• 제목/요약/키워드: Data Envelopment Analysis Model

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단계적 회귀법과 자료봉합분석을 이용한 변수선택기법의 개발 (Development of Variable Selection Technique using Stepwise Regression and Data Envelopment Analysis)

  • 정민의;유성진
    • 한국정보과학회논문지:소프트웨어및응용
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    • 제41권8호
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    • pp.598-604
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    • 2014
  • 본 연구는 주요변수를 선정하는 기법을 개발하기 위해서 단계적 회귀와 변수들의 효율성을 평가하기 위해 사용되는 자료봉합분석을 결합한 새로운 방법을 제안하였다. 이를 위해서 먼저 단계적 회귀를 이용하여 중요 변수들을 일차적으로 선정하고, 선정된 각 변수들의 중요도를 이해하기 위해 귀무가설을 세웠고, 중요 변수를 선택하기 위해 Kruskal-Wallis 검정을 사용했다. 또한 해당되는 변수를 Conover-Inman 검정을 사용하여 변동이 발생하는 각 변수들의 우선순위를 결정하였다. 따라서 그 결과, 많은 변수들과 DEA(Data Envelopment Analysis)의 한계를 극복하기 위해 원래 계획된 변수들 중 기준에 의해 원래 유지된 변수와 높은 연관성을 가진 변수들을 남기는 방식으로 변수를 선정하는 기법을 개발한 Jenkins의 기존연구에서는 I2, I4, I5, I6 변수가 누락되었고 I1, I3 변수만이 DEA에 사용되었지만, 본 논문에서 제안된 모델의 효율성 결과로는 I2와 I4 변수를 각각 유지하였다. 본 연구는 다른 문헌에서 단계적 변수의 선택을 보여주기 위해 같은 데이터 집합을 사용하였는데, 여기서 Jenkins의 연구와 같이 변수 I6과 I1, I2를 삭제하였고, I3, I4, I5는 유지하였다. 결론적으로 단계적 회귀 DEA 모델을 사용하여 긴 계산적 절차 없이 변수 선택이 가능함을 발견했으며 기존 연구의 데이터를 적용하여 제안된 모델을 검증하였다. 개발한 DEA모델 결과는 상호 변수에 따라 포함되거나 생략할 수 있기 때문에 실제 현실 상황에서의 지식과 경영적 판단에 매우 유용할 것이다.

Cost and Profit Efficiency of Banks: Stochastic Frontier Analysis vs Data Envelopment Analysis

  • Baten, Md. Azizul;Kasim, Maznah Mat;Rahman, Md. Mafizur
    • 아태비즈니스연구
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    • 제6권2호
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    • pp.1-17
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    • 2015
  • This study compares the most widely used parametric and non-parametric techniques to measure cost and profit efficiency of banks, namely the Stochastic Frontier Analysis (SFA) and Data Envelopment Analysis (DEA). We formulate the specification form of both stochastic cost and profit frontier models and constant return to scale Cost DEA and Profit DEA models and provide an empirical assessment of the cost and profit frontiers based on a panel dataset of National Commercial Banks (NCBs) and Private Banks (PBs) in Bangladesh over the 2001-2010 period. The cost inefficiency and profit efficiency are slightly higher for PBs than NCBs in case of both SFA and DEA. The coefficients of advance and off-balance sheet items are significant that positively influence the banks in stochastic cost frontier model while the advance, other earning assets, price of borrowed fund are significant and negative effects on the banks in stochastic profit frontier model. The average cost inefficiency and average profit efficiency are recorded with 16.3% and 91% respectively. The highest and lowest cost inefficiency are observed for Janata Bank and United Commercial Bank Limited whilst the highest and lowest profit efficiency are recorded for Eastern Bank Limited and Janata Bank respectively. The average technical and allocative efficiency are 68.8% and 35.9%, respectively in case of CRS cost-DEA model whereas they are 70.3% and 31.8% in case of CRS profit-DEA model. The average cost inefficiency is recorded 6.3% by SFA whereas it is 24.5% by DEA. The average profit efficiency is found 91% by SFA while it is 22.1% by DEA, and SFA method shows better bank efficiency than DEA.

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Entropy와 PCA-DEA 모형을 이용한 은행 대출상담사의 서비스 품질 효율성 분석 (An Analysis of Quality Efficiency of Loan Consultants in a Bank using Shannon's Entropy and PCA-DEA Model)

  • 최장기;김경택;서재준
    • 산업경영시스템학회지
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    • 제40권3호
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    • pp.7-17
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    • 2017
  • Loan consultants assist clients with loan application processing and loan decisions. Their duties may include contacting people to ask if they want a loan, meeting with loan applicants and explaining different loan options. We studied the efficiency of service quality of loan consultants contracted to a bank in Korea. They do not work as a team, but do work independently. Since he/she is not an employee of the bank, the consultant is paid solely in proportion to how much he/she sell loans. In this study, a consultant is considered as a decision making unit (DMU) in the DEA (Data Envelopment Analysis) model. We use a principal component analysis-data envelopment analysis (PCA-DEA) model integrated with Shannon's Entropy to evaluate quality efficiency of the consultants. We adopt a three-stage process to calculate the efficiency of service quality of the consultants. In the first stage, we use PCA to obtain 6 synthetic indicators, including 4 input indicators and 2 output indicators, from survey results in which questionnaire items are constructed on the basis of SERVQUAL model. In the second stage, 3 DEA models allowing negative values are used to calculate the relative efficiency of each DMU. In the third stage, the weight of each result is calculated on the basis of Shannon's Entropy theory, and then we generate a comprehensive efficiency score using it. An example illustrates the proposed process of evaluating the relative quality efficiency of the loan consultants and how to use the efficiency to improve the service quality of the consultants.

Imprecise DEA Efficiency Assessments : Characterizations and Methods

  • Park, Kyung-Sam
    • Management Science and Financial Engineering
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    • 제14권2호
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    • pp.67-87
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    • 2008
  • Data envelopment analysis (DEA) has proven to be a useful tool for assessing efficiency or productivity of organizations which is of vital practical importance in managerial decision making. While DEA assumes exact input and output data, the development of imprecise DEA (IDEA) broadens the scope of applications to efficiency evaluations involving imprecise information which implies various forms of ordinal and bounded data possibly or often occurring in practice. The primary purpose of this article is to characterize the variable efficiency in IDEA. Since DEA describes a pair of primal and dual models, also called envelopment and multiplier models, we can basically consider two IDEA models: One incorporates imprecise data into envelopment model and the other includes the same imprecise data in multiplier model. The issues of rising importance are thus the relationships between the two models and how to solve them. The groundwork we will make includes a duality study which makes it possible to characterize the efficiency solutions from the two models. This also relates to why we take into account the variable efficiency and its bounds in IDEA that some of the published IDEA studies have made. We also present computational aspects of the efficiency bounds and how to interpret the efficiency solutions.

DEA와 AHP를 혼용한 소프트웨어공학 지원도구 평가 모형 연구 (A Study on an Evaluation Model of Computer Aided Software Engineering Tools by Combining Data Envelopment Analysis With Analytic Hierarchy Process)

  • 이정숙;김우제
    • 한국IT서비스학회지
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    • 제8권2호
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    • pp.173-187
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    • 2009
  • CASE tools are complex software products offering many different features. Systems professionals have evaluated various CASE products from a feature and attribute basis. Each product has a different mix of strengths and weaknesses as perceived by the end user. Specific CASE tools support different steps of the applications development process as well as varying methodologies. In this paper we develop a method for evaluating CASE tools. The model has an analytic hierarchy process for evaluating CASE tools in terms of functionality, management efficiency, and support ability of provider, and a data envelopment analysis for overall evaluation considering cost and AHP results. We applied the developed model to a real world case study.

DTZ MODEL WITH INDEPENDENT SUBSYSTEMS

  • Duan, Yongrui;Tian, Peng;Zhang, Weiping
    • Journal of applied mathematics & informatics
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    • 제14권1_2호
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    • pp.173-183
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    • 2004
  • Data envelopment analysis(DEA) is a mathematical programming approach to asses s relative efficiency of a group of decision-making units. In view of the defects of existing models in evaluating efficiency of the system with P independent subsystems, Yang et al. [10] introduced YMK model with the assumption that decision-making unit(DMU) is independent of each other. But in some production systems, decision-making units usually have some relationships in this way or that. In this paper, DEA model is given by assuming that DMUs can cooperate with others in its subgroups. Some property and the efficiency relationship of the whole system and its subsystems are given.

An Integrated DEA-AHP Model for the Acquisition of a Weapon System: Selection of a Next-Generation Fighter System in Korea

  • Moon, Jaehun;Kang, Seokjoong
    • Journal of information and communication convergence engineering
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    • 제13권2호
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    • pp.97-104
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    • 2015
  • In this paper, we propose a data envelopment analysis (DEA) and analytic hierarchy process (AHP) integrated model to improve the selection process in the acquisition of a weapon system which is the key component to the success of the project. In particular, we applied DEA in the first stage to choose a frontier group among the candidates in the selection process of the next-generation fighter system (the 3rd FX) in Korea. Then, by using the Delphi technique, we surveyed military experts and applied AHP to determine the best choice among the candidates. The results of the study match the actual decision made by the Korean government in the weapon system acquisition. The results of the proposed DEA-AHP integrated method in the selection of the next-generation fighter systems in Korea demonstrate the usefulness of the method. In this paper, we also discuss the future implications of the proposed model.

장미농가의 생산효율성 분석: DEA와 SFA 기법 비교를 중심으로 (Productive Efficiency of the Rose Farming Business: A Comparison of DEA and SFA)

  • 김기태;김원경;정지영
    • 한국산학기술학회논문지
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    • 제16권12호
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    • pp.8719-8727
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    • 2015
  • 본 연구는 장미농가의 생산효율성을 측정하고, 경영의 비효율성에 영향을 미치는 요인을 파악하기 위한 연구이다. SFA(Stochastic Frontier Analysis) 기법과 DEA(Data Envelopment Analysis) 기법을 사용하여 생산효율성을 측정하였으며, 효율성에 영향을 미치는 요인을 분석하기 위하여 Tobit 회귀 분석을 실시하였다. 먼저, SFA 방법을 통한 생산효율성은 88.4%으로 측정되었으며, DEA 방법에서 불변규모수익(CRS) 모형과 변동수익규모(VRS) 모형을 통해서는 생산효율성이 각각 78.5%와 85.2%로 측정되었다. 특히 두 가지 방법의 생산효율성 측정결과는 각 경영체의 효율성 순위를 동일하게 설명하고 있어 상호보완적이다. 다음으로 Tobit 분석 결과, 투입한 6개의 변수가 모두 효율성에 영향을 미치는 것으로 나타났으며, 종묘비와 제재료비는 (+) 부호를 나타냄과 동시에 회귀계수가 가장 크게 나타나 효율성에 미치는 영향력이 가장 큰 경영 항목으로 분석되었다. 이러한 결과는 장미농가는 종묘비와 제재료비의 투입을 증대시켜 더욱 높은 소득을 창출하는 방식으로 경영 효율성을 증대시켜야 함을 시사한다.

효율적 DMU 선별을 통한 개선된 기술수준예측 방법: 주력전차 적용을 중심으로 (A Hybrid Technological Forecasting Model by Identifying the Efficient DMUs: An Application to the Main Battle Tank)

  • 김재오;김재희;김승권
    • 기술혁신연구
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    • 제15권2호
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    • pp.83-102
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    • 2007
  • This study extends the existing method of Technology Forecasting with Data Envelopment Analysis (TFDEA) by incorporating a ranking method into the model so that we can reduce the required number of DMUs (Decision Making Units). TFDEA estimates technological rate of change with the set of observations identified by DEA(Data Envelopment Analysis) model. It uses an excessive number of efficient DMUs(Decision Making Units), when the number of inputs and outputs is large compare to the number of observations. Hence, we investigated the possibility of incorporating CCCA(Constrained Canonical Correlation Analysis) into TFDEA so that the ranking of DMUs can be made. Using the ranks developed by CCCA(Constrained Canonical Correlation Analysis), we could limit the number of efficient DMUs that are to be used in the technology forecasting process. The proposed hybrid model could establish technology frontiers with the efficient DMUs for each generation of technology with the help of CCCA that uses the common weights. We applied our hybrid model to forecast the technological progress of main battle tank in order to demonstrate its forecasting capability with practical application. It was found that our hybrid model generated statistically more reliable forecasting results than both TFDEA and the regression model.

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지하철 효율성 평가를 위한 DEA-AR/AHP 모형 설계 (DEA-AR/AHP Model Design for Efficiency Evaluation of Metropolitan Rapid Transit)

  • 심광식;김재윤
    • 한국경영과학회지
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    • 제34권3호
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    • pp.105-124
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    • 2009
  • Data Envelopment Analysis (DEA) is a methodology of computing the relative efficiency of each decision making unit (DMU) by comparing it with other DMUs having similar input and output structure. In this paper, we compare the efficiency of Korean rail transit corporations using DEA. To do this, we design a DEA-AR/AHP model, and evaluate efficiency by comparing the subway operating agencies of six big cities. The analysis reveals that Seoul Metro and Seoul city railroad construction turn out to be the most efficient groups. The result of this research can provide helpful information for effective management in a domestic subway operating agency.