• Title/Summary/Keyword: 로지스틱 분석

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사학연금 퇴직률 산출 개선방안 연구

  • Baek, Hye-Yeon
    • Journal of Teachers' Pension
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    • v.3
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    • pp.279-305
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    • 2018
  • 공적연금제도는 장기적 유지 및 운영을 위해 기금의 재정건전성 및 지속가능성 진단을 목적으로 재정계산제도를 운영하고 있다. 정확한 재정계산은 매우 중요하며 이를 위한 선행작업으로 재정계산에 요구되는 기본 가정들을 보다 합리적으로 추정해야 할 필요가 있다. 본 연구는 로지스틱 회귀분석(logistic regression)을 이용하여 사학연금의 재정계산에 적용되는 다양한 기초율들 중 퇴직률을 산출하는 것에 그 목적이 있다. 사학연금은 현재 퇴직률을 교원 및 직원에 대하여 각 성별로 총 4개 집단을 구분하여 각 집단별 가입연령과 재직기간에 따라 산출하고 있다. 그러나 본 연구에서는 학교급 등 퇴직률 산출에 있어 보다 유의한 집단 구분이 있는지를 확인하고 보정의 어려움을 피할 수 있는 하나의 대안으로서 로지스틱 회귀분석을 이용하여 퇴직률을 산출해 보았다. 또한 우수한 모형을 판별하기 위해 통계적으로 우수한 모형보다는 실무적으로 사학연금 재정추계에 적합한 모형을 찾는 것을 목표로 하여 퇴직률을 추정한 값을 제시하였다.

Multi-currencies portfolio strategy using principal component analysis and logistic regression (주성분 분석과 로지스틱 회귀분석을 이용한 다국 통화포트폴리오 전략)

  • Shim, Kyung-Sik;Ahn, Jae-Joon;Oh, Kyong-Joo
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.1
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    • pp.151-159
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    • 2012
  • This paper proposes to develop multi-currencies portfolio strategy using principal component analysis (PCA) and logistic regression (LR) in foreign exchange market. While there is a great deal of literature about the analysis of exchange market, there is relatively little work on developing trading strategies in foreign exchange markets. There are two objectives in this paper. The first objective is to suggest portfolio allocation method by applying PCA. The other objective is to determine market timing which is the strategy of making buy or sell decision using LR. The results of this study show that proposed model is useful trading strategy in foreign exchange market and can be desirable solution which gives lots of investors an important investment information.

Local Linear Logistic Classification of Microarray Data Using Orthogonal Components (직교요인을 이용한 국소선형 로지스틱 마이크로어레이 자료의 판별분석)

  • Baek, Jang-Sun;Son, Young-Sook
    • The Korean Journal of Applied Statistics
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    • v.19 no.3
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    • pp.587-598
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    • 2006
  • The number of variables exceeds the number of samples in microarray data. We propose a nonparametric local linear logistic classification procedure using orthogonal components for classifying high-dimensional microarray data. The proposed method is based on the local likelihood and can be applied to multi-class classification. We applied the local linear logistic classification method using PCA, PLS, and factor analysis components as new features to Leukemia data and colon data, and compare the performance of the proposed method with the conventional statistical classification procedures. The proposed method outperforms the conventional ones for each component, and PLS has shown best performance when it is embedded in the proposed method among the three orthogonal components.

Development of Discernment Analysis System by Graphical User Interface

  • Cha, Kyung-Joon;Shin, Young-Jae;Lee, Yong-Koun
    • 한국데이터정보과학회:학술대회논문집
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    • 2006.11a
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    • pp.113-117
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    • 2006
  • 우리는 다양한 자료에서 유의미한 정보를 파악하기 위한 방법으로 다변량 분석 방법 중에서 정준판별분석, 로지스틱, 다층퍼셉트론 그리고 의사결정나무를 사용자 편의를 극대화하고 사용이 간단한 비주얼 베이직 6.0을 이용하여 개발하였다.

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Estimation of Asymmetric Bell Shaped Probability Curve using Logistic Regression (로지스틱 회귀모형을 이용한 비대칭 종형 확률곡선의 추정)

  • 박성현;김기호;이소형
    • The Korean Journal of Applied Statistics
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    • v.14 no.1
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    • pp.71-80
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    • 2001
  • Logistic regression model is one of the most popular linear models for a binary response variable and used for the estimation of probability function. In many practical situations, the probability function can be expressed by a bell shaped curve and such a function can be estimated by a second order logistic regression model. However, when the probability curve is asymmetric, the estimation results using a second order logistic regression model may not be precise because a second order logistic regression model is a symmetric function. In addition, even if a second order logistic regression model is used, the interpretation for the effect of second order term may not be easy. In this paper, in order to alleviate such problems, an estimation method for asymmetric probabiity curve based on a first order logistic regression model and iterative bi-section method is proposed and its performance is compared with that of a second order logistic regression model by a simulation study.

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An Application of Support Vector Machines to Personal Credit Scoring: Focusing on Financial Institutions in China (Support Vector Machines을 이용한 개인신용평가 : 중국 금융기관을 중심으로)

  • Ding, Xuan-Ze;Lee, Young-Chan
    • Journal of Industrial Convergence
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    • v.16 no.4
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    • pp.33-46
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    • 2018
  • Personal credit scoring is an effective tool for banks to properly guide decision profitably on granting loans. Recently, many classification algorithms and models are used in personal credit scoring. Personal credit scoring technology is usually divided into statistical method and non-statistical method. Statistical method includes linear regression, discriminate analysis, logistic regression, and decision tree, etc. Non-statistical method includes linear programming, neural network, genetic algorithm and support vector machine, etc. But for the development of the credit scoring model, there is no consistent conclusion to be drawn regarding which method is the best. In this paper, we will compare the performance of the most common scoring techniques such as logistic regression, neural network, and support vector machines using personal credit data of the financial institution in China. Specifically, we build three models respectively, classify the customers and compare analysis results. According to the results, support vector machine has better performance than logistic regression and neural networks.

A Case Study on Text Analysis Using Meal Kit Product Review Data (밀키트 제품 리뷰 데이터를 이용한 텍스트 분석 사례 연구)

  • Choi, Hyeseon;Yeon, Kyupil
    • The Journal of the Korea Contents Association
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    • v.22 no.5
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    • pp.1-15
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    • 2022
  • In this study, text analysis was performed on the mealkit product review data to identify factors affecting the evaluation of the mealkit product. The data used for the analysis were collected by scraping 334,498 reviews of mealkit products in Naver shopping site. After preprocessing the text data, wordclouds and sentiment analyses based on word frequency and normalized TF-IDF were performed. Logistic regression model was applied to predict the polarity of reviews on mealkit products. From the logistic regression models derived for each product category, the main factors that caused positive and negative emotions were identified. As a result, it was verified that text analysis can be a useful tool that provides a basis for maximizing positive factors for a specific category, menu, and material and removing negative risk factors when developing a mealkit product.

Comparative Analysis of Determination of Method Location between Classes (클래스 간 메소드 위치 결정 방법의 비교)

  • Jung, Young-Ae;Park, Young-B.
    • The Journal of the Korea Contents Association
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    • v.6 no.12
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    • pp.80-88
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    • 2006
  • In Object-Oriented Paradigm, various cohesion measurements have been studied taking into account reference relation among components - like attributes and methods - that belong to a class. In addition, a number of methods have taken into research utilizing manual analysis, that is performed by developer's intuition and experience, and automatic analysis in refactoring field. The verification of objective criteria is demanded in order to process automatic refactoring. In this paper, we propose a method exploiting logistic regression and neural network for analysis of the relationship between six factors considering reference relation and method location among classes. Experimental results demonstrate that the logistic regression predicts the results up to 97% and the neural network predicts the outcomes up to 90%. Hence, we conclude that the logistic regression based method is more effective to predict the method location. Moreover, more than 90% of experimental results from both methods show that the six factors used in Move Method in refactoring are suitable to be used as an objective criteria.

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Demographic, Living, and Behavioral Differentials of the Elderly's Dementia in Gyeongsan Area in Northern Gyeongsang Province (노인들의 치매 실태와 치매노인들의 인구학적 및 생활습관적 특성- 경상북도 경산지역을 중심으로)

  • Kim, Han-Gon
    • Korea journal of population studies
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    • v.27 no.2
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    • pp.231-255
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    • 2004
  • 본 연구의 목적은 경상북도 경산지역에 거주하는 65세 이상 노인들의 치매실태를 알아보고 치매노인들의 인구학적 특성 및 생활 습관적 특성을 알아보는데 있다. 본 연구에서는 모집단의 약 6%에 해당하는 1,120 명을 표본으로 추출하여 한국형 간이정신상태 검사를 포함한 면담표를 이용하여 2003년 8월 1일부터 2003년 9월 2l일까지 수행되었다. 면담에 응하지 않거나 분석 자료로 활용할 수 없는 160 사례를 제외한 960 사례가 최종분석에 이용되었다. 본 연구에서 밝혀진 내용은 다음과 같다. 한국형 간이정신상태 검사에 따르면 응답자들의 10.6%가 치매에 이환된 것으로 나타났으며 그들 가운데 54.9%는 경증, 31.4%는 중등증, 13.7%는 중증이었다. 치매노인들의 인구학적 및 생활 습관적 특성을 알아보기 위하여 교차분석을 도입하였으며 치매에 영향을 미치는 인구학적 및 생활 습관적 특성들을 경험적으로 규명하기 위하여 로지스틱회귀분석을 사용하였다. 로지스틱회귀분석 결과 정신노동에 관련된 직업에 종사했던, 규칙적인 운동을 하는 응답자, 규칙적 식사를 하는 사람과 적당량의 음식을 섭취하는 응답자들이 치매이환의 대수승산을 감소시키는 것으로 밝혀졌으며 통계적으로 유의미한 것으로 나타났다. 반면 나이가 높을수록 노인들의 치매이환의 대수승산을 증가시키는 것으로 밝혀졌다. 끝으로 노인들의 치매이환을 감소시키기 위한 여러 가지 정책적 대안들을 논의하였다.

The Comparative Study for Truncated Software Reliability Growth Model based on Log-Logistic Distribution (로그-로지스틱 분포에 근거한 소프트웨어 고장 시간 절단 모형에 관한 비교연구)

  • Kim, Hee-Cheul;Shin, Hyun-Cheul
    • Convergence Security Journal
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    • v.11 no.4
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    • pp.85-91
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    • 2011
  • Due to the large-scale application software syslmls, software reliability, software development has animportantrole. In this paper, software truncated software reliability growth model was proposed based on log-logistic distribution. According to fixed time, the intensity function, the mean value function, the reliability was estimated and the parameter estimation used to maximum likelihood. In the empirical analysis, Poisson execution time model of the existiog model in this area and the log-logistic model were compared Because log-logistic model is more efficient in tems of reliability, in this area, the log-logistic model as an alternative 1D the existiog model also were able to confim that you can use.