• 제목/요약/키워드: 일반선형모형

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Evaluation of EBLUP-Type Estimator Based on a Logistic Linear Mixed Model for Small Area Unemployment (소지역 실업자수 추정을 위한 로지스틱 선형혼합모형 기반 EBLUP 타입 추정량 평가)

  • Kim, Seo-Young;Kwon, Soon-Pil
    • The Korean Journal of Applied Statistics
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    • v.23 no.5
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    • pp.891-908
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    • 2010
  • In Korea, the small area estimation method is currently unpopular in generating o cial statistics. Because it may be difficult to determine the reliability for small area estimation, although small area estimation ha a sufficiently good advantage to generate small area statistics for Korea. This paper inspects the method of making small area unemployment through the small area estimation method. To estimate small area unemployment we used an EBLUP-type estimator based on a logistic linear mixed model. To evaluate the EBLUP-type estimator we accomplished the real data analysis and simulation experiment from the population and housing census data. In addition, small area estimates are compared to large sample survey estimates. We found the provided method in this paper is highly recommendable to generate small area unemployment as the official statistics.

Evaluation of the current and potential flood storage effect (평화의댐의 현재 및 잠재 홍수저류효과 평가)

  • Shin, Hyunsun;Lee, Jinwook;Cho, Eunsaem
    • Proceedings of the Korea Water Resources Association Conference
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    • 2019.05a
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    • pp.389-389
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    • 2019
  • 평화의댐은 발전 기능이나 수문 조작 등 인위적인 기능이 전혀 없기 때문에 단순히 홍수조절용댐으로 분류된다. 평화의댐의 여수로는 일반적인 댐과는 달리 임남댐에 대응하기 위한 단계별 건설계획을 고려하여 댐 우안부에 배수터널 형식으로 건설되었다. 현재 평화의댐은 4련의 배수터널(직경 10 m)을 통해서 상류의 유입량을 하류로 방류하고 있다. 방류 능력을 초과하는 홍수가 발생하는 경우에는 일시적인 저류를 통한 제한적인 홍수조절을 수행하고 있지만, 그 효과는 크지 않다. 향후 남북한 관계 개선으로 임남댐의 안정성을 확보할 수 있다면, 평화의댐을 보통의 다목적댐과 같이 활용할 수 있을 것이다. 이에 본 연구에서는 평화의댐을 일반 다목적댐처럼 활용할 수 있는 상황을 가정하고, 일련의 운영방식을 적용하여 운영 방식 변경 전후의 댐의 홍수저류효과를 살펴보았다. 이를 위해 댐의 설계빈도인 200년 빈도의 강우에 대해 모의하고, 여러 가지 시나리오별 저류량-방류량 관계를 구축하였다. 최종적으로 비선형 저수지 모형에 적용하여 댐 저류효과를 정량화하고, 현재 및 잠재 홍수저류효과에 대해 비교하고 토의하였다.

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The Rating of Korean Basketball League Teams in 2006-2007 Season: Taking Account of Home-Court Advantage (홈팀의 이점을 고려한 KBL 2006-2007 시즌 경기력 평가)

  • Lee, Seung-Chun;Byun, Jong-Seok
    • Communications for Statistical Applications and Methods
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    • v.15 no.5
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    • pp.687-695
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    • 2008
  • It is widely known that the home advantage plays an important factor for determining victory or defeat in sport leagues. Thus a ranking system of sport league should take account of the home advantage as a key factor. Various statistical models are studied to rate the Korean Basketball league teams in 2006-2007 season. Among them, the model equation provided by Harville and Smith (1994) is useful for constructing two ranking systems. Both systems give quite reasonable quantifications of the team's ability and the home advantage.

A study on the forecast of container traffic using hybrid ARIMA-neural network model (하이브리드 ARIMA-신경망 모델을 통한 항만물동량 예측에 관한 연구)

  • Shin, Chang-Hoon;Kang, Jeong-Sick;Park, Soo-Nam;Lee, Ji-Hoon
    • Proceedings of the Korean Institute of Navigation and Port Research Conference
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    • 2007.12a
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    • pp.259-260
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    • 2007
  • The forecast of a container traffic has been very important for port plan and development Generally, statistic methods, such as regression analysis, ARIMA, have been much used for traffic forecasting. Recent research activities in forecasting with artificial neural networks(ANNs) suggest tint ANNs am be a promising alternative to the traditional linear methods. In this paper, a hybrid methodology that combines both ARIMA and ANN models is proposed to take advantage of the unique strength of ARIMA and ANN models in linear and nonlinear modeling. The results with port traffic data indicate tint effectiveness can differ according to the ch1racteristics of ports.

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Analyzing records of Korean pro-basketball using general linear model (일반선형모형을 적용한 한국남자프로농구 경기기록분석 : 2014-2015 정규리그)

  • Kim, Sae Hyung
    • Journal of the Korean Data and Information Science Society
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    • v.26 no.4
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    • pp.957-970
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    • 2015
  • The purpose of this study was to analyze records of Korean pro-basketball using general linear model (two-way ANOVA and hierarchical multiple regression analysis). Korea Basketball League (KBL) informed the records (2014-2015 season) of this study. The eight variables (TA, 2PA, 3PA, 2P, 3P, Ast, TFB, CH) were selected in content validity. SPSS program was used to analyze general linear model. All alpha level was set at 0.05. Major results were as follow. 3PA had significant interaction effect between victory & defeat variable and home & away variable. Victory teams showed that 3PA was higher in home games than away games, and defeat teams was the other. 2PA, AS, TFB, and CH were selected significant variables affecting victory and defeat. In result of hierarchical regression, Ast had significant moderation effect between 3PA and TS. TFB also had significant moderation effect between AS between 2P. The other construct (Ast between 2PA and TS; TFB between AS between 3P) had no significant moderation effect. In the effect of 2PA, 3PA and Ast to TS, CH also had no significant moderation effect.

Geographical Characteristics of Business Start-up and Closing Business according to the Type of Industry (업종별 창업 및 폐업의 지리적 특성 분석)

  • Lee, Keumsook;Park, Sohyun
    • Journal of the Economic Geographical Society of Korea
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    • v.22 no.2
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    • pp.178-195
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    • 2019
  • In this study, we examine business start-up and closing business in a geographical context. In particular, we analyze the geographical characteristics of business start-up and closing business according to the type of industry. For the purpose, we use the last 10 years data that have been related with current economic situation since the financial crisis. In first, we identify the spatial distribution patterns of business start-up and closing business, We examine the difference between individual businesses and corporations. Finally, we construct general linear regression models and spatial regression models for them, and derive meaningful socioeconomic variables that explain their location distribution. The results of this study could provide basic data for regional planning of national and local governments that activate local economies as well as job creation.

Selection of Climate Indices for Nonstationary Frequency Analysis and Estimation of Rainfall Quantile (비정상성 빈도해석을 위한 기상인자 선정 및 확률강우량 산정)

  • Jung, Tae-Ho;Kim, Hanbeen;Kim, Hyeonsik;Heo, Jun-Haeng
    • KSCE Journal of Civil and Environmental Engineering Research
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    • v.39 no.1
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    • pp.165-174
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    • 2019
  • As a nonstationarity is observed in hydrological data, various studies on nonstationary frequency analysis for hydraulic structure design have been actively conducted. Although the inherent diversity in the atmosphere-ocean system is known to be related to the nonstationary phenomena, a nonstationary frequency analysis is generally performed based on the linear trend. In this study, a nonstationary frequency analysis was performed using climate indices as covariates to consider the climate variability and the long-term trend of the extreme rainfall. For 11 weather stations where the trend was detected, the long-term trend within the annual maximum rainfall data was extracted using the ensemble empirical mode decomposition. Then the correlation between the extracted data and various climate indices was analyzed. As a result, autumn-averaged AMM, autumn-averaged AMO, and summer-averaged NINO4 in the previous year significantly influenced the long-term trend of the annual maximum rainfall data at almost all stations. The selected seasonal climate indices were applied to the generalized extreme value (GEV) model and the best model was selected using the AIC. Using the model diagnosis for the selected model and the nonstationary GEV model with the linear trend, we identified that the selected model could compensate the underestimation of the rainfall quantiles.

Threshold heterogeneous autoregressive modeling for realized volatility (임계 HAR 모형을 이용한 실현 변동성 분석)

  • Sein Moon;Minsu Park;Changryong Baek
    • The Korean Journal of Applied Statistics
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    • v.36 no.4
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    • pp.295-307
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    • 2023
  • The heterogeneous autoregressive (HAR) model is a simple linear model that is commonly used to explain long memory in the realized volatility. However, as realized volatility has more complicated features such as conditional heteroscedasticity, leverage effect, and volatility clustering, it is necessary to extend the simple HAR model. Therefore, to better incorporate the stylized facts, we propose a threshold HAR model with GARCH errors, namely the THAR-GARCH model. That is, the THAR-GARCH model is a nonlinear model whose coefficients vary according to a threshold value, and the conditional heteroscedasticity is explained through the GARCH errors. Model parameters are estimated using an iterative weighted least squares estimation method. Our simulation study supports the consistency of the iterative estimation method. In addition, we show that the proposed THAR-GARCH model has better forecasting power by applying to the realized volatility of major 21 stock indices around the world.

Determination of the Strength and Stiffness Degradation Factor for Circular R/C Bridge Piers (원형 철근콘크리트 교각의 강성 및 강도감소지수 결정)

  • 이대형;정영수
    • Journal of the Earthquake Engineering Society of Korea
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    • v.4 no.2
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    • pp.73-82
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    • 2000
  • 본연구의 목적은 반복하중을 받는 철근콘크리트 교량 교각의 비선형 이력거동을 해석적으로 예측하는 것이다 이를 위해서 반복적인 횡하중이 작용하는 경우에 실험결과와 일치하는 교각의 하중-변위 이력곡선을 도출하고자 수정된 trilinar 이력거동모델을 이용하였다 철근과 콘크리트의 비선형 거동특성과 각 하중단계에 따른 교각의 중립축을 구하여 소성힌지부의 모멘트와 변형률을 구하고 반복하중하에서의 강성의 변화를 해석적으로 모형화하기 위하여 각기 다른 강성을 갖는 5가지 지선을 갖춘 형태의 이력거동모델식을 제안하였다 본 연구에서는 실험적으로 구한 하중-변위 이력곡선을 이용하여 축하중비 주철근비 및 구속철근비에 따른 강도감소지수와 강성감소지수의 영향을 회귀분석을 이용하여 일반식으로 제안하였다 새로운 이력거동 해석 모델을 프로그램 SARCF III에 적용함으로써 기존 철근콘크리트 교각에 강도 및 강성감소 현상을 정확하게 예측하였다

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A Characteristic Analysis of the Elderly's Stream Use (고령자의 하천이용 특성분석)

  • Kim, Jeong-Eun;Park, Sung-Je;Jo, Jin-Nam
    • Proceedings of the Korea Water Resources Association Conference
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    • 2008.05a
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    • pp.583-587
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    • 2008
  • 수도권에 거주하는 60세 이상 589명을 대상으로 설문조사를 실시하여 고령자의 하천이용행태 및 하천이용의 영향요인을 분석하였다. 조사결과, 하천으로 이동하는데 가장 큰 불편사항은 경사로, 계단, 경계턱 등의 교통장애물이며, 이용에 불편한 하천시설은 화장실과 휴식공간으로 나타났다. 기대하는 하천복원의 형태는 인위적인 시설을 제한하는 친자연형 또는 자연형 하천에 대한 선호도가 높은 것으로 나타났다. 고령자의 하천이용 영향요인 모형추정결과, 고령자의 성별, 배우자 유무, 하천으로의 이동시간, 방문시점, 이용 교통편의 요인이 하천이용횟수에 영향을 미치는 것으로 분석되었다. 따라서 향후 고령자의 하천이용의 접근성 및 친수성을 향상하기 위해 장애물을 최소화하고, 교통 연계성을 향상시켜야 할 것이다. 또한, 고령자는 편의시설에 대한 요구와 동시에, 하천의 생태적 요소도 선호하는 것으로 분석되므로, 하천복원 시 적정 편의시설에 대해 고려하되, 가능한 환경적으로 설계될 수 있다면 다양한 고령자의 기대를 만족시킬 수 있을 것이다.

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