• Title/Summary/Keyword: 회귀법

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Derivation of Sediment Concentration for the Computation of Total Sediment Discharge (總流砂量의 算定을 위한 流砂濃度式의 導出)

  • Lee, Jong-Seok;Kim, Jin-Gyu;Cha, Yeong-Gi
    • Water for future
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    • v.29 no.1
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    • pp.181-190
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    • 1996
  • Quantitative computation of sediment discharge in alluvial channels is conducted by the determined method based on the incipient motion or the sediment transport concept. The derived formulation of sediment concentration in this study was developed in order to compute the total sediment discharge by a regression analysis method, one of the determined methods by the sediment transport concept. The used data set in derived formulation consists of the total 360 data including 135 and 225 measured data in natural channels and experimental channels, respectively. Also, the formulation by the multiple regression analysis was composed of independent bariables of flow depth, mean velocity, channel slope, Froude number and median diameter in bed materials.

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Analysis of Stress level of Korean Household Members due to Household Debt (한국국민의 가계 금융부채에 대한 체감도 분석)

  • Oh, Man-Suk;Hyun, Seung-Me
    • The Korean Journal of Applied Statistics
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    • v.22 no.2
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    • pp.297-307
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    • 2009
  • Korean household debt is one of the main sources of the current financial crisis. This paper studies the impact of household members' attributes such as a type of housing(self-own or rent), education, age, average monthly income of the head of household, and the area of residence, on the stress level of the household members due to household debt. We analyze a real data set collected by KB Kookmin Bank in 2004. We consider low and high stress level as a binary response variable and use a logistic regression model with the attributes of household members as explanatory variables. A simple but well-fitting model is selected by backward elimination method based on the likelihood statistic for goodness-of-fit test, and the impact of the attributes on the stress level is studied from parameter estimates of the selected model. We also perform the similar analysis on a binary response variable which distinguishes households with no debt from the rest. From the analysis, the stress level tends to be low for households with self-own houses, high average monthly income, low education level, and young members.

Nonparametric Detection of a Discontinuity Point in the Variance Function with the Second Moment Function

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.16 no.3
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    • pp.591-601
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    • 2005
  • In this paper we consider detection of a discontinuity point in the variance function. When the mean function is discontinuous at a point, the variance function is usually discontinuous at the point. In this case, we had better estimate the location of the discontinuity point with the mean function rather than the variance function. On the other hand, the variance function only has a discontinuity point. The target function in order to estimate the location can be used the second moment function since the variance function and the second moment function have the same location and jump size of the discontinuity point. We propose a nonparametric detection method of the discontinuity point with the second moment function. We give the asymptotic results of these estimators. Computer simulation demonstrates the improved performance of the method over the existing ones.

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A Study on the Selection Algorithm of AR model order for Spectral Analysis of Heart Rate Variability (심박변동의 스펙트럼해석을 위한 자기회귀 모델차수 선택 알고리즘에 관한 연구)

  • Kim, Nag-Hwan;Shin, Jae-Ho;Han, Young-Hwan;Lee, Eung-Huk;Min, Hong-Ki;Hong, Sung-Hong
    • Journal of the Institute of Electronics Engineers of Korea SC
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    • v.38 no.6
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    • pp.56-64
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    • 2001
  • In this paper, we proposed the simple and selective method for the order of model that reflected the feature of the heart rate variability without the complicated calculation in the power spectral analysis of heart rate variability using autoregressive model. The power spectral analysis of short-term of heart rate variability using autoregressive have been problem to resolution of spectral estimates by the selective model order. As a result that the proposed method for the order comparative tested with the AIC and the fixed order method, the calculation process could become very simple and select the order which correspond with the feature of the time series. We verified it could removed the noisy power components by the fixed order.

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Wild bootstrap Ljung-Box test for autocorrelation in vector autoregressive and error correction models (벡터자기회귀모형과 오차수정모형의 자기상관성을 위한 와일드 붓스트랩 Ljung-Box 검정)

  • Lee, Myeongwoo;Lee, Taewook
    • The Korean Journal of Applied Statistics
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    • v.29 no.1
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    • pp.61-73
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    • 2016
  • We consider the wild bootstrap Ljung-Box (LB) test for autocorrelation in residuals of fitted multivariate time series models. The asymptotic chi-square distribution under the IID assumption is traditionally used for the LB test; however, size distortion tends to occur in the usage of the LB test, due to the conditional heteroskedasticity of financial time series. In order to overcome such defects, we propose the wild bootstrap LB test for autocorrelation in residuals of fitted vector autoregressive and error correction models. The simulation study and real data analysis are conducted for finite sample performance.

Estimation of Semiconductor Market, Using NLS Diffusion Model (비선형회귀 확산모형을 이용한 반도체 시장수요 추정)

  • Kim, Gene;Khoe, Kyung-Il
    • Journal of Digital Convergence
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    • v.12 no.3
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    • pp.141-147
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    • 2014
  • Diffusion model is popular research topic in marketing and economy particularly for the areas of model specification and market size forecasting. In particular, Bass model can explain Roger's innovation diffusion and product life cycle through easy mathematical representation and hence the model has been widely used for the explanation of adopting innovative new products and technologies. Nonetheless, there're only a couple of pioneering researches about semiconductor market, using diffusion models. Consequently, we'd utilise NLS approach diffusion model to estimate the market potential of MOSFET, major switching device for power management of system, and explain the process to industry stakeholders and policy makers for delivery of managerial implication with pragmatic purpose.

Conversion Factor for Determinating Carbon Contents from Organic Matter Contents in Composts by Ignition Method (회화법으로 측정한 퇴비중 유기물 함량을 탄소 함량으로 변환하기 위한 환산계수 결정)

  • Nam, Jae-Jak;Cho, Nam-Jun;Jung, Kwang-Yong;Lee, Sang-Hak
    • Korean Journal of Soil Science and Fertilizer
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    • v.31 no.4
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    • pp.380-383
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    • 1998
  • For the evaluation of the quality of compost, the determination of C/N ratio is mandatory in Korea. Accordingly it is necessary to measure the total carbon content of compost for the quality control of composts. It is, however, not easy to measure the carbon content of compost. For practical purposes total carbon content of compost can be estimated from the total organic matter content, which is estimated by way of ignition loss. For this, it is necessary to establish the factor for conversion of organic matter into carbon. We studied the relationship between the organic matter content determined by ignition method and total carbon content measured by elemental analyzer using 160 compost sample collected from the markets. The relationship between the carbon content and organic matter in those composts was found to be "y(% carbon)=1.995+0.484%(% organic matter)"($r^2=0.943$). This result suggests that total carbon contents of composts can be estimated from the organic matter content.

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Predictive Optimization Adjusted With Pseudo Data From A Missing Data Imputation Technique (결측 데이터 보정법에 의한 의사 데이터로 조정된 예측 최적화 방법)

  • Kim, Jeong-Woo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.20 no.2
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    • pp.200-209
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    • 2019
  • When forecasting future values, a model estimated after minimizing training errors can yield test errors higher than the training errors. This result is the over-fitting problem caused by an increase in model complexity when the model is focused only on a given dataset. Some regularization and resampling methods have been introduced to reduce test errors by alleviating this problem but have been designed for use with only a given dataset. In this paper, we propose a new optimization approach to reduce test errors by transforming a test error minimization problem into a training error minimization problem. To carry out this transformation, we needed additional data for the given dataset, termed pseudo data. To make proper use of pseudo data, we used three types of missing data imputation techniques. As an optimization tool, we chose the least squares method and combined it with an extra pseudo data instance. Furthermore, we present the numerical results supporting our proposed approach, which resulted in less test errors than the ordinary least squares method.

A Study on the Modeling and Diagnostics in Drilling Operation (드릴링 작업의 모델링과 진단법에 관한 연구)

  • Yoon, M.C.
    • Journal of Power System Engineering
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    • v.2 no.2
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    • pp.73-80
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    • 1998
  • The identification of drilling joint dynamics which consists of drilling and structural dynamics and the on-line time series detection of malfunction process is substantial not only for the investigation of the static and dynamic characteristics but also for the analytic realization of diagnostic and control systems in drilling. Therefore, We have discussed on the comparative assessment of two recursive time series modeling algorithms that can represent the drilling operation and detect the abnormal geometric behaviors in precision roundshape machining such as turning, drilling and boring in precision diemaking. For this purpose, simulation and experimental work were performed to show the malfunctional behaviors for drilling operation. For this purpose, a new two recursive approach (Recursive Extended Instrument Variable Method : REIVM, Recursive Least Square Method : RLSM) may be adopted for the on-line system identification and monitoring of a malfunction behavior of drilling process, such as chipping, wear, chatter and hole lobe waviness.

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A Proposal of Measuring Method for Coupling Coefficient between Coils (코일간의 결합계수 측정법의 시안)

  • 김주홍;이용구;최우승;이원일
    • The Proceedings of the Korean Institute of Illuminating and Electrical Installation Engineers
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    • v.8 no.2
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    • pp.63-68
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    • 1994
  • With the expression inducted from equivalent circuit of transformer using coupling coefficient K, measuring terminal voltage, a calculation of coil coefficient with reapect to turn ratio is proposed. By that methcxi of measuring K, compared with values theorically, this paper confirmed its propriety. With that methcxi of measuring coil coefficient K, having several couple of coil set, we have clarified the characteristic of K according to changing coil's position, programming regression of least square methcxi, and then the expression for function of K is formulated.

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