Search results for: risk classification

Authors: Abdenour Bounsiar, Edith Grall, Pierre Beauseroy

Abstract:

In this paper we are interested in classification problems with a performance constraint on error probability. In such problems if the constraint cannot be satisfied, then a rejection option is introduced. For binary labelled classification, a number of SVM based methods with rejection option have been proposed over the past few years. All of these methods use two thresholds on the SVM output. However, in previous works, we have shown on synthetic data that using thresholds on the output of the optimal SVM may lead to poor results for classification tasks with performance constraint. In this paper a new method for supervised classification with rejection option is proposed. It consists in two different classifiers jointly optimized to minimize the rejection probability subject to a given constraint on error rate. This method uses a new kernel based linear learning machine that we have recently presented. This learning machine is characterized by its simplicity and high training speed which makes the simultaneous optimization of the two classifiers computationally reasonable. The proposed classification method with rejection option is compared to a SVM based rejection method proposed in recent literature. Experiments show the superiority of the proposed method.

Keywords: rejection, Chow's rule, error-reject tradeoff, SupportVector Machine.

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Authors: Reza Mohammadi, Mahmod R. Sahebi, Mehrnoosh Omati, Milad Vahidi

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Classification of high resolution polarimetric Synthetic Aperture Radar (PolSAR) images plays an important role in land cover and land use management. Recently, classification algorithms based on Bag of Visual Words (BOVW) model have attracted significant interest among scholars and researchers in and out of the field of remote sensing. In this paper, BOVW model with pixel based low-level features has been implemented to classify a subset of San Francisco bay PolSAR image, acquired by RADARSAR 2 in C-band. We have used segment-based decision-making strategy and compared the result with the result of traditional Support Vector Machine (SVM) classifier. 90.95% overall accuracy of the classification with the proposed algorithm has shown that the proposed algorithm is comparable with the state-of-the-art methods. In addition to increase in the classification accuracy, the proposed method has decreased undesirable speckle effect of SAR images.

Keywords: Bag of Visual Words, classification, feature extraction, land cover management, Polarimetric Synthetic Aperture Radar.

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Authors: Chul Kwak, Oh-Wook Kwon

Abstract:

In this paper, an extreme learning machine with an automatic segmentation algorithm is applied to heart disorder classification by heart sound signals. From continuous heart sound signals, the starting points of the first (S1) and the second heart pulses (S2) are extracted and corrected by utilizing an inter-pulse histogram. From the corrected pulse positions, a single period of heart sound signals is extracted and converted to a feature vector including the mel-scaled filter bank energy coefficients and the envelope coefficients of uniform-sized sub-segments. An extreme learning machine is used to classify the feature vector. In our cardiac disorder classification and detection experiments with 9 cardiac disorder categories, the proposed method shows significantly better performance than multi-layer perceptron, support vector machine, and hidden Markov model; it achieves the classification accuracy of 81.6% and the detection accuracy of 96.9%.

Keywords: Heart sound classification, extreme learning machine

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Authors: Kristýna Pokorná, Petr Teplý

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This paper focuses on sovereign credit risk meaning a hot topic related to the current Eurozone crisis. In the light of the recent financial crisis, market perception of the creditworthiness of individual sovereigns has changed significantly. Before the outbreak of the financial crisis, market participants did not differentiate between credit risk born by individual states despite different levels of public indebtedness. In the proceeding of the financial crisis, the market participants became aware of the worsening fiscal situation in the European countries and started to discriminate among government issuers. Concerns about the increasing sovereign risk were reflected in surging sovereign risk premium. The main of this paper is to shed light on the characteristics of the sovereign risk with the special attention paid to the mutual relation between credit spread and the CDS premium as the main measures of the sovereign risk premium.

Keywords: cointegration, credit default swap, credit risk, credit spread, sovereign risk

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Authors: Nebi Gedik, Ayten Atasoy

Abstract:

This paper investigates successful sub-bands of wave atom transform via classification of mammograms, when the coefficients of sub-bands are used as features. A computer-aided diagnosis system is constructed by using wave atom transform, support vector machine and k-nearest neighbor classifiers. Two-class classification is studied in detail using two data sets, separately. The successful sub-bands are determined according to the accuracy rates, coefficient numbers, and sensitivity rates.

Keywords: Breast cancer, wave atom transform, SVM, k-NN.

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Authors: J. K. Alhassan, S. A. Lawal

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This work is on decision tree-based classification for the disbursement of scholarship. Tree-based data mining classification technique is used in other to determine the generic rule to be used to disburse the scholarship. The system based on the defined rules from the tree is able to determine the class (status) to which an applicant shall belong whether Granted or Not Granted. The applicants that fall to the class of granted denote a successful acquirement of scholarship while those in not granted class are unsuccessful in the scheme. An algorithm that can be used to classify the applicants based on the rules from tree-based classification was also developed. The tree-based classification is adopted because of its efficiency, effectiveness, and easy to comprehend features. The system was tested with the data of National Information Technology Development Agency (NITDA) Abuja, a Parastatal of Federal Ministry of Communication Technology that is mandated to develop and regulate information technology in Nigeria. The system was found working according to the specification. It is therefore recommended for all scholarship disbursement organizations.

Keywords: Decision tree, classification, data mining, scholarship.

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Authors: Luciano Nieddu, Giuseppe Manfredi

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In this paper a Pattern Recognition algorithm based on a constrained version of the k-means clustering algorithm will be presented. The proposed algorithm is a non parametric supervised statistical pattern recognition algorithm, i.e. it works under very mild assumptions on the dataset. The performance of the algorithm will be tested, togheter with a feature extraction technique that captures the information on the closed two-dimensional contour of an image, on images of industrial mineral ores.

Keywords: K-means, Industrial ores classification, Invariant Features, Supervised Classification.

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

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In this paper, we propose the variational EM inference algorithm for the multi-class Gaussian process classification model that can be used in the field of human behavior recognition. This algorithm can drive simultaneously both a posterior distribution of a latent function and estimators of hyper-parameters in a Gaussian process classification model with multiclass. Our algorithm is based on the Laplace approximation (LA) technique and variational EM framework. This is performed in two steps: called expectation and maximization steps. First, in the expectation step, using the Bayesian formula and LA technique, we derive approximately the posterior distribution of the latent function indicating the possibility that each observation belongs to a certain class in the Gaussian process classification model. Second, in the maximization step, using a derived posterior distribution of latent function, we compute the maximum likelihood estimator for hyper-parameters of a covariance matrix necessary to define prior distribution for latent function. These two steps iteratively repeat until a convergence condition satisfies. Moreover, we apply the proposed algorithm with human action classification problem using a public database, namely, the KTH human action data set. Experimental results reveal that the proposed algorithm shows good performance on this data set.

Keywords: Bayesian rule, Gaussian process classification model with multiclass, Gaussian process prior, human action classification, laplace approximation, variational EM algorithm.

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Authors: Emna Benmohamed, Hela Ltifi, Mounir Ben Ayed

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Bayesian Network (BN) is one of the most efficient classification methods. It is widely used in several fields (i.e., medical diagnostics, risk analysis, bioinformatics research). The BN is defined as a probabilistic graphical model that represents a formalism for reasoning under uncertainty. This classification method has a high-performance rate in the extraction of new knowledge from data. The construction of this model consists of two phases for structure learning and parameter learning. For solving this problem, the K2 algorithm is one of the representative data-driven algorithms, which is based on score and search approach. In addition, the integration of the expert's knowledge in the structure learning process allows the obtainment of the highest accuracy. In this paper, we propose a hybrid approach combining the improvement of the K2 algorithm called K2 algorithm for Parents and Children search (K2PC) and the expert-driven method for learning the structure of BN. The evaluation of the experimental results, using the well-known benchmarks, proves that our K2PC algorithm has better performance in terms of correct structure detection. The real application of our model shows its efficiency in the analysis of the phosphate laundry effluents' impact on the watershed in the Gafsa area (southwestern Tunisia).

Keywords: Classification, Bayesian network; structure learning, K2 algorithm, expert knowledge, surface water analysis.

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Authors: Lilac A. E. Al-Safadi

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This paper proposes an auto-classification algorithm of Web pages using Data mining techniques. We consider the problem of discovering association rules between terms in a set of Web pages belonging to a category in a search engine database, and present an auto-classification algorithm for solving this problem that are fundamentally based on Apriori algorithm. The proposed technique has two phases. The first phase is a training phase where human experts determines the categories of different Web pages, and the supervised Data mining algorithm will combine these categories with appropriate weighted index terms according to the highest supported rules among the most frequent words. The second phase is the categorization phase where a web crawler will crawl through the World Wide Web to build a database categorized according to the result of the data mining approach. This database contains URLs and their categories.

Keywords: Information Processing on the Web, Data Mining, Document Classification.

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Authors: Ekachai Phaisangittisagul, Rapeepol Chongprachawat

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Obtaining labeled data in supervised learning is often difficult and expensive, and thus the trained learning algorithm tends to be overfitting due to small number of training data. As a result, some researchers have focused on using unlabeled data which may not necessary to follow the same generative distribution as the labeled data to construct a high-level feature for improving performance on supervised learning tasks. In this paper, we investigate the impact of the relationship between unlabeled and labeled data for classification performance. Specifically, we will apply difference unlabeled data which have different degrees of relation to the labeled data for handwritten digit classification task based on MNIST dataset. Our experimental results show that the higher the degree of relation between unlabeled and labeled data, the better the classification performance. Although the unlabeled data that is completely from different generative distribution to the labeled data provides the lowest classification performance, we still achieve high classification performance. This leads to expanding the applicability of the supervised learning algorithms using unsupervised learning.

Keywords: Autoencoder, high-level feature, MNIST dataset, selftaught learning, supervised learning.

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Authors: Ümit Morsünbül

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Attachment theory focuses on the bond that develops between child and caretaker and the consequences that this bond has on the childs future relationships. Adolescents attempt to define their identity by experiencing various risky behaviors. The first aim of the study was whether risk taking behavior differs according to attachment styles. The second was to examine risk taking behavior differences according to gender. The third aim of this study was to examine attachment X gender interaction effect for risk taking behavior. And final was to investigate attachment styles differences according to gender. Data were collected from 218 participants (114 female and 104 male) who are university students. The results of this study showed that attachment styles differentiated by risk taking behavior and males had higher risk taking score than females. It was also found out that there was significant attachment X gender interaction effect for risk taking behavior. And finally, the results showed that attachment styles differentiated according to gender.KeywordsAttachment style, risk taking

Keywords: Attachment style, risk taking

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Authors: Nebi Gedik

Abstract:

One of the important parts of the brain-computer interface (BCI) studies is the classification of motor imagery (MI) obtained by electroencephalography (EEG). The major goal is to provide non-muscular communication and control via assistive technologies to people with severe motor disorders so that they can communicate with the outside world. In this study, an EEG signal classification approach based on multiscale and multi-resolution transform method is presented. The proposed approach is used to decompose the EEG signal containing motor image information (right- and left-hand movement imagery). The decomposition process is performed using curvelet transform which is a multiscale and multiresolution analysis method, and the transform output was evaluated as feature data. The obtained feature set is subjected to feature selection process to obtain the most effective ones using t-test methods. SVM and k-NN algorithms are assigned for classification.

Keywords: motor imagery, EEG, curvelet transform, SVM, k-NN

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Authors: J. Grira, Y. Bédard, S. Roche

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The aim of this research is to design a collaborative framework that integrates risk analysis activities into the geospatial database design (GDD) process. Risk analysis is rarely undertaken iteratively as part of the present GDD methods in conformance to requirement engineering (RE) guidelines and risk standards. Accordingly, when risk analysis is performed during the GDD, some foreseeable risks may be overlooked and not reach the output specifications especially when user intentions are not systematically collected. This may lead to ill-defined requirements and ultimately in higher risks of geospatial data misuse. The adopted approach consists of 1) reviewing risk analysis process within the scope of RE and GDD, 2) analyzing the challenges of risk analysis within the context of GDD, and 3) presenting the components of a risk-based collaborative framework that improves the collection of the intended/forbidden usages of the data and helps geo-IT experts to discover implicit requirements and risks.

Keywords: Collaborative risk analysis, intention of use, Geospatial database design, Geospatial data misuse.

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Authors: Gökhan Silahtaroğlu

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Decision tree algorithms have very important place at classification model of data mining. In literature, algorithms use entropy concept or gini index to form the tree. The shape of the classes and their closeness to each other some of the factors that affect the performance of the algorithm. In this paper we introduce a new decision tree algorithm which employs data (attribute) folding method and variation of the class variables over the branches to be created. A comparative performance analysis has been held between the proposed algorithm and C4.5.

Keywords: Classification, decision tree, split, pruning, entropy, gini.

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Authors: Thamer Al-Rousan, Shahida Sulaiman, Rosalina Abdul Salam

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Risk management is an essential fraction of project management, which plays a significant role in project success. Many failures associated with Web projects are the consequences of poor awareness of the risks involved and lack of process models that can serve as a guideline for the development of Web based applications. To circumvent this problem, contemporary process models have been devised for the development of conventional software. This paper introduces the WPRiMA (Web Project Risk Management Assessment) as the tool, which is used to implement RIAP, the risk identification architecture pattern model, which focuses upon the data from the proprietor-s and vendor-s perspectives. The paper also illustrates how WPRiMA tool works and how it can be used to calculate the risk level for a given Web project, to generate recommendations in order to facilitate risk avoidance in a project, and to improve the prospects of early risk management.

Keywords: Architecture pattern model, risk factors, risk identification, web project, web project risk management assessment.

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Authors: Suresh S. Salankar, Balasaheb M. Patre

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Research into the problem of classification of sonar signals has been taken up as a challenging task for the neural networks. This paper investigates the design of an optimal classifier using a Multi layer Perceptron Neural Network (MLP NN) and Support Vector Machines (SVM). Results obtained using sonar data sets suggest that SVM classifier perform well in comparison with well-known MLP NN classifier. An average classification accuracy of 91.974% is achieved with SVM classifier and 90.3609% with MLP NN classifier, on the test instances. The area under the Receiver Operating Characteristics (ROC) curve for the proposed SVM classifier on test data set is found as 0.981183, which is very close to unity and this clearly confirms the excellent quality of the proposed classifier. The SVM classifier employed in this paper is implemented using kernel Adatron algorithm is seen to be robust and relatively insensitive to the parameter initialization in comparison to MLP NN.

Keywords: Classification, MLP NN, backpropagation algorithm, SVM, Receiver Operating Characteristics.

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Authors: Chi Jung Kim, Mincheol Whang, Eui Chul Lee

Abstract:

In this paper, we propose a new method to distinguish between arousal and relaxation states by using multiple features acquired from a photoplethysmogram (PPG) and support vector machine (SVM). To induce arousal and relaxation states in subjects, 2 kinds of sound stimuli are used, and their corresponding biosignals are obtained using the PPG sensor. Two features–pulse to pulse interval (PPI) and pulse amplitude (PA)–are extracted from acquired PPG data, and a nonlinear classification between arousal and relaxation is performed using SVM. This methodology has several advantages when compared with previous similar studies. Firstly, we extracted 2 separate features from PPG, i.e., PPI and PA. Secondly, in order to improve the classification accuracy, SVM-based nonlinear classification was performed. Thirdly, to solve classification problems caused by generalized features of whole subjects, we defined each threshold according to individual features. Experimental results showed that the average classification accuracy was 74.67%. Also, the proposed method showed the better identification performance than the single feature based methods. From this result, we confirmed that arousal and relaxation can be classified using SVM and PPG features.

Keywords: Support Vector Machine, PPG, Emotion Recognition, Arousal, Relaxation

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Authors: Ehsan Amid, Sina Rezaei Aghdam, Hamidreza Amindavar

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Steel surface defect detection is essentially one of pattern recognition problems. Support Vector Machines (SVMs) are known as one of the most proper classifiers in this application. In this paper, we introduce a more accurate classification method by using SVMs as our final classifier of the inspection system. In this scheme, multiclass classification task is performed based on the "one-againstone" method and different kernels are utilized for each pair of the classes in multiclass classification of the different defects. In the proposed system, a decision tree is employed in the first stage for two-class classification of the steel surfaces to "defect" and "non-defect", in order to decrease the time complexity. Based on the experimental results, generated from over one thousand images, the proposed multiclass classification scheme is more accurate than the conventional methods and the overall system yields a sufficient performance which can meet the requirements in steel manufacturing.

Keywords: Steel Surface Defect Detection, Support Vector Machines, Kernel Methods.

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Authors: Ali Mohammadi Torkashvand, Hamid Reza Alipour

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This study investigates the possibility providing gully erosion map by the supervised classification of satellite images (ETM+) in two mountainous and plain land types. These land types were the part of Varamin plain, Tehran province, and Roodbar subbasin, Guilan province, as plain and mountain land types, respectively. The position of 652 and 124 ground control points were recorded by GPS respectively in mountain and plain land types. Soil gully erosion, land uses or plant covers were investigated in these points. Regarding ground control points and auxiliary points, training points of gully erosion and other surface features were introduced to software (Ilwis 3.3 Academic). The supervised classified map of gully erosion was prepared by maximum likelihood method and then, overall accuracy of this map was computed. Results showed that the possibility supervised classification of gully erosion isn-t possible, although it need more studies for results generalization to other mountainous regions. Also, with increasing land uses and other surface features in plain physiography, it decreases the classification of accuracy.

Keywords: Supervised classification, Gully erosion, Map.

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Authors: F. Duarte

Abstract:

The work aims to evaluate the use of classical image processing methodologies towards skin tone classification in dermatological images. The skin tone is an important attribute when considering several factor for skin cancer diagnosis. Currently, there is a lack of clear methodologies to classify the skin tone based only on the dermatological image. In this work, a recent released dataset with the label for skin tone was used as reference for the evaluation of classical methodologies for segmentation and adjustment of color space for classification of skin tone in dermatological images. It was noticed that even though the classical methodologies can work fine for segmentation and color adjustment, classifying the skin tone without proper control of the acquisition of the sample images ended being very unreliable.

Keywords: Segmentation, classification, color space, skin tone, Fitzpatrick.

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Authors: Ali Hajiha, Farhad Ghaffari, Nooshin Gholamali Tehrani

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This study aims at investigating the empirical relationships between risk preference, internet preference, and internet knowledge which are known as user characteristics, in addition to perceived risk of the customers on the internet purchase intention. In order to test the relationships between the variables of model 174, a questionnaire was collected from the students with previous online experience. For the purpose of data analysis, confirmatory factor analysis (CFA) and structural equation model (SEM) was used. Test results show that the perceived risk affects the internet purchase intention, and increase or decrease of perceived risk influences the purchase intention when the customer does the internet shopping. Other factors such as internet preference, knowledge of the internet, and risk preference affect the internet purchase intention.

Keywords: Perceived risk, Internet preference, Internetknowledge, Risk preference, Internet purchase intention

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Authors: Berrin Şentürk

Abstract:

In this study, due to the recurrence of bovine tuberculosis, in the same areas, the risk factors for the disease were determined and evaluated at the local level. This study was carried out in 32 farms where the disease was detected in the district and center of Samsun province in 2014. Predetermined risk factors, such as farm, environmental and economic risks, were investigated with the survey method. It was predetermined that risks in the three groups are similar to the risk variables of the disease on the global scale. These risk factors that increase the susceptibility of the infection must be understood by the herd owners. The risk-based contagious disease management system approach should be applied for bovine tuberculosis by farmers, animal health professionals and public and private sector decision makers.

Keywords: Bovine tuberculosis, disease management, control, outbreak, risk analysis.

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Authors: Dewi Y. Liliana, Agung Hardianto, M. Ridok

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Digital news with a variety topics is abundant on the internet. The problem is to classify news based on its appropriate category to facilitate user to find relevant news rapidly. Classifier engine is used to split any news automatically into the respective category. This research employs Support Vector Machine (SVM) to classify Indonesian news. SVM is a robust method to classify binary classes. The core processing of SVM is in the formation of an optimum separating plane to separate the different classes. For multiclass problem, a mechanism called one against one is used to combine the binary classification result. Documents were taken from the Indonesian digital news site, www.kompas.com. The experiment showed a promising result with the accuracy rate of 85%. This system is feasible to be implemented on Indonesian news classification.

Keywords: classification, Indonesian news, text processing, support vector machine

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Authors: Petr Teply

Abstract:

Liquidity risk management ranks to key concepts applied in finance. Liquidity is defined as a capacity to obtain funding when needed, while liquidity risk means as a threat to this capacity to generate cash at fair costs. In the paper we present challenges of liquidity risk management resulting from the 2007- 2009 global financial upheaval. We see five main regulatory liquidity risk management issues requiring revision in coming years: liquidity measurement, intra-day and intra-group liquidity management, contingency planning and liquidity buffers, liquidity systems, controls and governance, and finally models testing the viability of business liquidity models.

Keywords: liquidity, risk management, regulation, global crisis

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Authors: Hassan El Maia, Ahmed Hammouch, Driss Aboutajdine

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This work presents an approach for the construction of a hybrid color-texture space by using mutual information. Feature extraction is done by the Laws filter with SVM (Support Vectors Machine) as a classifier. The classification is applied on the VisTex database and a SPOT HRV (XS) image representing two forest areas in the region of Rabat in Morocco. The result of classification obtained in the hybrid space is compared with the one obtained in the RGB color space.

Keywords: Color, texture, laws filter, mutual information, SVM, hybrid space.

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Authors: Asha Rani, Christian Micheloni, Gian Luca Foresti

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In this paper, a neural tree (NT) classifier having a simple perceptron at each node is considered. A new concept for making a balanced tree is applied in the learning algorithm of the tree. At each node, if the perceptron classification is not accurate and unbalanced, then it is replaced by a new perceptron. This separates the training set in such a way that almost the equal number of patterns fall into each of the classes. Moreover, each perceptron is trained only for the classes which are present at respective node and ignore other classes. Splitting nodes are employed into the neural tree architecture to divide the training set when the current perceptron node repeats the same classification of the parent node. A new error function based on the depth of the tree is introduced to reduce the computational time for the training of a perceptron. Experiments are performed to check the efficiency and encouraging results are obtained in terms of accuracy and computational costs.

Keywords: Neural Tree, Pattern Classification, Perceptron, Splitting Nodes.

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Authors: Anamika Gupta, Naveen Kumar, Vasudha Bhatnagar

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This paper focuses on analyzing medical diagnostic data using classification rules in data mining and context reduction in formal concept analysis. It helps in finding redundancies among the various medical examination tests used in diagnosis of a disease. Classification rules have been derived from positive and negative association rules using the Concept lattice structure of the Formal Concept Analysis. Context reduction technique given in Formal Concept Analysis along with classification rules has been used to find redundancies among the various medical examination tests. Also it finds out whether expensive medical tests can be replaced by some cheaper tests.

Keywords: Data Mining, Formal Concept Analysis, Medical Data, Negative Classification Rules.

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Authors: Mária Stachová, Lukáš Sobíšek

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Data mining incorporates a group of statistical methods used to analyze a set of information, or a data set. It operates with models and algorithms, which are powerful tools with the great potential. They can help people to understand the patterns in certain chunk of information so it is obvious that the data mining tools have a wide area of applications. For example in the theoretical chemistry data mining tools can be used to predict moleculeproperties or improve computer-assisted drug design. Classification analysis is one of the major data mining methodologies. The aim of thecontribution is to create a classification model, which would be able to deal with a huge data set with high accuracy. For this purpose logistic regression, Bayesian logistic regression and random forest models were built using R software. TheBayesian logistic regression in Latent GOLD software was created as well. These classification methods belong to supervised learning methods. It was necessary to reduce data matrix dimension before construct models and thus the factor analysis (FA) was used. Those models were applied to predict the biological activity of molecules, potential new drug candidates.

Keywords: data mining, classification, drug design, QSAR

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Authors: S. Souli, Z. Lachiri

Abstract:

In this paper we propose a robust environmental sound classification approach, based on spectrograms features driven from log-Gabor filters. This approach includes two methods. In the first methods, the spectrograms are passed through an appropriate log-Gabor filter banks and the outputs are averaged and underwent an optimal feature selection procedure based on a mutual information criteria. The second method uses the same steps but applied only to three patches extracted from each spectrogram.

To investigate the accuracy of the proposed methods, we conduct experiments using a large database containing 10 environmental sound classes. The classification results based on Multiclass Support Vector Machines show that the second method is the most efficient with an average classification accuracy of 89.62 %.

Keywords: Environmental sounds, Log-Gabor filters, Spectrogram, SVM Multiclass, Visual features.

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