Aplikasi Algoritma CBA untuk Klasifikasi Resiko Pemberian Kredit (Studi kasus: PT. Telkom CDC Sub Area Kupang)

AbstrakSalah satu penyebab kredit bermasalahberasal dari pihak internal, yaitu kurang telitinya timdalam melakukan survei dan analisis, atau bisa juga karena penilaian dan analisis yang bersifat subjektif.Penyebab ini dapat diatasi dengan sistem komputer, yaitu aplikasi komputer yang menggunakan teknik data mining.Teknik data mining digunakan dalam penelitian ini untuk klasifikasi resiko pemberian kredit dengan menerapkan algoritma Classification Based On Association (CBA). Algoritma ini merupakan salah satu algoritma klasifikasi dalam data mining yang mengintegrasikan teknik asosiasi dan klasifikasi. Data kredit awal yang telah di-preprocessing, diproses menggunakan algoritma CBA untuk membangun model, lalu model tersebut digunakan untuk mengklasifikasi data pelaku usaha baru yang mengajukan kredit ke dalam kelas lancar atau macet.Teknik Pengujian akurasi model diukur menggunakan 10-fold cross validation. Hasil pengujian menunjukkan bahwa rata-rata nilai akurasi menggunakan algoritma CBA (57,86%), sedikit lebih tinggi dibandingkan rata-rata nilai akurasi menggunakan algoritma Naive Bayes dan SVM dari perangkat lunak Rapid Miner 5.3 (56,35% dan 55,03%). Kata kunci—classification based on association, CBA, data mining, klasifikasi, resiko pemberian kredit  AbstractOne of the causes of non-performing loans come from the internal, that is caused by a lack of rigorous team in conducting the survey and analysis, or it could be due to subjective evaluation and analysis. The cause of this can be solved by a computer system, the computer application that uses data mining techniques. Data mining technique, was usedin this study toclassifycreditriskby applyingalgorithmsClassificationBasedonAssociation(CBA). This algorithm is an algorithm classification of data mining which integratingassociationandclassificationtechniques. Preprocessed initial-credit data, will be processed using theCBAalgorithmto create a model of which is toclassifythe newloandata into swift class or bad one. Testing techniques the accuracy of the model was measured by 10-fold cross validation. The resultshowsthatthe accuracy averagevalue using theCBAalgorithm(57,86%), was slightly higher than those using thealgorithmsofSVM andNaiveBayes from RapidMiner5.3software(56,35% and55,03%, respectively). Keywords—classification based on association, CBA, data mining, classification, credit risk

A survey of AI in operations management from 2005 to 2009

Purpose: the use of AI for operations management, with its ability to evolve solutions, handle uncertainty and perform optimisation continues to be a major field of research. The growing body of publications over the last two decades means that it can be difficult to keep track of what has been done previously, what has worked, and what really needs to be addressed. Hence this paper presents a survey of the use of AI in operations management aimed at presenting the key research themes, trends and directions of research. Design/methodology/approach: the paper builds upon our previous survey of this field which was carried out for the ten-year period 1995-2004. Like the previous survey, it uses Elsevier’s Science Direct database as a source. The framework and methodology adopted for the survey is kept as similar as possible to enable continuity and comparison of trends. Thus, the application categories adopted are: design; scheduling; process planning and control; and quality, maintenance and fault diagnosis. Research on utilising neural networks, case-based reasoning (CBR), fuzzy logic (FL), knowledge-Based systems (KBS), data mining, and hybrid AI in the four application areas are identified. Findings: the survey categorises over 1,400 papers, identifying the uses of AI in the four categories of operations management and concludes with an analysis of the trends, gaps and directions for future research. The findings include: the trends for design and scheduling show a dramatic increase in the use of genetic algorithms since 2003 that reflect recognition of their success in these areas; there is a significant decline in research on use of KBS, reflecting their transition into practice; there is an increasing trend in the use of FL in quality, maintenance and fault diagnosis; and there are surprising gaps in the use of CBR and hybrid methods in operations management that offer opportunities for future research. Design/methodology/approach: the paper builds upon our previous survey of this field which was carried out for the 10 year period 1995 to 2004 (Kobbacy et al. 2007). Like the previous survey, it uses the Elsevier’s ScienceDirect database as a source. The framework and methodology adopted for the survey is kept as similar as possible to enable continuity and comparison of trends. Thus the application categories adopted are: (a) design, (b) scheduling, (c) process planning and control and (d) quality, maintenance and fault diagnosis. Research on utilising neural networks, case based reasoning, fuzzy logic, knowledge based systems, data mining, and hybrid AI in the four application areas are identified. Findings: The survey categorises over 1400 papers, identifying the uses of AI in the four categories of operations management and concludes with an analysis of the trends, gaps and directions for future research. The findings include: (a) The trends for Design and Scheduling show a dramatic increase in the use of GAs since 2003-04 that reflect recognition of their success in these areas, (b) A significant decline in research on use of KBS, reflecting their transition into practice, (c) an increasing trend in the use of fuzzy logic in Quality, Maintenance and Fault Diagnosis, (d) surprising gaps in the use of CBR and hybrid methods in operations management that offer opportunities for future research. Originality/value: This is the largest and most comprehensive study to classify research on the use of AI in operations management to date. The survey and trends identified provide a useful reference point and directions for future research

Mining the data from a hyperheuristic approach using associative classification

Associative classification is a promising classification approach that utilises association rule mining to construct accurate classification models. In this paper, we investigate the potential of associative classifiers as well as other traditional classifiers such as decision trees and rule inducers in solutions (data sets) produced by a general-purpose optimisation heuristic called the hyperheuristic for a personnel scheduling problem. The hyperheuristic requires us to decide which of several simpler search neighbourhoods to apply at each step while constructing a solutions. After experimenting 16 different solution generated by a hyperheuristic called Peckish using different classification approaches, the results indicated that associative classification approach is the most applicable approach to such kind of problems with reference to accuracy. Particularly, associative classification algorithms such as CBA, MCAR and MMAC were able to predict the selection of low-level heuristics from the data sets more accurately than C4.5, RIPPER and PART algorithms, respectively

Hyper-heuristic decision tree induction

A hyper-heuristic is any algorithm that searches or operates in the space of heuristics as opposed to the space of solutions. Hyper-heuristics are increasingly used in function and combinatorial optimization. Rather than attempt to solve a problem using a fixed heuristic, a hyper-heuristic approach attempts to find a combination of heuristics that solve a problem (and in turn may be directly suitable for a class of problem instances). Hyper-heuristics have been little explored in data mining. This work presents novel hyper-heuristic approaches to data mining, by searching a space of attribute selection criteria for decision tree building algorithm. The search is conducted by a genetic algorithm. The result of the hyper-heuristic search in this case is a strategy for selecting attributes while building decision trees. Most hyper-heuristics work by trying to adapt the heuristic to the state of the problem being solved. Our hyper-heuristic is no different. It employs a strategy for adapting the heuristic used to build decision tree nodes according to some set of features of the training set it is working on. We introduce, explore and evaluate five different ways in which this problem state can be represented for a hyper-heuristic that operates within a decisiontree building algorithm. In each case, the hyper-heuristic is guided by a rule set that tries to map features of the data set to be split by the decision tree building algorithm to a heuristic to be used for splitting the same data set. We also explore and evaluate three different sets of low-level heuristics that could be employed by such a hyper-heuristic. This work also makes a distinction between specialist hyper-heuristics and generalist hyper-heuristics. The main difference between these two hyperheuristcs is the number of training sets used by the hyper-heuristic genetic algorithm. Specialist hyper-heuristics are created using a single data set from a particular domain for evolving the hyper-heurisic rule set. Such algorithms are expected to outperform standard algorithms on the kind of data set used by the hyper-heuristic genetic algorithm. Generalist hyper-heuristics are trained on multiple data sets from different domains and are expected to deliver a robust and competitive performance over these data sets when compared to standard algorithms. We evaluate both approaches for each kind of hyper-heuristic presented in this thesis. We use both real data sets as well as synthetic data sets. Our results suggest that none of the hyper-heuristics presented in this work are suited for specialization – in most cases, the hyper-heuristic’s performance on the data set it was specialized for was not significantly better than that of the best performing standard algorithm. On the other hand, the generalist hyper-heuristics delivered results that were very competitive to the best standard methods. In some cases we even achieved a significantly better overall performance than all of the standard methods