• Title/Summary/Keyword: 최적회귀모형

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A Study on Modeling and Forecasting of Mobile Phone Sales Trends (이동통신 단말기 판매 추이에 대한 모형 및 수요예측에 관한 연구)

  • Kim, Min-Jeong
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.6
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    • pp.157-165
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    • 2016
  • Among high-tech products, the mobile phone has experienced a rapid rate of innovation and a shortening of its product life cycle. The shortened product life cycle poses major challenges to those involved in the creation of forecasting methods fundamental to strategic management and planning systems. This study examined whether the best model applies to the entire diffusion life span of a mobile phone. Mobile phone sales data from a specific mobile service provider in Korea from March of 2013 to August of 2014 were analyzed to compare the performance of two S-shaped diffusion models and two non-linear regression models, the Gompertz, logistic, Michaelis-Menten, and logarithmic models. The experimental results indicated that the logistic model outperforms the other three models over the fitted region of the diffusion. For forecasting, the logistic model outperformed the Gompertz model for the period prior to diffusion saturation, whereas the Gompertz model was superior after saturation approaches. This analysis may help those estimate the potential mobile phone market size and perform inventory and order management of mobile phones.

A Study on Modelling Readability Formulas for Reading Instruction System (독서교육시스템을 위한 텍스트수준 측정 공식 구성에 관한 연구)

  • Choe, In-Sook
    • Journal of the Korean Society for information Management
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    • v.22 no.3 s.57
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    • pp.213-232
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    • 2005
  • The purpose of this study is to determine factors affecting text difficulty and to model objective formulas which measure readability scores. Some readability-related factors such as total number of letters, total number of syllables, total number of unique syllables, total number of sentences and total number of paragraphs were found through correlation analysis. Some regression equations with these factors as their variables were produced through regression analysis. A model estimating readability score from total number of unique syllables was a good formula, while a model with two factors, total number of unique syllables and new syllable occurrence ratio, was a better enhanced one. The readability score represents detailed level so we can recommend students read texts corresponding to their reading levels.

Development of Han River Multi-Reservoir Operation Rules by Linear Tracking (선형추적에 의한 한강수계 복합 저수지 계통의 이수 조작기준 작성)

  • Yu, Ju-Hwan
    • Journal of Korea Water Resources Association
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    • v.33 no.6
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    • pp.733-744
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    • 2000
  • Due to the randomness of reservoir inflow and supply demand it is not easy to establish an optimal reservoir operation rule. However, the operation rule can be derived by the implicit stochastic optimization approach using synthetic inflow data with some demand satisfied. In this study the optimal reservoir operation which was reasonably formulated as Linear Tracking model for maximizing the hydro-energy of seven reservoirs system in the Han river was performed by use of the optimal control theory. Here the operation model made to satisfy the 2001st year demand in the capital area inputted the synthetic inflow data generated by multi-site Markov model. Based on the regressions and statistic analyses of the optimal operation results, monthly reservoir operation rules were developed with the seasonal probabilities of the reservoir stages. The comparatively larger dams which would have more controllability such as Hwacheon, Soyanggang, and Chungju had better regressions between the storages and outflows. The effectiveness of the rules was verified by the simulation during actually operating period.period.

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Relationship Between Physical Properties and Compression Index for Marine Clay (해성점토의 물리적 특성과 압축지수의 상관성)

  • 김동후;김기웅;백영식
    • Journal of the Korean Geotechnical Society
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    • v.19 no.6
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    • pp.371-378
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    • 2003
  • The compression index of clay distributed in the west and south coast of the Korean Peninsula had been studied. Compression index was obtained from the conventional consolidation test, and was conducted accordingly to obtain the field virgin compression curve by means of Schmertmann's graphical correction. To examine a correlation closely between physical properties of soils($e_o$, LL, w) and compression index(Cc), linen. and non-linear regression analysis were employed based on the data collected from tests. The conclusions are as follows. The compression index obtained by means of Schmereann's graphical correction is about 1.16 times for the value of original oedometer test curve for U/D samples. Non-liner regression curve was preferable to establish a correlation equation rather than linear regression curve. All derived equations so far achieved have been summarized and given. However, linear equation is better for practical use so that part by part simplified linear equations were also suggested alternatively together with their own non-linear regression curve.

Network Identification of Major Risk Factor Associated with Delirium by Bayesian Network (베이지안 네트워크를 활용한 정신장애 질병 섬망(delirium)의 주요 요인 네트워크 규명)

  • Lee, Jea-Young;Choi, Young-Jin
    • The Korean Journal of Applied Statistics
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    • v.24 no.2
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    • pp.323-333
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    • 2011
  • We analyzed using logistic to find factors with a mental disorder because logistic is the most efficient way assess risk factors. In this paper, we applied data mining techniques that are logistic, neural network, c5.0, cart and Bayesian network to delirium data. The Bayesian network method was chosen as the best model. When delirium data were applied to the Bayesian network, we determined the risk factors associated with delirium as well as identified the network between the risk factors.

Estimation of regional Low-flow Indices Applicable to Unmetered Areas Using Machine Learning Technique (머신러닝 기법을 이용한 미계측지역에 적용가능한 지역화 Low-flow indices 산정)

  • Jeung, Se Jin;Kang, Dong Ho;Kim, Byung Sik
    • Proceedings of the Korea Water Resources Association Conference
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    • 2020.06a
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    • pp.39-39
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    • 2020
  • Low-flow 하천에서의 최저수위를 나타내는 지표이다. 일반적으로 유황곡선의 갈수량(Q355)를 대표적으로 사용한다. Low-flow는 물 공급 관리 및 계획, 관개용수, 생태계등 다양한 분야에 영향을 미친다. 이러한 Low-flow를 산정하기 위해서는 충분한 기간의 유량자료가 필요하다. 하지만 국토의 70%가 산지지형으로 구성되어 있는 우리나라의 경우 국가하천과 1급하천을 제외한 산지유역은 수위관측소가 부재하거나 결측으로 인해 자료가 충분하지 않아 Low-flow분석에 한계가 있다. 이에 과거에는 미계측지역의 갈수량을 예측하기 위해서 다중회귀분석, ARIMA 모형 등 다양한 기법을 사용하였지만, 최근들어 머신러닝 모형의 수요가 증가하고 있다. 이에 본 연구에서는 새로운 패러다임에 맞는 머신러닝 기법인 DNN기법을 사용하고자 한다. DNN기법은 ANN기법의 단점인 학습과정에서 최적 매개변수값을 찾기 어렵고, 학습시간이 느린 단점을 보완한 방법이다. 따라서 본연구에서는 머신러닝 기법인 DNN기법을 통해 미계측지역에 적용 가능한 지역화 Low-flow indices를 산정하고자 한다. 먼저, Low-flow에 영향을 미치는 인자들을 수집하고 인자들간의 상관분석, 다중공선성 분석을 통해 통계적으로 유의한 변수를 선정하여, 머신러닝 모형에 입력자료를 구축하였다. 또한 기존의 갈수량 예측기법인 다중회귀분석 결과와 비교하여 머신러닝 기법의 효용성을 검토하였다.

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Marginal Effect Analysis of Travel Behavior by Count Data Model (가산자료모형을 기초로 한 통행행태의 한계효과분석)

  • 장태연
    • Journal of Korean Society of Transportation
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    • v.21 no.3
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    • pp.15-22
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    • 2003
  • In general, the linear regression model has been used to estimate trip generation in the travel demand forecasting procedure. However, the model suffers from several methodological limitations. First, trips as a dependent variable with non-negative integer show discrete distribution but the model assumes that the dependent variable is continuously distributed between -$\infty$ and +$\infty$. Second, the model may produce negative estimates. Third, even if estimated trips are within the valid range, the model offers only forecasted trips without discrete probability distribution of them. To overcome these limitations, a poisson model with a assumption of equidispersion has frequently been used to analyze count data such as trip frequencies. However, if the variance of data is greater than the mean. the poisson model tends to underestimate errors, resulting in unreliable estimates. Using overdispersion test, this study proved that the poisson model is not appropriate and by using Vuong test, zero inflated negative binomial model is optimal. Model reliability was checked by likelihood test and the accuracy of model by Theil inequality coefficient as well. Finally, marginal effect of the change of socio-demographic characteristics of households on trips was analyzed.

Statistical review and explanation for Lanchester model (란체스터 모형에 대한 통계적 고찰과 해석)

  • Yoo, Byung Joo
    • The Korean Journal of Applied Statistics
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    • v.33 no.3
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    • pp.335-345
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    • 2020
  • This paper deals with the problem of estimating the log-transformed linear regression model to fit actual battle data from the Ardennes Campaign of World War II into the Lanchester model. The problem of determining a global solution for parameters and multicollinearity problems are identified and modified by examining the results of previous studies on data. The least squares method requires attention because a local solution can be found rather than a global solution if considering a specific constraint or a limited candidate group. The method of exploring this multicollinearity problem can be confirmed by a statistic known as a variance inflation factor. Therefore, the Lanchester model is simplified to avoid these problems, and the combat power attrition rate model was proposed which is statistically significant and easy to explain. When fitting the model, the dependence problem between the data has occurred due to autocorrelation. Matters that might be underestimated or overestimated were resolved by the Cochrane-Orcutt method as well as guaranteeing independence and normality.

Use of Groundwater recharge as a Variable for Monthly Streamflow Prediction (월 유출량 예측 변수로서 지하수 함양량의 이용)

  • Lee, Dong-Ryul;Yun, Yong-Nam;An, Jae-Hyeon
    • Journal of Korea Water Resources Association
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    • v.34 no.3
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    • pp.275-285
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    • 2001
  • Since the majority of streamflow during dry periods is provided by groundwater storage, the streamflow depends on a basin moisture state recharged from rainfall during wet periods. This hydrologic characteristics dives good condition to predict long-term streamflow if the basin state like groundwater recharge is known in advance. The objective of this study is to examine groundwater recharge effect to monthly streamflow, and to attempt monthly streamflow prediction using estimated groundwater recharge. The ground water recharge is used as an independent variable with streamflow and precipitation to construct multiple regression models for the prediction. Correlation analysis was performed to assess the effect of groundwater carry-over to streamflow and to establish the associations among independent variables. The predicted streamflow shows that the multiple regression model involved groundwater recharge gives improved results comparing to the model only using streamflow and precipitation as independent variables. In addition, this paper shows that the prediction model with the effect of groundwater carry-over taken into account can be developed using only precipitation.

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Hydrologic Variable Prediction Using Nonlinear Ensemble Model (비선형 앙상블 모형을 이용한 수문량 예측)

  • Kwon, Hyun-Han;Kim, Min-Ji;Kim, Jang-Kyung;Na, Bong-Gil
    • Proceedings of the Korea Water Resources Association Conference
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    • 2011.05a
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    • pp.359-359
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    • 2011
  • 기존 수자원계획에 있어서 수문량 예측은 매우 제한적으로 활용되고 있는 실정으로서 최근 기후변화 및 이상기후로 기인하는 기상학적 불확실성 증가에 대해서 효과적으로 대응 하기가 어렵다. 본 연구에서는 기상인자를 활용한 수문변량 예측기법을 개발하고자 하며 국내에 수문자료가 충분한 지역에 대해서 모형의 적합성과 타당성을 평가하고자 한다. 대부분의 수문변량은 해수면온도, 해수면기압, 바람장 등 Large Scale의 기상학적 특성과 연관성을 가지고 있으며 선행시간을 가지고 수문순환에 영향을 주고 있다. 수문변량과 기상학적 변량사이에는 일반적으로 비선형 관계를 가지고 있는 것으로 알려지고 있으며 이러한 비선형 관계를 효과적으로 예측하기 위해서 본 연구에서는 비선형 예측모형을 개발 하고자 한다. 최근 비선형 예측모형에서 불확실성을 고려한 모형에 대한 연구가 활발히 진행되고 있으며 특히, 다중 모형을 사용한 Ensemble 개념의 예측모형 도입이 이루어지고 있다. 본 연구에서는 국내 다목적댐 유입량 및 강수량에 대해서 최적 기상변량을 도출하고 이를 활용한 비선형 Ensemble 예측모형을 개발하였다. 일반적인 선형 회귀분석 모형에 비해 기상현상과 수문현상에 비선형성을 효과적으로 재현할 수 있는 장점을 확인할 수 있었으며 이와 더불어 예측결과에 대한 불확실성을 제공함으로서 신뢰성 있는 수자원 계획을 위한 기초자료로서 활용이 가능할 것으로 판단된다.

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