• Title/Summary/Keyword: Factor Regression Model

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NEW SELECTION APPROACH FOR RESOLUTION AND BASIS FUNCTIONS IN WAVELET REGRESSION

  • Park, Chun Gun
    • Korean Journal of Mathematics
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    • v.22 no.2
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    • pp.289-305
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    • 2014
  • In this paper we propose a new approach to the variable selection problem for a primary resolution and wavelet basis functions in wavelet regression. Most wavelet shrinkage methods focus on thresholding the wavelet coefficients, given a primary resolution which is usually determined by the sample size. However, both a primary resolution and the basis functions are affected by the shape of an unknown function rather than the sample size. Unlike existing methods, our method does not depend on the sample size and also takes into account the shape of the unknown function.

Prediction of movie audience numbers using hybrid model combining GLS and Bass models (GLS와 Bass 모형을 결합한 하이브리드 모형을 이용한 영화 관객 수 예측)

  • Kim, Bokyung;Lim, Changwon
    • The Korean Journal of Applied Statistics
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    • v.31 no.4
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    • pp.447-461
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    • 2018
  • Domestic film industry sales are increasing every year. Theaters are the primary sales channels for movies and the number of audiences using the theater affects additional selling rights. Therefore, the number of audiences using the theater is an important factor directly linked to movie industry sales. In this paper we consider a hybrid model that combines a multiple linear regression model and the Bass model to predict the audience numbers for a specific day. By combining the two models, the predictive value of the regression analysis was corrected to that of the Bass model. In the analysis, three films with different release dates were used. All subset regression method is used to generate all possible combinations and 5-fold cross validation to estimate the model 5 times. In this case, the predicted value is obtained from the model with the smallest root mean square error and then combined with the predicted value of the Bass model to obtain the final predicted value. With the existence of past data, it was confirmed that the weight of the Bass model increases and the compensation is added to the predicted value.

Comments on the regression coefficients (다중회귀에서 회귀계수 추정량의 특성)

  • Kahng, Myung-Wook
    • The Korean Journal of Applied Statistics
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    • v.34 no.4
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    • pp.589-597
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    • 2021
  • In simple and multiple regression, there is a difference in the meaning of regression coefficients, and not only are the estimates of regression coefficients different, but they also have different signs. Understanding the relative contribution of explanatory variables in a regression model is an important part of regression analysis. In a standardized regression model, the regression coefficient can be interpreted as the change in the response variable with respect to the standard deviation when the explanatory variable increases by the standard deviation in a situation where the values of the explanatory variables other than the corresponding explanatory variable are fixed. However, the size of the standardized regression coefficient is not a proper measure of the relative importance of each explanatory variable. In this paper, the estimator of the regression coefficient in multiple regression is expressed as a function of the correlation coefficient and the coefficient of determination. Furthermore, it is considered in terms of the effect of an additional explanatory variable and additional increase in the coefficient of determination. We also explore the relationship between estimates of regression coefficients and correlation coefficients in various plots. These results are specifically applied when there are two explanatory variables.

A Model to Calibrate Expressway Traffic Forecasting Errors Considering Socioeconomic Characteristics and Road Network Structure (사회경제적 특성과 도로망구조를 고려한 고속도로 교통량 예측 오차 보정모형)

  • Yi, Yongju;Kim, Youngsun;Yu, Jeong Whon
    • International Journal of Highway Engineering
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    • v.15 no.3
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    • pp.93-101
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    • 2013
  • PURPOSES : This study is to investigate the relationship of socioeconomic characteristics and road network structure with traffic growth patterns. The findings is to be used to tweak traffic forecast provided by traditional four step process using relevant socioeconomic and road network data. METHODS: Comprehensive statistical analysis is used to identify key explanatory variables using historical observations on traffic forecast, actual traffic counts and surrounding environments. Based on statistical results, a multiple regression model is developed to predict the effects of socioeconomic and road network attributes on traffic growth patterns. The validation of the proposed model is also performed using a different set of historical data. RESULTS : The statistical analysis results indicate that several socioeconomic characteristics and road network structure cleary affect the tendency of over- and under-estimation of road traffics. Among them, land use is a key factor which is revealed by a factor that traffic forecast for urban road tends to be under-estimated while rural road traffic prediction is generally over-estimated. The model application suggests that tweaking the traffic forecast using the proposed model can reduce the discrepancies between the predicted and actual traffic counts from 30.4% to 21.9%. CONCLUSIONS : Prediction of road traffic growth patterns based on surrounding socioeconomic and road network attributes can help develop the optimal strategy of road construction plan by enhancing reliability of traffic forecast as well as tendency of traffic growth.

A Study on the Internal Service Quality on the Internal Customer Satisfaction and the Business Performance (내부서비스품질이 고객만족과 기업성과에 미치는 영향에 관한 연구)

  • Kim Sun-Jun
    • Management & Information Systems Review
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    • v.15
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    • pp.147-164
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    • 2004
  • The purpose of this paper is on employees as internal customers and the critical role this group plays in the delivery of quality results. The set up of research model for verification was as follows. The research model was drawn as internal service quality level $\Rightarrow$ internal customer satisfaction $\Rightarrow$ enterprise outcome. Then, two hypotheses were established to the research model. Through the factor analysis and multiple regression analysis, the results are as follows. First, internal service quality level turned out to be affected indirectly through internal customers' satisfaction rather than a direct factor to affect the enterprise outcome. Second, internal customers' satisfaction was proved to be the most important factor for the enterprise outcome as ti was the intimate factor precedent to the enterprise outcome. However, there could be a variation of response according to the personal circumstances of respondents since the respondents were from different enterprises and consisted various job positions and age group. Namely it included a limitation of rather unaccurate resulting values because the transverse methods were performed for convenience though it needed a longitudinal research to accomplish the general purpose of this study.

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Proposal for the Estimation Model of Coefficient of Permeability of Soil Layer using Linear Regression Analysis (단순회귀분석에 의한 토층의 투수계수산정모델 제안)

  • Lee, Moon-Se;Ryu, Je-Cheon;Lim, Heui-Dae;Park, Joo-Whan;Kim, Kyeong-Su
    • The Journal of Engineering Geology
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    • v.18 no.1
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    • pp.27-36
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    • 2008
  • To derive easily the coefficient of permeability from several other soil properties, the estimation model of coefficient of permeability was proposed using linear regression analysis. The coefficient of permeability is one of the major factors to evaluate the soil characteristics. The study area is located in Kangwon-do Pyeongchang-gun Jinbu-Myeon. Soil samples of 45 spots were taken from the study area and various soil tests were carried out in laboratory. After selecting the soil factor influenced by the coefficient of permeability through the correlation analysis, the estimation model of coefficient of permeability was developed using the linear regression analysis between the selected soil factor and the coefficient of permeability from permeability test. Also, the estimation model of coefficient of permeability was compared with the results from permeability test and empirical equation, and the suitability of proposed model was proved. As the result of correlation analysis between various soil factors and the coefficient of permeability using SPSS(statistical package for the social sciences), the largest influence factor of coefficient of permeability were the effective grain size, porosity and dry unit weight. The coefficient of permeability calculated from the proposed model was similar to that resulted from permeability test. Therefore, the proposed model can be used in case of estimating the coefficient of permeability at the same soil condition like study area.

Evaluation of the Relationship between the Exposure Level to Mixed Hazardous Heavy Metals and Health Effects Using Factor Analysis (요인분석을 이용한 유해 중금속 복합 노출수준과 건강영향과의 관련성 평가)

  • Kim, Eunseop;Moon, Sun-In;Yim, Dong-Hyuk;Choi, Byung-Sun;Park, Jung-Duck;Eom, Sang-Yong;Kim, Yong-Dae;Kim, Heon
    • Journal of Environmental Health Sciences
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    • v.48 no.4
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    • pp.236-243
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    • 2022
  • Background: In the case of multiple exposures to different types of heavy metals, such as the conditions faced by residents living near a smelter, it would be preferable to group hazardous substances with similar characteristics rather than individually related substances and evaluate the effects of each group on the human body. Objectives: The purpose of this study is to evaluate the utility of factor analysis in the assessment of health effects caused by exposure to two or more hazardous substances with similar characteristics, such as in the case of residents living near a smelter. Methods: Heavy metal concentration data for 572 people living in the vicinity of the Janghang smelter area were grouped based on several subfactors according to their characteristics using factor analysis. Using these factor scores as an independent variable, multiple regression analysis was performed on health effect markers. Results: Through factor analysis, three subfactors were extracted. Factor 1 contained copper and zinc in serum and revealed a common characteristic of the enzyme co-factor in the human body. Factor 2 involved urinary cadmium and arsenic, which are harmful metals related to kidney damage. Factor 3 encompassed blood mercury and lead, which are classified as related to cardiovascular disease. As a result of multiple linear regression analysis, it was found that using the factor index derived through factor analysis as an independent variable is more advantageous in assessing the relevance to health effects than when analyzing the two heavy metals by including them in a single regression model. Conclusions: The results of this study suggest that regression analysis linked with factor analysis is a good alternative in that it can simultaneously identify the effects of heavy metals with similar properties while overcoming multicollinearity that may occur in environmental epidemiologic studies on exposure to various types of heavy metals.

A Correlation of reservoir Sedimentation and Watershed factors (저수지 퇴사량과 유역인자와의 상관)

  • 안상진;이종형
    • Water for future
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    • v.17 no.2
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    • pp.107-112
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    • 1984
  • It si presented here that in order to estimate reservoir sedimentation rate through the use of reservoir survey data of 66 irrigation reservoir in 3 major watersheds in this country, the correlation between reservoir sedimentation rate and the following factors; watershed area, trap-efficiency, watershed slope, shape factor of water shed, and reservoir deposition age in two models simple regression model and multiple regression model. Appropriatness of the proposed models have been calibrated from the survey data and as a result, it has been determined that the multiple regression model is much more accurate than the simple regression model. The annual sediment yield is correlated with watershed area and reservoir trap efficiency. It has been found that variation of the annual average sedimentation rate and the annual reservoir capacity loss rate are influenced by the trap efficiency of reservoir.

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A Study on the Significance of Spatial Interaction Model from the Urban Competitive Point of View (입지 경쟁력과 공간상호작용 모형의 유의성 검정)

  • Kim, Dong-Yoon
    • Journal of The Korean Digital Architecture Interior Association
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    • v.12 no.1
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    • pp.71-79
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    • 2012
  • This study aims at finding relationships between the competitiveness of cities and the size or distance of them, based on some premises; (1) the competitiveness can be measured on the interval-ratio level, that is, factor scores, (2) a hypothesis that the spatial interaction model is valid for the relationships can be generally accepted. Based on the general recognition a research hypothesis that the more is the population or the nearer is the distance from a central city the higher is the competitiveness score is constructed. According to the premises 5-factor scores and composite score are calculated by means of regression method, and the scores are regressed on cities' populations and distances from Seoul city. Using bootstrapping method for the tests of significance is effective due to small sample of 21 cities. Results of the analyses show that most aspects of the hypothesis should be rejected or adjusted. Scores on Health-welfare factor, public service factor, and commercial vitality factor have no relation to the cities' sizes or distances. But the results also find the facts that the strong (negative) relationships exist between (1) educational base factor score and population, (2) density factor score and distance. Although this study improves systematic and analytic understanding of spatial interaction patterns, the understanding should be invalid for the general context because it has used the data on 21 cities in the capital region at the time of 2009.

A neural-based predictive model of the compressive strength of waste LCD glass concrete

  • Kao, Chih-Han;Wang, Chien-Chih;Wang, Her-Yung
    • Computers and Concrete
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    • v.19 no.5
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    • pp.457-465
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    • 2017
  • The Taiwanese liquid crystal display (LCD) industry has traditionally produced a huge amount of waste glass that is placed in landfills. Waste glass recycling can reduce the material costs of concrete and promote sustainable environmental protection activities. Concrete is always utilized as structural material; thus, the concrete compressive strength with a variety of mixtures must be studied using predictive models to achieve more precise results. To create an efficient waste LCD glass concrete (WLGC) design proportion, the related studies utilized a multivariable regression analysis to develop a compressive strength waste LCD glass concrete equation. The mix design proportion for waste LCD glass and the compressive strength relationship is complex and nonlinear. This results in a prediction weakness for the multivariable regression model during the initial growing phase of the compressive strength of waste LCD glass concrete. Thus, the R ratio for the predictive multivariable regression model is 0.96. Neural networks (NN) have a superior ability to handle nonlinear relationships between multiple variables by incorporating supervised learning. This study developed a multivariable prediction model for the determination of waste LCD glass concrete compressive strength by analyzing a series of laboratory test results and utilizing a neural network algorithm that was obtained in a related prior study. The current study also trained the prediction model for the compressive strength of waste LCD glass by calculating the effects of several types of factor combinations, such as the different number of input variables and the relevant filter for input variables. These types of factor combinations have been adjusted to enhance the predictive ability based on the training mechanism of the NN and the characteristics of waste LCD glass concrete. The selection priority of the input variable strategy is that evaluating relevance is better than adding dimensions for the NN prediction of the compressive strength of WLGC. The prediction ability of the model is examined using test results from the same data pool. The R ratio was determined to be approximately 0.996. Using the appropriate input variables from neural networks, the model validation results indicated that the model prediction attains greater accuracy than the multivariable regression model during the initial growing phase of compressive strength. Therefore, the neural-based predictive model for compressive strength promotes the application of waste LCD glass concrete.