• Title/Summary/Keyword: 통계적 요인 분석

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분산한계검증(分散限界檢證)을 이용한 한국(韓國) 주식시장(株式市場)의 효율성(效率性) 분석(分析)

  • Na, Dong-Min
    • KDI Journal of Economic Policy
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    • v.15 no.1
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    • pp.185-205
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    • 1993
  • Shiller에 의하여 개발된 분산한계검증모형(分散限界檢證模型)은 간결하고 명쾌한 모형유도(模型誘導)와 강력한 검증결과(檢證結果)에 의해 주목받아 왔으나 비현실적(非現實的)인 가정(假定)들을 통한 모형설계와 검증통계량(檢證統計量)의 통계적 오류로 검증결과의 신뢰성이 의문시되어 왔다. 이러한 문제점을 제거하기 위한 Mankiw-Romer-Shapiro(MRS)모형(模型) 역시 임의변수(任意變數)의 도입으로 인한 검증력(檢證力) 저하(低下)와 고정기대수익율가정(固定期待收益率假定)의 채택으로 결합가설검증(結合假說檢證) 형태를 취하게 되는 문제점을 드러냈다. 본고(本稿)는 MRS모형(模型)의 문제점을 제거하기 위하여 먼저 Lucas의 균형자산가격모형(均衡資産價格模型)을 이용하여 고정기대수익율가정(固定期待收益率假定)을 완화하였고, 이에 의하여 구해진 변수들을 사용하여 합리적(合理的) 기대이론(期待理論)의 일반관계식(一般關係式)으로부터 새로운 검증모형(檢證模型)을 유도하였다. 1982~92년까지의 종합주가지수(綜合株價指數)와 대응하는 배당액(配當額)의 연도별(年度別) 시계열자료(時系列資料)를 가지고 검증실험을 행하여 본 결과 한국(韓國) 주식시장(株式市場)에서 효율적 시장가설은 기각되었고, 이를 통하여 관련정보(關聯情報)가 시장가격(市場價格)에 제대로 반영되지 않고 있으며, 정보(情報)의 비대칭성(非對稱性)으로 인하여 주식시장은 금융자원(金融資源)의 중개기능(仲介機能)을 효율적으로 수행하지 못하고 있음을 알 수 있었다. 따라서 한국 주식시장의 효율성을 제고하기 위하여 먼저 시장의 비효율성을 야기하는 요인(要因)들에 대한 분석(分析)과 이 분석을 통한 효율성(效率性) 장애요인(障碍要因)을 제거하는 것이 주식시장에 대한 정부정책(政府政策)의 우선순위(優先順位)가 되어야 할 것이다.

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The Assessing Comparative Study for Statistical Process Control of Software Reliability Model Based on Logarithmic Learning Effects (대수형 학습효과에 근거한 소프트웨어 신뢰모형에 관한 통계적 공정관리 비교 연구)

  • Kim, Kyung-Soo;Kim, Hee-Cheul
    • Journal of Digital Convergence
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    • v.11 no.12
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    • pp.319-326
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    • 2013
  • There are many software reliability models that are based on the times of occurrences of errors in the debugging of software. Software error detection techniques known in advance, but influencing factors for considering the errors found automatically and learning factors, by prior experience, to find precisely the error factor setting up the testing manager are presented comparing the problem. It is shown that it is possible to do asymptotic likelihood inference for software reliability models based on infinite failure model and non-homogeneous Poisson Processes (NHPP). Statistical process control (SPC) can monitor the forecasting of software failure and thereby contribute significantly to the improvement of software reliability. Control charts are widely used for software process control in the software industry. In this paper, we proposed a control mechanism based on NHPP using mean value function of logarithmic hazard learning effects property.

A Study on the Factors Affecting the Intention to Purchase Digital Items (디지털 아이템 구매의 영향요인 연구)

  • Byun, Wan Soo;Park, Seong-Taek;Kim, Tae Ung
    • Journal of Digital Convergence
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    • v.10 no.11
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    • pp.243-251
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    • 2012
  • Digital items, considered as virtual assets, include avatars, accessories for the avatars, digital wallpapers, and game items, etc. The objective of this study is to examine the factors influencing the purchase of digital items. Factors, based upon Uses and Gratifications theory, including image making, self-expression, social awareness and fun-seeking, are introduced as salient variables for purchasing digital items. In addition, social identification and flow are also considered as key motivators. Statistical results indicates that social identification affects both flows and the intension to purchase digital items, and then flow next influences intension to purchase. It was also found that motives based upon Uses and Gratifications theory influences social identification, but have no impact on flow. As a conclusion, the academic and practical implications of these findings are also discussed.

An Evaluation of Determinants to Viewer Acceptance of Artificial Intelligence-based News Anchor (인공지능(AI) 기술 기반의 뉴스 앵커에 대한 수용 의도의 선행요인 연구)

  • Shin, Ha-Yan;Kweon, Sang-Hee
    • The Journal of the Korea Contents Association
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    • v.21 no.4
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    • pp.205-219
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    • 2021
  • The present study identified determinants to user acceptance of artificial intelligence(AI)-based news anchor. Our conceptual model included three constructs of ability, benevolence, and integrity to determine whether these three constructs are predictive of trust perceived from AI news anchor. This work further examined the influences of social presence, anthropomorphism, perceived usefulness, understanding as well as trust as immediate determinants to user acceptance. The conceptual model was validated on survey data collected from 513 respondents. A series of scale refinement process was conducted by the examination of data normality, common method bias, structure of latent variables as well as internal consistency. In addition, a confirmatory factor analysis was performed to assess the extent to which the sample data collected from survey study measures the constructs adequately. The results from the analysis of structural equation model indicated that, (1) two constructs of ability and integrity were found to be significantly predictive of perceived trust, and (2) anthropomorphism, perceived usefulness, and trust emerged as significant and positive predictors of user acceptance of AI-based news anchor.

Clinical Factors and Effects of Individual Art Therapy on Industrial Injured Workers (산재근로자에 대한 임상요인과 개인 미술치료의 효과)

  • Yang, Jung-Hye;An, Jung-Ah
    • Journal of the Korea Convergence Society
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    • v.12 no.4
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    • pp.293-302
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    • 2021
  • This study is designed to find out clinical factors and the effects of individual art therapy for workers involved in industrial accident. From January 2017 to July 2019, 10 industrially injured workers were individually subjected to 11 art therapy sessions, and a multidimensional psychological test S type was used to examine changes in clinical factors before and after individual art therapy. The results showed that the average of the five clinical factors ranges from 2.80 to 4.20, indicating that the psychological pain of workers injured was significant. As a result of bivariate correlation analysis, it was confirmed that meaningful correlation existed within the statistical scope of all factors. As for the difference in the results of multidimensional psychological tests before and after art therapy, out of the five clinical factors, the Z values of depressed, anger and anxiety were -2.405(p=.016), -2.148 (p=.032) and -2.102 (p=.036), to confirm that the depressed, anger and anxiety of the participants have eased somewhat after performing individual art therapy.

Purchasing Behavior Analysis on Internet Shopping Mall of Iranian Young Adults (인터넷 쇼핑몰에서의 이란 젊은 성인층의 구매 행태 분석)

  • Sahraeidolatkhaneh, Atieh;Han, Kwan Hee
    • The Journal of the Korea Contents Association
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    • v.16 no.6
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    • pp.73-81
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    • 2016
  • The electronic commerce environment allows customers to search for information and purchase products and services via direct contact with internet markets. Purchasing through the internet is not a real experience of purchasing, but is based on some pictures, information and advertisements of products. To improve E-commerce environment in Iran, purchasing behavior of Iranian young adults in the internet shopping mall is analyzed in this study. The factors which influence the motivation of internet shopping and the selection of internet shopping mall is investigated, and statistical tests were applied between these factors and other variables such as gender, job, age and education. The results of the tests showed that there is a gender difference on one of the shopping mall selection factor (i.e., abundant information about products); also there is a gender difference on the one of the shopping motivation factor (i.e., possibility of comparing products). Besides, there is a job difference (student or non-student) on the factor of 'Purchase frequency per month'. Other facts are also found that Iranian consumers are not sure about a product's quality, so they refuse to buy products such as foods, clothes and other products. Additionally, they are dissatisfied about the safety of internet shopping malls.

A Study on Factors Influencing Fire Service Power - An Analysis of the Fundamental Variable for Fire Service Budget - (소방력에 영향을 미치는 요인에 관한 연구 - 소방예산의 기본변수분석을 중심으로 -)

  • Kim, Jin-Dong
    • Fire Science and Engineering
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    • v.22 no.2
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    • pp.9-19
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    • 2008
  • Recently the systematic change in the fire and disaster prevention administration, which was less studied than other administrative systems, has been in progress. In particular, the fire service demands are increasing and forms are diversified. The first thing you must do is to make up the fire service power according to the fire service demands. Such an allocation results in social welfare satisfaction. The purpose of this study is to investigate the determinants of fire service force. And this study investigates that fire service demand is affected by socioeconomic factor. To do this, this study reviews fire service force, the fire service demand, socioeconomic factor and financial factor. And this study sets up four hypotheses based on the theoretical backgrounds and the past research. The statistical method used for the verification of hypotheses are multiple regression analysis and structural equitation analysis. The analysis showed that fire service demand and financial factor were positive significant variable for fire service power. But socioeconomic factor was a negative significant variable. Also the analysis showed that social factor was a positive significant variable and economic factor was a negative significant variable for fire service demand.

Regional Characterization Analysis of Drought in Korea Using Multivariate Analyses (다변량 분석을 통한 우리나라 가뭄의 지역적 특성 분석)

  • Yoo, Ji-Young;Choi, Min-Ha;Kim, Tae-Woong
    • Proceedings of the Korea Water Resources Association Conference
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    • 2009.05a
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    • pp.1462-1466
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    • 2009
  • 우리나라 가뭄의 지역적 특성은 수문학적으로 동질한 지역의 구분 결과에 따라 달라진다. 지역의 구분에는 가뭄에 영향을 미치는 다양한 변수들이 사용될 수 있다. 가뭄을 특징짓는 요소로서 지속기간, 심도, 이외의 통계적 특성들이 있으며, 이 변수들을 정보화하여 변수의 유형을 구분지어 모든 변수들을 요약된 정보로 활용하여 가뭄의 특성을 구분할 수 있다. 본 연구에서는 우리나라 기상청 강우자료 75개 관측지점 중 30년 미만의 강우기록이 있는 17개의 지점을 제외한 58개 강우 관측 지점을 대상으로 가뭄지수(SPI)를 산정하여 가뭄사상의 특성을 정량화 과정으로 남한지역 가뭄특성을 분류하였다. SPSS를 활용한 다변량 분석기법인 주성분 분석(principal component analysis)을 통해 가뭄특성인자의 상관관계가 높은 변수들을 조합하여 그 변수들 중 가뭄정보를 가능한 많이 함축하고 있는 새로운 특성 변수를 만들어 내었으며, 선정된 변수들을 바탕으로 요인분석(factor analysis)의 직각회전 방식(Varimax)을 이용하여 변수들의 표준화를 통해 가뭄특성요인을 찾아내었다. 이를 통해 지역간 동질성을 파악하여 K-means기법을 적용하여 군집해석(clustering analysis)을 실시하였다.

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A credit classification method based on generalized additive models using factor scores of mixtures of common factor analyzers (공통요인분석자혼합모형의 요인점수를 이용한 일반화가법모형 기반 신용평가)

  • Lim, Su-Yeol;Baek, Jang-Sun
    • Journal of the Korean Data and Information Science Society
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    • v.23 no.2
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    • pp.235-245
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    • 2012
  • Logistic discrimination is an useful statistical technique for quantitative analysis of financial service industry. Especially it is not only easy to be implemented, but also has good classification rate. Generalized additive model is useful for credit scoring since it has the same advantages of logistic discrimination as well as accounting ability for the nonlinear effects of the explanatory variables. It may, however, need too many additive terms in the model when the number of explanatory variables is very large and there may exist dependencies among the variables. Mixtures of factor analyzers can be used for dimension reduction of high-dimensional feature. This study proposes to use the low-dimensional factor scores of mixtures of factor analyzers as the new features in the generalized additive model. Its application is demonstrated in the classification of some real credit scoring data. The comparison of correct classification rates of competing techniques shows the superiority of the generalized additive model using factor scores.

A Comparison Analysis among Structural Equation Modeling (AMOS, LISREL and PLS) Using the Same Data (동일 데이터를 이용한 구조방정식 툴 간의 비교분석)

  • Nam, Soo-tai;Kim, Do-goan;Jin, Chan-yong
    • Journal of the Korea Institute of Information and Communication Engineering
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    • v.22 no.7
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    • pp.978-984
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    • 2018
  • Structural equation modeling is pointing to statistical procedures that simultaneously perform path analysis and confirmatory factor analysis. Today, this statistical procedure is an essential tool for researchers in the social sciences. There are as AMOS, LISREL and PLS representative tools that can perform structural equation modeling analysis. AMOS provides a convenient graphical user interface for beginners to use. PLS has the advantage of not having a constraint on normal distribution as well as a graphical user interface. Therefore, we compared and analyzed the three most commonly used tools (applications) in social sciences. Based on structural equation modeling, confirmatory factor analysis was performed using the IBM AMOS Ver. 23, the LISREL 8.70 and the SmartPLS 2.0. The comparative results show that LISREL has the highest explanatory power of dependent variables than other analytical tools. The path coefficients and T-values presented by the analysis results showed similar results for all three analysis tools. This study suggests practical and theoretical implications based on the results.