• Title/Summary/Keyword: sequential regression

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이중실물옵션을 활용한 단계별 기술투자 가치평가 (Valuation of Two-Stage Technology Investment Using Double Real Option)

  • 성웅현
    • 기술혁신학회지
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    • 제5권2호
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    • pp.141-151
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    • 2002
  • Many technology investment projects can be considered as set of sequential options. A compound real option can be used for evaluating sequential technology investment decisions under significant uncertainty and measuring its value. In this paper, the formula developed by Geske and Johnson(1984) and Buraschi and Dumas(2001) was applied to evaluate the technology investment with related double real option. Also double real option was com-pared with net present value method and multiple linear regression model was used to assess the partial effects of risk free rate and log-term volatility on its value.

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The Forward Sequential Procedure for the Identifying Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • 제16권4호
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    • pp.1053-1066
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    • 2005
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the use of the so-called scale ratio tests for testing the null hypothesis of no outliers. This test is based on the ratio of two residual scale estimates. We show the asymptotic distribution of the test statistics and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed. The new method is compared with classical procedure in the real data example. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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측정점 교환방식 미세입자 모니터링 시스템 고도화 (Advancement of Sequential Particle Monitoring System)

  • 안성준
    • 반도체디스플레이기술학회지
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    • 제21권1호
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    • pp.17-21
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    • 2022
  • In the case of the manufacturing industry that produces high-tech components such as semiconductors and large flat panel displays, the manufacturing space is made into a cleanroom to increase product yield and reliability, and various environmental factors have been managed to maintain the environment. Among them, airborne particle is a representative management item enough to be the standard for actual cleanroom grade, and a sequential particle monitoring system is usually used as one parts of the FMS (Fab or Facility monitoring system). However, this method has a problem in that the measurement efficiency decreases as the length of the sampling tube increases. In this study, in order to solve this problem, a multiple regression model was created. This model can correct the measurement error due to the decrease in efficiency by sampling tube length.

Are Sequential Decision-Making Processes of Tourists and Consumers the Same?

  • Jung, Oh-Hyun
    • 한국조리학회지
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    • 제23권6호
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    • pp.161-172
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    • 2017
  • The purposes of this study were to examine if a decision making by a tourist sequentially or hierarchically occurs in a tourism destination and to test determinants that have an effect on both a sequential and non-sequential decision making. An instrument for the study was developed with three steps. A total of 420 and 380 questionnaire were collected respectively for the first two round surveys. For the third step, a pilot test was conducted with 30 respondents. And the data analysis utilized SPSS 18.0. A logistic regression analysis with variables of tourism activity and demography was employed to investigate the factors that affect a sequence of decision-making process. As an important result, the higher the age of the tourist in a tourism destination, the more conspicuous the consumption expenditure is made through the sequential decision-making process. Additionally, it is unreasonable to apply the premises and assumptions in extant consumer behavior to tourist behavior. The process of decision making by tourists in tourism areas is driven by either non-sequential or non-hierarchical decision-making process. More discussion and implications were provided.

Tensile Properties Estimation Method Using Convolutional LSTM Model

  • Choi, Hyeon-Joon;Kang, Dong-Joong
    • 한국컴퓨터정보학회논문지
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    • 제23권11호
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    • pp.43-49
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    • 2018
  • In this paper, we propose a displacement measurement method based on deep learning using image data obtained from tensile tests of a material specimen. We focus on the fact that the sequential images during the tension are generated and the displacement of the specimen is represented in the image data. So, we designed sample generation model which makes sequential images of specimen. The behavior of generated images are similar to the real specimen images under tensile force. Using generated images, we trained and validated our model. In the deep neural network, sequential images are assigned to a multi-channel input to train the network. The multi-channel images are composed of sequential images obtained along the time domain. As a result, the neural network learns the temporal information as the images express the correlation with each other along the time domain. In order to verify the proposed method, we conducted experiments by comparing the deformation measuring performance of the neural network changing the displacement range of images.

The Identification Of Multiple Outliers

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • 제11권2호
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    • pp.201-215
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    • 2000
  • The classical method for regression analysis is the least squares method. However, if the data contain significant outliers, the least squares estimator can be broken down by outliers. To remedy this problem, the robust methods are important complement to the least squares method. Robust methods down weighs or completely ignore the outliers. This is not always best because the outliers can contain some very important information about the population. If they can be detected, the outliers can be further inspected and appropriate action can be taken based on the results. In this paper, I propose a sequential outlier test to identify outliers. It is based on the nonrobust estimate and the robust estimate of scatter of a robust regression residuals and is applied in forward procedure, removing the most extreme data at each step, until the test fails to detect outliers. Unlike other forward procedures, the present one is unaffected by swamping or masking effects because the statistics is based on the robust regression residuals. I show the asymptotic distribution of the test statistics and apply the test to several real data and simulated data for the test to be shown to perform fairly well.

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부패 압력이 다국적기업의 후속 투자에 미치는 영향: 베트남 시장을 중심으로 (The Impact of Corruption on MNE's Sequential Investment)

  • 강지훈
    • 아태비즈니스연구
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    • 제11권1호
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    • pp.77-91
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    • 2020
  • Purpose - The purpose of this study is to examines the effect of corruption pressure in host country on sequential investment. The study further investigates how the information acquisition capacity of MNEs and the political tie in the host country had a moderating effect on the relationship between corruption and sequential investment. Design/methodology/approach - Ordered logistic regression is hired to analyze 1,260 MNEs' sequential investment in Vietnam. Findings - The empirical results of this study demonstrate the more MNEs perceive the strong level of pressure to be corrupt in the local market, the less they are likely to invest. The information acquisition capacity of MNEs has been shown to mitigate the negative effects of corruption pressures on sequential investments, while the moderating effect of political tie in host country is partially supported. Research implications or Originality - This study identified that the corruption pressures of host countries negatively affect not only MNEs that are entering, but also the ones that have already entered host countries; the corruption discourages any sequential investment for existing MNEs. By suggesting two moderating variables, this study will provide managerial implications for MNEs and managers who face corruption pressure in host countries.

Clustering Observations for Detecting Multiple Outliers in Regression Models

  • Seo, Han-Son;Yoon, Min
    • 응용통계연구
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    • 제25권3호
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    • pp.503-512
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    • 2012
  • Detecting outliers in a linear regression model eventually fails when similar observations are classified differently in a sequential process. In such circumstances, identifying clusters and applying certain methods to the clustered data can prevent a failure to detect outliers and is computationally efficient due to the reduction of data. In this paper, we suggest to implement a clustering procedure for this purpose and provide examples that illustrate the suggested procedure applied to the Hadi-Simonoff (1993) method, reverse Hadi-Simonoff method, and Gentleman-Wilk (1975) method.

The Scale Ratio Testing of Multiple Outliers in Linear Regression

  • Park, Jin-Pyo
    • Journal of the Korean Data and Information Science Society
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    • 제14권3호
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    • pp.673-685
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    • 2003
  • In this paper we consider the problem of identifying and testing outliers in linear regression. First we consider the problem for testing the null hypothesis of no outliers. A test based on the ratio of two residual scale estimates is proposed. We show the asymptotic distribution of the test statistics by Monte Carlo simulation and investigate its properties. Next we consider the problem of identifying the outliers. A forward sequential procedure using the suggested test is proposed and shown to perform fairly well. Unlike other forward procedures, the present one is unaffected by masking and swamping effects because the test statistic is based on robust scale estimate.

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온주밀감에서 률응애의 공간분포분석 및 표본추출법 (Dispersion Indices and Sequential Sampling Plan for the Citrus Red Mite, Panonychus citri (McGregor) (Acari: Tetranychidae) on Satsuma Mandarin on Jeju Island)

  • 송정흡;이창훈;강상훈;김동환;강시용;류기중
    • 한국응용곤충학회지
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    • 제40권2호
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    • pp.105-109
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    • 2001
  • 귤응애의 예찰방법을 개발하기 위하여 제주지역의 온주밀감원에서 귤응애 분산형태에 대해 2개년(1999~2000년)에 걸쳐 잎 표본에 대하여 각 조사일에 평균밀도를 조사하였다. Taylor's power law와 Iwao's patchiness regression을 이용하여 분산지수를 비교하였으며, 잎 표본 조사에서는 일반적으로 Taylor's power law가 Iwao's patchiness regression보다 평균-분산 관계를 더 잘 나타내었다. Taylor's power law의 기울기와 절편은 조사한 포장 간에 차이가 없었으며, 여기에서 얻어진 상수값을 이용하여 잎 표본 조사에 의한 귤응애 약 .성충에 대한 고정정확도수준에서의 표본조사법을 개발하였다. 이 조사법에 대해 resampling 기법을 이용하여 독립된 4개의 조사자료를 이용하여 분석한 결과 실질 고정정확도(D)값이 요구되는 D값보다 항상 낮았으며, 나무당 귤응애 밀도가 8마리 이상에서 필요한 조사 나무수는 18주보다 작았다.

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