• Title/Summary/Keyword: 일반화된 선형모형

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An Observational Study on the Driver Behaviours at Long Tangent Sections Followed by Sharp Horizontal Curve (긴 직선-곡선 연결선형에서 운전자 주행행태에 관한 현장조사 연구)

  • Kim, Yong-Seok;Cho, Won-Bum
    • Journal of Korean Society of Transportation
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    • v.22 no.7 s.78
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    • pp.139-146
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    • 2004
  • Road design should be conformed to the expectancy of drivers. The alignment such as long tangent followed by the sharp horizontal curve should be avoided for the road design consistency. Currently, operating speed profile model is generally used to check the consistency of the successive road alignments. In this model, the hypothesis about the drivers' behaviour on the long tangent followed by the sharp horizontal curve is also included. This study compares the hypothesized drivers' behaviour in the existing operating speed profile model with the actual drivers' behaviour observed at the two lane rural roads. In addition to this, comparison between the acceleration for the vehicles approaching and departing horizontal curves suggested by the foreign research and the value observed at this study was made, From this study, it was concluded that the hypothesis in the existing model was well representing the actual drivers' behaviour. The deceleration for vehicles approaching the horizontal curves was ranged $0.39{\sim}1.06m/s^2$ with the average of $0.66m/s^2$. The average acceleration for the vehicles departing horizontal curves was $0.22m/s^2$.

A study on selection of tensor spline models (텐서 스플라인 모형 선택에 관한 연구)

  • 구자용
    • The Korean Journal of Applied Statistics
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    • v.5 no.2
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    • pp.181-192
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    • 1992
  • We consider the estimation of the regression surface in generalized linear models based on tensor-product B-splines in a data-dependent way. Our approach is to use maximum likelihood method to estimate the regression function by a function from a space of tensor-product B-splines that have a finite number of knots and are linear in the tails. The knots are placed at selected order statistics of each coordinate of the sample data. The number of knots is determined by minimizing a variant of AIC. A numerical example is used to illustrate the performance of the tensor spline estimates.

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Analysis of Periodicity of Meteorological Measures and Their Effects on Precipitation Observed with Surface Meteorological Instruments at Eight Southwestern Areas, Korea during 2004KOEP (기상인자의 주기성 분석 및 일반화 선형모형을 이용한 강수영향분석: 2004KEOP의 한반도 남서지방 8개 지역 기상관측자료사용)

  • Kim Hea-Jung;Yum Joonkeun;Lee Yung-Seop;Kim Young-Ah;Chung Hyo-Sang;Cho Chun-Ho
    • The Korean Journal of Applied Statistics
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    • v.18 no.2
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    • pp.281-296
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    • 2005
  • This article summarizes our research on estimation of area-specific and time-adjusted rainfall rates during 2004KEOP (Korea enhanced observation period: June 1, $2004{\sim}$ August 31, 2004). The rainfall rate is defined as the proportion of rainfall days per week and areas are consisting of Haenam, Yeosu, Janghung, Heuksando, Gwangju, Mokpo, Jindo, and Wando. Our objectives are to analyze periodicity in area-specific precipitation and the meteorological measures and investigate the relationships between the geographic pattern of the rainfall rates and the corresponding pattern in potential explanatory covariates such as temperature, wind, wind direction, pressure, and humidity. A generalized linear model is introduced to implement the objectives and the patterns are estimated by considering a set of rainfall rates produced using samples from the posterior distribution of the population rainfall rates.

Estimating GARCH models using kernel machine learning (커널기계 기법을 이용한 일반화 이분산자기회귀모형 추정)

  • Hwang, Chang-Ha;Shin, Sa-Im
    • Journal of the Korean Data and Information Science Society
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    • v.21 no.3
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    • pp.419-425
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    • 2010
  • Kernel machine learning is gaining a lot of popularities in analyzing large or high dimensional nonlinear data. We use this technique to estimate a GARCH model for predicting the conditional volatility of stock market returns. GARCH models are usually estimated using maximum likelihood (ML) procedures, assuming that the data are normally distributed. In this paper, we show that GARCH models can be estimated using kernel machine learning and that kernel machine has a higher predicting ability than ML methods and support vector machine, when estimating volatility of financial time series data with fat tail.

A Fuzzy Linear Programming Problem with Fuzzy Convergent Equality Constraints (퍼지 융합 등식 제약식을 갖는 퍼지 선형계획법 문제)

  • Oh, Se-Ho
    • Journal of the Korea Convergence Society
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    • v.6 no.5
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    • pp.227-232
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    • 2015
  • The fuzzy linear programming(FLP) is the useful approach to many real world problems under uncertainty. This paper deals with a FLP whose objective value is fuzzy. And the right hand sides of convergent equality constraints are fuzzy numbers. We assume that the membership function of the objective value is piecewise linear and those of the right hand side are trapezoidal. Each of these trapezoidal functions can be algebraically replaced with three linear functions. Then the FLP problem is transformed into the Zimmermann's symmetric model. The fuzzy solution based on the max-min rule can be obtained by solving the crisp linear programming problem derived from the symmetric model. A numerical example has illustrated our approach. The application of our approach to the inconsistent linear system can enable generate us to get define the useful and flexible inexact solutions within acceptable tolerance. Further research is required to generalize the membership function.

Factor Analysis of Customer Loyalty in Car Insurance Using Generalized Additive Partial Linear Model (일반화가법부분선형모형을 이용한 자동차보험 충성도 요인분석)

  • Ki, Seung-Do;Kang, Kee-Hoon
    • The Korean Journal of Applied Statistics
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    • v.25 no.1
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    • pp.67-79
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    • 2012
  • The car insurance market in Korea has already entered (or is in the process of entry) a mature market that is characterized by increased competition by market participants. Participants are expected to compete more intensively in order to survive. Together with a slowdown in market growth the goal of non-life insurers' marketing strategies is to enhance existing customer loyalty because it is easier to raise their loyalty via customer satisfaction than to attract new customers in a stagnant market. In this article, we investigate what factors affect customer loyalty, and suggest some specific ways to establish and implement marketing strategies. We use a generalized additive partial linear model in order to find some significant factors.

Binary regression model using skewed generalized t distributions (기운 일반화 t 분포를 이용한 이진 데이터 회귀 분석)

  • Kim, Mijeong
    • The Korean Journal of Applied Statistics
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    • v.30 no.5
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    • pp.775-791
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    • 2017
  • We frequently encounter binary data in real life. Logistic, Probit, Cauchit, Complementary log-log models are often used for binary data analysis. In order to analyze binary data, Liu (2004) proposed a Robit model, in which the inverse of cdf of the Student's t distribution is used as a link function. Kim et al. (2008) also proposed a generalized t-link model to make the binary regression model more flexible. The more flexible skewed distributions allow more flexible link functions in generalized linear models. In the sense, we propose a binary data regression model using skewed generalized t distributions introduced in Theodossiou (1998). We implement R code of the proposed models using the glm function included in R base and R sgt package. We also analyze Pima Indian data using the proposed model in R.

A Study on Spatial and Temporal Distribution of a Pest via Generalized Linear Mixed Models (일반화선형혼합모형을 통한 해충밀도의 시공간분포 연구)

  • 박흥선;조기종
    • The Korean Journal of Applied Statistics
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    • v.17 no.2
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    • pp.185-196
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    • 2004
  • It is an important research area in Integrated Pest Management System to estimate the pest density within plants, because the artificial controls such as spraying pesticides or biological enemies depend on the information of pest density. This paper studies the population density distribution of two-spotted spider mite in glasshouse roses. As the data were collected repeatedly on the same subject, Subject-Specific and Population Averaged approaches are used and compared.