• Title/Summary/Keyword: 선형회귀 모델

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A study on the prediction of korean NPL market return (한국 NPL시장 수익률 예측에 관한 연구)

  • Lee, Hyeon Su;Jeong, Seung Hwan;Oh, Kyong Joo
    • Journal of Intelligence and Information Systems
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    • v.25 no.2
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    • pp.123-139
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    • 2019
  • The Korean NPL market was formed by the government and foreign capital shortly after the 1997 IMF crisis. However, this market is short-lived, as the bad debt has started to increase after the global financial crisis in 2009 due to the real economic recession. NPL has become a major investment in the market in recent years when the domestic capital market's investment capital began to enter the NPL market in earnest. Although the domestic NPL market has received considerable attention due to the overheating of the NPL market in recent years, research on the NPL market has been abrupt since the history of capital market investment in the domestic NPL market is short. In addition, decision-making through more scientific and systematic analysis is required due to the decline in profitability and the price fluctuation due to the fluctuation of the real estate business. In this study, we propose a prediction model that can determine the achievement of the benchmark yield by using the NPL market related data in accordance with the market demand. In order to build the model, we used Korean NPL data from December 2013 to December 2017 for about 4 years. The total number of things data was 2291. As independent variables, only the variables related to the dependent variable were selected for the 11 variables that indicate the characteristics of the real estate. In order to select the variables, one to one t-test and logistic regression stepwise and decision tree were performed. Seven independent variables (purchase year, SPC (Special Purpose Company), municipality, appraisal value, purchase cost, OPB (Outstanding Principle Balance), HP (Holding Period)). The dependent variable is a bivariate variable that indicates whether the benchmark rate is reached. This is because the accuracy of the model predicting the binomial variables is higher than the model predicting the continuous variables, and the accuracy of these models is directly related to the effectiveness of the model. In addition, in the case of a special purpose company, whether or not to purchase the property is the main concern. Therefore, whether or not to achieve a certain level of return is enough to make a decision. For the dependent variable, we constructed and compared the predictive model by calculating the dependent variable by adjusting the numerical value to ascertain whether 12%, which is the standard rate of return used in the industry, is a meaningful reference value. As a result, it was found that the hit ratio average of the predictive model constructed using the dependent variable calculated by the 12% standard rate of return was the best at 64.60%. In order to propose an optimal prediction model based on the determined dependent variables and 7 independent variables, we construct a prediction model by applying the five methodologies of discriminant analysis, logistic regression analysis, decision tree, artificial neural network, and genetic algorithm linear model we tried to compare them. To do this, 10 sets of training data and testing data were extracted using 10 fold validation method. After building the model using this data, the hit ratio of each set was averaged and the performance was compared. As a result, the hit ratio average of prediction models constructed by using discriminant analysis, logistic regression model, decision tree, artificial neural network, and genetic algorithm linear model were 64.40%, 65.12%, 63.54%, 67.40%, and 60.51%, respectively. It was confirmed that the model using the artificial neural network is the best. Through this study, it is proved that it is effective to utilize 7 independent variables and artificial neural network prediction model in the future NPL market. The proposed model predicts that the 12% return of new things will be achieved beforehand, which will help the special purpose companies make investment decisions. Furthermore, we anticipate that the NPL market will be liquidated as the transaction proceeds at an appropriate price.

Centering Effect of the Transactional Leadership between the Social Worker Empowerment and Social Work Self-Efficacy in Social Work Practice (사회복지실천에서 리더의 변혁적 리더십이 사회복지사의 역량강화와 자기효능감에 미치는 조절효과에 관한 연구)

  • Park, Bong-Gil;Jeong, Sun-Young
    • Korean Journal of Social Welfare
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    • v.58 no.4
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    • pp.341-369
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    • 2006
  • This study attempts to explain how the social-worker empowerment in the field of social work relates to social-work self-efficacy and whether or not the transactional leadership of the leader moderates the relationship between these two variables. Data from 390 social workers working with public and private sector agencies in Seoul were collected. For the questionnaire and analysis, this research uses the Social Worker Empowerment, Social Work Self-Efficacy, and Transactional Leadership scales. This research utilizes a wide range of statistical analyses, such as descriptive analysis, Pearson's correlation, reliability analysis, factor analysis, multiple regression, and general linear modeling. The calculations employed the use of SPSS/PC+ 12.0. This research indicates, among other things, that social workers with a high level of social worker empowerment and transactional leadership of the leader show a tendency toward higher social work self-efficacy and that the leader's transactional leadership level plays a moderating function in the relationship between social-worker empowerment and transactional leadership of the leader. In conclusion, a social worker with a low level of leader's transactional leadership shows a relatively greater tendency toward social work self-efficacy when compared to a social worker having a high level of leader's transactional leadership. Social workers and social-work organizations seeking professional practice can benefit from these findings on the relationship between professional behavior and social work self-efficacy with perceived transactional leadership about a team leader as a moderator.

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A Study on Apparatus of Human Body Antenna for Mine Detection (지뢰탐지용 휴먼바디 안테나 장치 연구)

  • Kim, Chi-Wook;Koo, Kyong-Wan;Cha, Jae-Sang
    • The Journal of the Institute of Internet, Broadcasting and Communication
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    • v.15 no.2
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    • pp.269-272
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    • 2015
  • this is the study of the human body antenna device which can detect the powder in a 360-degree on(under) the ground whether it is metal or nonmetal using superhigh frequency RF beam equipped with the body. and it is able to transmit the data of the detection of the powder, battle combats can share that among them. with its flexible roof radial antenna structure, it emits the superhigh frequency RF beam to the front and flank multiply, preprocesses through the powder preprocessing part. and with the non-linear regression model algorism engine part, reflecting the attenuation characteristics depend on the delayed time of degree of the signal power which is received to the superhigh frequency RF beam. so it is able to detect the signal of the most likely mine or powder based on the degree of the answer signal power according to the delayed time of the superhigh frequency RF beam. also, it can detect the powder whether it is metal or nonmetal, mine, dud, VBIED. it can increase the chance of detection about 90% more than existing mine detector.

Study on a moderating effect of psycho-social characteristics in the relationship between depression and suicidal ideation among community elderly (노인의 심리사회적 특성이 우울감과 자살생각에 미치는 조절효과에 관한 연구)

  • Park, Bonggil
    • 한국노년학
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    • v.28 no.4
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    • pp.969-989
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    • 2008
  • This study attempts to explain how depression among community elderly relate to suicidal ideation and whether or not the psycho-social characteristics of elderly persons moderate the relationship between these two variables. This study was conducted in Seoul, Busan, and Daegu and included 273 persons 65 years and above who were using senior welfare centers in the communities. For the questionnaire and analysis, this research uses the Health Care, Life Event, Self-esteem, Family Assessment scales. This research utilizes a wide range of statistical analyses, such as descriptive analysis, Pearson's correlation, reliability analysis, multiple regression, and general linear modeling. The calculations employed the use of SPSS/PC+ 12.0. This research indicates, among other things, that elderly persons with a high level of depression and psycho-social characteristics show a tendency toward higher suicidal ideation and that the level of self-esteem, life event, and family communication plays a moderating role in the relationship between depression and suicidal ideation among community elderly. In conclusion, elderly persons who experienced with a high level of psycho-social characteristics shows a relatively greater tendency toward suicidal ideation when compared to elderly persons having a low level of psycho-social characteristics. The intervention's effectiveness in reducing suicidal ideation can reinforce self-esteem, and cope with stressful life events and family discord as prevention strategy to reduce risk factors for suicide in late life.

Modeling of Vegetation Phenology Using MODIS and ASOS Data (MODIS와 ASOS 자료를 이용한 식물계절 모델링)

  • Kim, Geunah;Youn, Youjeong;Kang, Jonggu;Choi, Soyeon;Park, Ganghyun;Chun, Junghwa;Jang, Keunchang;Won, Myoungsoo;Lee, Yangwon
    • Korean Journal of Remote Sensing
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    • v.38 no.5_1
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    • pp.627-646
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    • 2022
  • Recently, the seriousness of climate change-related problems caused by global warming is growing, and the average temperature is also rising. As a result, it is affecting the environment in which various temperature-sensitive creatures and creatures live, and changes in the ecosystem are also being detected. Seasons are one of the important factors influencing the types, distribution, and growth characteristics of creatures living in the area. Among the most popular and easily recognized plant seasonal phenomena among the indicators of the climate change impact evaluation, the blooming day of flower and the peak day of autumn leaves were modeled. The types of plants used in the modeling were forsythia and cherry trees, which can be seen as representative plants of spring, and maple and ginkgo, which can be seen as representative plants of autumn. Weather data used to perform modeling were temperature, precipitation, and solar radiation observed through the ASOS Observatory of the Korea Meteorological Administration. As satellite data, MODIS NDVI was used for modeling, and it has a correlation coefficient of about -0.2 for the flowering date and 0.3 for the autumn leaves peak date. As the model used, the model was established using multiple regression models, which are linear models, and Random Forest, which are nonlinear models. In addition, the predicted values estimated by each model were expressed as isopleth maps using spatial interpolation techniques to express the trend of plant seasonal changes from 2003 to 2020. It is believed that using NDVI with high spatio-temporal resolution in the future will increase the accuracy of plant phenology modeling.

Analysis of Tidal Deflection and Ice Properties of Ross Ice Shelf, Antarctica, by using DDInSAR Imagery (DDInSAR 영상을 이용한 남극 로스 빙붕의 조위변형과 물성 분석)

  • Han, Soojeong;Han, Hyangsun;Lee, Hoonyol
    • Korean Journal of Remote Sensing
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    • v.35 no.6_1
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    • pp.933-944
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    • 2019
  • This study analyzes the tide deformation of land boundary regions on the east (Region A) and west (Region B) sides of the Ross Ice Shelf in Antarctica using Double-Differential Interferometric Synthetic Aperture Radar (DDInSAR). A total of seven Sentinel-1A SAR images acquired in 2015-2016 were used to estimate the accuracy of tide prediction model and Young's modulus of ice shelf. First, we compared the Ross Sea Height-based Tidal Inverse (Ross_Inv) model, which is a representative tide prediction model for the Antarctic Ross Sea, with the tide deformation of the ice shelf extracted from the DDInSAR image. The accuracy was analyzed as 3.86 cm in the east region of Ross Ice Shelf and it was confirmed that the inverse barometric pressure effect must be corrected in the tide model. However, in the east, it is confirmed that the tide model may be inaccurate because a large error occurs even after correction of the atmospheric effect. In addition, the Young's modulus of the ice was calculated on the basis of the one-dimensional elastic beam model showing the correlation between the width of the hinge zone where the tide strain occurs and the ice thickness. For this purpose, the grounding line is defined as the line where the displacement caused by the tide appears in the DDInSAR image, and the hinge line is defined as the line to have the local maximum/minimum deformation, and the hinge zone as the area between the two lines. According to the one-dimensional elastic beam model assuming a semi-infinite plane, the width of the hinge region is directly proportional to the 0.75 power of the ice thickness. The width of the hinge zone was measured in the area where the ground line and the hinge line were close to the straight line shown in DDInSAR. The linear regression analysis with the 0.75 power of BEDMAP2 ice thickness estimated the Young's modulus of 1.77±0.73 GPa in the east and west of the Ross Ice Shelf. In this way, more accurate Young's modulus can be estimated by accumulating Sentinel-1 images in the future.

Distribution of Negative Air Ion Concentration in Urban Neighborhood Park by Distance to Road - A Case of Yangjae Citizen's Forest, Seoul - (도로와의 거리에 따른 도시 근린공원의 음이온 농도 분포차이 - 서울시 양재 시민의 숲을 대상으로 -)

  • Lee, Hyunjin;Lee, Dong Kun;Kim, Bomi
    • Journal of Environmental Impact Assessment
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    • v.27 no.2
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    • pp.152-169
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    • 2018
  • The purpose of this study was to analyze the effect of adjacentroads on the concentration of negative air ions in urban neighborhood park. The measured factors were negative air ion concentration, positive airion concentration, airtemperature,relative humidity, wind speed, green formation volume factor (GVZ) and distance from highway and general road. The mean negative air ion concentration was $206ea/cm^3$ and the positive air ion concentration was $416ea/cm^3$ in the influence zone of roads. On the other hand, the mean negative air ion was $339ea/cm^3$ and the positive air ion was $229ea/cm^3$ in the unaffected zone of roads, which are inner areas of the park. The difference of the negative air ion concentration according to the influence of the road was statistically significant. The negative air ion concentration model was presented by integrating the correlation analysis with the influence factors, and the explanatory power of the model was increased by adding the influence factor of the road.

Size Effect on Flexural Compressive Strength of Reinforced Concrete Beams (철근콘크리트 보의 휨압축강도에 대한 크기효과)

  • 김민수;김진근;이성태;김장호
    • Journal of the Korea Concrete Institute
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    • v.14 no.6
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    • pp.934-941
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    • 2002
  • It is important to consider the effect of member size when estimating the ultimate strength of a concrete flexural member because the strength always decreases with an increase of member size. In this study, the size effect of a reinforced concrete (RC) beam was experimentally investigated. For this purpose, a series of beam specimens subjected to four-point loading were tested. More specifically, three different effective depth (d$\approx$15, 30, and 60 cm) reinforced concrete beams were tested to investigate the size effect. The shear-span to depth ratio (a/d=3) and thickness (20 cm) of the specimens were kept constant where the size effect in out-of-plane direction is not considered. The test results are curve fitted using least square method (LSM) to obtain parameters for the modified size effect law (MSEL). The analysis results show that the flexural compressive strength and the ultimate strain decrease as the specimen size increases. In the future study, since $\beta_1$ value suggested by design code and ultimate strain change with specimen size variation, a more detailed analysis should be performed. Finally, parameters for MSEL are also suggested.

Model Testing on the Behavior of Laterally Loaded Pile in NC Clay Soils (정규압밀 점토 지반에서 매입말뚝의 수평거동에 관한 모형 실험 연구)

  • Kim, Byeong-Tak;Lee, Sang-Ung;Kim, Yeong-Su
    • Geotechnical Engineering
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    • v.14 no.5
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    • pp.39-52
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    • 1998
  • The pupose of the present paper is to estimate the effects of constraint condition of pile head, ground condition(dry unit weight. $\gamma_4$) and embedded pile lengths on the behavior of single pile which is embedded in normally consolidated clay. BBperiment functions can be quantified to these effects obtained from the results of model teats. The ground of model tests is normally consolidated( NC ) clay under three kinds of effective vertical stress. The results of the model tests using the steel pile of two different embedded pile length and of free-head and fired-head show that the lateral load-deflection relationship is to be elasto plastic behavior below $\gamma_d/\gamma_{dmax}$: 0.84 and that the reduction of lateral load of beyond maximum lateral load($Q_{max}$) at each model test is significantly time-dependent. In this study, it is shown that the displacement relationship can be fitted to exponential function of time by model best results. The effect of ground conditions on the ultimate and yield lateral load is fitted to exponential function including the ratio of dry unit weight to maximum dry unit weight. When tests by results are compared with those from Broms and Budhu et at., the predicted results are over-estimated about 27-87 ayo. In effectivity of constraint condition of pile head on the lateral load-deflection response, the $Q_{fixed}/Q_{gree}-y/D$ relationship is highly non-linear and fitted to parabolic function.

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Germination and Seedling Emergence of Ammannia coccinea as Influenced by Environmental Factors

  • Shen, Xiangri;Pyon, Jong-Yeong;Kim, Do-Soon
    • Korean Journal of Weed Science
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    • v.30 no.2
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    • pp.84-93
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    • 2010
  • Petri dish and pot experiments were conducted to investigate germination and seedling emergence of Ammannia coccinea as influenced by environmental factors. The best germination of A. coccinea was obtained at $35/30^{\circ}C$ of temperature and 0 bar of osmotic potential, while no germination at temperatures of ${\leq}$ $15^{\circ}C$ and ${\geq}$ $40^{\circ}C$, osmotic potentials of ${\leq}$ -2.0 bar, or dark condition. The best seedling emergence was observed at $35/30^{\circ}C$, at which the first emergence of A. coccinea was observed at 7 days after sowing (DAS) with its maximum emergence reached at 10 DAS. No seedling emergence was observed at $15/10^{\circ}C$ with significant reduction at $40/35^{\circ}C$. Seedling emergence decreased with increasing soil depth, resulting in no seedling emergence at ${\geq}$ 3 cm. The Gompertz model well described the cumulative germination and seedling emergence of A. coccinea with time. Germination influenced by osmotic potential and seedling emergence influenced by soil burial depth were well described by the logistic model. Overall results indicate that A. coccinea is photoblastic and requires temperatures greater than $15^{\circ}C$, osmotic potential greater than -2.0 bar, and soil burial depth shallower than 3 cm for its germination and seedling emergence, which were faster than M. vaginalis but slower than E. crus-galli.