Graduation Year

2015

Document Type

Thesis

Degree

M.A.

Degree Name

Master of Arts (M.A.)

Degree Granting Department

Mathematics and Statistics

Major Professor

Dan Shen, Ph.D.

Committee Member

Christos P. Tsokos, Ph.D.

Committee Member

Lu Lu, Ph.D.

Keywords

Machine Learning, Support Vector Machine, Ensemble, Penalized Logistic Regression, Predictive Maintenance, Binary Classification

Abstract

In the industry, a lot of companies are facing the explosion of big data. With this much information stored, companies want to make sense of the data and use it to help them for better decision making, especially for future prediction. A lot of money can be saved and huge revenue can be generated with the power of big data. When building statistical learning models for prediction, companies in the industry are aiming to build models with efficiency and high accuracy. After the learning models have been developed for production, new data will be generated. With the updated data, the models have to be updated as well. Due to this nature, the model performs best today doesn’t mean it will necessarily perform the same tomorrow. Thus, it is very hard to decide which algorithm should be used to build the learning model. This paper introduces a new method that ensembles the information generated by two different classification statistical learning algorithms together as inputs for another learning model to increase the final prediction power.

The dataset used in this paper is NASA’s Turbofan Engine Degradation data. There are 49 numeric features (X) and the response Y is binary with 0 indicating the engine is working properly and 1 indicating engine failure. The model’s purpose is to predict whether the engine is going to pass or fail. The dataset is divided in training set and testing set. First, training set is used twice to build support vector machine (SVM) and neural network models. Second, it used the trained SVM and neural network model taking X of the training set as input to predict Y1 and Y2. Then, it takes Y1 and Y2 as inputs to build the Penalized Logistic Regression model, which is the ensemble model here. Finally, use the testing set follow the same steps to get the final prediction result. The model accuracy is calculated using overall classification accuracy. The result shows that the ensemble model has 92% accuracy. The prediction accuracies of SVM, neural network and ensemble models are compared to prove that the ensemble model successfully captured the power of the two individual learning model.

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