• Title/Summary/Keyword: 통계적 예측

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Regression models based on cumulative data for forecasting of new product (신제품 수요예측을 위하여 누적자료를 활용한 회귀모형에 관한 연구)

  • Park, Sang-Gue;Oh, Jung-Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.117-124
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    • 2009
  • If time series data with seasonal effect exist, various statistical models like winters for successful forecasts could be used. But if the data are not enough to estimate seasonal effect, not much methods are available. This paper proposes the statistical forecasting method based on cumulative data when the data are not enough to estimate seasonal effect. We apply this method to real cosmetic sales data and show its better performance over moving average method.

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6시그마 기법에 의한 폐수처리 약품투입 최적조건 산출

  • 진민호
    • Environmental engineer
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    • v.18 s.196
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    • pp.52-57
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    • 2002
  • 통계적인 상관관계 분석이나, 과학적인 실험계획 등을 통하여 결과를 예측하고, 예측된 결과가 개선효과로 나타남으로써 시그마 추진에 대한 신뢰도가 향후 더욱 높아질 것으로 기대된다.

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Comparison of Price Predictive Ability between Futures Market and Expert System for WTI Crude Oil Price (선물시장과 전문가예측시스템의 가격예측력 비교 - WTI 원유가격을 대상으로 -)

  • Yun, Won-Cheol
    • Environmental and Resource Economics Review
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    • v.14 no.1
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    • pp.201-220
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    • 2005
  • Recently, we have been witnessing new records of crude oil price hikes. One question which naturally arises would be the possibility and accuracy of forecasting crude oil prices. This study tries to answer the relative predictability of futures prices compared to the forecasts based on experts system. Using WTI crude oil spot and futures prices, this study performs simple statistical comparisons in forecasting accuracy and a formal test of differences in forecasting errors. According to statistical results, WTI crude oil futures market turns out to be equally efficient relative to EIA experts system. Consequently, WTI crude oil futures market could be utilized as a market-based tool for price forecasting and/or resource allocation for both of petroleum producers and consumers.

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A study on developing information and communications technology roadmap through statistical meta analysis (통계적 메타분석을 응용한 미래기술개발로드맵 도출에 관한 연구)

  • Yoo, Young-Sang;Park, Jeong-Seok;Jeong, Nae-Yang;Park, Chan-Keun;Heo, Tae-Young
    • Journal of Korea Society of Industrial Information Systems
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    • v.13 no.4
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    • pp.98-107
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    • 2008
  • As the information and communications market goes more uncertain, foresight activities becomes more important. A number of foresight activities, such as trend analysis, have been used to predict customer needs. However previous studies tend to lack objectivity and systematization. In this study, we suggest a meta analysis methodology which combines both top-down and bottom-up approach in order to systematize the analysis process. Secondly, we applied this approach to ICT market to identify essential future technologies. Based on the result from the meta analysis, we have constructed the future technology roadmap.

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Development and implementation of statistical prediction procedure for field penetration index using ridge regression with best subset selection (최상부분집합이 고려된 능형회귀를 적용한 현장관입지수에 대한 통계적 예측기법 개발 및 적용)

  • Lee, Hang-Lo;Song, Ki-Il;Kim, Kyoung Yul
    • Journal of Korean Tunnelling and Underground Space Association
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    • v.19 no.6
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    • pp.857-870
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    • 2017
  • The use of shield TBM is gradually increasing due to the urbanization of social infrastructures. Reliable estimation of advance rate is very important for accurate construction period and cost. For this purpose, it is required to develop the prediction model of advance rate that can consider the ground properties reasonably. Based on the database collected from field, statistical prediction procedure for field penetration index (FPI) was modularized in this study to calculate penetration rate of shield TBM. As output parameter, FPI was selected and various systems were included in this module such as, procedure of eliminating abnormal dataset, preprocessing of dataset and ridge regression with best subset selection. And it was finally validated by using field dataset.

Modeling of Electron Density Non-Uniformity by Using Radial Basis Function Network (레이디얼 베이시스 함수망을 이용한 플라즈마 전자밀도 균일도 모델링)

  • Kim, Ga-Young;Kim, Byung-Whan
    • Proceedings of the KIEE Conference
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    • 2007.07a
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    • pp.1938-1939
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    • 2007
  • Radial Basis Function Network (RBFN)을 이용하여 플라즈마 전자밀도를 모델링하였다. RBFN의 예측성능은 학습인자의 함수로 최적화하였다. 체계적인 모델링을 위해 통계적인 실험계획법이 적용되었으며, 실험은 반구형 유도결합형 플라즈마 장비를 이용하여 수행이 되었다. 전자밀도측정에는 Langmuir probe가 이용되었다. 최적화된 RBFN모델을 통계적인 회귀 모델과 비교하였으며, 59%정도 모델의 예측성능을 향상시켰다.

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Data analysis by Integrating statistics and visualization: Visual verification for the prediction model (통계와 시각화를 결합한 데이터 분석: 예측모형 대한 시각화 검증)

  • Mun, Seong Min;Lee, Kyung Won
    • Design Convergence Study
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    • v.15 no.6
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    • pp.195-214
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    • 2016
  • Predictive analysis is based on a probabilistic learning algorithm called pattern recognition or machine learning. Therefore, if users want to extract more information from the data, they are required high statistical knowledge. In addition, it is difficult to find out data pattern and characteristics of the data. This study conducted statistical data analyses and visual data analyses to supplement prediction analysis's weakness. Through this study, we could find some implications that haven't been found in the previous studies. First, we could find data pattern when adjust data selection according as splitting criteria for the decision tree method. Second, we could find what type of data included in the final prediction model. We found some implications that haven't been found in the previous studies from the results of statistical and visual analyses. In statistical analysis we found relation among the multivariable and deducted prediction model to predict high box office performance. In visualization analysis we proposed visual analysis method with various interactive functions. Finally through this study we verified final prediction model and suggested analysis method extract variety of information from the data.

크리깅방법에 의한 오존도 예측

  • Jang, Ji-Hui;NamGung, Pyeong
    • Proceedings of the Korean Statistical Society Conference
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    • 2003.05a
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    • pp.255-260
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    • 2003
  • 공간자료에 대한 통계적 모형과 상관관계, 거리모형 등을 고려하여 크리깅방법에 의한 미 측정지역의 오존도를 예측한다. 서울시의 오존자료를 이용하여 예측한 결과 보통 크리깅방법이 효율적이다.

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An Adaptive M-estimators Robust Estimation Algorithm (적응적 M-estimators 강건 예측 알고리즘)

  • Jang Seok-Woo;Kim Jin-Uk
    • Journal of the Korea Society of Computer and Information
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    • v.10 no.2 s.34
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    • pp.21-30
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    • 2005
  • In general, the robust estimation method is well known for a good statistical estimator that is insensitive to small departures from the idealized assumptions for which the estimation is optimized. While there are many existing robust estimation techniques that have been proposed in the literature, two main techniques used in computer vision are M-estimators and least-median of squares (LMS). Among these. we utilized the M-estimators since they are known to provide an optimal estimation of affine motion parameters. The M-estimators have higher statistical efficiency but tolerate much lower percentages of outliers unless properly initialized. To resolve these problems, we proposed an adaptive M-estimators algorithm that effectively separates outliers from non-outliers and estimate affine model parameters, using a continuous sigmoid weight function. The experimental results show the superiority of our method.

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Development and evaluation of ANFIS-based method for hydrological drought outlook method (수문학적 가뭄전망을 위한 ANFIS 활용 기법 개발 및 평가)

  • Moon, Geon Ho;Kim, Seon Ho;Bae, Deg Hyo
    • Proceedings of the Korea Water Resources Association Conference
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    • 2018.05a
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    • pp.123-123
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    • 2018
  • 가뭄은 홍수와 달리 진행속도가 비교적 느리기 때문에 초기에 감지한다면 피해를 최소화 할 수 있다. 국내에서는 가뭄전망을 위해 물리적 기반의 기상-수문연계해석 시스템을 구축하여 월 내지 계절전망을 수행하고 있다. 물리적 기반의 가뭄전망은 수치예보모델의 불확실성을 가지고 있으므로 예보 정확도 개선의 측면에서는 통계적 모델을 같이 활용하는 것이 바람직하다. 최근 국외에서는 통계적 방법인 AI (Artificial Intelligence) 기술을 사용하여 가뭄을 전망하는 연구가 활발히 진행 중이나, 아직까지 국내에서는 관련연구가 미흡한 실정이다. 이에 본 연구에서는 ANFIS (Adaptive Neuro-Fuzzy Inference System) 기반의 댐 유입량 예측 모델을 구축하고 SRI (Standardized Runoff Index)를 활용하여 수문학적 가뭄전망을 수행하였다. 대상유역은 국내 주요 다목적댐이 위치한 충주댐 유역과 소양강댐 유역을 선정하였다. 수문 및 기상자료는 국토 교통부 및 기상청의 관측 댐 유입량, 관측 강수량, 관측 기온 및 장기기상예보 자료를 사용하였다. ANFIS 모델 구축을 위한 훈련 및 보정기간과 검정기간은 각각 1987~2010년과 2011~2016년을 선정하였다. 수문학적 가뭄전망은 지속기간 3개월의 1개월 전망 SRI3를 활용하였으며, SRI3는 관측유입량과 예측유입량을 결합하여 산정하였다. 댐 예측유입량 및 수문학적 가뭄전망의 정확도 평가를 위해 상관계수, 평균제곱근오차를 활용하였다. 댐 예측유입량 평가 결과 예측값과 관측값의 상관계수가 높게 나타났으며, 평균제곱근오차는 낮아 예측성이 뛰어났다. SRI3의 경우 관측값과 예측값의 가뭄발생시기가 유사하여 가뭄을 적절하게 반영하는 것으로 나타났다. 본 연구의 결과는 통계적 기반의 수문학적 가뭄전망기법을 개발하였다는 측면에서 의의가 있으며, 향후 물리적 기반의 가뭄전망정보와 결합한다면 보다 실효성이 향상될 것으로 기대된다.

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