• Title/Summary/Keyword: 최적회귀모형

Search Result 224, Processing Time 0.028 seconds

Development of Train Operation Plan algorithm by using regression models (회귀모형을 이용한 열차운행계획 수립에 관한 알고리즘 개발)

  • Shin, Han-Chul;Kim, Jung-Hyun;Kim, Sang-Hoon;Lee, Se-Hoon
    • Proceedings of the Korean Society of Computer Information Conference
    • /
    • 2011.06a
    • /
    • pp.23-24
    • /
    • 2011
  • 본 논문에서는 승객 수송수요 반영 단계에서는 역별 승하차인원, 시간대별 재차인원 등 수송수요에 반영할 기준을 설정하여 수송력과 승차인원의 기준을 판단하고, 열차운행계획 수립 단계에서는 운행구간, 선로용량, 선로조건 등 제약조건과 적정수송력에 맞는 운행계획을 수립하고, 마지막 단계에서 경제성, 능률성, 합리성 등을 감안한 운용효율 향상을 위한 열차 DIA를 작성하고자 한다. 또한 통계적 분석절차에 따라 재차인원과 운행횟수를 각각의 독립변수와 종속변수로 산정하여 두 변수간의 상관관계를 확인한 후 회귀분석을 통해 얻은 회귀식을 실제열차운행 횟수와 비교하여 최적의 열차운행횟수를 산정하였으며 회귀식의 유효성 검증을 통해 열차운행 환경변화에 신속하게 대응할 수 있는 유연한 시스템을 구축한 후 서울도시철도공사 실용 Dia에 적용하여 유효성을 검토하였다.

  • PDF

Nonlinear Autoregressive Modeling of Southern Oscillation Index (비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Journal of Korea Water Resources Association
    • /
    • v.39 no.12 s.173
    • /
    • pp.997-1012
    • /
    • 2006
  • We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.

Development of Return flow rate Prediction Algorithm with Data Variation based on LSTM (LSTM기반의 자료 변동성을 고려한 하천수 회귀수량 예측 알고리즘 개발연구)

  • Lee, Seung Yeon;Yoo, Hyung Ju;Lee, Seung Oh
    • Journal of Korean Society of Disaster and Security
    • /
    • v.15 no.2
    • /
    • pp.45-56
    • /
    • 2022
  • The countermeasure for the shortage of water during dry season and drought period has not been considered with return flowrate in detail. In this study, the outflow of STP was predicted through a data-based machine learning model, LSTM. As the first step, outflow, inflow, precipitation and water elevation were utilized as input data, and the distribution of variance was additionally considered to improve the accuracy of the prediction. When considering the variability of the outflow data, the residual between the observed value and the distribution was assumed to be in the form of a complex trigonometric function and presented in the form of the optimal distribution of the outflow along with the theoretical probability distribution. It was apparently found that the degree of error was reduced when compared to the case not considering where the variance distribution. Therefore, it is expected that the outflow prediction model constructed in this study can be used as basic data for establishing an efficient river management system as more accurate prediction is possible.

Theoretical and Empirical Issues in Conducting an Economic Analysis of Damage in Price-Fixing Litigation: Application to a Transportation Fuel Market (담합관련 손해배상 소송의 경제분석에서 고려해야 할 이론 및 실증적 쟁점: 수송용 연료시장에의 적용)

  • Moon, Choon-Geol
    • Environmental and Resource Economics Review
    • /
    • v.23 no.2
    • /
    • pp.187-224
    • /
    • 2014
  • We present key issues to consider in estimating damages from price-fixing cases and then apply the procedure addressing those issues to a transportation fuel market. Among the five methods of overcharge calculation, the regression analysis incorporating the yardstick method is the best. If the price equation relates the domestic price to the foreign price and the exchange rate as in the transportation fuel market, the functional form satisfying both logical consistency and modeling flexibility is the log-log functional form. If the data under analysis is of time series in nature, then the ARDL model should be the base model for each market and the regression analysis incorporating the yardstick method combines these ARDL equations to account for inter-market correlation and arrange constant terms and collusion-period dummies across component equations appropriately so as to identify the overcharge parameter. We propose a two-step test for the benchmarked market: (a) conduct market-by-market Spearman or Kendall test for randomness of the individual market price series first and (b) then conduct across-market Friedman test for homogeneity of the market price series. Statistical significance is the minimal requirement to establish the alleged proposition in the world of uncertainty. Between the sensitivity analysis and the model selection process for the best fitting model, the latter is far more important in the economic analysis of damage in price-fixing litigation. We applied our framework to a transportation fuel market and could not reject the null hypothesis of no overcharge.

Development of salinity simulation using a hierarchical bayesian ARX model (계층적 베이지안 ARX 모형을 활용한 염분모의기법 개발)

  • Kim, Hojun;Shin, Choong Hun;Kim, Tae-Woong;Kwon, Hyun-Han
    • Journal of Korea Water Resources Association
    • /
    • v.53 no.7
    • /
    • pp.481-491
    • /
    • 2020
  • The development of agricultural land at Saemangeum has required a significant increase in agricultural water use. It has been well acknowledged that salinity plays a critical role in the farming system. Therefore, a systematic study in salinity is necessary to better manage agricultural water. This study aims to develop a stochastic salinity simulation model that simultaneously simulates salinities obtained from different layers. More specifically, this study proposed a two-stage Autoregressive Exgeneous (ARX) model within a hierarchical Bayesian modeling framework. We derived posterior distributions of model parameters and further used them to obtain the predictive posterior distribution for salinities at three different layers. Here, the BIC values are used and compared to determine the optimal model from a set of candidate models. A detailed discussion of the model is provided.

An Analysis for Price Determinants of Small and Medium-sized Office Buildings Using Data Mining Method in Gangnam-gu (데이터마이닝기법을 활용한 강남구 중소형 오피스빌딩의 매매가격 결정요인 분석)

  • Mun, Keun-Sik;Choi, Jae-Gyu;Lee, Hyun-seok
    • The Journal of the Korea Contents Association
    • /
    • v.15 no.7
    • /
    • pp.414-427
    • /
    • 2015
  • Most Studies for office market have focused on large-scale office buildings. There is, if any, a little research for small and medium-sized office buildings due to the lack of data. This study uses the self-searched and established 1,056 data in Gangnam-Gu, and estimates the data by not only linear regression model, but also data mining methods. The results provide investors with various information of price determinants, for small and medium-sized office buildings, comparing with large-scale office buildings. The important variables are street frontage condition, zoning of commercial area, distance to subway station, and so on.

Development for City Bus Dirver's Accident Occurrence Prediction Model Based on Digital Tachometer Records (디지털 운행기록에 근거한 시내버스 운전자의 사고발생 예측모형 개발)

  • Kim, Jung-yeul;Kum, Ki-jung
    • The Journal of The Korea Institute of Intelligent Transport Systems
    • /
    • v.15 no.1
    • /
    • pp.1-15
    • /
    • 2016
  • This study aims to develop a model by which city bus drivers who are likely to cause an accident can be figured out based on the information about their actual driving records. For this purpose, from the information about the actual driving records of the drivers who have caused an accident and those who have not caused any, significance variables related to traffic accidents are drawn, and the accuracy between models is compared for the classification models developed, applying a discriminant analysis and logistic regression analysis. In addition, the developed models are applied to the data on other drivers' driving records to verify the accuracy of the models. As a result of developing a model for the classification of drivers who are likely to cause an accident, when deceleration ($X_{deceleration}$) and acceleration to the right ($Y_{right}$) are simultaneously in action, this variable was drawn as the optimal factor variable of the classification of drivers who had caused an accident, and the prediction model by discriminant analysis classified drivers who had caused an accident at a rate up to 62.8%, and the prediction model by logistic regression analysis could classify those who had caused an accident at a rate up to 76.7%. In addition, as a result of the verification of model predictive power of the models showed an accuracy rate of 84.1%.

Novel two-stage hybrid paradigm combining data pre-processing approaches to predict biochemical oxygen demand concentration (생물화학적 산소요구량 농도예측을 위하여 데이터 전처리 접근법을 결합한 새로운 이단계 하이브리드 패러다임)

  • Kim, Sungwon;Seo, Youngmin;Zakhrouf, Mousaab;Malik, Anurag
    • Journal of Korea Water Resources Association
    • /
    • v.54 no.spc1
    • /
    • pp.1037-1051
    • /
    • 2021
  • Biochemical oxygen demand (BOD) concentration, one of important water quality indicators, is treated as the measuring item for the ecological chapter in lakes and rivers. This investigation employed novel two-stage hybrid paradigm (i.e., wavelet-based gated recurrent unit, wavelet-based generalized regression neural networks, and wavelet-based random forests) to predict BOD concentration in the Dosan and Hwangji stations, South Korea. These models were assessed with the corresponding independent models (i.e., gated recurrent unit, generalized regression neural networks, and random forests). Diverse water quality and quantity indicators were implemented for developing independent and two-stage hybrid models based on several input combinations (i.e., Divisions 1-5). The addressed models were evaluated using three statistical indices including the root mean square error (RMSE), Nash-Sutcliffe efficiency (NSE), and correlation coefficient (CC). It can be found from results that the two-stage hybrid models cannot always enhance the predictive precision of independent models confidently. Results showed that the DWT-RF5 (RMSE = 0.108 mg/L) model provided more accurate prediction of BOD concentration compared to other optimal models in Dosan station, and the DWT-GRNN4 (RMSE = 0.132 mg/L) model was the best for predicting BOD concentration in Hwangji station, South Korea.

오차분산의 추정에 대한 고찰

  • 김종태;고정환
    • Proceedings of the Korea Society for Industrial Systems Conference
    • /
    • 1999.05a
    • /
    • pp.185-190
    • /
    • 1999
  • 비모수 회귀모형에 있어서의 오차분산을 추정하는 방법들 중 차분에 기저한 방법(difference-based methods)을 이용한 기존의 추정량들을 비교 분석하는데 목적이 있다. 특히 점근적인 최적 이차차분에 기저한 Hall과 Kay, Titterington(1990)의 HKT 추정량에 대한 그들의 추정량에 대한 문제점들을 제시하고, HKT추정량과, GSJS 추정량, Rice 추정량에 대하여 모의실험을 이용하여 모수에 대한 수렴속도를 비교 분석하였다. 또한 GSJS 추정량에 대한 일치성과 수렴 속도를 보였다.

  • PDF

A Multivariate Analysis of Korean Professional Players Salary (한국 프로스포츠 선수들의 연봉에 대한 다변량적 분석)

  • Song, Jong-Woo
    • The Korean Journal of Applied Statistics
    • /
    • v.21 no.3
    • /
    • pp.441-453
    • /
    • 2008
  • We analyzed Korean professional basketball and baseball players salary under the assumption that it depends on the personal records and contribution to the team in the previous year. We extensively used data visualization tools to check the relationship among the variables, to find outliers and to do model diagnostics. We used multiple linear regression and regression tree to fit the model and used cross-validation to find an optimal model. We check the relationship between variables carefully and chose a set of variables for the stepwise regression instead of using all variables. We found that points per game, number of assists, number of free throw successes, career are important variables for the basketball players. For the baseball pitchers, career, number of strike-outs per 9 innings, ERA, number of homeruns are important variables. For the baseball hitters, career, number of hits, FA are important variables.