• 제목/요약/키워드: Dynamic regression model

검색결과 252건 처리시간 0.022초

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

  • 윤석환;윤상원;신용백
    • Journal of Korean Society of Industrial and Systems Engineering
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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.
    • Journal of Korean Society for Quality Management
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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
    • Journal of the Korean Operations Research and Management Science Society
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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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Dynamic graphic approach for regression diagnostics system (REDS) (동적그래픽스에 의한 회귀진단시스템(REDS)의 구현)

  • 유종영;안기수;허문열
    • The Korean Journal of Applied Statistics
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    • 제10권2호
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    • pp.241-251
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    • 1997
  • Several studies have bee down on the work of dynamic graphical methods for regression diagnostics. The main propose of the methods were to investigate (1) the effects of change of data, or (2) the effects of change of regression coefficients on the regression models. But, by contrast, we can also investigate the effects of change of regression residuals on the regression model. This method can be used in fitting better a certain set of observations to a regression model than the other observations. Our research team approaches regression diagnostics by using dynamic graphics (REDS), and we introduce REDS in this thesis.

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

  • Kyoungseo Lee;Yaeji Lim
    • The Korean Journal of Applied Statistics
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    • 제37권2호
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    • pp.255-263
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    • 2024
  • GDP represents the total market value of goods and services produced by all economic entities, including households, businesses, and governments in a country, during a specific time period. It is a representative economic indicator that helps identify the size of a country's economy and influences government policies, so various studies are being conducted on it. This paper presents a GDP growth rate forecasting model based on a dynamic factor model using key macroeconomic indicators of G20 countries. The extracted factors are combined with various regression analysis methodologies to compare results. Additionally, traditional time series forecasting methods such as the ARIMA model and forecasting using common components are also evaluated. Considering the significant volatility of indicators following the COVID-19 pandemic, the forecast period is divided into pre-COVID and post-COVID periods. The findings reveal that the dynamic factor model, incorporating ridge regression and lasso regression, demonstrates the best performance both before and after COVID.

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

  • Jo, Yong-Jun;Lee, Se-Hyeon
    • Transactions of the Korean Society of Mechanical Engineers A
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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
    • Korean Journal of Applied Biomechanics
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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.