• Title/Summary/Keyword: 시차변수모형

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A study on optimal environmental factors of tomato using smart farm data (스마트팜 데이터를 이용한 토마토 최적인자에 관한 연구)

  • Na, Myung Hwan;Park, Yuha;Cho, Wan Hyun
    • Journal of the Korean Data and Information Science Society
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    • v.28 no.6
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    • pp.1427-1435
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    • 2017
  • The smart farm is a remarkable system because it utilizes information and communication technologies in agriculture to bring high productivity and excellent qualities of crops. It automatically measures the growth environment of the crops and accumulates huge amounts of environmental information in real time growing in smart farms using multi-variable control of environmental factors. The statistical model using the collected big data will be helpful for decision making in order to control optimal growth environment of crops in smart farms. Using data collected from a smart farm of tomato, we carried out multiple regression analysis to determine the relationship between yield and environmental factors and to predict yield of tomato. In this study, appropriate parameter modification was made for environmental factors considering tomato growth. Using these new factors, we fit the model and derived the optimal environmental factors that affect the yields of tomato. Based on this, we could predict the yields of tomato. It is expected that growth environment can be controlled to improve tomato productivities by using statistical model.

Autologistic models with an application to US presidential primaries considering spatial and temporal dependence (미국 대통령 예비선거에 적용한 시공간 의존성을 고려한 자기로지스틱 회귀모형 연구)

  • Yeom, Ho Jeong;Lee, Won Kyung;Sohn, So Young
    • The Korean Journal of Applied Statistics
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    • v.30 no.2
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    • pp.215-231
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    • 2017
  • The US presidential primaries take place sequentially in different places with a time lag. However, they have not attracted as much attention in terms of modelling as the US presidential election has. This study applied several autologistic models to find the relation between the outcome of the primary election for a Democrat candidate with socioeconomic attributes in consideration of spatial and temporal dependence. According to the result applied to the 2016 election data at the county level, Hillary Clinton was supported by people in counties with high population rates of old age, Black, female and Hispanic. In addition, spatial dependence was observed, representing that people were likely to support the same candidate who was supported from neighboring counties. Positive auto-correlation was also observed in the time-series of the election outcome. Among several autologistic models of this study, the model specifying the effect of Super Tuesday had the best fit.

A Study on the Model for Determining Cultivation Quantities of the Abalone (전복 양성물량 결정모형에 관한 연구)

  • Choi, Se-Hyun;Cho, Jae-Hwan
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.19 no.8
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    • pp.385-391
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    • 2018
  • Abalone aquacultural industry has been growing rapidly in a short period of time, however, there has been just a few researches related to the forecast of the supply, demand and price. Even the models developed by these researches have problems of low compatibility and reliability. To resolve these problem, a biological supply model needs to be developed that maintains time difference and linkage among the quantity of juvenile abalone into the plots, quantity of cultivation, quantity of shipment, and at the same time juvenile abalone is transplanted into the plot, matured and shipped by the expected market price. This study focus on the development of the model for determining quantity of the abalone cultivation, which is the core part of the entire abalone demand and supply model. Key factors that affect cultivation quantity were identified and verified the causal relationship among these variables and cultivation quantity. It turned out that the quantity of juvenile abalone transplanted and the relative price(the abalone price of the place of produce divided by the brown seaweed price) have a great influence on the cultivation quantity. Also, the similarity of the variation for the cultivation quantity of the observed value and the forecasted value implies that the model developed in this study has a high compatibility.

A Spatial Autoregressive Analysis on the Indian Regional Disparity (인도경제의 지역불균형 성장과 공간적 요소의 효과에 관한 실증 분석)

  • Lee, Soon-Cheul
    • International Area Studies Review
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    • v.16 no.1
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    • pp.275-301
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    • 2012
  • This study analyzes the regional disparity in India between 24 states over the period 1980 to 2009. The traditional regressive and spatial autoregressive models are used that includes measures of spatial effects. The results provide no evidence that convergence is valid in India. However, the results indicate that spatial interaction is an important element of state growth in India. The result of spatial analysis excluded two outliner states reveals more strong relationship between the weighted spatial income level and the state growth rates. Moreover, the results find that the coefficients of spatial lag of initial per capital and error terms are significantly negative. The coefficient of variation measures that the distribution of state income level has diverged over time. Therefore, this study concludes that the growth of regional state income does not have a tendency to converge rater than diverge. The results is rational because as the Indian economy is growing rapidly, some states grow faster than the others while initial poor states become the poorest ones, which increases regional disparity in India.

The Evaluation Of Creditability Of Interest Spread On Business Cycle (금리 스프레드의 경기예측력 평가)

  • Chi, Ho-Joon;Park, Sang-Kyu
    • The Korean Journal of Financial Management
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    • v.19 no.2
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    • pp.233-251
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    • 2002
  • 본 연구는 우리나라를 대상으로 장단기 스프레드와 신용스프레드가 경기변동에 대해 어떠한 예측력을 갖고 있는가를 살펴보았다. 이를 위해 1991년부터 2001년까지를 분석기간으로 하여 Probit 분석을 통해 금리스프레드와 경기변동과의 시차 및 불황확률을 추정하여 평가해 보았으며, 인과관계 검정을 시도해 보았다. 우선 금리스프레드와 경기변동에 대한 불황확률을 알아보기 위해서 Probit 모형을 이용하여 불황확률을 추정하였다. 그 결과 장단기 금리스프레드 중에서는 5년 만기 1종 국민주택채권수익률-콜금리(HCS)는 3개월, 5년 만기 1종 국민주택채권수익률-1년 만기 금융채수익률(HGS)은 7개월, 5년 만기 1종 국민주택채권수익률-1년 만기 통안증권수익률(HMS)은 9개월의 시차를 보이는 경우가 Pseudo $R^2$ 값이 가장 높게 나타났지만 불황확률을 토대로 경기 호황과 불황 국면을 비교해 본 결과 HMS는 Pseudo $R^2$의 값도 상대적으로 높았을 뿐만 아니라 매우 높은 경기변동 예측력을 보여주었다. HCS와 HGS의 경우에는 IMF 체제 전후의 불황기와 그 이후에 도래한 호황기는 예측력이 높게 나타났으나 1990년대 초반에는 제대로 불황확률을 예측하지 못하는 것으로 나타났다. 또한 3년 만기 회사채수익률-5년 만기 국민주택채권수익률(CHS)와 3년 만기회사채수익률 -3년 만기 금융채수익률(CGS)로 나타낸 신용 스프레드에서는 유의적인 결과를 도출하지는 못하였다. 한편 인과관계에서도 HCS, HGS, HMS 등의 장단기 스프레드는 경기변동에 대하여 일방적 원인변수로 작용하는 것으로 나타나 선행결합관계를 보여주었으나 CHS, CGS 등의 신용스프레드는 경기변동과 어떠한 유의적인 결합관계도 보여주지 못하였다. 따라서 장단기 스프레드는 경기변동을 예측하는데 유용한 정보를 제공하지만 신용스프레드는 경기변동을 예측하는데 도움을 주지 못하는 것으로 나타났다.

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An Error Correction Model for Long Term Forecast of System Marginal Price (전력 계통한계가격 장기예측을 위한 오차수정모형)

  • Shin, Sukha;Yoo, Hanwook
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.22 no.6
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    • pp.453-459
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    • 2021
  • The system marginal price of electricity is the amount paid to all the generating units, which is an important decision-making factor for the construction and maintenance of an electrical power unit. In this paper, we suggest a long-term forecasting model for calculating the system marginal price based on prices of natural gas and oil. As most variables used in the analysis are nonstationary time series, the long run relationship among the variables should be examined by cointegration tests. The forecasting model is similar to an error correction model which consists of a long run cointegrating equation and another equation for short run dynamics. To mitigate the robustness issue arising from the relatively small data sample, this study employs various testing and estimating methods. Compared to previous studies, this paper considers multiple fuel prices in the forecasting model of system marginal price, and provides greater emphasis on the robustness of analysis. As none of the cointegrating relations associated with system marginal price, natural gas price and oil price are excluded, three error correction models are estimated. Considering the root mean squared error and mean absolute error, the model based on the cointegrating relation between system marginal price and natural gas price performs best in the out-of-sample forecast.

Bankruptcy Prediction Modeling Using Qualitative Information Based on Big Data Analytics (빅데이터 기반의 정성 정보를 활용한 부도 예측 모형 구축)

  • Jo, Nam-ok;Shin, Kyung-shik
    • Journal of Intelligence and Information Systems
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    • v.22 no.2
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    • pp.33-56
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    • 2016
  • Many researchers have focused on developing bankruptcy prediction models using modeling techniques, such as statistical methods including multiple discriminant analysis (MDA) and logit analysis or artificial intelligence techniques containing artificial neural networks (ANN), decision trees, and support vector machines (SVM), to secure enhanced performance. Most of the bankruptcy prediction models in academic studies have used financial ratios as main input variables. The bankruptcy of firms is associated with firm's financial states and the external economic situation. However, the inclusion of qualitative information, such as the economic atmosphere, has not been actively discussed despite the fact that exploiting only financial ratios has some drawbacks. Accounting information, such as financial ratios, is based on past data, and it is usually determined one year before bankruptcy. Thus, a time lag exists between the point of closing financial statements and the point of credit evaluation. In addition, financial ratios do not contain environmental factors, such as external economic situations. Therefore, using only financial ratios may be insufficient in constructing a bankruptcy prediction model, because they essentially reflect past corporate internal accounting information while neglecting recent information. Thus, qualitative information must be added to the conventional bankruptcy prediction model to supplement accounting information. Due to the lack of an analytic mechanism for obtaining and processing qualitative information from various information sources, previous studies have only used qualitative information. However, recently, big data analytics, such as text mining techniques, have been drawing much attention in academia and industry, with an increasing amount of unstructured text data available on the web. A few previous studies have sought to adopt big data analytics in business prediction modeling. Nevertheless, the use of qualitative information on the web for business prediction modeling is still deemed to be in the primary stage, restricted to limited applications, such as stock prediction and movie revenue prediction applications. Thus, it is necessary to apply big data analytics techniques, such as text mining, to various business prediction problems, including credit risk evaluation. Analytic methods are required for processing qualitative information represented in unstructured text form due to the complexity of managing and processing unstructured text data. This study proposes a bankruptcy prediction model for Korean small- and medium-sized construction firms using both quantitative information, such as financial ratios, and qualitative information acquired from economic news articles. The performance of the proposed method depends on how well information types are transformed from qualitative into quantitative information that is suitable for incorporating into the bankruptcy prediction model. We employ big data analytics techniques, especially text mining, as a mechanism for processing qualitative information. The sentiment index is provided at the industry level by extracting from a large amount of text data to quantify the external economic atmosphere represented in the media. The proposed method involves keyword-based sentiment analysis using a domain-specific sentiment lexicon to extract sentiment from economic news articles. The generated sentiment lexicon is designed to represent sentiment for the construction business by considering the relationship between the occurring term and the actual situation with respect to the economic condition of the industry rather than the inherent semantics of the term. The experimental results proved that incorporating qualitative information based on big data analytics into the traditional bankruptcy prediction model based on accounting information is effective for enhancing the predictive performance. The sentiment variable extracted from economic news articles had an impact on corporate bankruptcy. In particular, a negative sentiment variable improved the accuracy of corporate bankruptcy prediction because the corporate bankruptcy of construction firms is sensitive to poor economic conditions. The bankruptcy prediction model using qualitative information based on big data analytics contributes to the field, in that it reflects not only relatively recent information but also environmental factors, such as external economic conditions.

An Empirical Study on Main Factors Affecting Technology Balance of Payments (기술무역수지에 영향을 미치는 주요 요인들에 대한 실증연구)

  • Pak, Cheolmin;Ku, Bonchul
    • Journal of Technology Innovation
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    • v.25 no.1
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    • pp.61-89
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    • 2017
  • This study aims to estimate empirically the respective impacts of R&D expenditure, R&D labor, overseas direct investment, commodity trade balance, and technology trade openness on technology balance of payments. To examine the presence of co-integration between them, this paper employed the ARDL-bounds test using time series data from 1981 to 2014, and the result shows that there is a stable long-run equilibrium relationship among them. Furthermore, we estimated long- and short-run coefficients of the technology balance of payments with respect to each variables based on long-run equilibrium equation and error correction model. As a result, the technology balance of payments respond negatively to R&D labor and technology trade openness, and R&D expenditure does produce positive effects in the long-run, while coefficients of overseas direct investment and commodity trade balance in the long-run are not statistically significant. Besides, according to results of error correction model, overseas direct investment only has clearly a positive effects in the short-run, in contrast, the short-term relationships between the other variables and the technology balance of payments could not definitively derived. This implies that it is necessary to procure and cultivate talented personnel, as well as to enlarge gradually technology trade size in order to improve technology balance of payments from a long-term point of view.

Predictability of Consumer Expectations for Future Changes in Real Growth (소비자 기대심리의 미래 성장 예측력)

  • Kim, Tae-Ho;Lim, La-Hee;Lee, Seung-Eun
    • The Korean Journal of Applied Statistics
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    • v.28 no.3
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    • pp.457-465
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    • 2015
  • The long lasting world-wide recession and low economic progress have made it more important to predict future economic behavior. Accordingly, it is of interest to explore useful leading indicators, correlated with policy targets, to predict future economic growth. This study attempts to develop a model to evaluate the performance of consumer survey results from Statistics Korea to predict future economic activities. A statistical model is formulated and estimated to generate predictions by utilizing consumer expectations. The prediction is found improved in the distant future and consumer expectations appear to be a useful leading indicator to provide information of future real growth.

주식시장(株式市場)의 경기선행성(景氣先行性)에 관한 연구(硏究)

  • Ji, Ho-Jun
    • The Korean Journal of Financial Management
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    • v.9 no.1
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    • pp.207-222
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    • 1992
  • 본(本) 연구(硏究)는 주식시장의 변화가 경기변동에 대하여 갖는 선행성(先行性)의 유무(有無)와 선행기간(先行期間) 및 선행패턴을 검정하였다. 기존의 경기 정점(peak)과 저점(trough)에 따른 선행시차분석(先行時差分析)이나 주식시장과 경기변동간의 단순회귀모형에 의한 ${\beta}$계수 측정 방법과는 달리, 교차상관관계(交叉相關關係)에 의한 선행 결합여부를 검정하고 Granger 정의에 입각한 인과관계검정(因果關係檢定)을 시도하였다. 1975년부터 1991년까지의 월별자료를 이용하여 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정을 실시한 결과 주식수익률과 경기동행지수 순환변동치는 선행결합(先行結合)하고 있음을 알 수 있었으며, t-7기의 주식수익률과 t기의 경기동행지수 순환변동치간의 계수가 가장 크게 나타났다. 또한 주식수익률의 lead 1에서 3기까지 보다는 lead 4기 이후에 크게 나타났으며 업종별(業種別)로는 제조업(製造業) 관련분야에서 유의적으로 나타났다. Granger 정의에 의한 인과관계(因果關係) 검정(檢定)을 실시한 결과, 12개월 내지 9개월 전부터 1개월 전까지의 주식수익률을 이용하는 것이 경기동행지수 순환변동치의 과거 정보만을 이용하는 것보다 예측오차를 줄일 수 있는 것으로 나타나 주식수익률이 경기동행지수 순환변동치의 원인변수라 할 수 있을 것이다. 업종별(業種別) Granger 검정결과는 교차상관계수(交叉相關係數)에 의한 Ljung-Box Q-통계량 검정결과와 유사하게 나타났는데 이는 검정결과의 신뢰성을 높여주었다.

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