• 제목/요약/키워드: Discriminant model

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기술금융을 위한 부실 가능성 예측 최적 판별모형에 대한 연구 (A Study on the Optimal Discriminant Model Predicting the likelihood of Insolvency for Technology Financing)

  • 성웅현
    • 기술혁신학회지
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    • 제10권2호
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    • pp.183-205
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    • 2007
  • 본 연구는 기술력평가에 근거해서 중소기업 부실예측 가능성을 사전에 예측할 수 있는 최적 판별 모형을 개발 제안하였다. 판별모형에 포함될 설명변수는 요인분석과 판별모형의 단계별 선택방법에 의하여 선정되었다. 분석결과 선형판별모형이 로지스틱판별모형보다 임계확률 관점에서 적절한 것으로 나타났다. 최적 선형판별모형의 분류 정분류율은 70.4%, 분류 예측력은 67.5%로 나타났다. 최적 선형판별모형의 활용도를 높이기 위해서 확실 범주와 유보범주를 구분할 수 있는 경계값을 설정하였다. 분석결과를 활용하면 기술금융 취급기관은 부실위험 평가와 더불어 기술금융 신청기업의 순위를 부여할 때 유용하게 사용할 수 있을 것으로 기대된다.

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국내(國內) 신속대응(迅速對應)시스템 도입업체(導入業體)의 판별분석(判別分析) 연구(硏究) (A Study of Discriminant Analysis about Korean Quick Response System Adoption)

  • 고은주
    • 패션비즈니스
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    • 제4권3호
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    • pp.103-114
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    • 2000
  • The purpose of this study was to test the discriminant analysis model of Quick Response system and to examine the detailed relationship between each discriminant factor and Quick Response adoption. In this discriminant analysis model of Quick Response system, firm size, strategic type, product category, fashion trend, selling time and the Quick Response benefits were included as discriminant factors. Onehundred and two subjects were randomly selected for the survey study and discriminant analysis, descriptive analysis, t-test, and x square test were used for the data analysis. The results of this study were: 1. Wilks Lambda and F value support the discriminant analysis model that, taken together firm size, strategic type, product category, fashion trend, selling time and the Quick Response benefits significantly help to explain Quick Response adoption. 2. The importance of discriminant ability was, in order, firm size, the Quick Response benefits, women's wear, fashion trend, analyzer, selling time, reactor, defender and men's wear. 3. The discriminant function had the high hit ratio, so this can be well used for the classification of Quick Response adoption/nonadoption.

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부실기업예측모형의 판별력 비교 (A Comparison of the Discrimination of Business Failure Prediction Models)

  • 최태성;김형기;김성호
    • 한국경영과학회지
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    • 제27권2호
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    • pp.1-13
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    • 2002
  • In this paper, we compares the business failure prediction accuracy among Linear Programming Discriminant Analysis(LPDA) model, Multivariate Discriminant Analysis (MDA) model and logit analysis model. The Data for 417 companies analyzed were gathered from KIS-FAS Published by Korea Information Service in 1999. The result of comparison for four time horizons shows that LPDA Is advantageous in prediction accuracy over the other two models when over all tilt ratio and business failure accuracy are considered simultaneously.

기술력평가 자료를 이용한 중소벤처기업 파산예측 판별모형에 관한 연구 (A Study on Predicting Bankruptcy Discriminant Model for Small-Sized Venture Firms using Technology Evaluation Data)

  • 성웅현
    • 기술혁신학회지
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    • 제9권2호
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    • pp.304-324
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    • 2006
  • 재무분석가들은 기업의 파산에 양향을 미치는 예측변수를 탐색하기 위해서 상당한 연구가 수행되어 왔다. 그러나 기술지향적 중소벤처기업은 일반적으로 역사적 재무자료가 부족하고, 기술경쟁력 수준에 따라 잠재적인 고성장과 고위험이 존재한다. 본 논문에서는 재무자료 대신에 기술력평가 자료를 이용하여 파산을 예측하기 위해서 파산예측 판별모형을 제안하였고, 모형의 정분류율을 통해서 예측력을 검증하기 위해서 교차타당성방법, 최대사후확률방법 등을 사용하였다. 분석결과 중소 벤처기업의 파산예측모형으로 선형판별모형이 로지스틱판별모형보다 적합한 모형이고, 표본자료에 대한 정분류율 추정은 약 69% 이고 정분류율 예측은 약 67% 가 될 것으로 기대된다.

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Comparison of Alternative knowledge Acquisition Methods for Allergic Rhinitis

  • Chae, Young-Moon;Chung, Seung-Kyu;Suh, Jae-Gwon;Ho, Seung-Hee;Park, In-Yong
    • 지능정보연구
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    • 제1권1호
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    • pp.91-109
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    • 1995
  • This paper compared four knowledge acquisition methods (namely, neural network, case-based reasoning, discriminant analysis, and covariance structure modeling) for allergic rhinitis. The data were collected from 444 patients with suspected allergic rhinitis who visited the Otorlaryngology Deduring 1991-1993. Among four knowledge acquisition methods, the discriminant model had the best overall diagnostic capability (78%) and the neural network had slightly lower rate(76%). This may be explained by the fact that neural network is essentially non-linear discriminant model. The discriminant model was also most accurate in predicting allergic rhinitis (88%). On the other hand, the CSM had the lowest overall accuracy rate (44%) perhaps due to smaller input data set. However, it was most accuate in predicting non-allergic rhinitis (82%).

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Model for Predicting Success of Partnering in Vietnam: A Discriminant Analysis Approach

  • Long, Le-Hoai;Lee, Young-Dai;Oh, Guk-Yeol
    • 한국건설관리학회논문집
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    • 제11권5호
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    • pp.84-94
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    • 2010
  • Partnering concept has been mentioned as an innovative arrangement that helps to reduce many of the disadvantages of the traditional arrangement. Partnering in construction has been widely applied in Vietnam from late 1990s. The application of the new has arrangement spread thanks to anecdotal proofs. This concept is quite new to Vietnamese practitioners. It is necessary to conduct study as a lesson-learn of the industry to encourage the partnering implementation. This paper attempts to develop a model, using discriminant analysis, which classifies the partnering in construction projects into success levels. Dedication, teamwork, sufficiency, and balance are the four significant components in discriminant model. The proposed model is helpful to practitioners in developing, adjusting and improving their strategy for partnering implementation.

외식프랜차이즈기업 부실예측모형 예측력 평가 (Evaluating Distress Prediction Models for Food Service Franchise Industry)

  • 김시중
    • 유통과학연구
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    • 제17권11호
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    • pp.73-79
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    • 2019
  • Purpose: The purpose of this study was evaluated to compare the predictive power of distress prediction models by using discriminant analysis method and logit analysis method for food service franchise industry in Korea. Research design, data and methodology: Forty-six food service franchise industry with high sales volume in the 2017 were selected as the sample food service franchise industry for analysis. The fourteen financial ratios for analysis were calculated from the data in the 2017 statement of financial position and income statement of forty-six food service franchise industry in Korea. The fourteen financial ratios were used as sample data and analyzed by t-test. As a result seven statistically significant independent variables were chosen. The analysis method of the distress prediction model was performed by logit analysis and multiple discriminant analysis. Results: The difference between the average value of fourteen financial ratios of forty-six food service franchise industry was tested through t-test in order to extract variables that are classified as top-leveled and failure food service franchise industry among the financial ratios. As a result of the univariate test appears that the variables which differentiate the top-leveled food service franchise industry to failure food service industry are income to stockholders' equity, operating income to sales, current ratio, net income to assets, cash flows from operating activities, growth rate of operating income, and total assets turnover. The statistical significances of the seven financial ratio independent variables were also confirmed by logit analysis and discriminant analysis. Conclusions: The analysis results of the prediction accuracy of each distress prediction model in this study showed that the forecast accuracy of the prediction model by the discriminant analysis method was 84.8% and 89.1% by the logit analysis method, indicating that the logit analysis method has higher distress predictability than the discriminant analysis method. Comparing the previous distress prediction capability, which ranges from 75% to 85% by discriminant analysis and logit analysis, this study's prediction capacity, which is 84.8% in the discriminant analysis, and 89.1% in logit analysis, is found to belong to the range of previous study's prediction capacity range and is considered high number.

성장곡선모형의 판별분석에서 균형이차분류법의 적용 (An Application of the Balanced Quadratic Classification Rule on the Discriminant Analysis in Growth Curve Model)

  • 심규박
    • 품질경영학회지
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    • 제23권2호
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    • pp.53-67
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    • 1995
  • The problem considered here is to find the optimal discriminant analysis method in growth curve model. It has been studied how to find correct prior probability for the effective classification in discriminant analysis. We use the balanced condition to calculate prior probability. From the informative simulation study, new classification rule for the growth curve model is suggested. The suggested classification rule has better classification result than the other previously suggested method in terms of error rate criterion.

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성별을 고려한 중풍 변증진단 판별모형개발(V) (Discriminant Model V for Syndrome Differentiation Diagnosis based on Sex in Stroke Patients)

  • 강병갑;이정섭;고미미;권세혁;방옥선
    • 동의생리병리학회지
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    • 제25권1호
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    • pp.138-143
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    • 2011
  • In spite of abundant clinical resources of stroke patients, the objective and logical data analyses or diagnostic systems were not established in oriental medicine. As a part of researches for standardization and objectification of differentiation of syndromes for stroke, in this present study, we tried to develop the statistical diagnostic tool discriminating the 4 subtypes of syndrome differentiation using the essential indices considering the sex. Discriminant analysis was carried out using clinical data collected from 1,448 stroke patients who was identically diagnosed for the syndrome differentiation subtypes diagnosed by two clinical experts with more than 3 year experiences. Empirical discriminant model(V) for different sex was constructed using 61 significant symptoms and sign indices selected by stepwise selection. We comparison. We make comparison a between discriminant model(V) and discriminant model(IV) using 33 significant symptoms and sign indices selected by stepwise selection. Development of statistical diagnostic tool discriminating 4 subtypes by sex : The discriminant model with the 24 significant indices in women and the 19 significant indices in men was developed for discriminating the 4 subtypes of syndrome differentiation including phlegm-dampness, qi-deficiency, yin-deficiency and fire-heat. Diagnostic accuracy and prediction rate of syndrome differentiation by sex : The overall diagnostic accuracy and prediction rate of 4 syndrome differentiation subtypes using 24 symptom and sign indices was 74.63%(403/540) and 68.46%(89/130) in women, 19 symptom and sign indices was 72.05%(446/619) and 70.44%(112/159) in men. These results are almost same as those of that the overall diagnostic accuracy(73.68%) and prediction rate(70.59%) are analyzed by the discriminant model(IV) using 33 symptom and sign indices selected by stepwise selection. Considering sex, the statistical discriminant model(V) with significant 24 symptom and sign indices in women and 19 symptom and sign indices in men, instead of 33 indices would be used in the field of oriental medicine contributing to the objectification of syndrome differentiation with parsimony rule.

Development of Discriminant Model of PIH Pregnant using Decision Tree

  • Park, Young-Sun;Choi, Hang-Suk;Cha, Kyung-Joon;Park, Moon-Il
    • Journal of the Korean Data and Information Science Society
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    • 제16권1호
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    • pp.41-50
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    • 2005
  • The various methods have been studied to develop discriminant model for pregnancy induced hypertension(PIH) as high risk pregnant. In this study, we adapt the approximate entropy which is the non-linear chaotic measuring method. Then, we develop a system to discriminant PIH pregnant using QUEST with S-PLUS.

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