• Title/Summary/Keyword: 통계학적 모형

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A Study on the Prediction Model of Stock Price Index Trend based on GA-MSVM that Simultaneously Optimizes Feature and Instance Selection (입력변수 및 학습사례 선정을 동시에 최적화하는 GA-MSVM 기반 주가지수 추세 예측 모형에 관한 연구)

  • Lee, Jong-sik;Ahn, Hyunchul
    • Journal of Intelligence and Information Systems
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    • v.23 no.4
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    • pp.147-168
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    • 2017
  • There have been many studies on accurate stock market forecasting in academia for a long time, and now there are also various forecasting models using various techniques. Recently, many attempts have been made to predict the stock index using various machine learning methods including Deep Learning. Although the fundamental analysis and the technical analysis method are used for the analysis of the traditional stock investment transaction, the technical analysis method is more useful for the application of the short-term transaction prediction or statistical and mathematical techniques. Most of the studies that have been conducted using these technical indicators have studied the model of predicting stock prices by binary classification - rising or falling - of stock market fluctuations in the future market (usually next trading day). However, it is also true that this binary classification has many unfavorable aspects in predicting trends, identifying trading signals, or signaling portfolio rebalancing. In this study, we try to predict the stock index by expanding the stock index trend (upward trend, boxed, downward trend) to the multiple classification system in the existing binary index method. In order to solve this multi-classification problem, a technique such as Multinomial Logistic Regression Analysis (MLOGIT), Multiple Discriminant Analysis (MDA) or Artificial Neural Networks (ANN) we propose an optimization model using Genetic Algorithm as a wrapper for improving the performance of this model using Multi-classification Support Vector Machines (MSVM), which has proved to be superior in prediction performance. In particular, the proposed model named GA-MSVM is designed to maximize model performance by optimizing not only the kernel function parameters of MSVM, but also the optimal selection of input variables (feature selection) as well as instance selection. In order to verify the performance of the proposed model, we applied the proposed method to the real data. The results show that the proposed method is more effective than the conventional multivariate SVM, which has been known to show the best prediction performance up to now, as well as existing artificial intelligence / data mining techniques such as MDA, MLOGIT, CBR, and it is confirmed that the prediction performance is better than this. Especially, it has been confirmed that the 'instance selection' plays a very important role in predicting the stock index trend, and it is confirmed that the improvement effect of the model is more important than other factors. To verify the usefulness of GA-MSVM, we applied it to Korea's real KOSPI200 stock index trend forecast. Our research is primarily aimed at predicting trend segments to capture signal acquisition or short-term trend transition points. The experimental data set includes technical indicators such as the price and volatility index (2004 ~ 2017) and macroeconomic data (interest rate, exchange rate, S&P 500, etc.) of KOSPI200 stock index in Korea. Using a variety of statistical methods including one-way ANOVA and stepwise MDA, 15 indicators were selected as candidate independent variables. The dependent variable, trend classification, was classified into three states: 1 (upward trend), 0 (boxed), and -1 (downward trend). 70% of the total data for each class was used for training and the remaining 30% was used for verifying. To verify the performance of the proposed model, several comparative model experiments such as MDA, MLOGIT, CBR, ANN and MSVM were conducted. MSVM has adopted the One-Against-One (OAO) approach, which is known as the most accurate approach among the various MSVM approaches. Although there are some limitations, the final experimental results demonstrate that the proposed model, GA-MSVM, performs at a significantly higher level than all comparative models.

The effect of restaurant's eco friendly inductions on the user's satisfaction and the repurchase intention (레스토랑의 친환경 기능성 인덕션이 이용자 만족과 재구매 의도에 미치는 영향)

  • Kwon, Myung-sook;Cho, Chun-bong
    • Journal of Venture Innovation
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    • v.1 no.1
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    • pp.197-210
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    • 2018
  • The purpose of this study is to analyze the relationship between the induction servicescape and the user satisfaction and repurchase intention about the restaurant tables embedded with the most advanced eco - friendly induction range. The main results of this study are as follows. The demographic characteristics of the respondents were 104 male respondents and 106 female respondents, with male - female ratio almost similar. The respondents' positions and responsibilities consisted of 68 restaurant representatives and 142 restaurant managers or persons in charge. The number of restaurants embedded with the induction ranges staffing 5 or more employees was 62.4%, which clearly showed that they were larger than the average restaurants(2.8 employees). The result of hypothesis testing by regression analysis showed that the restaurant's eco - friendly functional induction servicescape had a significant effect on user satisfaction, and ② the eco - friendly functional induction servicescape of the restaurant had a significant influence on repurchase intention. ③ The operation of the restaurant with the induction of the eco - friendly function of the restaurant. The satisfaction of the manager has a significant influence on the repurchase intention. Therefor, the hypothesis suggested in this study was adopted.

Impact Factors of Entrepreneurial Alertness (기업가적 기민성 영향요인)

  • Kim, Woo-Young;Kim, Hyoung-Gil;Hwangbo, Yun
    • Asia-Pacific Journal of Business Venturing and Entrepreneurship
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    • v.13 no.1
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    • pp.1-10
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    • 2018
  • The importance of entrepreneurship has been emphasized recently from academia and government officials and studies trying to investigate entrepreneurial alertness as core competence of entrepreneurial mindset in the research field of entrepreneurship continue. In domestic academic research, research on entrepreneurial alertness has not yet been conducted in earnest, unlike the active flow of research overseas. This paper aims to investigate what factors influence entrepreneurial alertness in the Korean environment, we conducted an empirical analysis through a questionnaire survey for CEOs of small and medium enterprises in Seoul, Gyeonggi province. In this study, we selected prior knowledge of markets and technology, positive attitude, social network, number of books per month as independent variables on entrepreneurial agility based on Ardichvili's Alertness model, and as control variables respondents' Demographic characteristics, such as gender, age, founding career were selected. According to the results of the empirical analysis, prior knowledge of markets and technology, positive attitudes, number of books per month as independent variables, showed positive influence on entrepreneurial alertness, showing statistical significance. However, the social network picked up measured variables by the number of regular meetings which are quantitative indicators, but found that there is no statistically significant effect on entrepreneurial alertness. Despite several limitations of this research, we investigate what factors influence entrepreneurial alertness through empirical research on entrepreneurial alertness impact factors that have not been explained in the domestic academic research. Although you saw it, it can be said that there is academic contribution.

A research on the Relationship between the Socio-economic Factors of the Regions and Suicidal Ideation of the Elderly -By utilizing the multi-level analyses- (지역의 사회·경제적 요인과 노인의 자살생각 간의 관련성 연구 -다수준 분석을 활용하여-)

  • Choi, Kwang-Soo
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.11
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    • pp.584-594
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    • 2016
  • This research empirically analyzes, from an ecological perspective, whether socio-economic factors of the regions in which the elderly live have any actual influence on thoughts of suicide on the part of the elderly. Microscopic data either included outliers in part of the variables, including income and other variables of that type, from among source data from investigations into actual conditions of the elderly in 2014. Regarding macroscopic data, the indices that represent social and economic situations in each region, which were provided by KOSIS, were selected. Regarding the method of analysis, hierarchical or multi-level analysis models were applied by considering special hierarchical characteristics and heterogeneity at the personal and regional levels. The analyses showed that the following had statistically significant influences: 1. the cost-of-living index and the national basic supply and demand rate of the region; 2. the extent of natural disaster damage; and 3. the number of leisure and welfare facilities for the elderly, compared to the elderly population. Based on the results, proposals are made for systematic and practical endeavors in the community.

Relationship between Delirium and Clinical Prognosis among Older Patients underwent Femur Fracture Surgery (대퇴부골절 후 수술환자의 섬망과 임상예후와의 관계)

  • Shim, Jae-Lan;Hwang, Seon-Young
    • Journal of the Korea Academia-Industrial cooperation Society
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    • v.17 no.2
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    • pp.649-656
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    • 2016
  • This study was a retrospective examination to identify the association of postoperative delirium of the prognosis on following femur fracture surgery in elderly patients. Data was collected from the medical records of elderly patients (aged 65 years or older), who underwent femur fracture surgery from July 2010 to January 2014, following on 3-years in one university hospital. A total of 68 patients were involved. There were 31 cases (45.6%) with delirium and 37 cases (54.4%) without delirium. The participant's average age was 80.8 (patients with delirium), and 81.8 (delirium without patients) years of age, respectively, and most of them were female. There was no significant difference between the two groups. Taking five or more medications, serum creatinine level, and the total medical costs were significantly different in the delirium group and non-delirium group. In addition, the proportional hazard model of Cox to determine the predictors for the major clinical outcome occurring after surgery revealed delirium, five or more multi-drug use, and an experience of transfusion to be significant predictors. In conclusion, postoperative delirium in the elderly undergoing femur fracture surgery can have a negative clinical outcome in patients and caregivers. Therefore, a preoperative evaluation and management of the risk factors will be necessary.

Estimation of Genetic Parameters and Annual Trends for Racing Times of Thoroughbred Racehorses (더러브렛 경주마의 주파기록에 대한 유전모수 추정과 연도별 개량량 분석)

  • Oh, Seung-Yoon;Park, Jong-Eun;Lee, Jeong-Ran;Lee, Jin-Woo;Oh, Hee-Seok;Kim, Hee-Bal
    • Journal of Animal Science and Technology
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    • v.51 no.2
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    • pp.129-134
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    • 2009
  • The aim of this study was to estimate genetic parameters and annual trends on the racing performance of Thoroughbred horses by a statistical analysis of the resulting records. We used the racing results of 245,979 observations for 13,458 horses recorded in 19 years of race held at Seoul and Busan racing tracks, provided by Korea Racing Authority. After a careful adjustment of some variables such as racing times, jockey and trainer numbers and the average prize a horse won, we selected significant factors that explain the result of racing records of a horse by stepwise AIC and BIC methods. The estimated heritability and repeatability were 0.322 and 0.332, respectively. The average of annual phenotypic and genetic improvement was -0.166 seconds and -0.161 seconds, respectively. Based on the statistical approach, we established reasonable animal model of well-set variables, which is important in the study on estimating performance of racing horses.

Least Cost and Optimum Mixing Programming by Yulmu Mixture Noddle (율무국수를 이용한 최소가격/최적배합 프로그래밍)

  • Kim, Sang-Soo;Kim, Byung-Yong;Hahm, Young-Tae;Shin, Dong-Hoon
    • Korean Journal of Food Science and Technology
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    • v.31 no.2
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    • pp.385-390
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    • 1999
  • Noodle was made using a combination of yulmu, wheat and water through mixture design. Statistical models of yulmu noodle were shown by analysing tensile stress and color $(L^{*})$, and sensory evaluation with other constraints. Analysing the linear and non-linear model, the linearity in the values of tensile stress, lightness $(L^{*})$ and sensory evaluation showed that each component worked separately without interactions. In studying the component effect on the response by trace plot, the result indicated that the increase in the amount of yulmu enhanced tensile stress of noodle while degrading $L^{*}$ value and sensory evaluation score. In the range of satisfying the conditions of noodle in every tensile stress, $L^{*}$ value and sensory evaluation point, the optimum mixture ratio of yulmu : wheat : water was 2.27% : 66.28% : 28.45% based on least cost linear programming. In this calculation, the least cost was 9.924 and estimated potential results of the response for tensile stress was 2.234 N and those for $L^{*}$ was 82.39. Finally, the potential response results affected by mixture ratio of yulmu, wheat and water were screened using Excel.

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Connections of Preventive Actions against Musculoskeletal Diseases by Dental Hygiene Students according to the Health Belief Model (치위생과 학생들의 건강-신념 모형에 의한 근골격계 질환 예방 행위 관련성)

  • Jung, You-Sun
    • Journal of dental hygiene science
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    • v.9 no.5
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    • pp.545-550
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    • 2009
  • This study set out to examine the knowledge about and preventive actions against musculoskeletal diseases among dental hygiene students according to the Health Belief Model, suggest a need for programs to promote health and prevent those diseases, and investigate their relations, A survey was taken among 83 sophomores and 114 juniors at the dental hygiene major of a college in Gyeonggi Province. Analyzed by using SAS 8.0 version. The findings are as follows: 1. The sophomores and juniors scored $22.50{\pm}2.37$ and $22.29{\pm}3.01$ points, respectively, on susceptibility of the Health Belief Model with significant differences between the two groups(P < 0.01). Significant differences were also found between the sophomores that scored $18.82{\pm}2.60$ points and the juniors that scored $18.64{\pm}2.77$ points on benefit(P < 0.05). 2. The juniors experienced a higher level of pain than the sophomores with statistical significance observed on the neck, shoulder, lower back, knee, foot, and ankle(P < 0.05). 3. Of the Health Belief Model, severity had significant positive correlations with 'Placing frequently used tools near the dental technician' and 'Trying to avoid repeating the same task and diversify tasks'(P < 0.01). And benefit was positively correlated with 'Trying to reduce the frequency of bending and stretching out during treatment, 'Trying not to lean much with the neck, back, arm, and wrist' and 'Trying to maintain the torso in the neutral position'(P < 0.01). The results suggest that there should be some instructions to help dental hygiene students practice the preventive actions against musculoskeletal diseases and further prevention programs against those diseases.

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Time efficiency and operator convenience of using a micro-screw in image registration for guided implant surgery (마이크로스크류가 가이드 임플란트 수술을 위한 영상정합 과정에서 작업시간과 술자편의성에 미치는 영향)

  • Mai, Hai Yen;Lee, Du-Hyeong
    • The Journal of Korean Academy of Prosthodontics
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    • v.57 no.3
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    • pp.219-224
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    • 2019
  • Purpose: The image registration of radiographic image and digital surface data is essential in the computer-guided implant guide system. The purpose of this study was to examine the effects of using micro-screw on the working time and convenience of operators in the process of image matching for guided implant surgery. Materials and methods: A mandibular dental model was prepared in partial edentulism for Kennedy class I classification. Two micro-screws were placed on the each side of retromolar area. Radiographic and scan images were taken using computed-tomography and digital scanning. The images were superimposed by 12 operators in software in two different conditions: using remaining teeth image alone and using teeth and micro-screws images. Working time, operator convenience and satisfaction were obtained, and analyzed using the Mann-Whitney U test (${\alpha}=.05$). Results: The working time was not statistically different between image registration conditions (P>.05); however, operator convenience and satisfaction were higher in the teeth and micro-screw assisted condition than in the teeth-alone assisted condition (P<.001). Conclusion: The use of micro-screw for the image registration has no effect in working time reduction, but improves operator convenience and satisfaction.

Development of Machine Learning Based Precipitation Imputation Method (머신러닝 기반의 강우추정 방법 개발)

  • Heechan Han;Changju Kim;Donghyun Kim
    • Journal of Wetlands Research
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    • v.25 no.3
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    • pp.167-175
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    • 2023
  • Precipitation data is one of the essential input datasets used in various fields such as wetland management, hydrological simulation, and water resource management. In order to efficiently manage water resources using precipitation data, it is essential to secure as much data as possible by minimizing the missing rate of data. In addition, more efficient hydrological simulation is possible if precipitation data for ungauged areas are secured. However, missing precipitation data have been estimated mainly by statistical equations. The purpose of this study is to propose a new method to restore missing precipitation data using machine learning algorithms that can predict new data based on correlations between data. Moreover, compared to existing statistical methods, the applicability of machine learning techniques for restoring missing precipitation data is evaluated. Representative machine learning algorithms, Artificial Neural Network (ANN) and Random Forest (RF), were applied. For the performance of classifying the occurrence of precipitation, the RF algorithm has higher accuracy in classifying the occurrence of precipitation than the ANN algorithm. The F1-score and Accuracy values, which are evaluation indicators of the classification model, were calculated as 0.80 and 0.77, while the ANN was calculated as 0.76 and 0.71. In addition, the performance of estimating precipitation also showed higher accuracy in RF than in ANN algorithm. The RMSE of the RF and ANN algorithms was 2.8 mm/day and 2.9 mm/day, and the values were calculated as 0.68 and 0.73.