• Title/Summary/Keyword: 회귀분석기법

Search Result 1,079, Processing Time 0.031 seconds

Predicting and Reviewing the Amount of Snow Damage in Korea using Statistical and Machine Learning Techniques (통계기법 및 기계학습 기법을 이용한 우리나라 대설피해액 예측 및 적용성 검토)

  • Lee, Hyeong Joo;Lee, Keun Woo;Jang, Hyeon Bin;Chung, Gun Hui
    • Proceedings of the Korea Water Resources Association Conference
    • /
    • 2022.05a
    • /
    • pp.384-384
    • /
    • 2022
  • 과거의 우리나라 대설피해 양상을 살펴보면 지역적으로 집중되어 피해가 발생하는 것이 특징이다. 그러나 현재는 전국적으로 대설피해가 가중되는 추세이며, 이에 따라 대설피해에 대비 가능한 대책의 강구가 필요한 실정이다. 그러나 피해 발생 시 정확한 피해 예측으로 사전에 재난을 대비가 가능한 수준의 연구는 미흡한 실정이다. 따라서 본 연구에서는 다양한 통계기법과 기계학습 기법을 이용하여 대설로 인해 발생한 피해액을 개략적으로 예측이 가능한 모형을 개발하고자 하였다. 대설피해액 예측 모형은 다중회귀분석, 서포트 벡터 머신, 인공신경망 기법, 랜덤포레스트 기법을 이용하여 총 4가지 기법으로 개발하였으며, 독립변수로 사회·경제적 요소, 기상요소를 사용하였고, 종속변수로는 1994년부터 2020년까지 발생한 대설피해 이력의 대설피해액을 사용하였다. 결과적으로 4가지 예측 모형의 예측력 검증 및 기법 간의 예측력을 비교하여 개발한 모형의 적용성을 검토하였다. 본 연구 결과에서 제시한 모형의 개선방안 및 업데이트 방안을 참고하여 후속 연구가 진행된다면 미래에 전국적으로 확대될 대설피해에 대한 대비가 가능할 것으로 기대되며 복구비 및 예방비 투자의 지역적 우선순위를 분석하여 선제적인 대비가 가능할 것으로 판단된다.

  • PDF

An Application of Support Vector Machines to Personal Credit Scoring: Focusing on Financial Institutions in China (Support Vector Machines을 이용한 개인신용평가 : 중국 금융기관을 중심으로)

  • Ding, Xuan-Ze;Lee, Young-Chan
    • Journal of Industrial Convergence
    • /
    • v.16 no.4
    • /
    • pp.33-46
    • /
    • 2018
  • Personal credit scoring is an effective tool for banks to properly guide decision profitably on granting loans. Recently, many classification algorithms and models are used in personal credit scoring. Personal credit scoring technology is usually divided into statistical method and non-statistical method. Statistical method includes linear regression, discriminate analysis, logistic regression, and decision tree, etc. Non-statistical method includes linear programming, neural network, genetic algorithm and support vector machine, etc. But for the development of the credit scoring model, there is no consistent conclusion to be drawn regarding which method is the best. In this paper, we will compare the performance of the most common scoring techniques such as logistic regression, neural network, and support vector machines using personal credit data of the financial institution in China. Specifically, we build three models respectively, classify the customers and compare analysis results. According to the results, support vector machine has better performance than logistic regression and neural networks.

Analysis of Korean Adolescents' Life Satisfaction based on Public Database and Data Mining Techniques: Emphasis on Decision Tree (공공 DB 데이터마이닝 기법을 활용한 국내 청소년 삶의 만족도 분석에 관한 실증연구: 의사결정나무 기법을 중심으로)

  • Jo, Hyun Jin;Ko, Geo Nu;Lee, Kun Chang
    • Journal of Digital Convergence
    • /
    • v.18 no.6
    • /
    • pp.297-309
    • /
    • 2020
  • This study focuses on the application of the data mining technique logistic regression analysis and decision tree analysis to the domestic public database called Korean Children Youth Panel Survey (KCYPS) to derive a series of important factors affecting the enhancement of life satisfaction of domestic youth. As a result, the general impact factors on life satisfaction for each grade were derived from logistic regression. Using decision tree analysis, we came to conclusions that those factors such as depression, overall grade satisfaction, household economic level, and school adaptation play crucial roles in affecting high school adolesscents' life satisfaction.

The System Marginal Price Forecasting in the Power Market Using a Fuzzy Regression Method (퍼지 회귀분석법을 이용한 경쟁 전력시장에서의 현물가격 예측)

  • 송경빈
    • Journal of the Korean Institute of Illuminating and Electrical Installation Engineers
    • /
    • v.17 no.6
    • /
    • pp.54-59
    • /
    • 2003
  • This paper presents hourly system marginal price forecasting of the Korea electric power system using a fuzzy linear regression analysis method. The proposed method is tested by forecasting hourly system marginal price for a week of spring in 2002. The percent average of forecasting error for the proposed method is from 3.14% to 6.10% in the weekdays, from 7.04% to 8.22% in the weekends, and comparable with a artificial neural networks method.

The Prediction of Ship's Powering Performance Using Statistical Analysis and Theoretical Formulation (통계해석과 이론식을 이용한 저항추진성능 추정)

  • Eun-Chan,Kim;Sung-Wan,Hong;Seung-Il,Yang
    • Bulletin of the Society of Naval Architects of Korea
    • /
    • v.26 no.4
    • /
    • pp.14-26
    • /
    • 1989
  • This paper describes the method of statistical analysis and its programs for predicting the ship's powering performance. The equation for the wavemaking resistance coefficient is derived as the sectional area coefficients by using the wavemaking resistance theory and its regression coefficients are determined from the regression analysis of the model test results. The equations for the form factor, wake franction and thrust deduction fraction are derived by purely regression analysis of the principal dimensions, sectional area coefficients and model test results. The statistical analyses are performed using the various descriptive statistic and stepwise regression analysis techniques. The powering performance prognosis program is developed to cover the prediction of resistance coefficients, propulsive coefficients, propeller open-water efficiency and various scale effect corrections.

  • PDF

A Study on Assessment of Personality Test using Data Mining (데이터 마이닝을 이용한 신인성검사 판정 연구 - 복무적합도검사를 중심으로 -)

  • Park, YoungGill;In, Hoh Peter;Kim, Nunghoe;Lee, Jungbin
    • Proceedings of the Korea Information Processing Society Conference
    • /
    • 2012.11a
    • /
    • pp.1373-1376
    • /
    • 2012
  • 복무적합도 검사는 정신질환이나 사고가능성이 있는 병사를 감별하고, 입대 후 적응문제로 조기 전역할 수 있는 집단을 예측하는 신인성검사 중 하나로, 현재 군에서 징병 및 입영단계에 실시하는 인성검사이다. 이는 전체 검사대상자를 상대로 정신과적 문제 식별을 위한 개별면담이 불가능하기 때문에 위 검사를 통해 대상자를 효율적으로 선별하기 위함이다. 본 연구는 데이터 마이닝을 통해 복무적합도 검사의 판정을 예측 할 수 있을지 확인하고자 하였다. 이를 위해 데이터 마이닝의 기법 중 회귀분석의 로지스틱 회귀분석 기법이 복무적합도검사 판정에 우수한 성능을 보임을 확인하였고, 로지스틱 회귀분석의 추정된 회귀계수를 이용하여 만든 반응확률에 대한 예측 모형식은 높은 정분류율을 보였고 평가 결과 통계적으로 의미가 있음을 증명하였다. 따라서 본 연구 결과를 활용하면 소수의 문항으로 복무적합도 검사 이전의 선별용 검사 개발이나 자가 진단용 검사 개발로 활용이 가능 할 것으로 기대한다.

생존분석을 위한 통계패키지의 비교 연구 - SAS, SPSS, STATA -

  • Jo, Mi-Sun;Kim, Sun-Gwi
    • Proceedings of the Korean Statistical Society Conference
    • /
    • 2003.10a
    • /
    • pp.335-340
    • /
    • 2003
  • 최근 들어 생존분석 기법이 여러 분야에서 관심을 모으고 있을 뿐 아니라 생존자료를 분석하기 위한 여러 패키지들도 개발되어 연구되고 있다. 본고에서는 생존분석의 여러 모형을 간략히 소개하고 생존자료를 분석하기 위하여 널리 사용되고 있는 패키지인 SAS, SPSS, STATA의 기능을 찾아보고 그들의 특징을 비교 조사할 것이다.

  • PDF

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
    • /
    • v.21 no.3
    • /
    • pp.419-425
    • /
    • 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.

Application of trajectory data mining to improve the estimation accuracy of launcher trajectory by telemetry ground system (원격자료수신장비의 발사체궤적 추정정확도 향상을 위한 궤적데이터마이닝의 적용)

  • Lee, Sunghee;Kim, Doo-gyung;Kim, Keun-hyung
    • Journal of Korea Society of Industrial Information Systems
    • /
    • v.20 no.5
    • /
    • pp.1-11
    • /
    • 2015
  • This paper is focused on how the trajectory of launch vehicle could be optimally estimated by the quadratic regression of trajectory data mining for the operation of telemetry ground system in NARO space center during real-time. To receive the telemetry data, the telemetry ground system has to track the space launch vehicle without tracking loss, and it is possible by the well-designed algorithm to estimate a flight position in real-time. For this reason, the quadratic regression model instead of interpolation was considered to estimate the exact position data of launch vehicle and the improvement of antenna performance. For analysis, the real trajectory data which had been logged during NARO 1st launch mission were used, the estimation result of launcher current position was analyzed by the mathematical modeling. In conclusion, the algorithm using quadratic regression based on trajectory data mining showed the better performance than previous interpolation algorithm to estimate the next flight position and the antenna driving performance.

Performance Improvement of General Regression Neural Network Using Principal Component Analysis (주요성분분석에 의한 일반회귀 신경망의 성능개선)

  • Cho, Yong-Hyun
    • The Transactions of the Korea Information Processing Society
    • /
    • v.7 no.11
    • /
    • pp.3408-3416
    • /
    • 2000
  • This paper proposes an efficient method for improving the performance of a general regression neural network by using the feature to the independent variables as the center for partern-layer neurons. The adaptive principal component analysis is applied for extracting, efficiently the fcarures by reducing the dimension of given independent variables. In can acluevc a supertor property of the principal component analysis that converts input data into set of statistically independent features and the general regression neuralnetwork, espedtively. The proposed general regression neural network has been applied to regress the Solow's economy(2-independent variable set) and the wie elephone(1-independent vanable set). The simulation results show that the proposed meural networks have better performances of the regressionfor the lest data, in comparison with those using the means or the weighted means of independent variables. Also,it is affected less by the number of neurons and the scope of the smoothing factor.

  • PDF