• 품질경영학회지
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• 제8권1호
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• pp.3-7
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• 1980

In many industrial processes, there are more than two responses (i.e., yield, percent impurity, etc.) of interest, and it is desirable to determine the optimal levels of the factors (i.e., temperature, pressure, etc.) that influence the responses. Suppose the response relationships are assumed to be approximated by second-order polynomial regression models. The problems considered in this paper is, first, to propose how to select polynomial terms to fit the multivariate regression surfaces for a given set of data, and, second, to propose how to analyze the data to obtain an optimal operating condition for the factors. The proposed techniques were applied for empirical process optimization in a tire company in Korea. This case is presented as an illustration.

• Communications for Statistical Applications and Methods
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• 제26권4호
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• pp.371-383
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• 2019

Panel data sets have been developed in various areas, and many recent studies have analyzed panel, or longitudinal data sets. Maximum likelihood (ML) may be the most common statistical method for analyzing panel data models; however, the inference based on the ML estimate will have an inflated Type I error because the ML method tends to give a downwardly biased estimate of variance components when the sample size is small. The under estimation could be severe when data is incomplete. This paper proposes the restricted maximum likelihood (REML) method for a random effects panel data model with a censored dependent variable. Note that the likelihood function of the model is complex in that it includes a multidimensional integral. Many authors proposed to use integral approximation methods for the computation of likelihood function; however, it is well known that integral approximation methods are inadequate for high dimensional integrals in practice. This paper introduces to use the moments of truncated multivariate normal random vector for the calculation of multidimensional integral. In addition, a proper asymptotic standard error of REML estimate is given.

• 농업과학연구
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• 제38권4호
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• pp.761-767
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• 2011

The objective of this study was to predict total bacteria count of pork meats by using the portable electronic nose systems developed throughout two stages of the prototypes. Total bacteria counts were measured for pork meats stored at $4^{\circ}C$ for 21days and compared with the signals of the electronic nose systems. PLS(Partial least square), PCR (Principal component regression), MLR (Multiple linear regression) models were developed for the prediction of total bacteria count of pork meats. The coefficient of determination ($R_p{^2}$) and root mean square error of prediction (RMSEP) for the models were 0.789 and 0.784 log CFU/g with the 1st system for the pork loin, 0.796 and 0.597 log CFU/g with the 2nd system for the pork belly, and 0.661 and 0.576 log CFU/g with the 2nd system for the pork loin respectively. The results show that the developed electronic system has potential to predict total bacteria count of pork meats.

• 한국항만경제학회지
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• 제35권3호
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• pp.61-72
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• 2019

본 연구는 컨테이너 해운산업의 경쟁력 제고와 발전을 위해 다변량 시계열 모형을 이용한 컨테이너선 시장의 실증적 분석에 기초하여 컨테이너 해운시장의 동태적 움직임에 대한 전략을 제시하고자 했다. 분석 방법론으로는 벡터자기회귀모형(VAR), 벡터오차수정모형(VECM) 등의 다변량 시계열 모형을 사용했다. 실증분석을 위해 컨테이너선 시장의 연간 운송량, 선박량, 운임 자료를 활용했다. 분석 결과에 따르면, 가장 외생적 변수인 운송량 변수가 전체 컨테이너선 시장의 동태적 움직임에 가장 큰 영향을 미친다는 것을 확인할 수 있었다. 이러한 실증분석 결과에 기초하여 본 논문은 선박 투자, 운임 예측, 선사의 전략 수립 등에 대한 시사점을 제시했다. 선박 투자와 관련해서는 해운시장의 외생 변수인 운송량이 운임 불확실성에 가장 큰 비중을 차지하고 있기 때문에 미래 운임수입 흐름에 기반한 프로젝트 금융 보다는 운항 선주의 재무적 안정성을 강조하는 기업 금융 방식이 컨테이너선 투자의 위험관리에 적합하다는 것을 알 수 있다. 운임예측과 관련해서는 미래 예측대상 시점의 변수 값을 사용하는 단순 회귀 예측에 비해 과거의 값만으로 예측값을 도출할 수 있는 VAR 모형 또는 VECM 모형이 보다 현실성이 있다는 점을 살피고 있다. 마지막으로 선사의 전략 수립과 관련하여 시황과 연계한 원리금 상환 계약과 화주와의 운송 계약 도입을 권고하고 있다.

• 한국환경보건학회지
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• 제42권4호
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• pp.280-292
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• 2016

Objectives: The objective of this study was to build COD regression models for the Han River and evaluate water quality. Methods: Water quality data sets for the dry season (as of January) during a four-year period (2012-2015) were collected from the database of the Han River automatic water quality monitoring stations. Statistical techniques, including combined genetic algorithm-multiple linear regression (GA-MLR) were used to build five-descriptor COD models. Multivariate statistical techniques such as principal component analysis (PCA) and cluster analysis (CA) are useful tools for extracting meaningful information. Results: The $r^2$ of the best COD models provided significant high values (> 0.8) between 2012 and 2015. Total organic carbon (TOC) was a surrogate indicator for COD (as COD/TOC) with high reliability ($r^2=0.63$ in 2012, $r^2=0.75$ for 2013, $r^2=0.79$ for 2014 and $r^2=0.85$ for 2015). The ratios of COD/TOC were calculated as 2.08 in 2012, 1.79 in 2013, 1.52 and 1.45 in 2015, indicating that biodegradability in the water body of the Han River was being sustained, thereby further improving water quality. The BOD/COD ratio supported these findings. The cluster analysis revealed higher annual levels of microorganisms and phosphorous at stations along the Hangang-Seoul and Hantangang areas. Nevertheless, the overall water quality over the last four years showed an observable trend toward continuous improvement. These findings also suggest that non-point pollution control strategies should consider the influence of upstreams and downstreams to protect water quality in the Han River. Conclusion: This data analysis procedure provided an efficient and comprehensive tool to interpret complex water quality data matrices. Results from a trend analysis provided much important information about sources and parameters for Han River water quality management.

• 한국ITS학회 논문지
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• 제19권6호
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• pp.180-191
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• 2020

본 연구에서는 1999년부터 2014년까지 통계청에서 조사한 생활시간조사 자료를 활용하여 조사연도별로 평일 통행시간예산에 영향을 미치는 요인을 분석하여 이를 비교하고자 하였다. 먼저 인구 및 인구 및 사회경제지표, 비가정 활동시간 등을 비가정 활동시간 등을 고려한 통행시간에 관한 다중회귀모형을 구축하여 영향력을 분석하였다. 모형추정 결과, 가구특성, 개인특성, 비가정 활동시간 변수들이 통행시간에 유의하게 영향을 미치는 것으로 분석되었으며, 연도별로 영향력에 차이가 있음을 확인하였다. 또한, 통행시간과 비가정 활동시간간의 상관성을 고려하여 SUR모형을 구축하였으며, 독립변수들이 미치는 영향력을 시계열적으로 비교·분석하였다. 전반적으로 인구 및 사회경제지표가 통행시간은 물론 비가정 활동시간들에 지속적으로 영향을 미치고 있는 것으로 나타났다.

• 정보기술응용연구
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• 제1권
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• pp.173-211
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• 1999

The task of classification permeates all walks of life, from business and economics to science and public policy. In this context, nonlinear techniques from artificial intelligence have often proven to be more effective than the methods of classical statistics. The objective of knowledge discovery and data mining is to support decision making through the effective use of information. The automated approach to knowledge discovery is especially useful when dealing with large data sets or complex relationships. For many applications, automated software may find subtle patterns which escape the notice of manual analysis, or whose complexity exceeds the cognitive capabilities of humans. This paper explores the utility of a collaborative learning approach involving integrated models in the preprocessing and postprocessing stages. For instance, a genetic algorithm effects feature-weight optimization in a preprocessing module. Moreover, an inductive tree, artificial neural network (ANN), and k-nearest neighbor (kNN) techniques serve as postprocessing modules. More specifically, the postprocessors act as second0order classifiers which determine the best first-order classifier on a case-by-case basis. In addition to the second-order models, a voting scheme is investigated as a simple, but efficient, postprocessing model. The first-order models consist of statistical and machine learning models such as logistic regression (logit), multivariate discriminant analysis (MDA), ANN, and kNN. The genetic algorithm, inductive decision tree, and voting scheme act as kernel modules for collaborative learning. These ideas are explored against the background of a practical application relating to financial fraud management which exemplifies a binary classification problem.

• Geomechanics and Engineering
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• 제14권3호
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• pp.257-269
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• 2018

Analysis of slope stability failures, as one of the complex natural hazards, is one of the important research issues in the field of civil engineering. Present paper adopts and investigates four soft computing-based techniques for this problem: Patient Rule-Induction Method (PRIM), M5' algorithm, Group Method of data Handling (GMDH) and Multivariate Adaptive Regression Splines (MARS). A comprehensive database consisting of 168 case histories is used to calibrate and test the developed models. Six predictive variables including slope height, slope angle, bulk density, cohesion, angle of internal friction, and pore water pressure ratio were considered to generate new models. The results of test studies are used for feasibility, effectiveness and practicality comparison of techniques with each other, and with the other available well-known methods in the literature. Results show that all methods not only are feasible but also result in better performance than previously developed soft computing based predictive models and tools. It is shown that M5' and PRIM algorithms are the most effective and practical prediction models.

• Journal of the Korean Data and Information Science Society
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• 제25권6호
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• pp.1449-1466
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• 2014

본 논문에서는 기초자산의 선물을 이용하는 헷지 전략을 연구하였다. 최적헷지비율을 구하기 위한 전통적인 방법으로 회귀분석이 사용되고 있으나, 현물과 선물 사이에 존재하는 장기균형관계와 금융 시계열 자료의 분산에 존재하는 변동성 군집현상 등의 특징을 설명하지 못하는 한계가 있다. 이를 극복하기 위해 코스피200 지수와 선물 자료에 대해 평균모형으로 벡터오차수정모형을 적합하고, 분산모형으로 다변량 GARCH 모형을 적합하여 분산-공분산 행렬을 추정하고, 이를 통해 최적헷지비율을 구하는 방법을 연구하였다. 실증분석 결과에 의하면 시장이 안정적일 때에는 회귀분석을 사용해도 큰 차이가 없지만, 시장이 불안정해지고 변동성이 커지는 구간에서는 벡터오차수정모형과 다변량 GARCH 모형을 이용하는 경우에 헷지성과가 월등히 좋아지는 결과를 얻을 수 있었다.

• Journal of Korean Neurosurgical Society
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• 제45권6호
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• pp.336-340
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• 2009

Objective : The factors that influence the prognosis of patients with hemifacial spasm (HFS) treated by microvascular decompression (MVD) have not been definitely established. We report a prospective study evaluating the prognostic factors in patients undergoing MVD for HFS. Methods : From January 2004 to September 2006, the authors prospectively studied a series of 293 patients who underwent MVD for HFS. We prospectively analyzed a number of variables in order to evaluate the predictive value of independent variables for the prognosis of patients undergoing MVD. The patients were followed-up at regular intervals and divided into as cured and unsatisfactory groups based on symptom relief. Uni- and multivariate analyses were performed using logistic regression models. Results : A total 273 of 293 (94.2%) patients achieved symptom relief within one year after the operation. Intraoperatively, the indentation of the root exit zone was observed in 259 (88.5%) patients. Uni- and multivariate analyses revealed that the symptoms at postoperative 3 months (p<0.001) and indentation of the root exit zone (p=0.036) were associated with good outcomes. Conclusion : The intraoperative finding of root exit zone indentation will help physicians determine the prognosis in patients with HFS. To predict the prognosis of HFS, a regular follow-up period of at least 3 months following MVD should be required.