• Title/Summary/Keyword: 축약모형

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A study on the multivariate sliced inverse regression (다변량 분할 역회귀모형에 관한 연구)

  • 이용구;이덕기
    • The Korean Journal of Applied Statistics
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    • v.10 no.2
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    • pp.293-308
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    • 1997
  • Sliced inverse regression is a method for reducing the dimension of the explanatory variable X without going through any parametric or nonparametric model fitting process. This method explores the simplicity of the inverse view of regression; that is, instead of regressing the univariate output varable y against the multivariate X, we regress X against y. In this article, we propose bivariate sliced inverse regression, whose method regress the multivariate X against the bivariate output variables $y_1, Y_2$. Bivariate sliced inverse regression estimates the e.d.r. directions of satisfying two generalized regression model simultaneously. For the application of bivariate sliced inverse regression, we decompose the output variable y into two variables, one variable y gained by projecting the output variable y onto the column space of X and the other variable r through projecting the output variable y onto the space orthogonal to the column space of X, respectively and then estimate the e.d.r. directions of the generalized regression model by utilize two variables simultaneously. As a result, bivariate sliced inverse regression of considering the variable y and r simultaneously estimates the e.d.r. directions efficiently and steadily when the regression model is linear, quadratic and nonlinear, respectively.

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A Test of the Rank Conditions in the Simultaneous Equation Models (연립방정식 모형의 계수조건 검정법 제안)

  • So, Sun-Ha;Park, You-Sung;Lee, Dong-Hee
    • Communications for Statistical Applications and Methods
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    • v.16 no.1
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    • pp.115-125
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    • 2009
  • Simultaneous equation models, which are widely used in business and economic areas, generally consist of endogenous variables determined within models and exogenous variables externally determined and in the simultaneous equations model framework there are rank and order conditions for the model identification and the existence of unique solutions. By contrast, their estimating results have less efficiencies and furthermore do not exist, since the most estimating procedures are performed under the assumptions for rank and order conditions. We propose the new statistical test for sufficiency of the rank condition under the order condition, and show the asymptotic properties for the test. The Monte Carlo simulation studies are achieved in order to evaluate its power and to suggest the baseline for satisfying the rank conditions.

A Study for Dynamic Equivalent Models in Large Power System (대규모 전력계통의 동적등가 축약모형 연구)

  • Chang, Byung-Hoon;Choo, Jin-Boo;Kwon, Sea-Hyuk
    • Proceedings of the KIEE Conference
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    • 1999.07c
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    • pp.1305-1307
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    • 1999
  • dynamic analysis of power systems is required the information for building a transfer function of has the heavy calculation of high order matrices. Since generally the order of the state matrix is over the limit of commercial analysis programs such as MASS(Multi-Area Small Signal Stability) Program, it is necessary to develop dynamic equivalent systems with preserving essential properties of the original system. In this work, a procedurd to find an optimal location of FACTS controllers is presented. The procedure was applied to KEPCO system in the year of 2000. The results on a test system demonstrate the accuracy of dynamic equivalencing and verify the effect of FACTS controllers.

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An analysis on streetscape using the Model of Emotion Evaluation (가로경관에 대한 감성평가모형 적용 분석 연구)

  • Lee, Jin-Sook;Kim, Ji-Hye
    • Science of Emotion and Sensibility
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    • v.16 no.2
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    • pp.149-156
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    • 2013
  • In this study, the Model of Emotion Evaluation, an emotional analysis actively applied in environmental assessment, was divided into two parts, the abbreviated model and the inferential model, through pilot study and experiment. In addition, an analysis was conducted through the experiment on the attributes of the evaluation vocabularies of two additional types of representative models, the EPA Model and PAD Model, and the results show a huge difference in the development approach and lexical constitution of the two models. It was also identified through factor analysis that the vocabularies were abbreviated according to the respective models. Similarity relationships were analyzed using multidimensional scaling and the results show that mutual relationship was established to some degree. Based on this, we can conclude that, rather than a biased use of the Model of Emotion Evaluation in emotion evaluation, a more objective image analysis is possible by analyzing the characteristics of the model before applying it. In this study, the evaluation target was confined only to the environmental assessment of streetscape and continuous research on the Model of Emotion Evaluation that allows for the comparison of evaluation models in various areas is needed.

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A study on the development of a corridos control model in the framework of the ITS (도로지능화를 위한 교통축제어모형 개발에 관한 연구)

  • Kim, Dong-Sun
    • Journal of Korean Society for Geospatial Information Science
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    • v.5 no.2 s.10
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    • pp.29-43
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    • 1997
  • An integrated optimal control modelhas been formulated to address dynamic freeway diversion control process. The purpose of this paper is to develop an effective and efficient approach for simultaneous]v solving optimal control measures, including on-ramp metering rates, off-ramp diversion rates, and g/C ratios for traffic signals, on a real-time basis. By approximating the flow-density relation with a two-segment linear function, the non-linear optimal control problem can be simplified into a set of piece-wised linear programming models and solved with the proposed SLP algorithm. consequently, an effective on-line feedback method has been developed for integrated freeway corridor control in the framework of the ITS

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Test of Homogeneity for Panel Bilinear Time Series Model (패널 중선형 시계열 모형의 동질성 검정)

  • Lee, ShinHyung;Kim, SunWoo;Lee, SungDuck
    • The Korean Journal of Applied Statistics
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    • v.26 no.3
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    • pp.521-529
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    • 2013
  • The acceptance of the test of the homogeneity for panel time series models allows for the pooling of the series to achieve parsimony. In this paper, we introduce a panel bilinear time series model as well as derive the stationary condition and the limiting distribution of the test statistic of the homogeneity test for the model. For the applications study, we use Korea Mumps data from January 2001 to December 2008. Finally, we perform test of homogeneity for the panel data with 8 independent bilinear time series.

A Modeling of an efficiency analysis based on DEA_AR and AHP for the improvement of usefulness of the Accreditation of Hospitals (의료기관평가의 유용성 증대를 위한 AHP와 DEA_AR 기반의 효율성 분석 모델 구축)

  • O, Dong-Il
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.11 no.7
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    • pp.2406-2419
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    • 2010
  • This study aims to elevate the usefulness of the current annual Accreditation of Hospitals. To achieve this purpose, A modeling of an efficiency analysis based on DEA and AHP to the Accreditation of Hospitals Data from 2004 to 2008. By applying to AHP and DEA_AR to the scores derived from the various domains in data, An adequate prediction model about conversion factor in fee contract is made. By summarizing information derived from DEA, factor analysis and Generalized Linear Model, The linear functions combining conversion factor and efficiency index is successfully established. The factor analysis with AHP was used to merge diverse scores from the domains of evaluation. Not only the input and output initially introduced, AHP scores, dummy variables of hospital classification, geographical location are effective variables to forecast a conversion factor. If a predicted conversion factors from efficiency is used, It will be a great contributions to the annul doctor's fee contract.

Predicting Korea Pro-Baseball Rankings by Principal Component Regression Analysis (주성분회귀분석을 이용한 한국프로야구 순위)

  • Bae, Jae-Young;Lee, Jin-Mok;Lee, Jea-Young
    • Communications for Statistical Applications and Methods
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    • v.19 no.3
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    • pp.367-379
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    • 2012
  • In baseball rankings, prediction has been a subject of interest for baseball fans. To predict these rankings, (based on 2011 data from Korea Professional Baseball records) the arithmetic mean method, the weighted average method, principal component analysis, and principal component regression analysis is presented. By standardizing the arithmetic average, the correlation coefficient using the weighted average method, using principal components analysis to predict rankings, the final model was selected as a principal component regression model. By practicing regression analysis with a reduced variable by principal component analysis, we propose a rank predictability model of a pitcher part, a batter part and a pitcher batter part. We can estimate a 2011 rank of pro-baseball by a predicted regression model. By principal component regression analysis, the pitcher part, the other part, the pitcher and the batter part of the ranking prediction model is proposed. The regression model predicts the rankings for 2012.

A Study on the Test of Homogeneity for Nonlinear Time Series Panel Data Using Bilinear Models (중선형 모형을 이용한 비선형 시계열 패널자료의 동질성검정에 대한 연구)

  • Kim, Inkyu
    • Journal of Digital Convergence
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    • v.12 no.7
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    • pp.261-266
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    • 2014
  • When the number of parameters in the time series model are diverse, it is hard to forecast because of the increasing error by a parameter estimation. If the homogeneity hypothesis which was obtained from the same model about severeal data for the time series is selected, it is easy to get the predictive value better. Nonlinear time-series panel data for each parameter for each time series, since there are so many parameters that are present, and the large number of parameters according to the parameter estimation error increases the accuracy of the forecast deteriorated. Panel present in the time series of multiple independent homogeneity is satisfied by a comprehensive time series to estimate and to test of the parameters. For studying about the homogeneity test for the m independent non-linear of the time series panel data, it needs to set the model and to make the normal conditions for the model, and to derive the homogeneity test statistic. Finally, it shows to obtain the limit distribution according to ${\chi}^2$ distribution. In actual analysis,, we can examine the result for the homogeneity test about nonlinear time series panel data which are 2 groups of stock price data.

A Comparison Study between Korean and Foreign Shipping Liners on Logistics Service Attributes and Capability (국적선사와 외국적선사의 물류서비스 속성과 역량에 관한 비교 연구)

  • Lee, Sang-Yoon;Ko, Hyun-Jeung
    • Journal of Korea Port Economic Association
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    • v.22 no.3
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    • pp.141-160
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    • 2006
  • In order to obtain and maintain competitive advantage, under rapidly changing maritime environment, liners should make efforts to reinforce their logistics service capabilities. Most of all, for this, shipping lines should accurately recognize and evaluate their logistics service attributes. In the present research, various logistics service attributes for ocean carriers were selected from previous studies and the observed data for 6 main service attributes were collected through a questionnaire survey to 31 maritime experts. Moreover, shipping lines' relative logistics service capabilities were measured by an additional survey process. The comparative gravity between core evaluation factors were measured by AHP technique and the relative capability levels of 2 Korean liners and 5 foreign shipping companies were assessed by utilizing a fuzzy model. The empirical result presents that Korean liners are superior at customer service capability but inferior at freight rate competitiveness. This research shows that Korean liners are ranked at high position for overall logistics service capabilities and focusing on the differentiation strategy but not on the cost related strategy.

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