Towards a Comprehensible and Accurate Credit Management Model: Application of four Computational Intelligence Methodologies

The paper presents methods for classification of applicants into different categories of credit risk using four different computational intelligence techniques. The selected methodologies involved in the rule-based categorization task are (1) feedforward neural networks trained with second order methods (2) inductive machine learning, (3) hierarchical decision trees produced by grammar-guided genetic programming and (4) fuzzy rule based systems produced by grammar-guided genetic programming. The data used are both numerical and linguistic in nature and they represent a real-world problem, that of deciding whether a loan should be granted or not, in respect to financial details of customers applying for that loan, to a specific private EU bank. We examine the proposed classification models with a sample of enterprises that applied for a loan, each of which is described by financial decision variables (ratios), and classified to one of the four predetermined classes. Attention is given to the comprehensibility and the ease of use for the acquired decision models. Results show that the application of the proposed methods can make the classification task easier and - in some cases - may minimize significantly the amount of required credit data. We consider that these methodologies may also give the chance for the extraction of a comprehensible credit management model or even the incorporation of a related decision support system in bankin

A Hybrid Process Mining Framework for Automated Simulation Modelling for Healthcare

Advances in data and process mining algorithms combined with the availability of sophisticated information systems have created an encouraging environment for innovations in simulation modelling. Researchers have investigated the integration between such algorithms and business process modelling to facilitate the automation of building simulation models. These endeavors have resulted in a prototype termed Auto Simulation Model Builder (ASMB) for DES models. However, this prototype has limitations that undermine applying it on complex systems. This paper presents an extension of the ASMB framework previously developed by authors adopted for healthcare systems. The proposed framework offers a comprehensive solution for resources handling to support complex decision-making processes around hospital staff planning. The framework also introduces a machine learning real-time data-driven prediction approach for system performance using advanced activity blocks for the auto-generated model, based on live-streams of patient data. This prediction can be useful for both single and multiple healthcare units management

Hybrid regression model for near real-time urban water demand forecasting

[EN] The most important factor in planning and operating water distribution systems is satisfying consumer demand. This means continuously providing users with quality water in adequate volumes at reasonable pressure, thus ensuring reliable water distribution. In recent years, the application of statistical, machine learning, and artificial intelligence methodologies has been fostered for water demand forecasting. However, there is still room for improvement; and new challenges regarding on-line predictive models for water demand have appeared. This work proposes applying support vector regression, as one of the currently better machine learning options for short-term water demand forecasting, to build a base prediction. On this model, a Fourier time series process is built to improve the base prediction. This addition produces a tool able to eliminate many of the errors and much of the bias inherent in a fixed regression structure when responding to new incoming time series data. The final hybrid process is validated using demand data from a water utility in Franca, Brazil. Our model, being a near real-time model for water demand, may be directly exploited in water management decision-making processes. (C) 2016 Elsevier B.V. All rights reserved.This work has been partially supported by CAPES Foundation of Brazil’s Ministry of Education. The data were provided by SABESP, São Paulo state water management company.Brentan, BM.; Luvizotto, E.; Herrera Fernández, AM.; Izquierdo Sebastián, J.; Pérez García, R. (2017). Hybrid regression model for near real-time urban water demand forecasting. Journal of Computational and Applied Mathematics. 309:532-541. doi:10.1016/j.cam.2016.02.009S53254130

Knowledge engineering with semantic web technologies for decision support systems based on psychological models of expertise

Machines that provide decision support have traditionally used either a representation of human expertise or used mathematical algorithms. Each approach has its own limitations. This study helps to combine both types of decision support system for a single system. However, the focus is on how the machines can formalise and manipulate the human representation of expertise rather than on data processing or machine learning algorithms. It will be based on a system that represents human expertise in a psychological format. The particular decision support system for testing the approach is based on a psychological model of classification that is called the Galatean model of classification. The simple classification problems only require one XML structure to represent each class and the objects to be assigned to it. However, when the classification system is implemented as a decision support system within more complex realworld domains, there may be many variations of the class specification for different types of object to be assigned to the class in different circumstances and by different types of user making the classification decision. All these XML structures will be related to each other in formal ways, based on the original class specification, but managing their relationships and evolution becomes very difficult when the specifications for the XML variants are text-based documents. For dealing with these complexities a knowledge representation needs to be in a format that can be easily understood by human users as well as supporting ongoing knowledge engineering, including evolution and consistency of knowledge. The aim is to explore how semantic web technologies can be employed to help the knowledge engineering process for decision support systems based on human expertise, but deployed in complex domains with variable circumstances. The research evaluated OWL as a suitable vehicle for representing psychological expertise. The task was to see how well it can provide a machine formalism for the knowledge without losing its psychological validity or transparency: that is, the ability of end users to understand the knowledge representation intuitively despite its OWL format. The OWL Galatea model is designed in this study to help in automatic knowledge maintenance, reducing the replication of knowledge with variant uncertainties and support in knowledge engineering processes. The OWL-based approaches used in this model also aid in the adaptive knowledge management. An adaptive assessment questionnaire is an example of it, which is dynamically derived using the users age as the seed for creating the alternative questionnaires. The credibility of the OWL Galatea model is tested by applying it on two extremely different assessment domains (i.e. GRiST and ADVANCE). The conclusions are that OWLbased specifications provide the complementary structures for managing complex knowledge based on human expertise without impeding the end users’ understanding of the knowledgebase. The generic classification model is applicable to many domains and the accompanying OWL specification facilitates its implementations

Length of Stay prediction for Hospital Management using Domain Adaptation

Inpatient length of stay (LoS) is an important managerial metric which if known in advance can be used to efficiently plan admissions, allocate resources and improve care. Using historical patient data and machine learning techniques, LoS prediction models can be developed. Ethically, these models can not be used for patient discharge in lieu of unit heads but are of utmost necessity for hospital management systems in charge of effective hospital planning. Therefore, the design of the prediction system should be adapted to work in a true hospital setting. In this study, we predict early hospital LoS at the granular level of admission units by applying domain adaptation to leverage information learned from a potential source domain. Time-varying data from 110,079 and 60,492 patient stays to 8 and 9 intensive care units were respectively extracted from eICU-CRD and MIMIC-IV. These were fed into a Long-Short Term Memory and a Fully connected network to train a source domain model, the weights of which were transferred either partially or fully to initiate training in target domains. Shapley Additive exPlanations (SHAP) algorithms were used to study the effect of weight transfer on model explanability. Compared to the benchmark, the proposed weight transfer model showed statistically significant gains in prediction accuracy (between 1% and 5%) as well as computation time (up to 2hrs) for some target domains. The proposed method thus provides an adapted clinical decision support system for hospital management that can ease processes of data access via ethical committee, computation infrastructures and time

Towards Design Principles for Data-Driven Decision Making: An Action Design Research Project in the Maritime Industry

Data-driven decision making (DDD) refers to organizational decision-making practices that emphasize the use of data and statistical analysis instead of relying on human judgment only. Various empirical studies provide evidence for the value of DDD, both on individual decision maker level and the organizational level. Yet, the path from data to value is not always an easy one and various organizational and psychological factors mediate and moderate the translation of data-driven insights into better decisions and, subsequently, effective business actions. The current body of academic literature on DDD lacks prescriptive knowledge on how to successfully employ DDD in complex organizational settings. Against this background, this paper reports on an action design research study aimed at designing and implementing IT artifacts for DDD at one of the largest ship engine manufacturers in the world. Our main contribution is a set of design principles highlighting, besides decision quality, the importance of model comprehensibility, domain knowledge, and actionability of results

State-of-the-art on research and applications of machine learning in the building life cycle

Fueled by big data, powerful and affordable computing resources, and advanced algorithms, machine learning has been explored and applied to buildings research for the past decades and has demonstrated its potential to enhance building performance. This study systematically surveyed how machine learning has been applied at different stages of building life cycle. By conducting a literature search on the Web of Knowledge platform, we found 9579 papers in this field and selected 153 papers for an in-depth review. The number of published papers is increasing year by year, with a focus on building design, operation, and control. However, no study was found using machine learning in building commissioning. There are successful pilot studies on fault detection and diagnosis of HVAC equipment and systems, load prediction, energy baseline estimate, load shape clustering, occupancy prediction, and learning occupant behaviors and energy use patterns. None of the existing studies were adopted broadly by the building industry, due to common challenges including (1) lack of large scale labeled data to train and validate the model, (2) lack of model transferability, which limits a model trained with one data-rich building to be used in another building with limited data, (3) lack of strong justification of costs and benefits of deploying machine learning, and (4) the performance might not be reliable and robust for the stated goals, as the method might work for some buildings but could not be generalized to others. Findings from the study can inform future machine learning research to improve occupant comfort, energy efficiency, demand flexibility, and resilience of buildings, as well as to inspire young researchers in the field to explore multidisciplinary approaches that integrate building science, computing science, data science, and social science

Review and Comparison of Intelligent Optimization Modelling Techniques for Energy Forecasting and Condition-Based Maintenance in PV Plants

Within the field of soft computing, intelligent optimization modelling techniques include various major techniques in artificial intelligence. These techniques pretend to generate new business knowledge transforming sets of "raw data" into business value. One of the principal applications of these techniques is related to the design of predictive analytics for the improvement of advanced CBM (condition-based maintenance) strategies and energy production forecasting. These advanced techniques can be used to transform control system data, operational data and maintenance event data to failure diagnostic and prognostic knowledge and, ultimately, to derive expected energy generation. One of the systems where these techniques can be applied with massive potential impact are the legacy monitoring systems existing in solar PV energy generation plants. These systems produce a great amount of data over time, while at the same time they demand an important e ort in order to increase their performance through the use of more accurate predictive analytics to reduce production losses having a direct impact on ROI. How to choose the most suitable techniques to apply is one of the problems to address. This paper presents a review and a comparative analysis of six intelligent optimization modelling techniques, which have been applied on a PV plant case study, using the energy production forecast as the decision variable. The methodology proposed not only pretends to elicit the most accurate solution but also validates the results, in comparison with the di erent outputs for the di erent techniques