• Title/Summary/Keyword: 단계적 회귀분석모형

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Adaptive Process Decision-Making with Simulation and Regression Models (시뮬레이션과 회귀분석을 연계한 적응형 공정의사결정방법)

  • Lee, Byung-Hoon;Yoon, Sung-Wook;Jeong, Suk-Jae
    • Journal of the Korea Society for Simulation
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    • v.23 no.4
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    • pp.203-210
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    • 2014
  • This study proposes adaptive decision making method having feed-back structure of regression and simulation models to support the quick decision making of production managers by managing and integrating the mutual relationship among historical data. For that, from historical data that have extracted and accumulated from each process, we first selected major constraint resources that are used as independent variables in regression model. The regression model is designed by using the dependent variables (objectives) that defined above by managers and independent variables selected in previous step and simulation model that are composed of constraint resources is designed. In process of simulation run, we obtain the multiple feasible solutions (alternatives) by using meta-heuristic method. Each solution is substituted by regression equation and we found the optimal solution that is minimum of difference between values obtained by regression model and simulation results. The optimal solution is delivered and incorporated to production site and current operation results from production site is used to generate new regression model after that time.

The Economic Effect of the Public Financial Expenditure on the National Industrial Complexes (국가산업단지에 대한 재정지출의 경제적 효과)

  • Park Won Seok
    • Journal of the Korean Geographical Society
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    • v.40 no.1 s.106
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    • pp.47-62
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    • 2005
  • This paper aims at analyzing the economic effect of the public financial expenditure on the national industrial complexes. Since public finance support is indirectly supplied to the national industrial complexes, the economic effect of the public financial expenditure on the national industrial complexes may be analyzed indirectly and circuitously In this contort, this paper uses 3 stage analysis method. In the first stage, the economic effect that the public financial expenditure influence the allotment, production and employment of companies residing in the national industrial complexes is analyzed by multiple regression analysis. In the second stage, the economic effect that the investment on the national industrial complexes influence the national and regional economies is analyzed by multiple regression analysis. In the third stage, the economic effect of the public financial expenditure on the national industrial complexes is analyzed through the compromising the results of the first and second stage. The main results of this paper are as follows. Firstly, public financial expenditure on the infrastructure of national industrial complexes leaded to positive growth of the allotment of companies residing in the national industrial complexes. Additionally, growth of the allotment of companies leaded to the positive effect on the production and employment of companies. And secondly, growth of the allotment of companies leaded to the positive effect on the gross regional domestic production. Finally, financial expenditure on the infrastructure of national industrial complexes leaded to positive effect on the national and regional economic growth through the compromising the results of the first and second stage.

Robust ridge regression for nonlinear mixed effects models with applications to quantitative high throughput screening assay data (비선형 혼합효과모형에서의 로버스트 능형회귀 방법과 정량적 고속 대량 스크리닝 자료에의 응용)

  • Yoo, Jiseon;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.31 no.1
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    • pp.123-137
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    • 2018
  • A nonlinear mixed effects model is mainly used to analyze repeated measurement data in various fields. A nonlinear mixed effects model consists of two stages: the first-stage individual-level model considers intra-individual variation and the second-stage population model considers inter-individual variation. The individual-level model, which is the first stage of the nonlinear mixed effects model, estimates the parameters of the nonlinear regression model. It is the same as the general nonlinear regression model, and usually estimates parameters using the least squares estimation method. However, the least squares estimation method may have a problem that the estimated value of the parameters and standard errors become extremely large if the assumed nonlinear function is not explicitly revealed by the data. In this paper, a new estimation method is proposed to solve this problem by introducing the ridge regression method recently proposed in the nonlinear regression model into the first-stage individual-level model of the nonlinear mixed effects model. The performance of the proposed estimator is compared with the performance with the standard estimator through a simulation study. The proposed methodology is also illustrated using quantitative high throughput screening data obtained from the US National Toxicology Program.

Developing Trip Generation Models Considering Land Use Characteristics (토지이용 특성을 반영한 통행발생모형 추정 연구)

  • Song, Jae-In;Na, Seung-Won;Choo, Sang-Ho
    • The Journal of The Korea Institute of Intelligent Transport Systems
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    • v.10 no.6
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    • pp.126-139
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    • 2011
  • In the traditional four-step travel demand models, each step is sequentially conducted following the model estimation at the previous step. The accuracy of the following model is partly dependent on whether the model at the former stage was properly established or not. Therefore, trip generation, which is the first step in this conventional model, has great effects on the modeling process and forecasting results. Linear regression models for trip generation of Seoul Metropolitan Area might increase the forcasting errors, since a variety of land-use characteristics are not considered. Hence, in this study, zonal factors such as socioeconomic and land use variables are included to improve the elaboration of trip generation. Comparing the %RMSE with the existing models, which contain bigger errors in the zones highly based on the secondary and tertiary industries than residence-based, the trip generation models including those variables seem more appropriate overall.

Analysis of cycle racing ranking using statistical prediction models (통계적 예측모형을 활용한 경륜 경기 순위 분석)

  • Park, Gahee;Park, Rira;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.25-39
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    • 2017
  • Over 5 million people participate in cycle racing betting and its revenue is more than 2 trillion won. This study predicts the ranking of cycle racing using various statistical analyses and identifies important variables which have influence on ranking. We propose competitive ranking prediction models using various classification and regression methods. Our model can predict rankings with low misclassification rates most of the time. We found that the ranking increases as the grade of a racer decreases and as overall scores increase. Inversely, we can observe that the ranking decreases when the grade of a racer increases, race number four is given, and the ranking of the last race of a racer decreases. We also found that prediction accuracy can be improved when we use centered data per race instead of raw data. However, the real profit from the future data was not high when we applied our prediction model because our model can predict only low-return events well.

Construction of a Short-term Time-series Prediction Model for Analysis of Return Flow of Residential Water (생활용수 회귀수량의 분석을 위한 시계열 단기 예측모형 구축)

  • Lee, Seungyeon;Lee, Sangeun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.43 no.6
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    • pp.763-774
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    • 2023
  • The water availability in a river is related to the return flow of residential water. However it is still difficult to determine the exact return flow. In this study, the residential water-cycle system is defined as a process consisting of water inflow, water transfer and water outflow. The study area is Hampyeong-gun, Jeollanam-do, and is set as a single inflow to a single outflow through the water-cycle system after classification of complete and incomplete measurement points. The time-series prediction models(ARIMA model and TFM) are established with daily inflow and outflow data for 6 years. Inflow and outflow are predicted by dividing into training and test periods. As a result, both models show the feasibility of short-term prediction by deriving stable residuals and securing statistical significance, implementing the preliminary form of the water-cycle system. As a further study, it is suggested to predict the actual return flow of the target basin and efficient water operation by adding input factors and selecting the optimal model.

An Analysis on Determinants of the Capesize Freight Rate and Forecasting Models (케이프선 시장 운임의 결정요인 및 운임예측 모형 분석)

  • Lim, Sang-Seop;Yun, Hee-Sung
    • Journal of Navigation and Port Research
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    • v.42 no.6
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    • pp.539-545
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    • 2018
  • In recent years, research on shipping market forecasting with the employment of non-linear AI models has attracted significant interest. In previous studies, input variables were selected with reference to past papers or by relying on the intuitions of the researchers. This paper attempts to address this issue by applying the stepwise regression model and the random forest model to the Cape-size bulk carrier market. The Cape market was selected due to the simplicity of its supply and demand structure. The preliminary selection of the determinants resulted in 16 variables. In the next stage, 8 features from the stepwise regression model and 10 features from the random forest model were screened as important determinants. The chosen variables were used to test both models. Based on the analysis of the models, it was observed that the random forest model outperforms the stepwise regression model. This research is significant because it provides a scientific basis which can be used to find the determinants in shipping market forecasting, and utilize a machine-learning model in the process. The results of this research can be used to enhance the decisions of chartering desks by offering a guideline for market analysis.

A Study of Factors Influencing on Watching Personal Game Webcasting (1인 게임방송 시청에 영향을 미치는 요인에 관한 연구)

  • Choe, Min-Ji;Park, Jeong-Min;Noh, Ghee-Young
    • Journal of Korea Game Society
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    • v.16 no.6
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    • pp.39-48
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    • 2016
  • This study intended to find out the influence of media usage motivations including Wishful Identification toward BJ, Entertainment, Passing Time, Information Seeking on watching personal game webcasting, based on Use & Gratification Theory. We conducted a survey of 395 audiences who had experienced in watching personal game webcasting and analyzed collected data using hierarchical regression analysis. First, we put and analyzed demographic factors of audiences in model 1. After that, we added media usage motivations in model 2. As a result of the study, gender and age in model 1 and age, Wishful Identification and Entertainment in model 2 are found to have a significant influence on watching personal game webcasting respectively.

Prediction of golf scores on the PGA tour using statistical models (PGA 투어의 골프 스코어 예측 및 분석)

  • Lim, Jungeun;Lim, Youngin;Song, Jongwoo
    • The Korean Journal of Applied Statistics
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    • v.30 no.1
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    • pp.41-55
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    • 2017
  • This study predicts the average scores of top 150 PGA golf players on 132 PGA Tour tournaments (2013-2015) using data mining techniques and statistical analysis. This study also aims to predict the Top 10 and Top 25 best players in 4 different playoffs. Linear and nonlinear regression methods were used to predict average scores. Stepwise regression, all best subset, LASSO, ridge regression and principal component regression were used for the linear regression method. Tree, bagging, gradient boosting, neural network, random forests and KNN were used for nonlinear regression method. We found that the average score increases as fairway firmness or green height or average maximum wind speed increases. We also found that the average score decreases as the number of one-putts or scrambling variable or longest driving distance increases. All 11 different models have low prediction error when predicting the average scores of PGA Tournaments in 2015 which is not included in the training set. However, the performances of Bagging and Random Forest models are the best among all models and these two models have the highest prediction accuracy when predicting the Top 10 and Top 25 best players in 4 different playoffs.

Comparison of Daily Rainfall Interpolation Techniques and Development of Two Step Technique for Rainfall-Runoff Modeling (강우-유출 모형 적용을 위한 강우 내삽법 비교 및 2단계 일강우 내삽법의 개발)

  • Hwang, Yeon-Sang;Jung, Young-Hun;Lim, Kwang-Suop;Heo, Jun-Haeng
    • Journal of Korea Water Resources Association
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    • v.43 no.12
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    • pp.1083-1091
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    • 2010
  • Distributed hydrologic models typically require spatial estimates of precipitation interpolated from sparsely located observational points to the specific grid points. However, widely used estimation schemes fail to describe the realistic variability of daily precipitation field. We compare and contrast the performance of statistical methods for the spatial estimation of precipitation in two hydrologically different basins, and propose a two-step process for effective daily precipitation estimation. The methods assessed are: (1) Inverse Distance Weighted Average (IDW); (2) Multiple Linear Regression (MLR); (3) Climatological MLR; and (4) Locally Weighted Polynomial Regression (LWP). In the suggested simple two-step estimation process, precipitation occurrence is first generated via a logistic regression model before applying IDW scheme (one of the local scheme) to estimate the amount of precipitation separately on wet days. As the results, the suggested method shows the better performance of daily rainfall interpolation which has spatial differences compared with conventional methods. And this technique can be used for streamflow forecasting and downscaling of atmospheric circulation model effectively.