• 제목/요약/키워드: Errors-in-variables

검색결과 452건 처리시간 0.024초

Forecasting for a Credit Loan from Households in South Korea

  • Jeong, Dong-Bin
    • 산경연구논집
    • /
    • 제8권4호
    • /
    • pp.15-21
    • /
    • 2017
  • Purpose - In this work, we examined the causal relationship between credit loans from households (CLH), loan collateralized with housing (LCH) and an interest of certificate of deposit (ICD) among others in South Korea. Furthermore, the optimal forecasts on the underlying model will be obtained and have the potential for applications in the economic field. Research design, data, and methodology - A total of 31 realizations sampled from the 4th quarter in 2008 to the 4th quarter in 2016 was chosen for this research. To achieve the purpose of this study, a regression model with correlated errors was exploited. Furthermore, goodness-of-fit measures was used as tools of optimal model-construction. Results - We found that by applying the regression model with errors component ARMA(1,5) to CLH, the steep and lasting rise can be expected over the next year, with moderate increase of LCH and ICD. Conclusions - Based on 2017-2018 forecasts for CLH, the precipitous and lasting increase can be expected over the next two years, with gradual rise of two major explanatory variables. By affording the assumption that the feedback among variables can exist, we can, in the future, consider more generalized models such as vector autoregressive model and structural equation model, to name a few.

로지스틱 회귀분석을 이용한 BIM 설계 검토에 의하여 발견된 설계 오류와 그 영향도간의 관계 분석 (Analysis of the Relations between Design Errors Detected during BIM-based Design Validation and their Impacts Using Logistic Regression)

  • 원종성;김재엽
    • 한국건축시공학회지
    • /
    • 제17권6호
    • /
    • pp.535-544
    • /
    • 2017
  • 본 논문은 BIM 기반 설계 검토를 통하여 사전에 방지된 설계 오류와 그 영향도를 통계적으로 분석한다. 이를 위하여 한국에서 수행되었던 2개 BIM 프로젝트에서 BIM 기반 설계 검토를 도입함으로써 발견되었던 약 800여건 이상의 설계오류를 설계 오류 발생 원인별(비논리적 오류, 도면 상이, 누락), 발생 공종별(구조, 건축, 설비)로 분류한다. 시공 이전에 발견된 설계 오류로 인하여 발생할 수 있는 재작업과 공사비, 공사기간, 품질에의 영향 여부를 해당 현장의 실무자와의 인터뷰를 통해서 분류하고, 설계 오류와의 확률적 관계를 로지스틱 회귀분석을 이용하여 분석한다. 분석결과, 설계 오류 발생원인이 공사비 증가, 공기 지연, 품질 저하, 재작업을 유발 확률 예측에 통계적으로 가장 유의미한 관계가 있었다. 두 개의 프로젝트에서 수집된 자료만을 활용하여 설계 오류 간의 관계를 분석하였지만 설계 오류의 특성의 관계가 유사하다는 점에서 의미가 있다고 할 수 있다. 향후에는 다수의 프로젝트에서 수집된 자료를 분석하여 이를 검증하고자 한다.

Prevalence of dental implant positioning errors: A cross-sectional study

  • Gabriel, Rizzo;Mayara Colpo, Prado;Lilian, Rigo
    • Imaging Science in Dentistry
    • /
    • 제52권4호
    • /
    • pp.343-350
    • /
    • 2022
  • Purpose: This study evaluated the prevalence of dental implant positioning errors and the most frequently affected oral regions. Materials and Methods: A sample was obtained of CBCT images of 590 dental implants from 230 individuals who underwent diagnosis at a radiology center using cone-beam computed tomography from 2017 to 2020. The following variables were considered: thread exposure, violation of the minimum distance between 2 adjacent implants and between the implant and tooth, and implant contact with anatomical structures. Descriptive data analysis and the Pearson chi-square test(P<0.05) were performed to compare findings according to mouth regions. Results: Most (74.4%) of the 590 implants were poorly positioned, with the posterior region of the maxilla being the region most frequently affected by errors. Among the variables analyzed, the most prevalent was thread exposure (54.7%), followed by implant contact with anatomical structures, violation of the recommended distance between 2 implants and violation of the recommended distance between the implant and teeth. Thread exposure was significantly associated with the anterior region of the mandible (P<0.05). The anterior region of the maxilla was associated with violation of the recommended tooth-implant distance (P<0.05) and the recommended distance between 2 adjacent implants(P<0.05). Implant contact with anatomical structures was significantly more likely to occur in the posterior region of the maxilla (P<0.05). Conclusion: Many implants were poorly positioned in the posterior region of the maxilla. Thread exposure was particularly frequent and was significantly associated with the anterior region of the mandible.

Partially linear support vector orthogonal quantile regression with measurement errors

  • Hwang, Changha
    • Journal of the Korean Data and Information Science Society
    • /
    • 제26권1호
    • /
    • pp.209-216
    • /
    • 2015
  • Quantile regression models with covariate measurement errors have received a great deal of attention in both the theoretical and the applied statistical literature. A lot of effort has been devoted to develop effective estimation methods for such quantile regression models. In this paper we propose the partially linear support vector orthogonal quantile regression model in the presence of covariate measurement errors. We also provide a generalized approximate cross-validation method for choosing the hyperparameters and the ratios of the error variances which affect the performance of the proposed model. The proposed model is evaluated through simulations.

태양광 발전량 예측 도구별 입력 요소 분석 및 실제 발전량 비교에 관한 연구 (Comparison of Measured and Predicted Photovoltaic Electricity Generation and Input Options of Various Softwares)

  • 노상태
    • KIEAE Journal
    • /
    • 제14권6호
    • /
    • pp.87-92
    • /
    • 2014
  • The objectives of this study are to investigate input variables of photovoltaic generation programs and to compare their prediction to actual generation of photovoltaic system in the C city hall and the C city sewage treatment plant. We investigated the actual amount of generation, the forecast amount of generation, the amount of solar radiation data, and calculated the relative errors. We simulated the photovoltaic system of C city hall and the C city sewage treatment plant located in Chungju using existing programs, such as SAM, RETSCREEN, HOMER, PV SYST, Solar Pro. The result of this study are as follows : Through examining the relative errors of monthly predicted and actual generation data, monthly generation data showed big errors in winter season?. Except winter season, actual amount of generation and the predicted amount of generation showed no large errors.

종속 오차에 대한 분포 변화 검정법 (Test for Distribution Change of Dependent Errors)

  • 나성룡
    • Communications for Statistical Applications and Methods
    • /
    • 제16권4호
    • /
    • pp.587-594
    • /
    • 2009
  • 이 논문에서는 선형회귀모형의 오차항에 대한 변화점 검정 문제를 다룬다. 고정 혹은 변동 모형의 독립 변수와 약한 종속성을 가지는 오차항을 가정하는 관계로 통상적인 중회귀모형뿐만 아니라 ARMA 등의 시계열 모형까지 본 논문에서 포괄한다고 하겠다. 오차항의 분포 변화를 검정하기 위하여 회귀모형의 잔차에 기초한 확률밀도함수 추정값을 이용한다. 적절한 가정하에서 잔차를 이용한 검정이 실제 오차를 이용한 경우와 동일한 극한 분포를 가짐을 보였다.

Applicability of the Ordinary Least Squares Procedure When Both Variables are Subject to Error

  • Kim, Kil-Soo;Byun, Jai-Hyun;Yum, Bong-Jin
    • 한국경영과학회지
    • /
    • 제21권1호
    • /
    • pp.163-170
    • /
    • 1996
  • An errors-in-variables model (EVM) differs from the classical regression model in that in the former the independent variable is also subject to error. This paper shows that to assess the applicability of the ordinary least squares (OLS) estimation procedure to the EVM, the relative dispersion of the independent variable to its error variance must be also considered in addition to Mandel's criterion. The effect of physically reducing the variance of errors in the independent variable on the performance of the OLS slope estimator is also discussed.

  • PDF

Analysis of the prediction problem in linear regression

  • Byun, Jai-Hyun;Yum, Bong-Jin
    • 한국경영과학회:학술대회논문집
    • /
    • 대한산업공학회/한국경영과학회 1990년도 춘계공동학술대회논문집; 한국과학기술원; 28 Apr. 1990
    • /
    • pp.245-253
    • /
    • 1990
  • In a regression relationship the independent variables are frequently measured with error when measurements are made in the field under less controlled conditions, or when accurate instruments are not available. This paper deals with the prediction problem for the above situation. The integrated mean square error of prediction (IMSE) is developed as a measure of the effect of the errors in the independent variables on the predicted values. The IMSE may be used for assessing the severeness of measurement errors as well as for comparing competing estimators. An example from the area of work measurement is analyzed.

  • PDF

Average Mean Square Error of Prediction for a Multiple Functional Relationship Model

  • Yum, Bong-Jin
    • Journal of the Korean Statistical Society
    • /
    • 제13권2호
    • /
    • pp.107-113
    • /
    • 1984
  • In a linear regression model the idependent variables are frequently subject to measurement errors. For this case, the problem of estimating unknown parameters has been extensively discussed in the literature while very few has been concerned with the effect of measurement errors on prediction. This paper investigates the behavior of the predicted values of the dependent variable in terms of the average mean square error of prediction (AMSEP). AMSEP may be used as a criterion for selecting an appropriate estimation method, for designing an estimation experiment, and for developing cost-effective future sampling schemes.

  • PDF

골프스윙오류의 운동역학적 분류 (Kinetic Classification of Golf Swing Error)

  • 전철우;황인승;임정
    • 한국운동역학회지
    • /
    • 제16권4호
    • /
    • pp.95-103
    • /
    • 2006
  • The purpose of this study was to review the relevant literature about coaching and thereupon, survey the coaching methods used for golf lesson to reinterpret them and thereby, describe in view of kinetics the swing errors committed frequently by amateur golfers and suggest more scientific golf coaching methods. For this purpose, kinetic elements were divided into accuracy and power ones and therewith, the variables affecting such elements were identified. For this study, a total of 60 amateur golfer were sampled, and their swing forms were photographed with two high-speed digital cameras, and the resultant images were analyzed to determine the errors of each form kinetically, which would be analyzed again with the program V1-5000. The kinetic elements could be identified as accuracy, power and accuracy & power. Thus, setup and trajectory were classified into accuracy elements, while differences of inter-joint angles, cocking and delayed hitting. Lastly, timing and axial movement were classified into accuracy & power elements. Three errors were identified in association with setup. The errors related with trajectory elements accounted for most (6) of the 20 errors. Three errors were determined for inter-joint angle differences, and one error was associated with cocking and delayed hitting. Lastly, one error was classified into timing error, while five errors were associated with axial movement. Finally, as a result of arranging the errors into a cross table, it was found that the errors were associated with each other between take-back and back-swing, take-back and follow-through, back-swing and back-swing top, and between back-swing and down-swing. Namely, an error would lead to other error repeatedly. So, it is more effective to identify all the errors for every form and correct them comprehensively rather than single out the errors and correct them one by one.