• Title/Summary/Keyword: 예측 중심의 모형

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Fitting Distribution of Accident Frequency of Freeway Horizontal Curve Sections & Development of Negative Binomial Regression Models (고속도로 평면선형상 사고빈도분포 추정을 통한 음이항회귀모형 개발 (기하구조요인을 중심으로))

  • 강민욱;도철웅;손봉수
    • Journal of Korean Society of Transportation
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    • v.20 no.7
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    • pp.197-204
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    • 2002
  • 교통사고예측 및 예방을 위해서는 실제적으로 도로설계과정에서 제어가 가능한 도로 기하구조요소에 대한 사고관계를 파악함이 타당하다. 즉, 도로의 설계자는 도로건설에 앞서 기하구조요소와 사고와의 관계를 현장자료를 통해 정확히 밝혀 도로설계에 반영해야 한다. 이를 위해, 교통사고의 빈도분포를 박히는 것은 가장 기본이 되는 일이며, 교통사고 예측모형개발에 선행되어야 한다. 일반적으로 교통사고건수의 경우 분산이 평균보다 큰 과분산(overdispersion)의 특징을 가지고 있어 음이항 분포를 따른다고 알려져 있다. 따라서 본 논문은 사고모형의 개발에 앞서, 사고발생지점에 대한 도로설계요소와 기타 잠재적인 사고발생 관련요인이 비교적 잘 파악되어있는 호남고속도로를 중심으로 평면 선형상 곡선부에 대하여 교통사고의 분포를 적합도 검정을 통해 알아보고자 하였다. 사고자료는 한국도로송사의 호남고속도로 5년(1996∼2000)간 자료를 분석에 맞게 정리하였으며, 강민욱과 송봉수(2002)에서 제시한 평면선형에 있어서의 구간분할법을 이용하여 배향곡선구간과 단일곡선구간에 대한 사고분석을 하였다. 적합도 분석결과, 예상대로 음이항분포가 사고건수를 설명하기에 가장 적합한 확률분포로 제시되었으며, 이를 통해 최우추정법을 이용한 음이항회귀모형을 개발하였다. 구간분할법을 적용한 음이항회귀모형의 경우, 기존의 확률회귀토형에 비하여 높은 결정계수를 갖았으며, 모형에서 적용된 기하구조요소로는 차량 노출계수, 곡선반경, 단위거리 당 편경사변화값 등이다.

A Comparative Model Study on the Intermittent Demand Forecast of Air Cargo - Focusing on Croston and Holts models - (항공화물의 간헐적 수요예측에 대한 비교 모형 연구 - Croston모형과 Holts모형을 중심으로 -)

  • Yoo, Byung-Cheol;Park, Young-Tae
    • Journal of Korea Port Economic Association
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    • v.37 no.1
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    • pp.71-85
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    • 2021
  • A variety of methods have been proposed through a number of studies on sophisticated demand forecasting models that can reduce logistics costs. These studies mainly determine the applicable demand forecasting model based on the pattern of demand quantity and try to judge the accuracy of the model through statistical verification. Demand patterns can be broadly divided into regularity and irregularity. A regular pattern means that the order is regular and the order quantity is constant. In this case, predicting demand mainly through regression model or time series model was used. However, this demand is called "intermittent demand" when irregular and fluctuating amount of order quantity is large, and there is a high possibility of error in demand prediction with existing regression model or time series model. For items that show intermittent demand, predicting demand is mainly done using Croston or HOLTS. In this study, we analyze the demand patterns of various items of air cargo with intermittent patterns and apply the most appropriate model to predict and verify the demand. In this process, intermittent optimal demand forecasting model of air cargo is proposed by analyzing the fit of various models of air cargo by item and region.

A Study on Demand Forecasting for KTX Passengers by using Time Series Models (시계열 모형을 이용한 KTX 여객 수요예측 연구)

  • Kim, In-Joo;Sohn, Hueng-Goo;Kim, Sahm
    • The Korean Journal of Applied Statistics
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    • v.27 no.7
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    • pp.1257-1268
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    • 2014
  • Since the introduction of KTX (Korea Tranin eXpress) in Korea reilway market, number of passengers using KTX has been greatly increased in the market. Thus, demand forecasting for KTX passengers has been played a importantant role in the train operation and management. In this paper, we study several time series models and compare the models based on considering special days and others. We used the MAPE (Mean Absolute Percentage Errors) to compare the performance between the models and we showed that the Reg-AR-GARCH model outperformanced other models in short-term period such as one month. In the longer periods, the Reg-ARMA model showed best forecasting accuracy compared with other models.

The Effectiveness of Customer Scoring System in Bank Marketing -Focusing Credit and Profitability- (금융마케팅에서 고객평점제도의 효과성 -신용 및 수익성을 중심으로-)

  • Myung-Sik Lee
    • Asia Marketing Journal
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    • v.1 no.2
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    • pp.56-76
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    • 1999
  • 금융시장에서의 경쟁이 치열해지면서 이제 국내 소비자금융기관들에게 수익성위주의 내실경영은 피할 수 없는 지상과제로 부상하고 있다. 이러한 목표를 성취하기 위해서는 우량고객을 위주로 한 기반강화와 철저한 사후관리를 통한 수익성향상이 이루어져야 한다. 특히, 자금운용처로 부상하고있는 개인고객들을 대상으로 하는 효과적인 대출마케팅의 수행은 소매금융기관들의 수익성제고에 절대적이라고 할 수 있다. 즉, 수익성을 지향하기 위해서는 고객관리를 보다 더 철저하게 하여야 하며 이를 위해서는 신용 및 수익성에 근거해서 산출된 평점에 따라 개인별 관리를 차별화하는데 있다고 할 수 있다. 본 연구에서는 우량고객들을 대상으로 대출마케팅을 활성화시키기 위한 고객평점모형의 효과성에 대해서 고찰해 보고자 하였다. 이를 위해서 신용평점모형에 대해서 자세히 알아보고 이어서 수익성에 근거한 평점모형에 대해서도 이론적으로 살펴보았다. 그리고 두 모형의 효과성을 비교하기 위해서 판별분석을 사용하여 우량 및 불량고객에 대한 예측력을 분석해 보았다. 분석결과 제1종오차에 대해서는 신용평점모형이, 제2종 오차에 대해서는 수익성평점모형이 보다 정교한 예측력을 나타냈다. 결론적으로 두 모형의 사용이 병행되는 통합적인 고객평점모형의 적용이 제안되어 졌다.

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Application of Google Search Queries for Predicting the Unemployment Rate for Koreans in Their 30s and 40s (한국 30~40대 실업률 예측을 위한 구글 검색 정보의 활용)

  • Jung, Jae Un;Hwang, Jinho
    • Journal of Digital Convergence
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    • v.17 no.9
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    • pp.135-145
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    • 2019
  • Prolonged recession has caused the youth unemployment rate in Korea to remain at a high level of approximately 10% for years. Recently, the number of unemployed Koreans in their 30s and 40s has shown an upward trend. To expand the government's employment promotion and unemployment benefits from youth-centered policies to diverse age groups, including people in their 30s and 40s, prediction models for different age groups are required. Thus, we aimed to develop unemployment prediction models for specific age groups (30s and 40s) using available unemployment rates provided by Statistics Korea and Google search queries related to them. We first estimated multiple linear regressions (Model 1) using seasonal autoregressive integrated moving average approach with relevant unemployment rates. Then, we introduced Google search queries to obtain improved models (Model 2). For both groups, consequently, Model 2 additionally using web queries outperformed Model 1 during training and predictive periods. This result indicates that a web search query is still significant to improve the unemployment predictive models for Koreans. For practical application, this study needs to be furthered but will contribute to obtaining age-wise unemployment predictions.

A Study on an ETCS Demand Forecasting Model of Toll Roads in Changwon City (유료도로 ETCS 이용수요 예측모형에 관한 연구 (창원시를 중심으로))

  • Kim, Kyung-Whan;Ha, Man-Bok;Jeon, Yeon-Hoo;Lee, Ik-Su
    • International Journal of Highway Engineering
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    • v.9 no.1 s.31
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    • pp.17-27
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    • 2007
  • Since early 1990s, several developed countries have applied the Electronic Toll Collection System (ETCS) to toll roads in order to solve traffic congestion and delay problems at toll plazas. For the successful operation of the ETCS, it is important to correctly forecast the ETCS using rate. In this study, it was conceived to develop a sophisticated demand forecasting model of the ETCS for toll roads in Changwon City The Binary Logit and neural network models were tested for the model considering 11 explaining variables. The best results in prediction accuracy and goodness-of-fit were obtained on the neural network model. However, because of the difficulty in predicting the 11 variables and its fitness in wide range, the Binary Logit model which considers three policy variables only is recommended as the model to forecast the ETCS using rate.

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Bankruptcy Prediction Modeling Using Qualitative Information Based on Big Data Analytics (빅데이터 기반의 정성 정보를 활용한 부도 예측 모형 구축)

  • Jo, Nam-ok;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
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    • v.22 no.2
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    • pp.33-56
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    • 2016
  • Many researchers have focused on developing bankruptcy prediction models using modeling techniques, such as statistical methods including multiple discriminant analysis (MDA) and logit analysis or artificial intelligence techniques containing artificial neural networks (ANN), decision trees, and support vector machines (SVM), to secure enhanced performance. Most of the bankruptcy prediction models in academic studies have used financial ratios as main input variables. The bankruptcy of firms is associated with firm's financial states and the external economic situation. However, the inclusion of qualitative information, such as the economic atmosphere, has not been actively discussed despite the fact that exploiting only financial ratios has some drawbacks. Accounting information, such as financial ratios, is based on past data, and it is usually determined one year before bankruptcy. Thus, a time lag exists between the point of closing financial statements and the point of credit evaluation. In addition, financial ratios do not contain environmental factors, such as external economic situations. Therefore, using only financial ratios may be insufficient in constructing a bankruptcy prediction model, because they essentially reflect past corporate internal accounting information while neglecting recent information. Thus, qualitative information must be added to the conventional bankruptcy prediction model to supplement accounting information. Due to the lack of an analytic mechanism for obtaining and processing qualitative information from various information sources, previous studies have only used qualitative information. However, recently, big data analytics, such as text mining techniques, have been drawing much attention in academia and industry, with an increasing amount of unstructured text data available on the web. A few previous studies have sought to adopt big data analytics in business prediction modeling. Nevertheless, the use of qualitative information on the web for business prediction modeling is still deemed to be in the primary stage, restricted to limited applications, such as stock prediction and movie revenue prediction applications. Thus, it is necessary to apply big data analytics techniques, such as text mining, to various business prediction problems, including credit risk evaluation. Analytic methods are required for processing qualitative information represented in unstructured text form due to the complexity of managing and processing unstructured text data. This study proposes a bankruptcy prediction model for Korean small- and medium-sized construction firms using both quantitative information, such as financial ratios, and qualitative information acquired from economic news articles. The performance of the proposed method depends on how well information types are transformed from qualitative into quantitative information that is suitable for incorporating into the bankruptcy prediction model. We employ big data analytics techniques, especially text mining, as a mechanism for processing qualitative information. The sentiment index is provided at the industry level by extracting from a large amount of text data to quantify the external economic atmosphere represented in the media. The proposed method involves keyword-based sentiment analysis using a domain-specific sentiment lexicon to extract sentiment from economic news articles. The generated sentiment lexicon is designed to represent sentiment for the construction business by considering the relationship between the occurring term and the actual situation with respect to the economic condition of the industry rather than the inherent semantics of the term. The experimental results proved that incorporating qualitative information based on big data analytics into the traditional bankruptcy prediction model based on accounting information is effective for enhancing the predictive performance. The sentiment variable extracted from economic news articles had an impact on corporate bankruptcy. In particular, a negative sentiment variable improved the accuracy of corporate bankruptcy prediction because the corporate bankruptcy of construction firms is sensitive to poor economic conditions. The bankruptcy prediction model using qualitative information based on big data analytics contributes to the field, in that it reflects not only relatively recent information but also environmental factors, such as external economic conditions.

Hydrological Forecasting Based on Hybrid Neural Networks in a Small Watershed (중소하천유역에서 Hybrid Neural Networks에 의한 수문학적 예측)

  • Kim, Seong-Won;Lee, Sun-Tak;Jo, Jeong-Sik
    • Journal of Korea Water Resources Association
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    • v.34 no.4
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    • pp.303-316
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    • 2001
  • In this study, Radial Basis Function(RBF) Neural Networks Model, a kind of Hybrid Neural Networks was applied to hydrological forecasting in a small watershed. RBF Neural Networks Model has four kinds of parameters in it and consists of unsupervised and supervised training patterns. And Gaussian Kernel Function(GKF) was used among many kinds of Radial Basis Functions(RBFs). K-Means clustering algorithm was applied to optimize centers and widths which ate the parameters of GKF. The parameters of RBF Neural Networks Model such as centers, widths weights and biases were determined by the training procedures of RBF Neural Networks Model. And, with these parameters the validation procedures of RBF Neural Networks Model were carried out. RBF Neural Networks Model was applied to Wi-Stream basin which is one of the IHP Representative basins in South Korea. 10 rainfall events were selected for training and validation of RBF Neural Networks Model. The results of RBF Neural Networks Model were compared with those of Elman Neural Networks(ENN) Model. ENN Model is composed of One Step Secant BackPropagation(OSSBP) and Resilient BackPropagation(RBP) algorithms. RBF Neural Networks shows better results than ENN Model. RBF Neural Networks Model spent less time for the training of model and can be easily used by the hydrologists with little background knowledge of RBF Neural Networks Model.

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A Study of Safety Accident Prediction Model (Focusing on Military Traffic Accident Cases) (안전사고 예측모형 개발 방안에 관한 연구(군 교통사고 사례를 중심으로))

  • Ki, Jae-Sug;Hong, Myeong-Gi
    • Journal of the Society of Disaster Information
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    • v.17 no.3
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    • pp.427-441
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    • 2021
  • Purpose: This study proposes a method for developing a model that predicts the probability of traffic accidents in advance to prevent the most frequent traffic accidents in the military. Method: For this purpose, CRISP-DM (Cross Industry Standard Process for Data Mining) was applied in this study. The CRISP-DM process consists of 6 stages, and each stage is not unidirectional like the Waterfall Model, but improves the level of completeness through feedback between stages. Results: As a result of modeling the same data set as the previously constructed accident investigation data for the entire group, when the classification criterion was 0.5, Significant results were derived from the accuracy, specificity, sensitivity, and AUC of the model for predicting traffic accidents. Conclusion: In the process of designing the prediction model, it was confirmed that it was difficult to obtain a meaningful prediction value due to the lack of data. The methodology for designing a predictive model using the data set was proposed by reorganizing and expanding a data set capable of rational inference to solve the data shortage.