• Title/Summary/Keyword: 결합회귀분석

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Long-Term Oil Prices Forecasting System (중장기 유가예측 시스템)

  • 김은경;이원형;배진희;김상환
    • Proceedings of the Korean Information Science Society Conference
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    • 2000.04b
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    • pp.283-285
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    • 2000
  • 본 논문에서는 계량경제학적인 유가예측 모형과 전문가시스템을 결합한 중장기 유가예측 시스템을 설계 및 구현하였다. 즉, 계량 데이터를 기초로 유가예측 모형을 구성하고, 산유국 동향과 OPEC 정책 등과 같은 비계량적인 요인에 대한 실무자의 경험적인 지식은 지식베이스로 구축함으로써, 유가예측과 관련된 다양한 요인들을 폭넓게 고려할 수 있는 통합된 시스템을 개발하였다. 유가예측 모형으로는 수급과 대표 유종의 유가예측을 위한 동태적 선형연립 모형과 유종간 가격차를 예측하기 위한 Fully Modified 공적분 회귀분석 모형을 구성하였으며, 유가예측 모형에서 반영하기 어려운 산유국 동향, OPEC 정책, 선물시장 동향 등은 실무자의 경험적인 지식을 바탕으로 시스템 예측변수로 설정하여 유가예측에 반영되도록 지식베이스를 구축하였다. 또한, 본 시스템은 유가예측 이외에 석유 수급을 전망하고, 유가 및 수급과 관련된 관련 다양한 정보를 제공하고 관리하는 기능을 제공한다.

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A Prediction Method Combining Clustering Method and Stepwise Regression (군집분석 기법과 단계별 회귀모델을 결합한 예측 방법)

  • Chong Il-gyo;Jun Chi-Hyuck
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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    • pp.949-952
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    • 2002
  • A regression model is used in predicting the response variable given predictor variables However, in case of large number of predictor variables, a regression model has some problems such as multicollinearity, interpretation of the functional relationship between the response and predictors and prediction accuracy. A clustering method and stepwise regression could be used to reduce the amount of data by grouping predictors having similar properties and by selecting the subset of predictors. respectively. This paper proposes a prediction method combining clustering method and stepwise regression. The proposed method fits a global model and local models and predicts responses given new observations by using both models. The paper also compares the performance of proposed method with stepwise regression via a real data of ample obtained in a steel process.

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Implementation of Intelligent Expert System for Color Matching (칼라 매칭을 위한 지능형 전문 시스템의 구현)

  • Jang, Kyung-Won;Lee, Jong-Seok;Ahn, Tae-Chon;Yoon, Yang-Woong
    • Proceedings of the KIEE Conference
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    • 2001.07d
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    • pp.2768-2770
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    • 2001
  • 본 논문은 지능형 알고리즘과 이미지 프로세싱 방법을 결합한 새로운 방법으로 칼라 매칭 시스템에 구현한다. 칼라 매칭 시스템은 이미지 프로세싱을 이용하여 칼라의 RGB 데이터를 분석한 후 얻어진 색상정보를 가지고 사용자가 원하는 칼라는 구현하는 시스템이다. 칼라 매칭 시스템의 모델링에 이용되는 지능형 모델은 퍼지 추론과 적응 퍼지 추론 시스템(Adaptive Neuro-Fuzzy Inference System: ANFIS)이며, 최소 자승법을 기반으로 한 회귀 다항식과 비교하여 제안된 지능형 모델에 대한 성능과 실용성을 검증한 후 델파이를 이용하여 구현하였다.

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The Relationship between Corporate Ownership Structure and Corporate Value : Evidency from Panel Data (기업소유구조(企業所有構造)와 기업가치(企業價値)와의 관계(關係) - 패널자료(資料)로 부터 근거(根據) -)

  • Lee, Hae-Young;Lee, Jae-Choon
    • The Korean Journal of Financial Management
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    • v.16 no.2
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    • pp.91-118
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    • 1999
  • 본(本) 연구(硏究)는 기업(企業)의 소유구조(所有構造)와 기업가치(企業價値) 사이의 관계를 분석하여 횡단면(橫斷面) 요인(要因)과 시계열(時系列) 요인(要因)을 결합하는 이론적(理論的) 모형(模型)을 제시하며, 또한 제시된 모형(模型)을 한국증권시장(韓國證券市場)의 자료(資料)를 이용하여 실증적(實證的)으로 분석하여 절충가설이 우리나라 기업에 적용될 수 있는지를 검토하였다. 본(本) 연구(硏究)에서는 기업가치(企業價値)를 나타내는 대용변수(代用變數)로 시장가치 대 장부가치비율을, 독립변수(獨立變數)로는 대주주 1인 지분율을 그리고 통제변수(統制變數)로는 광고비 정도, 기업규모, 재무레버리지, 30대 재벌 비재벌의 가변수(假變數)를 사용하였다. 실증분석 결과 본(本) 연구(硏究)에서 제시된 모형이 상당한 의미를 가지나, 모형(模型)의 설명력(說明力)은 비교적 낮아 본(本) 연구(硏究)에서 제시된 설명변수(說明變數)들이 자본구조(資本構造)의 변동(變動)을 8%정도 설명하고 있다. 또한 본(本) 연구(硏究)에서 제시된 독립변수 대주주 1인의 지분율과 이를 제곱한 것은 통계적으로 의미가 있는 변수가 되고 있다. 이는 대주주 1인의 지분율과 기업가치(企業價値) 사이에는 곡선관계(曲線關係)가 존재한다는 절충가설(折衷假說)을 지지하는 강력한 증거이다. 그리고 본(本) 연구(硏究)에서 제시된 통제변수(統制變數)인 광고비 정도, 기업규모, 재무레버리지 그리고 30대 재벌 비재벌 가변수(假變數) 등은 기업가치(機業價値)를 결정하는 통계적인 의미를 갖는 변수로 밝혀졌으며 회귀계수(回歸係數)의 부호도 기대하였던 바와 일치하고 있다.

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Optimization of Shape Descriptor for Comparability Assessment of Protein Structure (지역적/전역적 형태기술자 최적화를 통한 단백질 구조 동등성 평가)

  • Suh, Jung-Keun;Chun, Sung-Hwan;Choi, Yoo-Joo
    • Proceedings of the Korea Information Processing Society Conference
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    • 2019.05a
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    • pp.631-634
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    • 2019
  • 단백질의 구조적 동등성을 평가를 위한 형태 기반의 기술자에 대한 연구는 제한적으로 이루어지고 있으며 대부분 지역적 특성 값으로 표현된 지역적 접근 방법이 다수를 이루고 있다. 지역적 특성과 전역적 특성을 포함하는 형태기술자의 경우 각 특성들이 동등한 중요도로 결합되어 있다. 본 연구에서는 선형 회귀분석을 적용하여 각 특성에 대한 중요도를 최적화하여 형태기술자를 재정의 하였다. 최적화된 형태기술자를 단백질의약품인 인슐린 모델에 적용하여 구조적 동등성을 평가할 수 있는 방법론을 제시하였다. 최적화된 형태기술자는 동일한 그룹에 속한 인간 인슐린 단백질 모델과 지역적으로 다른 구조를 가지는 인슐린 아날로그 그룹을 명확히 구분할 수 있음을 확인하였고 이러한 성능은 이전 연구의 형태기술자와 3D 저니크 기술자보다 더 좋은 성능을 보였다. 또한 제안한 방법은 고해상도 단백질 3차 구조 정보를 활용하여 유사성을 판별한 RMSD 방법과 유사하게 서로 다른 표면 구조를 가지는 단백질을 구별할 수 있음을 확인하였다. 이러한 결과로부터 본 연구에서 제시하는 형태기술자 및 최적화된 동등성 평가 함수는 SAXS 분석과 같이 저해상도 단백질 표면 모델을 확보할 수 있는 분석에 적용하여 단백질의 구조적 동등성을 판별할 수 있는 기반을 제공할 수 있을 것으로 판단된다.

Relation Between Shrinkage and Humidity on Lightweight Concrete and Normal Concrete by Water-Cement Ratio (물-시멘트비에 따른 경량콘크리트 및 일반콘크리트의 수축과 습도와의 관계)

  • Lee, Chang Soo;Park, Jong Hyok;Jung, Bong Jo;Choi, Young Jun
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.4A
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    • pp.385-393
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    • 2009
  • This study grasped the relationship between relative humidity in concrete and concrete shrinkage followed by pre-absorbed water of porous lightweight aggregates through measurements of concrete shrinkage and humidity and comparisons with established research results. It was showed that shrinkage reduction effect of lightweight concrete is 36% at 7 days early ages and 25% at 180 days long-term ages when water-binder ratio is 0.3. It also showed that shrinkage reduction effect is 19% at 7 days and 16% at 180 days when water-binder ratio is 0.4 and 37%, 32% when water-binder ratio is 0.5. The moisture supply effect of lightweight aggregates was remarkable at early age within 7~10 days irrespective of water-binder ratio. In case of waterbinder ratio is 0.3, the relationship between shrinkage and internal humidity of concrete has been underestimated regardless of applied existing model type and in case of water-binder ratio is 0.4, 0.5, measurement values are relatively similar with existing model equations. Finally this study did regression analyses about the relation among the humidity change and the shrinkage strain as a high-degree polynomial and derived parameters that can connect moisture movement analysis with differential shrinkage analysis in case of considering relative humidity at the time by moisture movement analysis of concrete.

A study on the relationship between child/family cash benefits and fertility rate: Focusing on child/family allowance (OECD 국가의 아동가족 현금지원정책과 출산율간의 관계 -아동수당을 중심으로-)

  • Choi, Young;Kim, Seul Ki
    • Journal of the Korean Society of Child Welfare
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    • no.60
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    • pp.59-86
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    • 2017
  • The purpose of this study was to examine the effects of child/family allowance on total fertility rate by period. For this purpose, it formed pooled-time series data from 1980 to 2015 targeting 19 OECD countries that adopted the child allowance policies, and made a close inquiry into a variable-based relationship through the pooled-time series cross-section analysis. The results were as follows. The child allowance appeared to have a significant impact on fertility rate even after controlling for other variables. Such impact was shown to be more noticeable in countries that introduced a fertility encouragement mechanism within its child allowance program. Based on the results, this study suggested the necessity of stepping up a benefit for multi-child families by additionally adopting a fertility encouragement mechanism within the child allowance program, in order for the child allowance program in Korea to function as well as the fertility rate promotion down the road.

Estimation of Compressive Strength for Cemented River Sand (고결된 하상모래의 압축강도 추정)

  • Jeong, Woo-Seob;Yoon, Gil-Lim;Kim, Byung-Tak
    • Journal of the Korean Geotechnical Society
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    • v.24 no.4
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    • pp.67-78
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    • 2008
  • In this study, artificial cemented sand made of a few portland cement and Nak-Dong river sand was researched closely to investigate cementing effect quantitatively through unconfined tests and triaxial tests. The peak strength and elastic modulus increased and dilation of cemented sand was restricted by the cementation, but after breakage of the cementation, dilation and negative excess pore water pressure increased. In stress-strain curve, strain-softening behavior appeared in drained condition but strain-hardening behavior was appeared in undrained condition as a result of the increase of effective stress. The test was quantitatively analyzed by multiple regression models, correlating each response variable with input variable. The equations are valid only over the range investigated. Its adjusted coefficient of determination was $0.81{\sim}0.91$, and dry density is important factor for estimating strength of cemented sand.

The Prediction of Currency Crises through Artificial Neural Network (인공신경망을 이용한 경제 위기 예측)

  • Lee, Hyoung Yong;Park, Jung Min
    • Journal of Intelligence and Information Systems
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    • v.22 no.4
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    • pp.19-43
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    • 2016
  • This study examines the causes of the Asian exchange rate crisis and compares it to the European Monetary System crisis. In 1997, emerging countries in Asia experienced financial crises. Previously in 1992, currencies in the European Monetary System had undergone the same experience. This was followed by Mexico in 1994. The objective of this paper lies in the generation of useful insights from these crises. This research presents a comparison of South Korea, United Kingdom and Mexico, and then compares three different models for prediction. Previous studies of economic crisis focused largely on the manual construction of causal models using linear techniques. However, the weakness of such models stems from the prevalence of nonlinear factors in reality. This paper uses a structural equation model to analyze the causes, followed by a neural network model to circumvent the linear model's weaknesses. The models are examined in the context of predicting exchange rates In this paper, data were quarterly ones, and Consumer Price Index, Gross Domestic Product, Interest Rate, Stock Index, Current Account, Foreign Reserves were independent variables for the prediction. However, time periods of each country's data are different. Lisrel is an emerging method and as such requires a fresh approach to financial crisis prediction model design, along with the flexibility to accommodate unexpected change. This paper indicates the neural network model has the greater prediction performance in Korea, Mexico, and United Kingdom. However, in Korea, the multiple regression shows the better performance. In Mexico, the multiple regression is almost indifferent to the Lisrel. Although Lisrel doesn't show the significant performance, the refined model is expected to show the better result. The structural model in this paper should contain the psychological factor and other invisible areas in the future work. The reason of the low hit ratio is that the alternative model in this paper uses only the financial market data. Thus, we cannot consider the other important part. Korea's hit ratio is lower than that of United Kingdom. So, there must be the other construct that affects the financial market. So does Mexico. However, the United Kingdom's financial market is more influenced and explained by the financial factors than Korea and Mexico.

Comparative Study on The Macro Causes of Single-Mother Households Poverty And Implications on Korea - Focusing on OECD 19 Countries Including Korea(1980-2012) - (독신모가구 빈곤의 거시적 결정요인 국제비교 - 한국을 포함한 OECD 19개국을 대상으로(1981-2012) -)

  • Sim, Sang Yong
    • Korean Journal of Social Welfare
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    • v.68 no.3
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    • pp.51-71
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    • 2016
  • The purpose of this study is to clarify macro causes influencing on the diversity of single-mother households poverty among OECD Countries including Korea. This study carried out pooled time series cross-section analysis applying unbalanced panel design on the period from 1981 to 2012. There is marked diversity on single-mother households poverty. GDP per capita does not contributes to reduce poverty, and female employment rate and % population 0-14 exacerbate poverty. Several factors contribute on poverty reduction including social spending, child cash spending, union density, employment protection on regular workers, proportional representation system, cumulative left cabinet, cumulative women seat. In Korea, it needs to overcome the limit of anti-poverty strategy mainly based on economic growth and labor market flexibility. And it needs to enlarge universal welfare institutions, child benefits, work-family reconciliation policy, and to design adjusted labor market institutions including union density and employment protection, to introduce consensus political model including proportional representation system to enhance left power and women's representation.

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