• Title/Summary/Keyword: 다항회귀

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Development of a Short-term Rainfall Forecast Model Using Sequential CAPPI Data (연속 CAPPI 자료를 이용한 단기강우예측모형 개발)

  • Kim, Gwangseob;Kim, Jong Pil
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.29 no.6B
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    • pp.543-550
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    • 2009
  • The traditional simple extrapolation type short term quantitative rainfall forecast can not realize the evolution of rainfall generating weather system. To overcome the drawback of the linear extrapolation type rainfall forecasting model, the history of a weather system from sequential weather radar information and a polynomial regression technique were used to generate forecast fileds of x-directional, y-directional velocities and radar reflectivity which considered the nonlinear behavior related to the evolution of weather systems. Results demonstrated that test statistics of forecasts using the developed model is better than that of 2-CAPPI forecast. However there is still a large room to improve the forecast of spatial and temporal evolution of local storms since the model is not based on a fully physical approach but a statistical approach.

A Study for the Development of Motion Picture Box-office Prediction Model (영화 흥행 결정 요인과 흥행 성과 예측 연구)

  • Kim, Yon-Hyong;Hong, Jeong-Han
    • Communications for Statistical Applications and Methods
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    • v.18 no.6
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    • pp.859-869
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    • 2011
  • Interest has increased in academic research regarding key factors that drive box-office success as well as the ability to predict the box-office success of a movie from a commercial perspective. This study analyzed the relationship between key success factors of a movie and box office records based on movies released in 2010 in Korea. At the pre-production investment decision-making stage, the movie genre, motion picture rating, director power, and actor power were statistically significant. At the stage of distribution decision-making process after movie production, among other factors, the influence of star actors, number of screens, power of distributors, and social media turned out to be statistically significant. We verified movie success factors through the application of a Multinomial Logit Model that used the concept of choice probabilities. The Multinomial Logit Model resulted in a higher level of accuracy in predicting box-office success compared to the Artificial Neural Network and Discriminant Analysis.

Testing of a discontinuity point in the log-variance function based on likelihood (가능도함수를 이용한 로그분산함수의 불연속점 검정)

  • Huh, Jib
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.1
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    • pp.1-9
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    • 2009
  • Let us consider that the variance function in regression model has a discontinuity/change point at unknown location. Yu and Jones (2004) proposed the local polynomial fit to estimate the log-variance function which break the positivity of the variance. Using the local polynomial fit, Huh (2008) estimate the discontinuity point of the log-variance function. We propose a test for the existence of a discontinuity point in the log-variance function with the estimated jump size in Huh (2008). The proposed method is based on the asymptotic distribution of the estimated jump size. Numerical works demonstrate the performance of the method.

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Velocity Considered Sectional Porosity Equivalent Model (VSPE) of Filters for CFD Analysis of Breakaway Devices (수소 브레이크어웨이 디바이스 유동해석을 위한 필터의 구간별 다공성 등가 모델 제시)

  • Son, Seong-Jae;An, Su-Jin;Song, Tae-Hoon;Joe, Choong-Hee;Park, Sang-Hu
    • Journal of the Korean Society of Manufacturing Process Engineers
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    • v.18 no.8
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    • pp.82-90
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    • 2019
  • We propose an equivalent model of a sintered metal mesh filter calculated by Ergun's equation and polynomial regression for the CFD analysis of breakaway devices at a hydrogen fueling station. CFD analysis of filters that cause high pressure loss is essential because breakaway devices in high-pressure hydrogen conditions require low pressure loss. A differential pressure experiment with a filter was performed in a low-pressure air condition considering similarities. An equivalent model was developed by deriving the resistance value by the polynomial regression using the experimental results. The results of CFD analysis using the equivalent model show that there was almost no error in the operating condition of the breakaway device compared to the experimental results. Through this work, we believe that the proposed equivalent model of a filter can be applied to the analysis of breakaway devices in hydrogen fueling stations. We will study how to optimize the shape and position of the filter in breakaway devices using the developed equivalent model.

Latent Profile Analysis Method Application in the Job Satisfaction Types and Predictive Factors of Social Welfare Institution Workers (잠재프로파일 분석방법 적용을 통한 사회복지시설 종사자의 직무만족도 유형과 예측요인)

  • Hyoung-Ha Lee
    • Proceedings of the Korean Society of Computer Information Conference
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    • 2023.01a
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    • pp.177-179
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    • 2023
  • 본 연구에서는 사회복지시설 종사사의 직무만족도 유형을 살펴보고 유형별 예측변인과의 영향관계를 검증하였다. 이러한 연구목적을 검증하기 위해 보건복지부의 '사회복지시설 실태조사'(2014년) 데이터에서 직무만족도 변인에 모두 응답한 11,660명을 최종 분석하였다. 잠재프로파일 분석결과, 사회복지사의 직무만족도 유형은 4집단으로 나타나 '최상 직무만족도집단', '중상 직무만족도집단', '중간 직무만족도집단', '최하 직무만족도집단'으로 명명하였다. 다항로지스틱 분석결과, CLASS4(최상 직무만족도집단)를 준거집단으로 하여 CLASS1(최하 직무만족도집단)과 비교해 노동강도대비 보수수준 평가, 타직종대비 보수수준 평가, 시설안전도, 인권보장도를 높게 인식할수록 CLASS4(최상 직무만족도집단)에 속할 확률이 높아지는 것으로 나타났다. 다만, 이직의사는 낮을수록 CLASS4(최상 직무만족도집단)에 속할 확률이 높아지는 것으로 나타났다. CLASS4를 준거집단으로 하여 CLASS2집단, CLASS3집단도 비교분석 하였다.

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Flood Risk Forecasting using Logistic Regression for the Han River Basin (로지스틱 회귀분석을 활용한 한강권역 홍수위험 예보기법 개발)

  • Lee, Seon Mi;Choi, Youngje;Yi, Jaeeung
    • Proceedings of the Korea Water Resources Association Conference
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    • 2021.06a
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    • pp.354-354
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    • 2021
  • 2020년은 장마기간이 49일간 지속됨에 따라 침수, 산사태 등 많은 홍수피해가 발생하였다. 특히 서울에서는 한강 본류의 수위가 급격하게 증가함에 따라 둔치 및 도로 침수 피해가 발생하였다. 이처럼 하천의 수위증가로 인한 홍수피해에 대응하기 위해 홍수통제소 및 기초지자체에서는 홍수특보를 발령한다. 이 홍수특보는 수위관측소 지점별 계획홍수량의 50 %, 70 % 이상의 홍수량이 발생할 경우 홍수주의보와 홍수경보가 발령되며, 이 기준은 각 권역별로 동일하다. 하지만 2017년 의정부시에서는 중랑천 수위증가로 인해 주변 지역에 침수피해가 발생하였지만, 이때 홍수량은 계획홍수량 대비 약 30 %에 불과하였다. 이처럼 한강권역 내 하천수위 증가로 인한 홍수피해는 계획홍수량의 50 % 이내에서 발생하기도 한다. 이에 본 연구에서는 한강권역을 대상으로 현재 2단계로 발령되는 홍수특보를 3단계로 세분화하고자 하였다. 단계별 홍수량 위험기준을 산정하기 위해 과거 홍수피해 발생 이력이 있는 한강권역 내 43개의 수위관측소 지점을 선정하였으며, 지점별 홍수기 동안의 홍수량 및 피해액 자료를 수집하였다. 각 단계별 홍수량 기준을 산정하기 위해서는 로지스틱 회귀분석 방법을 활용하여 피해발생 확률을 산정하였다. 1단계 기준은 계획홍수량 대비 홍수량 비율과 홍수피해 발생여부를 고려한 이항 로지스틱 회귀분석 모델을 구축한 후 3계 도함수에 적용하여 홍수피해 발생확률이 급격하게 증가하는 특이점을 산정하였다. 2단계와 3단계 기준은 다항 로지스틱 회귀분석 중 계층형 로지스틱 회귀분석을 활용하여 지점별 피해액 비율이 60 ~ 80 %, 80 ~ 100 % 구간에 속할 확률을 산정하고, 1단계와 동일한 방법으로 특이점을 산정하였다. 그 결과 지점별로 기존 제공되고 있는 홍수특보 기준을 과거 발생한 홍수피해를 고려하여 세분화할 수 있었으며, 이 결과는 지역별 홍수피해 저감대책에 활용될 수 있을 것으로 판단된다.

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Analysis of the relationship between interest rate spreads and stock returns by industry (금리 스프레드와 산업별 주식 수익률 관계 분석)

  • Kim, Kyuhyeong;Park, Jinsoo;Suh, Jihae
    • Journal of Intelligence and Information Systems
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    • v.28 no.3
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    • pp.105-117
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    • 2022
  • This study analyzes the effects between stock returns and interest rate spread, difference between long-term and short-term interest rate through the polynomial linear regression analysis. The existing research concentrated on the business forecast through the interest rate spread focusing on the US market. The previous studies verified the interest rate spread based on the leading indicators of business forecast by moderating the period of long-term/short-term interest rates and analyzing the degree of leading. After the 7th reform of composite indices of business indicators in Korea of 2006, the interest rate spread was included in the items of composing the business leading indicators, which is utilized till today. Nevertheless, there are a few research on stock returns of each industry and interest rate spread in domestic stock market. Therefore, this study analyzed the stock returns of each industry and interest rate spread targeting Korean stock market. This study selected the long-term/short-term interest rates with high causality through the regression analysis, and then understood the correlations with each leading period and industry. To overcome the limitation of the simple linear regression analysis, polynomial linear regression analysis is used, which raised explanatory power. As a result, the high causality was verified when using differences between returns of corporate bond(AA-) without guarantee for three years by leading six months and call rate returns as interest rate spread. In addition, analyzing the stock returns of each industry, the relation between the relevant interest rate spread and returns of the automobile industry was the closest. This study is significant in the aspect of verifying the causality of interest rate spread, business forecast, and stock returns in Korea. Even though it could be limited to forecast the stock price by using only the interest rate spread, it would be working as a strong factor when it is properly utilized with other various factors.

Effect of Various Regression Functions on Structural Optimizations Using the Central Composite Method (중심합성법에 의한 구조최적화에서 회귀함수변화의 영향)

  • Park, Jung-Sun;Jeon, Yong-Sung;Im, Jong-Bin
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.33 no.1
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    • pp.26-32
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    • 2005
  • In this paper, the effect of various regression models is investigated on structural optimization using the central composite method. Three bar truss and the upper platform of a satellite are optimized using various regression models that are polynomial, exponential and log functions. Response surface method is non-gradient, semi-global, discrete and fast converging in optimization problem. Sampling points are extracted by the design of experiments using the central composite method. Response surface is generated using the various regression functions. Structural analysis for calculating constraints is executed to find static and dynamic responses. From this study, it is verified that the response surface method has advantage in optimum value and computation time in comparison to other optimization methods.

A Comparative Study on the Accuracy of Important Statistical Prediction Techniques for Marketing Data (마케팅 데이터를 대상으로 중요 통계 예측 기법의 정확성에 대한 비교 연구)

  • Cho, Min-Ho
    • The Journal of the Korea institute of electronic communication sciences
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    • v.14 no.4
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    • pp.775-780
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    • 2019
  • Techniques for predicting the future can be categorized into statistics-based and deep-run-based techniques. Among them, statistic-based techniques are widely used because simple and highly accurate. However, working-level officials have difficulty using many analytical techniques correctly. In this study, we compared the accuracy of prediction by applying multinomial logistic regression, decision tree, random forest, support vector machine, and Bayesian inference to marketing related data. The same marketing data was used, and analysis was conducted by using R. The prediction results of various techniques reflecting the data characteristics of the marketing field will be a good reference for practitioners.

Statistical significance test of polynomial regression equation for Huff's quartile method of design rainfall (설계강우량의 Huff 4분위 방법 다항회귀식에 대한 유의성 검정)

  • Park, Jinhee;Lee, Jaejoon;Lee, Sungho
    • Journal of Korea Water Resources Association
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    • v.51 no.3
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    • pp.263-272
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    • 2018
  • For the design of hydraulic structures, the design flood discharge corresponding to a specific frequency is generally used by using the design storm calculated according to the rainfall-runoff relationship. In the past, empirical equations such as rational equations were used to calculate the peak flow rate. However, as the duration of rainfall is prolonged, the outflow patterns are different from the actual events, so the accuracy of the temporal distribution of the probability rainfall becomes important. In the present work, Huff's quartile method is used for the temporal distribution of rainfall, and the third quartile is generally used. The regression equation for Huff's quadratic curve applies a sixth order polynomial equation because of its high accuracy throughout the duration of rainfall. However, in statistical modeling, the regression equation needs to be concise in accordance with the principle of simplicity, and it is necessary to determine the regression coefficient based on the statistical significance level. Therefore, in this study, the statistical significance test for regression equation for temporal distribution of the Huff's quartile method, which is used as the temporal distribution method of design rainfall, is conducted for 69 rainfall observation stations under the jurisdiction of the Korea Meteorological Administration. It is statistically significant that the regression equation of the Huff's quartile method can be considered only up to the 4th order polynomial equation, as the regression coefficient is significant in most of the 69 rainfall observation stations.