Implementation and Analysis of Combined Machine Learning Method for Intrusion Detection System

As one of the security components in Network Security Monitoring System, Intrusion Detection System (IDS) is implemented by many organizations in their networks to detect and address the impact of network attacks. There are many machine-learning methods that have been widely developed and applied in the IDS. Selection of appropriate methods is necessary to improve the detection accuracy in the application of machine-learning in IDS. In this research we proposed an IDS that we developed based on machine learning approach. We use 28 features subset without content features of  Knowledge Data Discovery (KDD) dataset to build machine learning model. From our analysis and experiment we get 28 features subset of KDD dataset that are most likely to be applied for the IDS in the real network. The machine learning model based on this 28 features subset obtained 99.9% accuracy for both two-class and multiclass classification. From our experiments using the IDS we have developed show good performance in detecting attacks on real networks

Loss Severity Distribution Estimation Of Operational Risk Using Gaussian Mixture Model For Loss Distribution Approach

Banks must be able to manage all of banking risk; one of them is operational risk. Banks manage operational risk by calculates estimating operational risk which is known as the economic capital (EC). Loss Distribution Approach (LDA) is a popular method to estimate economic capital(EC).This paper propose Gaussian Mixture Model(GMM) for severity distribution estimation of loss distribution approach(LDA). The result on this research is the value at EC of LDA method using GMM is smaller 2 % - 2, 8 % than the value at EC of LDA using existing distribution model

LOSS SEVERITY DISTRIBUTION ESTIMATION OF OPERATIONAL RISK USING GAUSSIAN MIXTURE MODEL FOR LOSS DISTRIBUTION APPROACH

Banks must be able to manage all of banking risk; one of them is operational risk. Banks manage operational risk by calculates estimating operational risk which is known as the economic capital (EC). Loss Distribution Approach (LDA) is a popular method to estimate economic capital(EC).This paper propose Gaussian Mixture Model(GMM) for severity distribution estimation of  loss distribution approach(LDA). The result on this research is the value at EC of LDA method using GMM is smaller    2 % - 2, 8 % than the value at EC of LDA using existing distribution model. Keywords:  Loss Distribution Approach, Gaussian Mixture Model, Bayesian Information Criterion, Operational Risk

Sensing Trending Topics in Twitter for Greater Jakarta Area

Information and communication technology grows so fast nowadays, especially related to the internet. Twitter is one of internet applications that produce a large amount of textual data called tweets. The tweets may represent real-world situation discussed in a community. Therefore, Twitter can be an important media for urban monitoring. The ability to monitor the situations may guide local government to respond quickly or make public policy. Topic detection is an important automatic tool to understand the tweets, for example, using non-negative matrix factorization. In this paper, we conducted a study to implement Twitter as a media for the urban monitoring in Jakarta and its surrounding areas called Greater Jakarta. Firstly, we analyze the accuracy of the detected topics in term of their interpretability level. Next, we visualize the trend of the topics to identify popular topics easily. Our simulations show that the topic detection methods can extract topics in a certain level of accuracy and draw the trends such that the topic monitoring can be conducted easily

Studi Perbandingan Pemilihan Fitur untuk Support Vector Machine pada Klasifikasi Penilaian Risiko Kredit

Credit scoring is a system or method used by banks or other financial institutions to determine the debtor feasible or not get a loan. One of credit scoring method is used to classify the characteristics of debtor is Support Vector Machine (SVM). SVM has an excellent generalization ability to solve classification problems in a large amount of data and can generate an optimal separator function to separate two groups of data from two different classes. One of the success using SVM method is dependent on features selection process that will affect the level of classification accuracy. Various methods have done to features selection, because not all the features are able to give best classification results. Features selection that used this study is Variance Threshold, Univariate Chi - Square, Recursive Feature Elimination (RFE) and Extra Trees Classifier (ETC). Data in this study use secondary data from the database in UCI machine learning responsitory. Based on simulations to compare the accuracy of using feature selection method on SVM in classification ofcredit riskscoring, obtained that Variance Threshold and Univariate Chi – Square method can decrease accuracy while RFE and ETC method can increase accuracy. RFE method gives better accuracy. Keywords: Credit scoring, Credit risk, Feature selection, Support vector machin

KAJIAN KEMAMPUAN GENERALISASI SUPPORT VECTOR MACHINE DALAM PENGENALAN JENIS SPLICE SITES PADA BARISAN DNA

Study on Generalization Capability of Support Vector Machine in Splice Site Type Recognition of DNA Sequence. Recently, support vector machine has become a popular model as machine learning. A particular advantage of SVM over other machine learning is that it can be analyzed theoretically and at same time can achieve a good performance when applied to real problems. This paper will describe analytically the using of SVM to solve pattern recognition problem with a preliminary case study in determining the type of splice site on the DNA sequence, particularity on the generalization capability. The result obtained show that SVM has a good generalization capability of around 95.4 %.Keywords: Support vector machine, generalization test, pattern recognition, splice sites, DN