• Title/Summary/Keyword: 로지스틱함수

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Building a Nonlinear Relationship between Air and Water Temperature for Climate-Induced Future Water Temperature Prediction (기후변화에 따른 미래 하천 수온 예측을 위한 비선형 기온-수온 상관관계 구축)

  • Lee, Khil-Ha
    • Journal of Environmental Policy
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    • v.13 no.2
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    • pp.21-38
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    • 2014
  • In response to global warming, the effect of the air temperature on water temperature has been noticed. The change in water temperature in river environment results in the change in water quality and ecosystem, especially Dissolved Oxygen (DO) level, and shifts in aquatic biota. Efforts need to be made to predict future water temperature in order to understand the timing of the projected river temperature. To do this, the data collected by the Ministry of Environment and the Korea Meteororlogical Administration has been used to build a nonlinear relationship between air and water temperature. The logistic function that includes four different parameters was selected as a working model and the parameters were optimized using SCE algorithm. Weekly average values were used to remove time scaling effect because the time scale affects maximum and minimum temperature and then river environment. Generally speaking nonlinear logistic model shows better performance in NSC and RMSE and nonlinear logistic function is recommendable to build a relationship between air and water temperature in Korea. The results will contribute to determine the future policy regarding water quality and ecosystem for the decision-driving organization.

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Comparison study on the various forms of scale parameter for the nonstationary Gumbel model (비정상성 Gumbel 모형의 다양한 규모 매개변수 형태에 관한 비교 연구)

  • Jang, Hanjin;Kim, Hanbeen;Jung, Jin-Seok;Heo, Jun-Haeng
    • Proceedings of the Korea Water Resources Association Conference
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    • 2015.05a
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    • pp.147-147
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    • 2015
  • 전 세계적으로 이상기후로 인한 극한가뭄 및 이상홍수 등의 피해 발생이 확인되고 있으며 그 발생빈도 또한 급격히 증가하고 있다. 그러나 기존의 빈도해석은 시간의 변화에 따라 자료의 통계적 특성이 변하지 않는다는 정상성(stationarity)을 기본 가정으로 수행되기 때문에 극한 사상에 경향성이 있는 경우에 적용하기엔 한계가 있다. 비정상성 빈도해석을 위해 개발된 비정상성 확률 분포 모형들은 대부분 매개변수에 시간항을 포함하는 형태로 정의된다. 이중에서도 우리나라에 널리 사용되고 있는 Gumbel 모형에 대해 살펴보면, 비정상성 Gumbel 모형의 위치 및 규모 매개변수는 시간에 대해 선형(linear) 및 지수(exponential) 함수의 관계를 보이는 형태로 가정한다. 규모 매개변수의 지수함수의 형태는 음(-)의 값이 추정되는 것을 방지하기 위해 제안되어 널리 사용되고 있으나 이로 인해 확률수문량이 과다산정되는 문제가 발생하기도 한다. 본 연구에서는 이러한 문제를 해결하기 위해 비정상성 Gumbel 모형을 대상으로 규모 매개변수의 다양한 형태를 비교하고자 한다. 이를 위해 비정상성 Gumbel 모형 규모 매개변수를 지수함수, 선형, 로그, 로지스틱 형태로 가정하여 비교하였다. 각 모형의 매개변수의 추정은 최우도법을 적용하였으며, 규모 매개변수의 형태별 정확도 비교를 위해 모의실험을 수행하였다.

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Ping Pong Stream cipher of Using Logistic Map (로지스틱 맵을 활용한 Ping Pong 스트림 암호)

  • Kim, Ki-Hwan;Lee, Hoon-Jae
    • Proceedings of the Korean Institute of Information and Commucation Sciences Conference
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    • 2017.10a
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    • pp.326-329
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    • 2017
  • Most modern computer communications and storage media support encryption technology. Many of the Ping Pong algorithms are stream ciphers that generate random numbers in the LFSR core structure. The LFSR has a structure that guarantees the maximum period of a given size, but it has a linear structure and can be predicted. Therefore, the Ping Pong algorithm has a feature of making the linearity of the LFSR into a nonlinear structure through variable clocks and functions. In this paper, we try to improve the existing linearity by replacing the linear disadvantages of LFSR with logistic maps.

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A Critical Evaluation of Dichotomous Choice Responses in Contingent Valuation Method (양분선택형 조건부가치측정법 응답자료의 실증적 쟁점분석)

  • Eom, Young Sook
    • Environmental and Resource Economics Review
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    • v.20 no.1
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    • pp.119-153
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    • 2011
  • This study reviews various aspects of model formulating processes of dichotomous choice responses of the contingent valuation method (CVM), which has been increasingly used in the preliminary feasibility test of Korea public investment projects. The theoretical review emphasizes the consistency between WTP estimation process and WTP measurement process. The empirical analysis suggests that two common parametric models for dichotmous choice responses (RUM and RWTP) and two commonly used probability distributions of random components (probit and logit) resulted in all most the same empirical WTP distributions, as long as the WTP functions are specified to be a linear function of the bid amounts. However, the efficiency gain of DB response compared to SB response were supported on the ground that the two CV responses are derived from the same WTP distribution. Moreover for the exponential WTP function which guarantees the non-negative WTP measures, sample mean WTP were quite different from median WTP if the scale parameter of WTP function turned out to be large.

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Korea-specified Maximum Expected Utility Model for the Probability of Default (기대효용최대화를 통한 한국형 기업 신용평가 모형)

  • Park, You-Sung;Song, Ji-Hyun;Choi, Bo-Seung
    • The Korean Journal of Applied Statistics
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    • v.20 no.3
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    • pp.573-584
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    • 2007
  • A well estimated probability of default is most important for constructing a good credit scoring process. The maximum expected utility (MEU) model has been suggested as an alternative of the traditional logistic regression model. Because the MEU model has been constructed using financial data arising from North America and European countries, the MEU model may not be suitable to Korean private firms. Thus, we propose a Korea-specific MEU model by estimating the parameters involved in kernel functions. This Korea-specific MEU model is illustrated using 34,057 private firms to show the performance of the MEU model relative to the usual logistic regression model.

A Hierarchical Approach for Diagnose of Safety Performance and Factor Identification for Black Spots (Black on Suwon-city) (사고다발지점의 안전성능진단 및 위치별 사고요인분석(수원시를 중심으로))

  • Kim, Suk-Hui;Jang, Jeong-A;Choe, Gi-Ju
    • Journal of Korean Society of Transportation
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    • v.23 no.1
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    • pp.9-20
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    • 2005
  • Accident type and/or factor identification is important in accident reduction planning. The aim of this paper is to apply the hierarchical approach with binomial distribution and logistic regression analysis to find out types and factors, respectively. Based on 2001 Suwon city black spot data, a binomial distribution modeling approach has been applied to diagnose the black spots, with the help of safety performance modeling approach has been applied to diagnose the black spots, with the help of safety performance function. Then, the logistic regression analysis has been employed to identify the critical factors. Some accident remedies are also reviewed in the light of the model outcomes. The proposed research framework sheds light on a different accident related research and can also be successfully applied to similar studies and sites.

Prediction of a winner in PGA tournament using neural network (신경망을 이용한 우승자 예측모형)

  • Min, Dae-Kee;Hyun, Moo-Sung
    • Journal of the Korean Data and Information Science Society
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    • v.20 no.6
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    • pp.1119-1127
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    • 2009
  • In PGA golf, total prize money and average score are good response variable related to golf skills such as driving distance, green in regulation and putts per green in regulation. But it's not easy to predict the winner of coming tournament. Thus I applied Neural Networks which has pretty good advantages for non-linear complex modeling to binary data. In neural network architectures, I applied NRBF and MLP architecture model for binary data which represent who had a win or not.

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Estimating Departure-based Mode Choice by Spatial logistic Models (공간로지스틱 모형을 이용한 이용자 출발지 기준 수단선택 확률추정 연구)

  • Eom, Jin-Ki;Moon, Dae-Seop;Park, Man-Sik;Heo, Tae-Young
    • Proceedings of the KSR Conference
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    • 2009.05a
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    • pp.813-821
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    • 2009
  • In general, the analysis of travelers' mode choice behavior is accomplished by developing the utility functions which reflect individual's preference of mode choice according to their demographic and travel characteristics. In this paper, we propose a methodology that takes the spatial effects of individuals' departure locations into account in the mode choice model. The proposed methodology allows us to estimate mode shares by departure places even though the survey does not cover all areas. This will help transportation agencies to evaluate how the difference of individuals' departure places such as residential, retail, and commercial area affects on mode choice behaviors.

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Comparison of Cardinal Temperatures of Lettuce Using Bilinear, Parabolic, and Beta Distribution Functions (선형, 쌍곡선과 Beta 함수를 이용한 상추의 주요 온도 비교)

  • Cha, Mi-Kyung;Kim, Chun-Sik;Austin, Jirapa;Cho, Young-Yeol
    • Journal of Bio-Environment Control
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    • v.23 no.1
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    • pp.39-42
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    • 2014
  • The objective of this study was to estimate cardinal temperatures for germination of lettuce (Lactuca sativar L.) using bilinear, parabolic, and beta distribution functions. Seeds of lettuce were germinated in a growth chamber at 7 constant temperatures: 10, 14, 16, 20, 24, 28, and $32^{\circ}C$. Four replicates of 100 seeds were placed on two layers of filter paper in a 9 cm petri-dish. Radicle emergence of 1 mm was scored as germination. The time course of germination was modeled using a logistic function. These minimum, optimum, and maximum temperatures were estimated by regression of the inverse of time to 50% germination rate against the temperature gradient. In bilinear function, minimum, optimum, and maximum temperatures were $7.9^{\circ}C$, $23.3^{\circ}C$, and $28.0^{\circ}C$, respectively. In parabolic function, minimum, optimum, and maximum temperatures were $9.7^{\circ}C$, $19.5^{\circ}C$, and $29.4^{\circ}C$, respectively. In beta distribution function, minimum, optimum, and maximum temperatures were $3.7^{\circ}C$, $20.7^{\circ}C$ and $32.0^{\circ}C$, respectively. Minimum, optimum, and maximum ranges of temperatures were $3.7{\sim}9.7^{\circ}C$, $19.5{\sim}23.3^{\circ}C$, and $28.0{\sim}32.0^{\circ}C$, respectively.

Consumer Credit Scoring Model with Two-Stage Mathematical Programming (통합 수리계획법을 이용한 개인신용평가모형)

  • Lee, Sung-Wook;Roh, Tae-Hyup
    • The Journal of Information Systems
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    • v.16 no.1
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    • pp.1-21
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    • 2007
  • 신용평점을 위한 부도예측의 분류 문제를 다루는데 있어서 통계적 판별분석 및 인공신경망 및 유전자알고리즘 등을 이용한 데이터 마이닝의 방법들이 일반적으로 고려되어왔다. 이 연구에서는 수리계획법을 응용하여 classification gap을 고려한 이단계 수리계획 접근방법을 신용평가에 적용하는 방법론을 제안하여 수리계획법을 통한 신용평가모형 구축의 가능성을 제시한다. 1단계에서는 선형계획법을 이용해서 대출 신청자에게 대출을 허가할 것 인지의 여부를 결정하게 되는 대출 심사 filtering으로의 적용단계이고, 2단계에서는 정수계획법을 이용하여 오분류 비용이 최소가 되도록 하는 판별점수를 찾는 과정으로 모형을 구성한다. 개인 대출 신청자의 데이터(German Credit Data)에 대하여 피셔의 선형 판별함수, 로지스틱 회귀모형 및 기존의 수리계획 기법들과의 비교를 통해서 제안된 모델의 성능을 평가한다. 이단계 수리계획 접근법의 평가 결과를 통하여 신용평가모형에의 적용가능성을 기존 통계적인 접근방법 및 수리계획 접근법과 비교하여 제시하고 있다.

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