• Title/Summary/Keyword: 다중회귀분석기법

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Impacts of Land Use and Urban Design Characteristics on Transit Ridership in the Seoul Rail Station Areas (서울시 역세권에서의 토지이용 및 도시설계특성이 대중교통이용증대에 미치는 영향 분석)

  • Sung, Hyung-Gon;Kim, Dong-Jun;Park, Jee-Hyung
    • Journal of Korean Society of Transportation
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    • v.26 no.4
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    • pp.135-147
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    • 2008
  • One of the efforts both to prevent urban sprawling development patterns and to promote use of public transportation is known as Transit-Oriented Development (TOD), including such planning elements as the density and diversity of land use and pedestrian-friendly urban design around a transit center. The aim of this study is thus to conduct impact analyses of TOD planning elements on transit ridership in the Seoul rail station areas. First, the authors investigate and draw out various actual elements of TOD planning by using GIS-based data and Smart Card data. Then the authors analyze impacts of TOD planning elements on transit ridership for the Seoul rail station areas. After condensing 34 variables presumably influencing transit ridership into seven factors by using factor analyses, the study utilizes multiple regression modeling methods to identify their impacts on transit ridership. The analysis results demonstrate that transit ridership tends to increase more in rail station areas where there is a non-residential high density, mixed use of land and narrow and small-size road network patterns. The implementation of TODs should be a useful method in inducing a Transit-Oriented City through redevelopment and new development.

A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

A Profit Prediction Model in the International Construction Market - focusing on Small and Medium Sized Construction Companies (CBR을 활용한 해외건설 수익성 예측 모델 개발 - 중소·중견기업을 중심으로 -)

  • Hwang, Geon Wook;Jang, woosik;Park, Chan-Young;Han, Seung-Heon;Kim, Jong Sung
    • Korean Journal of Construction Engineering and Management
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    • v.16 no.4
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    • pp.50-59
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    • 2015
  • While the international construction industry for Korean companies have grown in market size exponentially in the recent years, the profit rate of small and medium sized construction companies (SMCCs) are incomparably lower than those of large construction companies. Furthermore, small and medium size companies, especially subcontractor, lacks the judgement of project involvement appropriateness, which leads to an unpredictable profit rate. Therefore, this research aims to create a profit rate prediction model for the international construction project focusing on SMCCs. First, the factors that influence the profit rate and the area of profit zone are defined by using a total of 8,637 projects since the year 1965. Seconds, an extensive literature review is conducted to derive 10 influencing factors. Multiple regression analysis and corresponding judgement technique are used to derive the weight of each factor. Third, cased based reasoning (CBR) methodology is applied to develop the model for profit rate analysis in the project participation review stage. Using 120 validation data set, the developed model showed 11% (14 data sets) of error rate for type 1 and type 2 error. In utilizing the result, project decision makers are able to make decision based on authentic results instead of intuitive based decisions. The model additionally give guidance to the Korean subcontractors when advancing into the international construction based on the model result that shows the profit distribution and checks in advance for the quality of the project to secure a sound profit in each project.

Development of a Prediction Model for Advertising Effects of Celebrity Models using Big data Analysis (빅데이터 분석을 통한 유명인 모델의 광고효과 예측 모형 개발)

  • Kim, Yuna;Han, Sangpil
    • Journal of the Korea Convergence Society
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    • v.11 no.8
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    • pp.99-106
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    • 2020
  • The purpose of this study is to find out whether image similarity between celebrities and brands on social network service be a determinant to predict advertising effectiveness. To this end, an advertising effect prediction model for celebrity endorsed advertising was created and its validity was verified through a machine learning method which is a big data analysis technique. Firstly, the celebrity-brand image similarity, which was used as an independent variable, was quantified by the association network theory with social big data, and secondly a multiple regression model which used data representing advertising effects as a dependent variable was repeatedly conducted to generate an advertising effect prediction model. The accuracy of the prediction model was decided by comparing the prediction results with the survey outcomes. As for a result, it was proved that the validity of the predictive modeling of advertising effects was secured since the classification accuracy of 75%, which is a criterion for judging validity, was shown. This study suggested a new methodological alternative and direction for big data-based modeling research through celebrity-brand image similarity structure based on social network theory, and effect prediction modeling by machine learning.

An Optimized Combination of π-fuzzy Logic and Support Vector Machine for Stock Market Prediction (주식 시장 예측을 위한 π-퍼지 논리와 SVM의 최적 결합)

  • Dao, Tuanhung;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.20 no.4
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    • pp.43-58
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    • 2014
  • As the use of trading systems has increased rapidly, many researchers have become interested in developing effective stock market prediction models using artificial intelligence techniques. Stock market prediction involves multifaceted interactions between market-controlling factors and unknown random processes. A successful stock prediction model achieves the most accurate result from minimum input data with the least complex model. In this research, we develop a combination model of ${\pi}$-fuzzy logic and support vector machine (SVM) models, using a genetic algorithm to optimize the parameters of the SVM and ${\pi}$-fuzzy functions, as well as feature subset selection to improve the performance of stock market prediction. To evaluate the performance of our proposed model, we compare the performance of our model to other comparative models, including the logistic regression, multiple discriminant analysis, classification and regression tree, artificial neural network, SVM, and fuzzy SVM models, with the same data. The results show that our model outperforms all other comparative models in prediction accuracy as well as return on investment.

미국달러 선물시장과 미국달러 옵션시장 활성화 방안에 관한 고찰

  • Tae, Seok-Jun
    • The Korean Journal of Financial Studies
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    • v.10 no.1
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    • pp.171-189
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    • 2004
  • 외환시장의 효율성을 증대시키고, 기업이나 금융기관들의 원/달러환율 변동위험관리가 보다 원활하게 이루어질 수 있도록 하며, 원/달러 환율과 연계된 다양한 투자전략 구사가 보다 용이하게 이루어질 수 있도록 하기 위하여 미국달러 선물시장과 미국달러 옵션시장에서의 유동성 확대 및 시장 활성화가 요구된다. 본 논문에서는 미국달러 선물시장과 미국달러 옵션시장의 유동성을 제고시키고 시장을 활성화 시키기 위한 방안들을 제시하였다. 미국달러선물의 만기시 최종결제와 미국달러옵션 만기시 옵션매입자가 옵션을 행사할 때 권리행사에 따른 결제는 실물인수도 방식으로 결제되며, 이러한 실물인수도 방식의 결제는 현물환 포지션을 취하여야 하는 불편함과 현물환 거래와 관련된 거래비용 등으로 인하여 투자자들의 시장 참여를 제약하는 주요 요인으로 작용하고 있다. 미국달러선물과 미국달러옵션의 만기시 결제방식을 현금결제 방식으로 바꾸게 되면 헤지거래자 등 투자자들의 참여가 확대되어 시장 유동성이 증대되고 시장이 활성화될 것이며, 차익거래자들도 적극적으로 참여하게 되어 시장의 효율성이 향상될 것이다. 그리고 미국달러선물과 미국달러옵션을 이용한 투자기법 및 투자전략에 대한 투자자들의 이해 수준을 높이고 환율변동위험 관리의 중요성에 대한 기업들의 인식을 제고시키기 위한 적극적인 노력이 요구되며, 중장기적으로 선물회사들의 지점망 확충과 선물거래소 회원사 확대 방안도 모색되어야 할 것이다. 미국달러 옵션은 거래가 매우 부진한 상태이므로 미국달러 옵션시장에서 유동성이 어느 정도 확보될 때까지는 선물회사들의 시장조성 기능 강화가 요구된다.주었다. 둘째, 주가 수익률을 결정하는 유의성있는 요인들은 당기순이익의 증감, 당해연도의 당기순이익의 분포, 자산증가율, 매매 유동성, 매출액 변동, 거래량 추세, 기업크기(시가총액), 과거 1개월간의 주가수익률, 자기자본증가율등으로 나타났다.이 있을 것으로 여겨진다.다중회귀분석에서 각각 일관되게 관찰할 수 있었다. 또한 이러한 결과는 IMF 이후에도 여전히 유지되는 것으로 나타났다.과와는 별개의 PER효과가 여전히 존재하며, 다만 이 PER 효과는 전통적 의미의 일반적으로 낮은 PER종목이 초과수익률을 내는 것이 아니라, 기업규모가 크더라도 그 기업의 개별특성을 고려했을 때 이와 비교해 상대적으로 PER가 낮은 종목에 투자하면 초과수익을 낼 수 있음을 의미한다. 발견하였다.적 일정하게 하는 소비행동을 목표로 삼고 소비와 투자에 대한 의사결정을 내리고 있음이 실증분석을 통하여 밝혀졌다. 투자자들은 무위험 자산과 위험성 자산을 동시에 고려하여 포트폴리오를 구성하는 투자활동을 행동에 옮기고 있다.서, Loser포트폴리오를 매수보유하는 반전거래전략이 Winner포트폴리오를 매수보유하는 계속거래전략보다 적합한 전략임을 알 수 있었다. 다섯째, Loser포트폴리오와 Winner포트폴리오를 각각 투자대상종목으로써 매수보유한 반전거래전략과 계속거래 전략에 대한 유용성을 비교검증한 Loser포트폴리오와 Winner포트폴리오 각각의 1개월 평균초과수익률에 의하면, 반전거래전략의 Loser포트폴리오가 계속거래전략의 Winner포트폴리오보다 약 5배정도의 높은 1개월 평균초과수익률을 실현하였고, 반전거래전략의 유용성을

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Study on the Adsorption of Antibiotics Trimethoprim in Aqueous Solution by Activated Carbon Prepared from Waste Citrus Peel Using Box-Behnken Design (박스-벤켄 설계법을 이용한 폐감귤박 활성탄에 의한 수용액 중의 항생제 Trimethoprim의 흡착 연구)

  • Lee, Min-Gyu;Kam, Sang-Kyu
    • Korean Chemical Engineering Research
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    • v.56 no.4
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    • pp.568-576
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    • 2018
  • In order to investigate the adsorption characteristics of the antibiotics trimethoprim (TMP) by activated carbon (WCAC) prepared from waste citrus peel, the effects of operating parameters on the TMP adsorption were investigated by using a response surface methodology (RSM). Batch experiments were carried out according to a four-factor Box-Behnken experimental design with four input parameters : concentration ($X_1$: 50-150 mg/L), pH ($X_2$: 4-10), temperature ($X_3$: 293-323 K), adsorbent dose ($X_4$: 0.05-0.15 g). The experimental data were fitted to a second-order polynomial equation by the multiple regression analysis and examined using statistical methods. The significance of the independent variables and their interactions was assessed by ANOVA and t-test statistical techniques. Statistical results showed that concentration of TMP was the most effective parameter in comparison with others. The adsorption process can be well described by the pseudo-second order kinetic model. The experimental data of isotherm followed the Langmuir isotherm model. The maximum adsorption amount of TMP by WCAC calculated from the Langmuir isotherm model was 144.9 mg/g at 293 K.

Decision Algorithm of Natural Algae Coagulant Dose to Control Algae from the Influent of Water Works (정수장 유입조류 전처리를 위한 천연조류제거제(W.H.)의 최적주입농도 결정)

  • Jang, Yeo-Ju;Jung, Jin-Hong;Lim, Hyun-Man;Yoon, Young H.;Ahn, Kwang-Ho;Chang, Hyang-Youn;Kim, Weon-Jae
    • Journal of Korean Society of Environmental Engineers
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    • v.38 no.9
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    • pp.482-496
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    • 2016
  • Algal blooms of cyanobacteria (blue-green Algae) due to the eutrophication of rivers and lakes can cause not only the damage by its biological toxins but also the economic loss in drinking water treatment. The natural algae coagulant, a commercial product known as W.H. containing the algicidal and allelopathic material derived from oak, can control algal problems proactively through the coagulation flotation process. However, because there have been no applications of the process for pre-treatment in drinking water plants, we could find no report on the optimum injection dose of W.H.. In this study, we have conducted several sets of jar-tests while changing W.H. dose and concentration of chl-a for (1) Han-river samples and (2) subcultured cyanobacteria samples, and monitored the removal mechanisms of algae intensively. Based on these jar-test results, two linear equations with variables of chl-a and turbidity have been deduced to predict the optimal W.H. dose after the multiple regression analysis using IBM-SPSS. Also, prototypes of automatic control logic have been suggested to inject the optimal W.H. dose promptly in response to the variation of water quality.

Multimodal Emotional State Estimation Model for Implementation of Intelligent Exhibition Services (지능형 전시 서비스 구현을 위한 멀티모달 감정 상태 추정 모형)

  • Lee, Kichun;Choi, So Yun;Kim, Jae Kyeong;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.20 no.1
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    • pp.1-14
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    • 2014
  • Both researchers and practitioners are showing an increased interested in interactive exhibition services. Interactive exhibition services are designed to directly respond to visitor responses in real time, so as to fully engage visitors' interest and enhance their satisfaction. In order to install an effective interactive exhibition service, it is essential to adopt intelligent technologies that enable accurate estimation of a visitor's emotional state from responses to exhibited stimulus. Studies undertaken so far have attempted to estimate the human emotional state, most of them doing so by gauging either facial expressions or audio responses. However, the most recent research suggests that, a multimodal approach that uses people's multiple responses simultaneously may lead to better estimation. Given this context, we propose a new multimodal emotional state estimation model that uses various responses including facial expressions, gestures, and movements measured by the Microsoft Kinect Sensor. In order to effectively handle a large amount of sensory data, we propose to use stratified sampling-based MRA (multiple regression analysis) as our estimation method. To validate the usefulness of the proposed model, we collected 602,599 responses and emotional state data with 274 variables from 15 people. When we applied our model to the data set, we found that our model estimated the levels of valence and arousal in the 10~15% error range. Since our proposed model is simple and stable, we expect that it will be applied not only in intelligent exhibition services, but also in other areas such as e-learning and personalized advertising.

A development of multivariate drought index using the simulated soil moisture from a GM-NHMM model (GM-NHMM 기반 토양함수 모의결과를 이용한 합성가뭄지수 개발)

  • Park, Jong-Hyeon;Lee, Joo-Heon;Kim, Tae-Woong;Kwon, Hyun Han
    • Journal of Korea Water Resources Association
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    • v.52 no.8
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    • pp.545-554
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    • 2019
  • The most drought assessments are based on a drought index, which depends on univariate variables such as precipitation and soil moisture. However, there is a limitation in representing the drought conditions with single variables due to their complexity. It has been acknowledged that a multivariate drought index can more effectively describe the complex drought state. In this context, this study propose a Copula-based drought index that can jointly consider precipitation and soil moisture. Unlike precipitation data, long-term soil moisture data is not readily available so that this study utilized a Gaussian Mixture Non-Homogeneous Hidden Markov chain Model (GM-NHMM) model to simulate the soil moisture using the observed precipitation and temperature ranging from 1973 to 2014. The GM-NHMM model showed a better performance in terms of reproducing key statistics of soil moisture, compared to a multiple regression model. Finally, a bivariate frequency analysis was performed for the drought duration and severity, and it was confirmed that the recent droughts over Jeollabuk-do in 2015 have a 20-year return period.