• Title/Summary/Keyword: time series regression analysis

검색결과 311건 처리시간 0.023초

회귀분석에 의한 도시홍수 예보시스템의 개발 (Development of Urban Flood Warning System Using Regression Analysis)

  • 이범희
    • 대한토목학회논문집
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    • 제30권4B호
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    • pp.347-359
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    • 2010
  • 실시간 홍수예측시스템의 구성에서 장래 강우 양상(지속기간, 강우강도 등)에 대한 가정으로 인하여 홍수예측의 신뢰성을 높이기 어려웠다는 점을 해결하기 위하여 현재까지의 강우, 현재수위 및 상류지역의 수위를 기반으로 홍수를 예측할 수 있는 간단한 웹기반모형을 구성하였다. 대상유역인 대전광역시의 도심하천 구간에서 각 수위 및 강우관측소들 간의 자료들을 활용하고, 현재까지의 관측 자료들을 이용하여 최대 2시간 후의 수위변화를 예측할 수 있는 회귀분석 모형을 구성하였다. 자료의 전송은 MS-Excel 2007을 기반으로 하여 금강홍수통제소와 국가수자원관리 종합정보홈페이지의 강우 및 수위자료를 실시간으로 읽어오는 방식으로 자료를 연결하였다. 각각의 선행시간에 대하여 예측한 결과 실제 실측치를 예측하는 과정에서 표준편차가 최대 5 cm, 평균 표준편차가 1~4 cm에 머무르고 있는 점 및 수정 결정계수의 값이 대부분 0.95 이상을 나타내는 점 등을 살펴보면 전체적으로 예보모형이 안정적으로 운영이 되고 있음을 알 수 있었다. 다만 본 회귀모형의 특성이 유역반응의 정상성을 가정하여 구성된 것을 감안한다면 어느 정도 기간까지 정상성을 유지할 수 있는가의 문제 및 시계열분석 기법의 적용은 추후 연구가 더욱 필요할 것으로 보인다.

Effect of National Implementation of Telephone CPR Program to Improve Outcomes from Out-of-Hospital Cardiac Arrest: an Interrupted Time-Series Analysis

  • Lee, Yu Jin;Hwang, Seung-sik;Shin, Sang Do;Lee, Seung Chul;Song, Kyoung Jun
    • Journal of Korean Medical Science
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    • 제33권51호
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    • pp.328.1-328.12
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    • 2018
  • Background: In cardiac arrest, the survival rate increases with the provision of bystander cardiopulmonary resuscitation (CPR), of which the initial response and treatment are critical. Telephone CPR is among the effective methods that might increase the provision of bystander CPR. This study aimed to describe and examine the improvement of neurological outcomes in individuals with out-of-hospital acute cardiac arrest by implementing the nationwide, standardized telephone CPR program. Methods: Data from the emergency medical service-based cardiac arrest registry that were collected between 2009 and 2014 were used. The effectiveness of the intervention in the interrupted time-series study was determined via a segmented regression analysis, which showed the risk ratio and risk difference in good neurological outcomes before and after the intervention. Results: Of 164,221 patients, 148,403 were analyzed. However, patients with unknown sex and limited data on treatment outcomes were excluded. Approximately 64.3% patients were men, with an average age of 63.7 years. The number of bystander CPR increased by 3.3 times (95% confidence interval [CI], 3.1-3.5) after the intervention, whereas the rate of good neurological outcomes increased by 2.6 times (95% CI, 2.3-2.9 [1.6%]; 1.4-1.7). The excess number was identified based on the differences between the observed and predicted trends. In total, 2,127 cases of out-of-hospital cardiac arrest (OHCA) after the intervention period received additional bystander CPR, and 339 cases of OHCA had good neurological outcomes. Conclusion: The nationwide implementation of the standardized telephone CPR program increased the number of bystander CPR and improved good neurological outcomes.

노인장기요양보험 서비스 이용에 따른 의료이용 및 의료비 지출 양상의 변화 (The Impact of Long-term Care Insurance on Medical Utilization and Medical Cost in South Korea)

  • 강희진;장수현;장선미
    • 보건행정학회지
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    • 제32권4호
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    • pp.389-399
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    • 2022
  • Background: This study aimed to analyze changes in medical utilization and cost before and after long-term care (LTC) implementation. Methods: We used the National Health Information Database from National Health Insurance Service. The participants were selected who had a new LTC grade (grade 1-5) for 2015. Medical utilization was analyzed before and after LTC implementation. Segmented regression analysis of interrupted time series was conducted to evaluate the overall effect of the LTC implementation on medical costs. Results: The total number of participants was 41,726. A major reason for hospitalization in grade 1 was cerebrovascular diseases, and dementia was the top priority in grade 5. The proportion of hospitalization in grade 1 increased sharply before LTC implementation and then decreased. In grade 5, it increased before LTC implementation, but there was no significant difference after LTC implementation. As for medical cost, in grades 1 to 4, the total cost increased sharply before the LTC implementation, but thereafter, changes in level and trend tended to decrease statistically, and for grade 5, immediately after LTC implementation, the level change was decreasing, but thereafter, the trend change was increasing. Conclusion: Long-term care grades showed different medical utilization and cost changes. Long-term care beneficiaries would improve their quality of life by adequately resolving their medical needs by their grades.

이동전화 이용자의 번호이동에 영향을 미치는 요인에 대한 실증분석 (Factors Affecting Subscribers' Switching between Providers within Mobile Number Portability System)

  • 김호;박윤서;전덕빈;양유
    • 경영과학
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    • 제25권2호
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    • pp.57-71
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    • 2008
  • We study factors that affect consumers' switching behaviors among service providers in Korean mobile telecommunications service market. For empirical analysis, quarterly time series data from the first quarter of 2004 through the second quarter of 2007 were used. We chose the number of switchers to each mobile service provider in each quarter as dependent variables. Independent variables include acquisition costs per subscriber, which play the role of subsidy to mobile handset, switching costs, time trend, structural change effect, and waiting demand effects. Through the empirical analysis, we found that each provider's churn-in customers are affected by different factors. Specifically, the number of churn-in customers into SK Telecom is explained mainly by SK Telecom's customer acquisition costs and waiting demand from KTF, while the number of customers switching into KTF is better explained by switching costs from the previous service provider and waiting demand from SK Telecom. Those who chose LG Telecom as their new provider, on the other hand, were mainly attracted by LG Telecom's high subscriber acquisition cost.

패널 데이터모형을 이용한 지역별 취업자 수 결정요인 추정에 관한 연구 (Estimating the Determinants for employment number by areas : A Panel Data Model Approach)

  • 이현주;김희철
    • 디지털산업정보학회논문지
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    • 제6권4호
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    • pp.297-305
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    • 2010
  • Employment number by areas is composed of various factors for groups and time series. In this paper, we use the panel data for finding various variables and using this, we analyzed the factors that is major influence to employment number by areas. For analysis we looked at employment number by areas, the region for analysis consist of seven groups, that is, the metropolitan city(such as Busan, Daegu, Incheon, Gwangiu, Daejeon, Ulsan.) and Seoul. Analyzing period be formed over a 63 time points(2005.01.- 2010.03). We examined the data in relation to the employment number by occupational job, unemployment rate, monthly household income, preceding business composite index, consumer price index, composite stock price index. In looking at the factors which determine employment number by areas job, evidence was produced supporting the hypothesis that there is a significant negative relationship between unemployment rate and monthly household income the consumer price index. The consumer price index and composite stock price index are significant positive relationship, preceding business composite index is positive relationship, it are not significant variables in terms of employment number by areas job.

인경신경망을 이용한 한국프로야구 관중 수요 예측에 관한 연구 (A Study on Prediction of Attendance in Korean Baseball League Using Artificial Neural Network)

  • 박진욱;박상현
    • 정보처리학회논문지:소프트웨어 및 데이터공학
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    • 제6권12호
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    • pp.565-572
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    • 2017
  • 본 연구는 기존의 수요 예측 등의 시계열 연구에서 주로 사용되는 ARIMA 모형의 어려움을 극복하고자 인공신경망(Artificial neural network) 모형을 이용하여 한국 프로 야구 관중 수를 예측하였다. 훈련 자료로는 2015년 3월부터 9월까지의 일별 KBO 관중 수 자료를 대상으로 하였다. 전방향 신경망(Feedforward neural network)의 모형 훈련 과정에서, 그리드 탐색(Grid search)을 적용하여 최적의 초모수(Hyperparameter)를 찾고자 하였다. 그 결과, 그리드 탐색법의 최적 모형을 이용한 평균 절대 백분율 오차(MAPE)는 평균 20.9% 였다. 앙상블 기법을 이용한 모형의 MAPE는 평균 20.0%였다. 이는 다중회귀와 비교해보았을 때, 평균적으로 각각 26.3%, 30.3% 높은 예측력을 보인다.

Optimal Inflation Threshold and Economic Growth: Ordinal Regression Model Analysis

  • DINH, Doan Van
    • The Journal of Asian Finance, Economics and Business
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    • 제7권5호
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    • pp.91-102
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    • 2020
  • The study investigates the relationship between the inflation rate and economic growth to find out the optimal inflation threshold for economic growth. Therefore, this study applied an ordinary least square model (OLS) and the ordinal regression model, and collected the time-series data from 1996 to 2017 to test the relationship between inflation and economic growth in the short-term and long-term. The sample fits the model and is statistically significant. The study showed that 96.6% of correlation between inflation rate and economic growth are close and 4.5% of optimal inflation threshold is appropriate for economic growth. It finds that the optimal inflation threshold is base to perform economic growth, besides the inflation rate is positively related to economic growth. The results support the monetary policy appropriately. This study identifies issues for Government to consider: have a comprehensive solution among macroeconomic policies, monetary policy, fiscal policy and other policies to control and maintain the inflation and stimulate growth; have appropriate policies to regulate inflation to stimulate economic growth over the long term; set a priority goal for sustainable economic growth; not pursue economic growth by maintaining the inflation rate in the long term, but take appropriate measures to stabilize the inflation at the optimal inflation threshold.

Dividend Policy and Companies' Financial Performance

  • KANAKRIYAH, Raed
    • The Journal of Asian Finance, Economics and Business
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    • 제7권10호
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    • pp.531-541
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    • 2020
  • This study aims to determine the nature of the association between dividend policy and a corporation's financial performance in emerging countries, as well as the main variables that may have an effect on financial performance. The study included 92 industrial and service sector companies listed on the Amman Stock Exchange (ASE) during the period from 2015 to 2019. The study used Panel Data Analysis and cross-sectional time-series data and simple and multiple linear regression models. A multiple regression model was also developed in order to test whether guess factors may have a possible impact on financial performance (such as Dividend Yield, Dividend Pay-out Ratio, Firm Size, Leverage Ratio, Current Ratio). The data was collected from the annual reports and information that was available on the ASE website covering the period from 2015 to 2019. The results detect a strong relation between DY, DPR, and FSIZE variables that explain firm performance. Also leverage ratio is negatively and significantly associated with ROA and AOE. Moreover, no relations were detected between current ratio and financial performance. The study's conclusion is that dividend policy explains a lot of a company's financial performance, meaning that the dividend policy has a statistically significant impact on company financial performance.

Effects of Technology and Innovation Management and Total Factor Productivity on the Economic Growth of China

  • LEE, Jung Wan;XUAN, Ye
    • The Journal of Asian Finance, Economics and Business
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    • 제6권2호
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    • pp.63-73
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    • 2019
  • The paper aims to investigate relationships between technology and innovation management, total factor productivity and economic growth in China. By comparing the trends in total factor productivity growth of industrialized economies (i.e. OECD), this study intends to showcase the importance of total factor productivity progress in the Chinese economy. The study employs time series data of an annual basis for the period from 1977 to 2016 retrieved from the World Development Indicator. The study employs unit root test, cointegration test, fully modified least squares estimation method, canonical cointegrating regression and dynamic least squares estimation method to test the hypotheses. The results of the cointegrating regression analysis show that manufacturing growth leads to an increase of total factor productivity in the short-run in China. The findings of the study suggest that manufacturing (i.e. technology and product innovation) is positively related to the increase of total factor productivity in the short-run and total output growth in the long-run. The findings suggest that promoting technology and innovation management and supporting R&D subsidies may reduce the marginal cost of conducting R&D and increase the rate of technology and innovation management and R&D activity and therefore, the total factor productivity growth rate.

Analysis of Indonesian Rubber Export Supply for 1995-2015

  • MULYANI, Mulyani;KUSNANDAR, Kusnandar;ANTRIYANDARTI, Ernoiz
    • The Journal of Asian Finance, Economics and Business
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    • 제8권1호
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    • pp.93-102
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    • 2021
  • This study aims is to determine the factors that influence Indonesian rubber export supply based on the export destination countries. Indonesian rubber export supply is thought to be influenced by the variables like the volume of Indonesia rubber exports, the price of Indonesian natural rubber, the volume of domestic rubber production, the export volume of the previous period, the rupiah exchange rate against US$, the interest rate and real Gross Domestic Product (GDP). The data used is the annual time series from 1995-2015 based on export countries encompassing the United States, China, and Japan. Multiple linear regression with the Ordinary Least Square (OLS) method is applied to analyse the data. The results showed that the volume of Indonesian rubber exports to China is not influenced by domestic natural rubber prices and the Rupiah exchange rate against the Chinese Yuan. The volume of Indonesian rubber exports to Japan is influenced by the volume of domestic rubber production. The volume of Indonesian rubber exports to the three destination countries is influenced by the volume of domestic rubber production, interest rate, and real GDP.