Predicting corporate bankruptcy using a self-organizing map: An empirical study to improve the forecasting horizon of a financial failure model

The aim of this study is to show how a Kohonen map can be used to increase the forecasting horizon of a financial failure model. Indeed, most prediction models fail to forecast accurately the occurrence of failure beyond one year, and their accuracy tends to fall as the prediction horizon recedes. So we propose a new way of using a Kohonen map to improve model reliability. Our results demonstrate that the generalization error achieved with a Kohonen map remains stable over the period studied, unlike that of other methods, such as discriminant analysis, logistic regression, neural networks and survival analysis, traditionally used for this kind of task

SOM-based algorithms for qualitative variables

It is well known that the SOM algorithm achieves a clustering of data which can be interpreted as an extension of Principal Component Analysis, because of its topology-preserving property. But the SOM algorithm can only process real-valued data. In previous papers, we have proposed several methods based on the SOM algorithm to analyze categorical data, which is the case in survey data. In this paper, we present these methods in a unified manner. The first one (Kohonen Multiple Correspondence Analysis, KMCA) deals only with the modalities, while the two others (Kohonen Multiple Correspondence Analysis with individuals, KMCA\_ind, Kohonen algorithm on DISJonctive table, KDISJ) can take into account the individuals, and the modalities simultaneously.Comment: Special Issue apr\`{e}s WSOM 03 \`{a} Kitakiush

How to improve robustness in Kohonen maps and display additional information in Factorial Analysis: application to text mining

This article is an extended version of a paper presented in the WSOM'2012 conference [1]. We display a combination of factorial projections, SOM algorithm and graph techniques applied to a text mining problem. The corpus contains 8 medieval manuscripts which were used to teach arithmetic techniques to merchants. Among the techniques for Data Analysis, those used for Lexicometry (such as Factorial Analysis) highlight the discrepancies between manuscripts. The reason for this is that they focus on the deviation from the independence between words and manuscripts. Still, we also want to discover and characterize the common vocabulary among the whole corpus. Using the properties of stochastic Kohonen maps, which define neighborhood between inputs in a non-deterministic way, we highlight the words which seem to play a special role in the vocabulary. We call them fickle and use them to improve both Kohonen map robustness and significance of FCA visualization. Finally we use graph algorithmic to exploit this fickleness for classification of words

Fault prediction in aircraft engines using Self-Organizing Maps

Aircraft engines are designed to be used during several tens of years. Their maintenance is a challenging and costly task, for obvious security reasons. The goal is to ensure a proper operation of the engines, in all conditions, with a zero probability of failure, while taking into account aging. The fact that the same engine is sometimes used on several aircrafts has to be taken into account too. The maintenance can be improved if an efficient procedure for the prediction of failures is implemented. The primary source of information on the health of the engines comes from measurement during flights. Several variables such as the core speed, the oil pressure and quantity, the fan speed, etc. are measured, together with environmental variables such as the outside temperature, altitude, aircraft speed, etc. In this paper, we describe the design of a procedure aiming at visualizing successive data measured on aircraft engines. The data are multi-dimensional measurements on the engines, which are projected on a self-organizing map in order to allow us to follow the trajectories of these data over time. The trajectories consist in a succession of points on the map, each of them corresponding to the two-dimensional projection of the multi-dimensional vector of engine measurements. Analyzing the trajectories aims at visualizing any deviation from a normal behavior, making it possible to anticipate an operation failure.Comment: Communication pr\'esent\'ee au 7th International Workshop WSOM 09, St Augustine, Floride, USA, June 200

The self organizing map of neighbour stars and its kinematical interpretation

The Self-Organizing Map (SOM) is a neural network algorithm that has the special property ofcreating spatially organized tepresetüatioes of various features of input signals. The resulting maps resemble realneural structures found in the cortices of developed animal brains.: Also, the SOM. has been successful in various pattern recognition tasks involving noisy signals, as for instance, speech recognition and for this reason we are studying its application to some astronomical problems. In this paper w~ present the 2-D mapping and subsequerít study of one local sample of 12000 stars using SOM. The available attributes are 14: 3-D position and velocitiesvphotometric indexes, spectral type and luminosity class. The possible location of halo, thick disk and thin disk stars is discussed. Their kinematical properties are also compared using the velocity distribution moments up to order four.Peer ReviewedPostprint (published version

Multidimensional Urban Segregation - Toward A Neural Network Measure

We introduce a multidimensional, neural-network approach to reveal and measure urban segregation phenomena, based on the Self-Organizing Map algorithm (SOM). The multidimensionality of SOM allows one to apprehend a large number of variables simultaneously, defined on census or other types of statistical blocks, and to perform clustering along them. Levels of segregation are then measured through correlations between distances on the neural network and distances on the actual geographical map. Further, the stochasticity of SOM enables one to quantify levels of heterogeneity across census blocks. We illustrate this new method on data available for the city of Paris.Comment: NCAA S.I. WSOM+ 201