• Title/Summary/Keyword: Regression Model Function

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The Effect of Physical Pedestrian Environment on Walking Satisfaction - Focusing on the Case of Jinhae City - (물리적 보행환경이 보행만족도에 미치는 영향 - 진해시를 사례지역으로 -)

  • Byeon, Ji-Hye;Park, Kyung-Hun;Choi, Sang-Rok
    • Journal of the Korean Institute of Landscape Architecture
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    • v.37 no.6
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    • pp.57-65
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    • 2010
  • Physical activity of the people has decreased due to a sedentary lifestyle according to developing the economy throughout the world. It is thought to increase the risk of chronic diseases, including obesity, diabetes, etc. People are interested in walking, which is an easy activity to engage in as an antidote to chronic diseases. The aim of this study is to increase the diminishing physical activity of modem society by inducing walking as part of everyday life through building a walking-based activity-friendly city where people can live merrily, safely and pleasantly. For this purpose, this study conducted a satisfaction survey to dwellers of Jinhae on the physical pedestrian environments which affect determining walking participation and intentions of people, and also provided a valid model to evaluate the effects of the physical environmental factors on walking satisfaction using factor analysis and multiple linear regression analysis. The results are summarized as follows. The 18 variables of the physical pedestrian environments were selected based on pre-literature reviews. The results of the satisfaction surveys showed that the satisfaction of crossing aids in segments was highest, while the building feature was the lowest. Factor analysis was run through a two-step process. The first analysis was conducted to examine the adequacy of this factor analysis on the selected 18 variables. As a result, two variables were removed and the remaining 16 variables were extracted to the four factors by second analysis. Each factor was named function of path, effect of traffic, amenity and safety based on the each factor's commonality. Each factor score of the extracted four factors was set as the independent variable, while the overall walking satisfaction was set as the dependent variable. Then, the multiple linear regression analysis was conducted and showed that all four factors had a positive influence on the overall satisfaction of walking, especially the 'function of path' and 'amenity' factors, followed by 'effect of traffic' and 'safety'. The results of this research will be used as foundational data for creating a walking-based activity-friendly city.

The Effect of Body Mass Index, Fat Percentage, and Fat-free Mass Index on Pulmonary Function Test -With Particular Reference to Parameters Derived from Forced Expiratory Volume Curve- (신체질량지수 및 체지방률, 그리고 제지방지수가 폐기능 검사에 미치는 영향 -노력성 호기곡선을 중심으로-)

  • Park, Ji Young;Pack, Jong Hae;Park, Hye Jung;Bae, Seong Wook;Shin, Kyeong Cheol;Chung, Jin Hong;Lee, Kwan Ho
    • Tuberculosis and Respiratory Diseases
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    • v.54 no.2
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    • pp.210-218
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    • 2003
  • Background : Sex specific cross sectional reference values for the lung function indices usually employ a linear model with a term for age and height. The purpose of this study was to determine the effects of the body mass index (BMI), the fat percentage of the body mass and the fat-free mass index (FFMI) on the forced expiratory volume curve. Methods : Between January 2000 and December 2001, a total of 300 subjects, 150 men and 150 women (mean age : $45{\pm}13$ years), with a normal lung function were enrolled in the study sample. This study measured the $FEV_1$, FVC and $FEF_{25-75%}$ from the forced expiratory volume curve by a spirometer and the body composition by a bioelectrical impedance method in all subjects. Multiple regression analysis was used in order to examine the effects of the body composition on the parameters derived from the forced expiratory volume curve. Results : After adjusting for age, the BMI and Fat percentage improved the descriptions of the FVC (p<0.05, $r^2=0.491$) and $FEV_1$ (p<0.05, $r^2=0.654$) in women. In contrast, the FFMI contributed significantly to the FVC (p<0.05, $r^2=0.432$) and $FEV_1$ (p<0.05, $r^2=0.567$) in men. The $FEF_{25-75%}$ correlated with the fat percentage in women (p<0.05, $r^2=0.337$). Conclusion : These results suggest that the BMI, the fat percentage and the FFMI are significant determinants of the forced expiratory volume curve. The plmonary function test, when considering the BMI, the fat percentage and the FFMI, might be useful in clinical applications.

Relationship between Radiation and Yield of Sweet Pepper Cultivars (광량과 파프리카 품종에 따른 수량과의 상호관계)

  • Myung, Dong Ju;Bae, Jong Hyang;Kang, Jong Goo;Lee, Jeong Hyun
    • Journal of Bio-Environment Control
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    • v.21 no.3
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    • pp.243-246
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    • 2012
  • The study was aimed at the development of the simple linear regression model to estimate the fruit yield of sweet pepper and to support decision-making management for growing sweet pepper crop in Korea. For quantitative analysis of relationship between environmental data and periodical yield of sweet pepper the data obtained from the commercial Venlo-type glasshouse for 2 years. Obtained periodical yield data of five different cultivars and radiation data were accumulated and fitted by linear regression. A significant linear relationship was found between radiation integral and fruit yield, whereas the production per unit of radiation was different between cultivars. The slope of linear regression could indicate as light use efficiency for fruit production ($LUE_F$, $g{\cdot}MJ^{-1}$). $LUE_F$ of 'Ferrari' was $5.85g{\cdot}MJ^{-1}$, 'Fiesta' 5.32 for first year and $4.75g{\cdot}MJ^{-1}$ and for second year, 'President' was $4.66g{\cdot}MJ^{-1}$, 'Cupra' was $3.86g{\cdot}MJ^{-1}$, and 'Boogie' was $6.48g{\cdot}MJ^{-1}$. The amount of light requirement for the unit gram of fruit was between $25.88J{\cdot}g^{-1}$, for 'Cupra' and $15.42J{\cdot}g^{-1}$ for 'Boogie'. Although we found the linear relationship between radiation and fruit yield, $LUE_F$ was varied between cultivars and as well as year. The linear relationship could describe the fruit yield as function of radiation, but it needed more variable to generalization of the production, such as cultivar specifications, temperature, and number of fruits set per plant or unit of ground.

Optimization of Support Vector Machines for Financial Forecasting (재무예측을 위한 Support Vector Machine의 최적화)

  • Kim, Kyoung-Jae;Ahn, Hyun-Chul
    • Journal of Intelligence and Information Systems
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    • v.17 no.4
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    • pp.241-254
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    • 2011
  • Financial time-series forecasting is one of the most important issues because it is essential for the risk management of financial institutions. Therefore, researchers have tried to forecast financial time-series using various data mining techniques such as regression, artificial neural networks, decision trees, k-nearest neighbor etc. Recently, support vector machines (SVMs) are popularly applied to this research area because they have advantages that they don't require huge training data and have low possibility of overfitting. However, a user must determine several design factors by heuristics in order to use SVM. For example, the selection of appropriate kernel function and its parameters and proper feature subset selection are major design factors of SVM. Other than these factors, the proper selection of instance subset may also improve the forecasting performance of SVM by eliminating irrelevant and distorting training instances. Nonetheless, there have been few studies that have applied instance selection to SVM, especially in the domain of stock market prediction. Instance selection tries to choose proper instance subsets from original training data. It may be considered as a method of knowledge refinement and it maintains the instance-base. This study proposes the novel instance selection algorithm for SVMs. The proposed technique in this study uses genetic algorithm (GA) to optimize instance selection process with parameter optimization simultaneously. We call the model as ISVM (SVM with Instance selection) in this study. Experiments on stock market data are implemented using ISVM. In this study, the GA searches for optimal or near-optimal values of kernel parameters and relevant instances for SVMs. This study needs two sets of parameters in chromosomes in GA setting : The codes for kernel parameters and for instance selection. For the controlling parameters of the GA search, the population size is set at 50 organisms and the value of the crossover rate is set at 0.7 while the mutation rate is 0.1. As the stopping condition, 50 generations are permitted. The application data used in this study consists of technical indicators and the direction of change in the daily Korea stock price index (KOSPI). The total number of samples is 2218 trading days. We separate the whole data into three subsets as training, test, hold-out data set. The number of data in each subset is 1056, 581, 581 respectively. This study compares ISVM to several comparative models including logistic regression (logit), backpropagation neural networks (ANN), nearest neighbor (1-NN), conventional SVM (SVM) and SVM with the optimized parameters (PSVM). In especial, PSVM uses optimized kernel parameters by the genetic algorithm. The experimental results show that ISVM outperforms 1-NN by 15.32%, ANN by 6.89%, Logit and SVM by 5.34%, and PSVM by 4.82% for the holdout data. For ISVM, only 556 data from 1056 original training data are used to produce the result. In addition, the two-sample test for proportions is used to examine whether ISVM significantly outperforms other comparative models. The results indicate that ISVM outperforms ANN and 1-NN at the 1% statistical significance level. In addition, ISVM performs better than Logit, SVM and PSVM at the 5% statistical significance level.

Clinical significance of acanthosis nigricans in children and adolescents with obesity induced metabolic complications (비만으로 인한 대사적 합병증을 가진 소아 및 청소년에서 흑색가시세포증의 임상적 의의)

  • Chueh, Hee Won;Cho, Gyu Rang;Yoo, Jaeho
    • Clinical and Experimental Pediatrics
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    • v.50 no.10
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    • pp.987-994
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    • 2007
  • Purpose : This study investigated the clinical significance of AN in children and adolescents with obesity induced metabolic complications. Methods : Forty-nine patients who had obesity induced metabolic complications were participated in this cross-sectional study. Obesity induced metabolic complications are as follows: hypertension, dyslipidemia, impaired fasting glucose (IFG), impaired glucose tolerance (IGT), nonalcoholic steatohepatitis (NASH), homeostasis model assessment of insulin resistance (HOMA-IR)>3.16. Clinical characteristics, such as, age, percentage-weight-for-height (PWH), pubertal status, blood pressure (BP), fasting plasma insulin level, fasting and post-oral glucose tolerance test 2-hour glucose levels, liver function test, lipid profile, HOMA-IR were compared according to the presence of AN. Results : Sixty-five percent of patients had AN, 57.1% NASH, 57.1% dyslipidemia, 55.1% hypertension, 46.9% IFG, 24.5% HOMA-IR>3.16 and 16.2% IGT. The patients who were moderately to severely obese with AN had higher incidence of IGT and HOMA-IR>3.16. The patients with AN had significantly higher diastolic BP ($79.4{\pm}6.9$ vs $75.4{\pm}5.6mmHg$), fasting levels of plasma insulin ($10.6{\pm}6.0$ vs $6.2{\pm}5.4{\mu}IU/mL$), HOMA-IR index ($2.6{\pm}1.4$ vs $1.4{\pm}1.3$) and PWH ($42.4{\pm}13.0$ vs $34.3{\pm}1.8%$). The increasing tendency for the presence of AN was significantly related to the cumulative number of obesity induced metabolic complications. Binary logistic regression analysis revealed that the presence of AN was significantly associated with fasting plasma insulin level, PWH and IFG. Conclusion : AN could be useful as a clinical surrogate of obesity induced metabolic complications.

Applications of Fuzzy Theory on The Location Decision of Logistics Facilities (퍼지이론을 이용한 물류단지 입지 및 규모결정에 관한 연구)

  • 이승재;정창무;이헌주
    • Journal of Korean Society of Transportation
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    • v.18 no.1
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    • pp.75-85
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    • 2000
  • In existing models in optimization, the crisp data improve has been used in the objective or constraints to derive the optimal solution, Besides, the subjective environments are eliminated because the complex and uncertain circumstances were regarded as Probable ambiguity, In other words those optimal solutions in the existing models could be the complete satisfactory solutions to the objective functions in the Process of application for industrial engineering methods to minimize risks of decision-making. As a result of those, decision-makers in location Problems couldn't face appropriately with the variation of demand as well as other variables and couldn't Provide the chance of wide selection because of the insufficient information. So under the circumstance. it has been to develop the model for the location and size decision problems of logistics facility in the use of the fuzzy theory in the intention of making the most reasonable decision in the Point of subjective view under ambiguous circumstances, in the foundation of the existing decision-making problems which must satisfy the constraints to optimize the objective function in strictly given conditions in this study. Introducing the Process used in this study after the establishment of a general mixed integer Programming(MIP) model based upon the result of existing studies to decide the location and size simultaneously, a fuzzy mixed integer Programming(FMIP) model has been developed in the use of fuzzy theory. And the general linear Programming software, LINDO 6.01 has been used to simulate, to evaluate the developed model with the examples and to judge of the appropriateness and adaptability of the model(FMIP) in the real world.

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The Relationship between the Cognitive Impairment and Mortality in the Rural Elderly (농촌지역 노인들의 인지기능 장애와 사망과의 관련성)

  • Sun, Byeong-Hwan;Park, Kyeong-Soo;Na, Baeg-Ju;Park, Yo-Seop;Nam, Hae-Sung;Shin, Jun-Ho;Sohn, Seok-Joon;Rhee, Jung-Ae
    • Journal of Preventive Medicine and Public Health
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    • v.30 no.3 s.58
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    • pp.630-642
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    • 1997
  • The purpose of this study was to examine the mortality risk associated with cognitive impairment among the rural elderly. The subjective of study was 558 of 'A Study on the Depression and Cognitive Impairment in the Rural Elderly' of Jung Ae Rhee and Hyang Gyun Jung's study(1993). Cognitive impairment and other social and health factors were assessed in 558 elderly rural community residents. For this study, a Korean version of the Mini-Mental State Examination(MMSEK) was used as a global indicator of cognitive functioning. And mortality risk factors for each cognitive impairment subgroup were identified by univariate and multivariate Cox regression analysis. At baseline 22.6% of the sample were mildly impaired and 14.2% were severely impaired. As the age increased, the cognitive function was more impaired. Sexual difference was existed in the cognitive function level. Also the variables such as smoking habits, physical disorders had the significant relationship with cognitive function impairment. Across a 3-year observation period the mortality rate was 8.5% for the cognitively unimpaired, 11.1% for the mildly impaired, and 16.5% for the severly impaired respendents. And the survival probability was .92 for the cognitively unimpaired, .90 for the mildly impaired, and .86 for the severly impaired respondents. Compared to survival curve for the cognitively unimpaired group, each survival curve for the mildly and the severely impaired group was not significantly different. When adjustments models were not made for the effects of other health and social covariates, each hazard ratio of death of mildly and severely impaired persons was not significantly different as compared with the cognitively unimpaired. But, as MMSEK score increased, significantly hazard ratio of death decreased. Employing Cox univariate proportional hazards model, statistically other significant variables were age, monthly income, smoking habits, physical disorders. Also when adjustments were made for the effects of other health and social covariates, there was no difference in hazard ratio of death between those with severe or mild impairment and unimpaired persons. And as MMSEK score increased, significantly hazard ratio of death did not decrease. Employing Cox multivariate proportional hazards model, statistically other significant variables were age, monthly income, physical disorders. Employing Cox multivariate proportional hazards model by sex, at men and women statistically significant variable was only age. For both men and women, also cognitive impairment was not a significant risk factor. Other investigators have found that cognitive impairment is a significant predictor of mortality. But we didn't find that it is a significant predictor of mortality. Even though the conclusions of our study were not related to cognitive impairment and mortality, early detection of impaired cognition and attention to associated health problems could improve the quality of life of these older adults and perhaps extend their survival.

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Estimation of GARCH Models and Performance Analysis of Volatility Trading System using Support Vector Regression (Support Vector Regression을 이용한 GARCH 모형의 추정과 투자전략의 성과분석)

  • Kim, Sun Woong;Choi, Heung Sik
    • Journal of Intelligence and Information Systems
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    • v.23 no.2
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    • pp.107-122
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    • 2017
  • Volatility in the stock market returns is a measure of investment risk. It plays a central role in portfolio optimization, asset pricing and risk management as well as most theoretical financial models. Engle(1982) presented a pioneering paper on the stock market volatility that explains the time-variant characteristics embedded in the stock market return volatility. His model, Autoregressive Conditional Heteroscedasticity (ARCH), was generalized by Bollerslev(1986) as GARCH models. Empirical studies have shown that GARCH models describes well the fat-tailed return distributions and volatility clustering phenomenon appearing in stock prices. The parameters of the GARCH models are generally estimated by the maximum likelihood estimation (MLE) based on the standard normal density. But, since 1987 Black Monday, the stock market prices have become very complex and shown a lot of noisy terms. Recent studies start to apply artificial intelligent approach in estimating the GARCH parameters as a substitute for the MLE. The paper presents SVR-based GARCH process and compares with MLE-based GARCH process to estimate the parameters of GARCH models which are known to well forecast stock market volatility. Kernel functions used in SVR estimation process are linear, polynomial and radial. We analyzed the suggested models with KOSPI 200 Index. This index is constituted by 200 blue chip stocks listed in the Korea Exchange. We sampled KOSPI 200 daily closing values from 2010 to 2015. Sample observations are 1487 days. We used 1187 days to train the suggested GARCH models and the remaining 300 days were used as testing data. First, symmetric and asymmetric GARCH models are estimated by MLE. We forecasted KOSPI 200 Index return volatility and the statistical metric MSE shows better results for the asymmetric GARCH models such as E-GARCH or GJR-GARCH. This is consistent with the documented non-normal return distribution characteristics with fat-tail and leptokurtosis. Compared with MLE estimation process, SVR-based GARCH models outperform the MLE methodology in KOSPI 200 Index return volatility forecasting. Polynomial kernel function shows exceptionally lower forecasting accuracy. We suggested Intelligent Volatility Trading System (IVTS) that utilizes the forecasted volatility results. IVTS entry rules are as follows. If forecasted tomorrow volatility will increase then buy volatility today. If forecasted tomorrow volatility will decrease then sell volatility today. If forecasted volatility direction does not change we hold the existing buy or sell positions. IVTS is assumed to buy and sell historical volatility values. This is somewhat unreal because we cannot trade historical volatility values themselves. But our simulation results are meaningful since the Korea Exchange introduced volatility futures contract that traders can trade since November 2014. The trading systems with SVR-based GARCH models show higher returns than MLE-based GARCH in the testing period. And trading profitable percentages of MLE-based GARCH IVTS models range from 47.5% to 50.0%, trading profitable percentages of SVR-based GARCH IVTS models range from 51.8% to 59.7%. MLE-based symmetric S-GARCH shows +150.2% return and SVR-based symmetric S-GARCH shows +526.4% return. MLE-based asymmetric E-GARCH shows -72% return and SVR-based asymmetric E-GARCH shows +245.6% return. MLE-based asymmetric GJR-GARCH shows -98.7% return and SVR-based asymmetric GJR-GARCH shows +126.3% return. Linear kernel function shows higher trading returns than radial kernel function. Best performance of SVR-based IVTS is +526.4% and that of MLE-based IVTS is +150.2%. SVR-based GARCH IVTS shows higher trading frequency. This study has some limitations. Our models are solely based on SVR. Other artificial intelligence models are needed to search for better performance. We do not consider costs incurred in the trading process including brokerage commissions and slippage costs. IVTS trading performance is unreal since we use historical volatility values as trading objects. The exact forecasting of stock market volatility is essential in the real trading as well as asset pricing models. Further studies on other machine learning-based GARCH models can give better information for the stock market investors.

The Analysis of Cost Structure and Productivity in the Korea and Japan Railroad Industry (한국과 일본 철도산업의 비용구조와 생산성 분석)

  • Park, Jin-Gyeong;Kim, Seong-Su
    • Journal of Korean Society of Transportation
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    • v.24 no.2 s.88
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    • pp.65-78
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    • 2006
  • This paper investigates the cost structure ot the Korea and Japan railroad industry with respect to density, scale and scope economies as well as productivity growth rate using a generalized trans)og multiproduct cost function model. The paper then assumes that the Korea and Japan railway companies pi·educe three outputs (incumbent railway passenger-kilometers. Shinkansen passenger-kilometers, ton-kilometers of freight) using four input factors (labor, fuel, maintenance, rolling stock and capital). The specified cost function includes foul other independent variables: track lengths to reflect network effects, two dummies to reflect nation and ownership effects, and time trend as a proxy for technical change. The simultaneous equation system consisting of a cost function and three input share equations is estimated with the Zellner's iterative seemingly unrelated regression. The unbalanced panel data used in the paper, a total of 154 observations. are collected from the annual records of the Korea National Railroad (KNR) for the yews $1977{\sim}2003$, Japan National Railways (JNR) for the years $1977{\sim}1984$. seven Japan Railways (JR's) for the years $1987{\sim}2003$. The findings show that the Korean and Japanese railways exhibit product-specific and overall economies of density but product-specific diseconomies of scale with respect to incumbent railway passenger-kilometers, Shinkansen-kilometers and ton-kilometers. However, the railways experience mild overall economies of scale which result from economies of scope associated with the joint production of incumbent railway/Shinkansen and feight, freight/incumbent railway and Shinkansen except Shinkansen/incumbent railway and freight. In addition, the economies of density and scale in the KNR, JR east, JR central, and JR west companies at the point of the years $1990{\sim}2003$ average is generally analogous to the above results at the point of sample average. There also appear to be economies of ssope associated with the joint Production of the incumbent railway and Shinkansen in JR central but diseconomies of scope in JR East and JR West. The findings also indicate that the productivity growth rate of the privately-owned JR's is larger than that of the government-owned KNR.

The Ways to Improve Competitiveness and Performance for Salesmen of Small and Medium IT Company: Focusing on Organizational Citizenship Behavior and Corporate Performance (중소 IT기업 영업사원의 경쟁력 강화를 위한 성과 창출 제고 방안: 조직시민행동 및 경영성과 제고 방안을 중심으로)

  • Lee, Gyu-Don;Lee, Sang-Jin;Lee, Chul-Gyu
    • The Journal of Society for e-Business Studies
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    • v.21 no.3
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    • pp.101-128
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    • 2016
  • To improve competitiveness & performance for salesmen of small & medium IT company, this study aims not only to inspect how value orientation, leadership & justice make effects for Organizational Citizenship Behavior & Business Corporate Performance & but also to explore the role of adaptive selling practices as parameter. To support the study, the data collected from 314 employees in sales roles at more than 200 IT companies was processed via. regression analysis method. The research model of study lies at identification of 'the Effects of Value Orientation, Leadership, & Justice of/Posed by the Salesmen of a IT Company on Organizational Citizenship Behavior & Corporate Performance' based on the phenomena of unfair sales strategies rampantly being taken for short-term profits & survivals despite of the value of upholding business ethics to realize long-term, sustainable growth of a business of company. The hypotheses of this study are formulated as follows. First, value orientation, leadership, & justice shall have effects on organizational citizenship behavior & Corporate performance. Second, adaptive selling practices shall function as the parameters between the independent & dependent variables. The analysis results on the research, undertaken with verification of parametric effects, confirm the following: 1. Value orientation imposes positive (+) effects on adaptive selling practices which impose positive (+) impacts on organizational citizenship behavior & Corporate performance. 2. Adaptive selling practices function as a full parameter between value orientation & organizational citizenship behavior whilst functioning as a partial parameter between value orientation & Corporate performance. 3. Leadership imposes positive (+) effects on adaptive selling practices which impose positive (+) effects on organizational citizenship behavior & Corporate performance. 4. Adaptive selling practices function as a partial parameter between leadership & organizational citizenship behavior whilst functioning as a full parameter between leadership & Corporate performance. Therefore, this study is concluded that establishing & executing sales strategies in consideration of value orientation & fairness is of extreme importance for IT companies to realize & maintain their sustainable corporate management, & last but not least, it is necessary for IT companies to proactively introduce & provide educational systems for their salesmen thus to help them to uphold & sustain ethics & values of the business.