• 제목/요약/키워드: Dynamic regression model

검색결과 252건 처리시간 0.032초

동적 모형에 의한 예측치의 정도 향상에 관한 연구 (A Study on increasing the fitness of forecasts using Dynamic Model)

  • 윤석환;윤상원;신용백
    • 산업경영시스템학회지
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    • 제19권40호
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    • pp.1-14
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    • 1996
  • We develop a dynamic demand forecasting model compared to regression analysis model and AutoRegressive Integrated Moving Average(ARIMA) model. The dynamic model can apply to the current dynamic data to forecasts through introducing state equation. A multiple regression model and ARIMA model using given data are designed via the model analysis. The forecasting fitness evaluation between the designed models and the dynamic model is compared with the criterion of sum of squared error.

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A DYNAMIC GRAPHICAL METHOD FOR REGRESSION DIAGNOSTICS

  • Park, Sung H.;Kim, You H.
    • 품질경영학회지
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    • 제19권2호
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    • pp.1-16
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    • 1991
  • Recently, Cook and Weisberg(l989) presented dynamic graphics for regression diagnostics. They suggested animating graphics which could aid to understanding the effects of adding a variable to a model. In this paper, using the Cook and Weisberg's idea of animation, we propose a dynamic graphical method for residuals to display the effects of removing an observation from a model. Based on the information obtained from these animating graphics, it is possible to see the influence of outliers on influencial observations for regression diagnostics.

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Developing Job Flow Time Prediction Models in the Dynamic Unbalanced Job Shop

  • Kim, Shin-Kon
    • 한국경영과학회지
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    • 제23권1호
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    • pp.67-95
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    • 1998
  • This research addresses flow time prediction in the dynamic unbalanced job shop scheduling environment. The specific purpose of the research is to develop the job flow time prediction model in the dynamic unbalance djob shop. Such factors as job characteristics, job shop status, characteristics of the shop workload, shop dispatching rules, shop structure, etc, are considered in the prediction model. The regression prediction approach is analyzed within a dynamic, make-to-order job shop simulation model. Mean Absolute Lateness (MAL) and Mean Relative Error (MRE) are used to compare and evaluate alternative regression models devloped in this research.

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동적그래픽스에 의한 회귀진단시스템(REDS)의 구현 (Dynamic graphic approach for regression diagnostics system (REDS))

  • 유종영;안기수;허문열
    • 응용통계연구
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    • 제10권2호
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    • pp.241-251
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    • 1997
  • 기존의 회귀진단 방법은 자료의 구조를 변화시키거나 회귀모형의 형식을 변화시킬 때 이것이 잔차에 미치는 영향을 분석하는 것이 주를 이루었다. 그러나 역으로 잔차를 변화시킬 때 이것이 회귀모형에 미치는 영향을 분석하는 것을 생각할 수 있다. 이것은 현실적으로 몇 개의 특정한 자료에 더욱 가중치를 부여하여 회귀모형을 만들거나 또는 잔차의 패턴을 정상화하고자 할 때 유용한 방법이 될 수 있다. 본 연구팀은 기존의 회귀진단방법과 더불어 잔차패턴을 변화시킴으로서 회귀진단을 실시하는 방법을 동적그라픽스기법에 의해 회귀진단시스템(REgression Diagnostics System-REDS)으로 구현하였으며 본 논문을 통해 이를 소개하고자 한다.

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동적요인모형에 기반한 한국의 GDP 성장률 예측 (Forecasting Korea's GDP growth rate based on the dynamic factor model)

  • 이경서;임예지
    • 응용통계연구
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    • 제37권2호
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    • pp.255-263
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    • 2024
  • GDP는 한 나라의 가계, 기업, 정부 등 모든 경제 주체가 일정 기간 동안 창출한 재화와 서비스의 시장 가치의 합을 나타낸다. GDP를 통하여 국가의 경제 규모를 파악할 수 있으며, 정부의 정책 방향에 영향을 미치는 대표적인 경제 지표이므로 이에 대한 연구가 다양하게 이루어지고 있다. 본 논문에서는 G20 국가들의 주요 거시경제 지표를 활용하여 dynamic factor model 기반의 GDP 성장률 예측 모델을 제시하였다. 추출된 factor를 다양한 회귀분석 방법론과 결합하여 그 결과들을 비교하였으며, 기존의 전통적인 시계열 예측방법인 ARIMA 모델, common component를 이용한 예측 등도 함께 비교하였다. COVID 이후 지표의 변동성이 큰 점을 고려하여 예측 시기를 COVID 전후로 나누었으며, 그 결과 factor에 대해 ridge regression과 lasso regression을 적용하여 예측한 경우 가장 좋은 성능을 나타내었다.

1차 동저항 패턴의 통계적 분석에 의한 저항 점 용접의 용접 품질 예측에 관한 연구 (Weld Quality Assurance Method using Statistical Analysis of Primary Dynamic Resistance During Resistance Spot Welding)

  • 조용준;이세현
    • 대한기계학회논문집A
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    • 제24권10호
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    • pp.2581-2588
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    • 2000
  • In previous studies, the dynamic resistance, which was calculated by the process variables measured at the electrode of the welding machine, and the electrode displacement were used for quality exa mination. However, in-process usage of such systems is not effective in systems that include a welding gun attached to a robot. In order to overcome such problems, we obtained and used the process variables from the welding machine timer. This would allow us to estimate real time in -process weld quality. For quality estimation, the features were extracted as factors from the primary dynamic resistance patterns, which were measured in t he welding machine timer. The relationship between the indexes and nugget size of the welds was observed through the regression analysis. Using the analyzed factors, a regression model that could estimate nugget diameter was developed. Two regression equations of the model were suggested depending on the factors, and it was showed that the model developed by stepwise method was effective one for weld quality estimation. The developed estimation model was in good linearity with the nugget diameter obtained through the experimentation.

Application of Bootstrap Method to Primary Model of Microbial Food Quality Change

  • Lee, Dong-Sun;Park, Jin-Pyo
    • Food Science and Biotechnology
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    • 제17권6호
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    • pp.1352-1356
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    • 2008
  • Bootstrap method, a computer-intensive statistical technique to estimate the distribution of a statistic was applied to deal with uncertainty and variability of the experimental data in stochastic prediction modeling of microbial growth on a chill-stored food. Three different bootstrapping methods for the curve-fitting to the microbial count data were compared in determining the parameters of Baranyi and Roberts growth model: nonlinear regression to static version function with resampling residuals onto all the experimental microbial count data; static version regression onto mean counts at sampling times; dynamic version fitting of differential equations onto the bootstrapped mean counts. All the methods outputted almost same mean values of the parameters with difference in their distribution. Parameter search according to the dynamic form of differential equations resulted in the largest distribution of the model parameters but produced the confidence interval of the predicted microbial count close to those of nonlinear regression of static equation.

Estimation of peak wind response of building using regression analysis

  • Payan-Serrano, Omar;Bojorquez, Eden;Reyes-Salazar, Alfredo;Ruiz-Garcia, Jorge
    • Wind and Structures
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    • 제29권2호
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    • pp.129-137
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    • 2019
  • The maximum along-wind displacement of a considerable amount of building under simulated wind loads is computed with the aim to produce a simple prediction model using multiple regression analysis with variables transformation. The Shinozuka and Newmark methods are used to simulate the turbulent wind and to calculate the dynamic response, respectively. In order to evaluate the prediction performance of the regression model with longer degree of determination, two complex structural models were analyzed dynamically. In addition, the prediction model proposed is used to estimate and compare the maximum response of two test buildings studied with wind loads by other authors. Finally, it was proved that the prediction model is reliable to estimate the maximum displacements of structures subjected to the wind loads.

Regression and Correlation Analysis via Dynamic Graphs

  • Kang, Hee Mo;Sim, Songyong
    • Communications for Statistical Applications and Methods
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    • 제10권3호
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    • pp.695-705
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    • 2003
  • In this article, we propose a regression and correlation analysis via dynamic graphs and implement them in Java Web Start. For the polynomial relations between dependent and independent variables, dynamic graphics are implemented for both polynomial regression and spline estimates for an instant model selection. The results include basic statistics. They are available both as a web-based service and an application.

Relationship between Aiming Patterns and Scores in Archery Shooting

  • Quan, ChengHao;Lee, Sangmin
    • 한국운동역학회지
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    • 제26권4호
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    • pp.353-360
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    • 2016
  • Objective: The aim of this study was to investigate the relationship between aiming patterns and scores in archery shooting. Method: Four (N = 4) elementary-level archers from middle school participated in this study. Aiming pattern was defined by averaged acceleration data measured from accelerometers attached on the body during the aiming phase in archery shooting. Stepwise multiple regression analysis was used to test whether a model incorporating aiming patterns from all nine accelerometers could predict the scores. In order to extract period of interest (POI) data from raw data, a Dynamic Time Warping (DTW)-based extraction method was presented. Results: Regression models for all four subjects are conducted with different significance levels and variables. The significance levels of the regression models are 0.12%, 1.61%, 0.55%, and 0.4% respectively; the $R^2$ of the regression models is 64.04%, 27.93%, 72.02%, and 45.62% respectively; and the maximum significance levels of parameters in the regression models are 1.26%, 4.58%, 5.1%, and 4.98% respectively. Conclusion: Our results indicated that the relationship between aiming patterns and scores was described by a regression model. Analysis of the significance levels, variables, and parameters of the regression model showed that our approach - regression analysis with DTW - is an effective way to raise scores in archery shooting.