classifier produces higher accuracy than other classifiers.

Keywords: latent Dirichlet allocation, topic modeling, text classification, sentiment analysis

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17666 A Non-Standard Finite Difference Scheme for the Solution of Laplace Equation with Dirichlet Boundary Conditions

Authors: Khaled Moaddy

Abstract:

In this paper, we present a fast and accurate numerical scheme for the solution of a Laplace equation with Dirichlet boundary conditions. The non-standard finite difference scheme (NSFD) is applied to construct the numerical solutions of a Laplace equation with two different Dirichlet boundary conditions. The solutions obtained using NSFD are compared with the solutions obtained using the standard finite difference scheme (SFD). The NSFD scheme is demonstrated to be reliable and efficient.

Keywords: standard finite difference schemes, non-standard schemes, Laplace equation, Dirichlet boundary conditions

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17665 A Study of Classification Models to Predict Drill-Bit Breakage Using Degradation Signals

Authors: Bharatendra Rai

Abstract:

Cutting tools are widely used in manufacturing processes and drilling is the most commonly used machining process. Although drill-bits used in drilling may not be expensive, their breakage can cause damage to expensive work piece being drilled and at the same time has major impact on productivity. Predicting drill-bit breakage, therefore, is important in reducing cost and improving productivity. This study uses twenty features extracted from two degradation signals viz., thrust force and torque. The methodology used involves developing and comparing decision tree, random forest, and multinomial logistic regression models for classifying and predicting drill-bit breakage using degradation signals.

Keywords: degradation signal, drill-bit breakage, random forest, multinomial logistic regression

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17664 Sentiment Analysis of Fake Health News Using Naive Bayes Classification Models

Authors: Danielle Shackley, Yetunde Folajimi

Abstract:

As more people turn to the internet seeking health-related information, there is more risk of finding false, inaccurate, or dangerous information. Sentiment analysis is a natural language processing technique that assigns polarity scores to text, ranging from positive, neutral, and negative. In this research, we evaluate the weight of a sentiment analysis feature added to fake health news classification models. The dataset consists of existing reliably labeled health article headlines that were supplemented with health information collected about COVID-19 from social media sources. We started with data preprocessing and tested out various vectorization methods such as Count and TFIDF vectorization. We implemented 3 Naive Bayes classifier models, including Bernoulli, Multinomial, and Complement. To test the weight of the sentiment analysis feature on the dataset, we created benchmark Naive Bayes classification models without sentiment analysis, and those same models were reproduced, and the feature was added. We evaluated using the precision and accuracy scores. The Bernoulli initial model performed with 90% precision and 75.2% accuracy, while the model supplemented with sentiment labels performed with 90.4% precision and stayed constant at 75.2% accuracy. Our results show that the addition of sentiment analysis did not improve model precision by a wide margin; while there was no evidence of improvement in accuracy, we had a 1.9% improvement margin of the precision score with the Complement model. Future expansion of this work could include replicating the experiment process and substituting the Naive Bayes for a deep learning neural network model.

Keywords: sentiment analysis, Naive Bayes model, natural language processing, topic analysis, fake health news classification model

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17663 An Infinite Mixture Model for Modelling Stutter Ratio in Forensic Data Analysis

Authors: M. A. C. S. Sampath Fernando, James M. Curran, Renate Meyer

Abstract:

Forensic DNA analysis has received much attention over the last three decades, due to its incredible usefulness in human identification. The statistical interpretation of DNA evidence is recognised as one of the most mature fields in forensic science. Peak heights in an Electropherogram (EPG) are approximately proportional to the amount of template DNA in the original sample being tested. A stutter is a minor peak in an EPG, which is not masking as an allele of a potential contributor, and considered as an artefact that is presumed to be arisen due to miscopying or slippage during the PCR. Stutter peaks are mostly analysed in terms of stutter ratio that is calculated relative to the corresponding parent allele height. Analysis of mixture profiles has always been problematic in evidence interpretation, especially with the presence of PCR artefacts like stutters. Unlike binary and semi-continuous models; continuous models assign a probability (as a continuous weight) for each possible genotype combination, and significantly enhances the use of continuous peak height information resulting in more efficient reliable interpretations. Therefore, the presence of a sound methodology to distinguish between stutters and real alleles is essential for the accuracy of the interpretation. Sensibly, any such method has to be able to focus on modelling stutter peaks. Bayesian nonparametric methods provide increased flexibility in applied statistical modelling. Mixture models are frequently employed as fundamental data analysis tools in clustering and classification of data and assume unidentified heterogeneous sources for data. In model-based clustering, each unknown source is reflected by a cluster, and the clusters are modelled using parametric models. Specifying the number of components in finite mixture models, however, is practically difficult even though the calculations are relatively simple. Infinite mixture models, in contrast, do not require the user to specify the number of components. Instead, a Dirichlet process, which is an infinite-dimensional generalization of the Dirichlet distribution, is used to deal with the problem of a number of components. Chinese restaurant process (CRP), Stick-breaking process and Pólya urn scheme are frequently used as Dirichlet priors in Bayesian mixture models. In this study, we illustrate an infinite mixture of simple linear regression models for modelling stutter ratio and introduce some modifications to overcome weaknesses associated with CRP.

Keywords: Chinese restaurant process, Dirichlet prior, infinite mixture model, PCR stutter

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17662 Text Mining of Twitter Data Using a Latent Dirichlet Allocation Topic Model and Sentiment Analysis

Authors: Sidi Yang, Haiyi Zhang

Abstract:

Twitter is a microblogging platform, where millions of users daily share their attitudes, views, and opinions. Using a probabilistic Latent Dirichlet Allocation (LDA) topic model to discern the most popular topics in the Twitter data is an effective way to analyze a large set of tweets to find a set of topics in a computationally efficient manner. Sentiment analysis provides an effective method to show the emotions and sentiments found in each tweet and an efficient way to summarize the results in a manner that is clearly understood. The primary goal of this paper is to explore text mining, extract and analyze useful information from unstructured text using two approaches: LDA topic modelling and sentiment analysis by examining Twitter plain text data in English. These two methods allow people to dig data more effectively and efficiently. LDA topic model and sentiment analysis can also be applied to provide insight views in business and scientific fields.

Keywords: text mining, Twitter, topic model, sentiment analysis

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17661 Supplier Risk Management: A Multivariate Statistical Modelling and Portfolio Optimization Based Approach for Supplier Delivery Performance Development

Authors: Jiahui Yang, John Quigley, Lesley Walls

Abstract:

In this paper, the authors develop a stochastic model regarding the investment in supplier delivery performance development from a buyer’s perspective. The authors propose a multivariate model through a Multinomial-Dirichlet distribution within an Empirical Bayesian inference framework, representing both the epistemic and aleatory uncertainties in deliveries. A closed form solution is obtained and the lower and upper bound for both optimal investment level and expected profit under uncertainty are derived. The theoretical properties provide decision makers with useful insights regarding supplier delivery performance improvement problems where multiple delivery statuses are involved. The authors also extend the model from a single supplier investment into a supplier portfolio, using a Lagrangian method to obtain a theoretical expression for an optimal investment level and overall expected profit. The model enables a buyer to know how the marginal expected profit/investment level of each supplier changes with respect to the budget and which supplier should be invested in when additional budget is available. An application of this model is illustrated in a simulation study. Overall, the main contribution of this study is to provide an optimal investment decision making framework for supplier development, taking into account multiple delivery statuses as well as multiple projects.

Keywords: decision making, empirical bayesian, portfolio optimization, supplier development, supply chain management

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17660 Focus-Latent Dirichlet Allocation for Aspect-Level Opinion Mining

Authors: Mohsen Farhadloo, Majid Farhadloo

Abstract:

Aspect-level opinion mining that aims at discovering aspects (aspect identification) and their corresponding ratings (sentiment identification) from customer reviews have increasingly attracted attention of researchers and practitioners as it provides valuable insights about products/services from customer's points of view. Instead of addressing aspect identification and sentiment identification in two separate steps, it is possible to simultaneously identify both aspects and sentiments. In recent years many graphical models based on Latent Dirichlet Allocation (LDA) have been proposed to solve both aspect and sentiment identifications in a single step. Although LDA models have been effective tools for the statistical analysis of document collections, they also have shortcomings in addressing some unique characteristics of opinion mining. Our goal in this paper is to address one of the limitations of topic models to date; that is, they fail to directly model the associations among topics. Indeed in many text corpora, it is natural to expect that subsets of the latent topics have higher probabilities. We propose a probabilistic graphical model called focus-LDA, to better capture the associations among topics when applied to aspect-level opinion mining. Our experiments on real-life data sets demonstrate the improved effectiveness of the focus-LDA model in terms of the accuracy of the predictive distributions over held out documents. Furthermore, we demonstrate qualitatively that the focus-LDA topic model provides a natural way of visualizing and exploring unstructured collection of textual data.

Keywords: aspect-level opinion mining, document modeling, Latent Dirichlet Allocation, LDA, sentiment analysis

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17659 Case-Based Reasoning: A Hybrid Classification Model Improved with an Expert's Knowledge for High-Dimensional Problems

Authors: Bruno Trstenjak, Dzenana Donko

Abstract:

Data mining and classification of objects is the process of data analysis, using various machine learning techniques, which is used today in various fields of research. This paper presents a concept of hybrid classification model improved with the expert knowledge. The hybrid model in its algorithm has integrated several machine learning techniques (Information Gain, K-means, and Case-Based Reasoning) and the expert’s knowledge into one. The knowledge of experts is used to determine the importance of features. The paper presents the model algorithm and the results of the case study in which the emphasis was put on achieving the maximum classification accuracy without reducing the number of features.

Keywords: case based reasoning, classification, expert's knowledge, hybrid model

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17658 Brainwave Classification for Brain Balancing Index (BBI) via 3D EEG Model Using k-NN Technique

Authors: N. Fuad, M. N. Taib, R. Jailani, M. E. Marwan

Abstract:

In this paper, the comparison between k-Nearest Neighbor (kNN) algorithms for classifying the 3D EEG model in brain balancing is presented. The EEG signal recording was conducted on 51 healthy subjects. Development of 3D EEG models involves pre-processing of raw EEG signals and construction of spectrogram images. Then, maximum PSD values were extracted as features from the model. There are three indexes for the balanced brain; index 3, index 4 and index 5. There are significant different of the EEG signals due to the brain balancing index (BBI). Alpha-α (8–13 Hz) and beta-β (13–30 Hz) were used as input signals for the classification model. The k-NN classification result is 88.46% accuracy. These results proved that k-NN can be used in order to predict the brain balancing application.

Keywords: power spectral density, 3D EEG model, brain balancing, kNN

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17657 Documents Emotions Classification Model Based on TF-IDF Weighting Measure

Authors: Amr Mansour Mohsen, Hesham Ahmed Hassan, Amira M. Idrees

Abstract:

Emotions classification of text documents is applied to reveal if the document expresses a determined emotion from its writer. As different supervised methods are previously used for emotion documents’ classification, in this research we present a novel model that supports the classification algorithms for more accurate results by the support of TF-IDF measure. Different experiments have been applied to reveal the applicability of the proposed model, the model succeeds in raising the accuracy percentage according to the determined metrics (precision, recall, and f-measure) based on applying the refinement of the lexicon, integration of lexicons using different perspectives, and applying the TF-IDF weighting measure over the classifying features. The proposed model has also been compared with other research to prove its competence in raising the results’ accuracy.

Keywords: emotion detection, TF-IDF, WEKA tool, classification algorithms

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17656 Reliable Soup: Reliable-Driven Model Weight Fusion on Ultrasound Imaging Classification

Authors: Shuge Lei, Haonan Hu, Dasheng Sun, Huabin Zhang, Kehong Yuan, Jian Dai, Yan Tong

Abstract:

It remains challenging to measure reliability from classification results from different machine learning models. This paper proposes a reliable soup optimization algorithm based on the model weight fusion algorithm Model Soup, aiming to improve reliability by using dual-channel reliability as the objective function to fuse a series of weights in the breast ultrasound classification models. Experimental results on breast ultrasound clinical datasets demonstrate that reliable soup significantly enhances the reliability of breast ultrasound image classification tasks. The effectiveness of the proposed approach was verified via multicenter trials. The results from five centers indicate that the reliability optimization algorithm can enhance the reliability of the breast ultrasound image classification model and exhibit low multicenter correlation.

Keywords: breast ultrasound image classification, feature attribution, reliability assessment, reliability optimization

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17655 A Summary-Based Text Classification Model for Graph Attention Networks

Authors: Shuo Liu

Abstract:

In Chinese text classification tasks, redundant words and phrases can interfere with the formation of extracted and analyzed text information, leading to a decrease in the accuracy of the classification model. To reduce irrelevant elements, extract and utilize text content information more efficiently and improve the accuracy of text classification models. In this paper, the text in the corpus is first extracted using the TextRank algorithm for abstraction, the words in the abstract are used as nodes to construct a text graph, and then the graph attention network (GAT) is used to complete the task of classifying the text. Testing on a Chinese dataset from the network, the classification accuracy was improved over the direct method of generating graph structures using text.

Keywords: Chinese natural language processing, text classification, abstract extraction, graph attention network

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17654 Effective Parameter Selection for Audio-Based Music Mood Classification for Christian Kokborok Song: A Regression-Based Approach

Authors: Sanchali Das, Swapan Debbarma

Abstract:

Music mood classification is developing in both the areas of music information retrieval (MIR) and natural language processing (NLP). Some of the Indian languages like Hindi English etc. have considerable exposure in MIR. But research in mood classification in regional language is very less. In this paper, powerful audio based feature for Kokborok Christian song is identified and mood classification task has been performed. Kokborok is an Indo-Burman language especially spoken in the northeastern part of India and also some other countries like Bangladesh, Myanmar etc. For performing audio-based classification task, useful audio features are taken out by jMIR software. There are some standard audio parameters are there for the audio-based task but as known to all that every language has its unique characteristics. So here, the most significant features which are the best fit for the database of Kokborok song is analysed. The regression-based model is used to find out the independent parameters that act as a predictor and predicts the dependencies of parameters and shows how it will impact on overall classification result. For classification WEKA 3.5 is used, and selected parameters create a classification model. And another model is developed by using all the standard audio features that are used by most of the researcher. In this experiment, the essential parameters that are responsible for effective audio based mood classification and parameters that do not significantly change for each of the Christian Kokborok songs are analysed, and a comparison is also shown between the two above model.

Keywords: Christian Kokborok song, mood classification, music information retrieval, regression

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17653 Use of Multistage Transition Regression Models for Credit Card Income Prediction

Authors: Denys Osipenko, Jonathan Crook

Abstract:

Because of the variety of the card holders’ behaviour types and income sources each consumer account can be transferred to a variety of states. Each consumer account can be inactive, transactor, revolver, delinquent, defaulted and requires an individual model for the income prediction. The estimation of transition probabilities between statuses at the account level helps to avoid the memorylessness of the Markov Chains approach. This paper investigates the transition probabilities estimation approaches to credit cards income prediction at the account level. The key question of empirical research is which approach gives more accurate results: multinomial logistic regression or multistage conditional logistic regression with binary target. Both models have shown moderate predictive power. Prediction accuracy for conditional logistic regression depends on the order of stages for the conditional binary logistic regression. On the other hand, multinomial logistic regression is easier for usage and gives integrate estimations for all states without priorities. Thus further investigations can be concentrated on alternative modeling approaches such as discrete choice models.

Keywords: multinomial regression, conditional logistic regression, credit account state, transition probability

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17652 Evaluating Classification with Efficacy Metrics

Authors: Guofan Shao, Lina Tang, Hao Zhang

Abstract:

The values of image classification accuracy are affected by class size distributions and classification schemes, making it difficult to compare the performance of classification algorithms across different remote sensing data sources and classification systems. Based on the term efficacy from medicine and pharmacology, we have developed the metrics of image classification efficacy at the map and class levels. The novelty of this approach is that a baseline classification is involved in computing image classification efficacies so that the effects of class statistics are reduced. Furthermore, the image classification efficacies are interpretable and comparable, and thus, strengthen the assessment of image data classification methods. We use real-world and hypothetical examples to explain the use of image classification efficacies. The metrics of image classification efficacy meet the critical need to rectify the strategy for the assessment of image classification performance as image classification methods are becoming more diversified.

Keywords: accuracy assessment, efficacy, image classification, machine learning, uncertainty

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17651 Evaluating Traffic Congestion Using the Bayesian Dirichlet Process Mixture of Generalized Linear Models

Authors: Ren Moses, Emmanuel Kidando, Eren Ozguven, Yassir Abdelrazig

Abstract:

This study applied traffic speed and occupancy to develop clustering models that identify different traffic conditions. Particularly, these models are based on the Dirichlet Process Mixture of Generalized Linear regression (DML) and change-point regression (CR). The model frameworks were implemented using 2015 historical traffic data aggregated at a 15-minute interval from an Interstate 295 freeway in Jacksonville, Florida. Using the deviance information criterion (DIC) to identify the appropriate number of mixture components, three traffic states were identified as free-flow, transitional, and congested condition. Results of the DML revealed that traffic occupancy is statistically significant in influencing the reduction of traffic speed in each of the identified states. Influence on the free-flow and the congested state was estimated to be higher than the transitional flow condition in both evening and morning peak periods. Estimation of the critical speed threshold using CR revealed that 47 mph and 48 mph are speed thresholds for congested and transitional traffic condition during the morning peak hours and evening peak hours, respectively. Free-flow speed thresholds for morning and evening peak hours were estimated at 64 mph and 66 mph, respectively. The proposed approaches will facilitate accurate detection and prediction of traffic congestion for developing effective countermeasures.

Keywords: traffic congestion, multistate speed distribution, traffic occupancy, Dirichlet process mixtures of generalized linear model, Bayesian change-point detection

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17650 Poverty Dynamics in Thailand: Evidence from Household Panel Data

Authors: Nattabhorn Leamcharaskul

Abstract:

This study aims to examine determining factors of the dynamics of poverty in Thailand by using panel data of 3,567 households in 2007-2017. Four techniques of estimation are employed to analyze the situation of poverty across households and time periods: the multinomial logit model, the sequential logit model, the quantile regression model, and the difference in difference model. Households are categorized based on their experiences into 5 groups, namely chronically poor, falling into poverty, re-entering into poverty, exiting from poverty and never poor households. Estimation results emphasize the effects of demographic and socioeconomic factors as well as unexpected events on the economic status of a household. It is found that remittances have positive impact on household’s economic status in that they are likely to lower the probability of falling into poverty or trapping in poverty while they tend to increase the probability of exiting from poverty. In addition, not only receiving a secondary source of household income can raise the probability of being a never poor household, but it also significantly increases household income per capita of the chronically poor and falling into poverty households. Public work programs are recommended as an important tool to relieve household financial burden and uncertainty and thus consequently increase a chance for households to escape from poverty.

Keywords: difference in difference, dynamic, multinomial logit model, panel data, poverty, quantile regression, remittance, sequential logit model, Thailand, transfer

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17649 Enhancement Method of Network Traffic Anomaly Detection Model Based on Adversarial Training With Category Tags

Authors: Zhang Shuqi, Liu Dan

Abstract:

For the problems in intelligent network anomaly traffic detection models, such as low detection accuracy caused by the lack of training samples, poor effect with small sample attack detection, a classification model enhancement method, F-ACGAN(Flow Auxiliary Classifier Generative Adversarial Network) which introduces generative adversarial network and adversarial training, is proposed to solve these problems. Generating adversarial data with category labels could enhance the training effect and improve classification accuracy and model robustness. FACGAN consists of three steps: feature preprocess, which includes data type conversion, dimensionality reduction and normalization, etc.; A generative adversarial network model with feature learning ability is designed, and the sample generation effect of the model is improved through adversarial iterations between generator and discriminator. The adversarial disturbance factor of the gradient direction of the classification model is added to improve the diversity and antagonism of generated data and to promote the model to learn from adversarial classification features. The experiment of constructing a classification model with the UNSW-NB15 dataset shows that with the enhancement of FACGAN on the basic model, the classification accuracy has improved by 8.09%, and the score of F1 has improved by 6.94%.

Keywords: data imbalance, GAN, ACGAN, anomaly detection, adversarial training, data augmentation

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17648 Model of Optimal Centroids Approach for Multivariate Data Classification

Authors: Pham Van Nha, Le Cam Binh

Abstract:

Particle swarm optimization (PSO) is a population-based stochastic optimization algorithm. PSO was inspired by the natural behavior of birds and fish in migration and foraging for food. PSO is considered as a multidisciplinary optimization model that can be applied in various optimization problems. PSO’s ideas are simple and easy to understand but PSO is only applied in simple model problems. We think that in order to expand the applicability of PSO in complex problems, PSO should be described more explicitly in the form of a mathematical model. In this paper, we represent PSO in a mathematical model and apply in the multivariate data classification. First, PSOs general mathematical model (MPSO) is analyzed as a universal optimization model. Then, Model of Optimal Centroids (MOC) is proposed for the multivariate data classification. Experiments were conducted on some benchmark data sets to prove the effectiveness of MOC compared with several proposed schemes.

Keywords: analysis of optimization, artificial intelligence based optimization, optimization for learning and data analysis, global optimization

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