비선형 최소자승법을 이용한 성장곡선 모형의 매개변수 추정시 초기값 설정 방법에 관한 연구

Determination of starting values in estimating growth curves by using non-linear least squares

  • 염세경 (포항공과대학교 산업공학과) ;
  • 홍승표 (한국전자통신연구원 지식정보센터 정보체계연구팀) ;
  • 강회일 (한국전자통신연구원 지식정보센터 정보체계연구팀) ;
  • 김지수 (포항공과대학교 산업공학과) ;
  • 전치혁 (포항공과대학교 산업공학과)
  • 발행 : 2001.06.30

초록

Growth curves including Logistic and Gompertz functions are widely used in forecasting the market demand. To estimated the parameters of those functions, we use the non-linear least square method. However, it is difficult to set up the starting points for each parameter. If a wrong starting point is selected, the result reveals the local optimum or does not converge to a certain value. The purpose of this paper is to resolve the problem of selecting a starting point. Especially, rescaling the market data using the national economic index make it possible to figure out the range of parameters and to utilize the grid search method. Applications to some real data are also included.

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