• 제목/요약/키워드: Gamma regression

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Patent Keyword Analysis using Gamma Regression Model and Visualization

  • Jun, Sunghae
    • 한국컴퓨터정보학회논문지
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    • 제27권8호
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    • pp.143-149
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    • 2022
  • 특허문서는 연구 개발된 기술에 대한 상세한 결과를 포함하고 있기 때문에 효과적인 기술분석을 위한 다양한 특허분석 방법에 대한 연구가 진행되고 있다. 특히 통계학과 머신러닝 알고리즘에 의한 정량적인 특허분석에 대한 연구가 최근 활발하게 이루어지고 있다. 정량적 특허분석에서 가장 많이 사용되는 특허 데이터는 기술 키워드이다. 기술 키워드 데이터를 분석하는 기존의 방법은 대부분 음의 무한대부터 양의 무한대까지 실수 공간 전체를 확률변수의 값으로 갖는 가우시안 확률분포에 기반한 모형이었다. 본 논문에서는 이론적으로 0부터 양의 무한대까지의 값을 갖는 특허 키워드의 빈도 데이터를 분석하기 위하여 감마 확률분포를 활용한 모형을 제안한다. 또한 감마 회귀모형의 회귀방정식을 결정하기 위하여 키워드 간의 기술 연관성을 시각화하는 2-모드 네트워크를 구축한다. 제안 방법과 기존의 가우시안 기반의 분석모형 간의 성능평가를 위하여 실제 특허 데이터를 수집하여 분석한다.

Variance gamma 확률과정에서 근사적 옵션가격 결정방법의 비교 (Comparison of methods of approximating option prices with Variance gamma processes)

  • 이재중;송성주
    • 응용통계연구
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    • 제29권1호
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    • pp.181-192
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    • 2016
  • 옵션의 가격을 결정하는 문제에서 블랙-숄즈 모형이 가지는 단점을 보완하기 위해 블랙-숄즈 가격을 선도항으로 하여 보정항을 구하는 근사적 옵션가격의 결정방법을 고려하였다. 이러한 근사적 가격결정 방법들은 비교적 적은 자료를 가지고 간단한 계산으로 다양한 형태의 위험중립 확률분포에 의한 옵션가격을 계산할 수 있다. 이 논문에서는 일반적으로 관찰되는 시장상황을 모사한 모의실험과 실제 시장에서 관측되는 KOSPI200 옵션가격 자료를 통해 몇 가지 근사방법들의 적합성과를 비교, 평가하였다. 헤르미트 다항식 계열의 Edgeworth 확장과 A-type Gram-Charlier, C-type Gram-Charlier 방법, NIG 분포를 이용하는 방법, 비선형 회귀를 이용한 점근적 근사방법이 고려되었다. 모의실험에서는 순수 점프 레비 확률과정 가운데 옵션가격이 닫힌 해의 형태로 존재하는 Variance gamma 과정을 가정하여 자료를 생성하였다. 모의실험과 실제 자료분석의 결과, 분포함수를 먼저 근사하여 가격을 계산하는 것보다 근사적 가격식을 유도하여 직접 가격을 근사하는 방법들의 성능이 좀 더 좋았으며, 그 가운데 비선형 회귀를 이용한 점근적 근사방법이 상대적으로 좋은 성능을 보였다.

Use of bivariate gamma function to reconstruct dynamic behavior of laminated composite plates containing embedded delamination under impact loads

  • Lee, Sang-Youl;Jeon, Jong-Su
    • Structural Engineering and Mechanics
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    • 제70권1호
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    • pp.1-11
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    • 2019
  • This study deals with a method based on the modified bivariate gamma function for reconstructions of dynamic behavior of delaminated composite plates subjected to impact loads. The proposed bivariate gamma function is associated with micro-genetic algorithms, which is capable of solving inverse problems to determine the stiffness reduction associated with delamination. From computing the unknown parameters, it is possible for the entire dynamic response data to develop a prediction model of the dynamic response through a regression analysis based on the measurement data. The validity of the proposed method was verified by comparing with results employing a higher-order finite element model. Parametric results revealed that the proposed method can reconstruct dynamic responses and the stiffness reduction of delaminated composite plates can be investigated for different measurements and loading locations.

Lack of Effects of Peroxisome Proliferator-Activated Receptor Gamma Genetic Polymorphisms on Breast Cancer Risk: a Case-Control Study and Pooled Analysis

  • Park, Boyoung;Shin, Aesun;Kim, Kyee-Zu;Lee, Yeon-Su;Hwang, Jung-Ah;Kim, Yeonju;Sung, Joohon;Yoo, Keun-Young;Lee, Eun-Sook
    • Asian Pacific Journal of Cancer Prevention
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    • 제15권21호
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    • pp.9093-9099
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    • 2014
  • A growing body of evidence suggests that the peroxisome proliferator-activated receptor-gamma ($PPAR{\gamma}$) gene may harbor targets for the chemoprevention of breast cancer. However, it is unclear whether polymorphisms in the $PPAR{\gamma}$ gene are associated with the susceptibility of breast cancer. We performed a candidate gene association study between $PPAR{\gamma}$ polymorphisms and breast cancer and a meta-analysis on the association of breast cancer with selected $PPAR{\gamma}$ variants. Six single nucleotide polymorphisms (SNPs) in the $PPAR{\gamma}$ gene were analyzed among 456 breast cancer patients and 461 controls from the National Cancer Center in Korea. Association between the polymorphisms and breast cancer risk were assessed using the Cochrane-Armitage test for trend and a multivariate logistic regression model. Two SNPs, rs3856806 and rs1801282, had been previously analyzed, thus enabling us to perform pooled analyses on their associations with breast cancer susceptibility. Our findings from the candidate gene association study showed no association between the $PPAR{\gamma}$ gene polymorphisms and breast cancer risk. A meta-analysis combining existing studies and our current study also refuted an association of the $PPAR{\gamma}$ gene with breast cancer. Our findings suggest that the $PPAR{\gamma}$ gene may not harbor variants that alter breast cancer susceptibility, although a moderate sample size might have precluded a decisive conclusion.

일부 남성근로자에서 ${\gamma}-GTP$와 관련된 요인에 대한 단면연구 (A Cross-Sectional Study on ${\gamma}-GTP$ and its Related Factors in Male Workers)

  • 김건엽;이종현;하영애;이경은;감신
    • Journal of Preventive Medicine and Public Health
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    • 제35권2호
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    • pp.169-174
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    • 2002
  • Objective : To investigate gamma-Glutamyltransferase (${\gamma}-GTP$) and its related factors in male industrial workers. Method : Five hundred and tony male workers without heart disease, diabetes mellitus, renal disease, hepatitis, and other liver diseases were surveyed in October 1998. Blood samples were collected to test for ${\gamma}-GTP$, total-cholesterol and fasting blood glucose. A self-administered questionnaire survey on life style was also done. Results : The total geometric mean value of ${\gamma}-GTP$ was 30.6 U/L. According to a univariate analysis: age, BMI(body mass index, $kg/m^2$), alcohol consumption, current smoking, stress, diastolic blood pressure, and blood total cholesterol were significantly associated with ${\gamma}-GTP$(p<0.05). From a multiple regression analysis: BMI, alcohol consumption, current smoking, diastolic blood pressure and total-cholesterol were significantly related to ${\gamma}-GTP$(p<0.05). Coffee consumption was negatively related to ${\gamma}-GTP$, but not significantly. Conclusion : We recommend that a change in health behavior (i.e. reducing alcohol intake, controlling BMI and not smoking) is necessary to decrease ${\gamma}-GTP$ in male workers.

상대오차예측을 이용한 자동차 보험의 손해액 예측: 패널자료를 이용한 연구 (Predicting claim size in the auto insurance with relative error: a panel data approach)

  • 박흥선
    • 응용통계연구
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    • 제34권5호
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    • pp.697-710
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    • 2021
  • 상대오차를 이용한 예측법은 상대오차(혹은 퍼센트오차)가 중요시되는 분야, 특히 계량경제학이나 소프트웨어 엔지니어링, 또는 정부기관 공식통계 부분에서 기존 예측방법 외에 선호되는 예측방법이다. 그 동안 상대오차를 이용한 예측법은 선형 혹은 비선형 회귀분석 뿐 아니라, 커널회귀를 이용한 비모수 회귀모형, 그리고 정상시계열분석에 이르기까지 그 범위가 확장되어 왔다. 그러나, 지금까지의 분석은 고정효과(fixed effect)만을 고려한 것이어서 임의효과(random effect)에 관한 상대오차 예측법에 대한 확장이 필요하였다. 본 논문의 목적은 상대오차예측법을 일반화선형혼합모형(GLMM)에 속한 감마회귀(gamma regression), 로그정규회귀(lognormal regression), 그리고 역가우스회귀(inverse gaussian regression)의 패널자료(panel data)에 적용시키는데 있다. 이를 위해 실제 자동차 보험회사의 손해액 자료를 사용하였고, 최량예측량과 최량상대오차예측량을 각각 적용-비교해 보았다.

OXIDES OF NITROGEN SPECIES MEASUREMENTS AND ANALYSIS IN THE CENTRAL PIEDMONT OF NORTH CAROLINA, U.S.A.

  • Kim, Deug-Soo;Viney P. Aneja
    • Journal of Korean Society for Atmospheric Environment
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    • 제10권E호
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    • pp.311-324
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    • 1994
  • The quantitative knowledge of N $O_{\gamma}$ (=N $O_{x}$ +HN $O_3$+/PAN+N $O_3$$N_2$ $O_{5}$ +HN $O_2$+N $O_3$$^{-10}$ +organic nitrates+......)distribution is essential in tropospheric chemistry, especially, especially that related to understanding the processes leading to ozone production. Ambient concentrations of NO, N $O_2$, HN $O_3$ and PAN as well as total N $O_{\gamma}$ were measured during June and early July 1992 at a rural site(Candor, NC), in the central Piedmont region of NC. The measurements of N $O_{\gamma}$ species were made in an effort to provide a comprehensive understanding of nitrogen chemistry and to investigate the total nitrogen budget at the site. N $O_{\gamma}$, N $O_2$, and NO showed diurnal variations with maxima in the morning. The maximum N $O_{\gamma}$ concentration reached was 14.5 ppbv, and the maximum concentrations of NO and N $O_2$ were 5.4 and 7.8 PPbv, respectively. The mean N $O_{\gamma}$ concentration as found to be 2.88$\pm$1.58 ppbv(n=743). The mean concentrations of NO and N $O_2$, were found to be 0.15 $\pm$ 0.29 ppbv(n=785) and 1.31 $\pm$ 0.99 ppbv(n=769). Products of photochemical oxidants, (N <$O_{\gamma}$-N $O_{x}$ ), such as HN $O_3$ and PAN, as well as ozone showed diurnal variation with maxima in the afternoon and minima at night The fractions of individual reactive nitrogen species to total N $O_{\gamma}$ were investigated and contrasted to the results from remote marine site and rural continental sites. N $O_{x}$ was the major species to total N $O_{\gamma}$(45%). NO concentrations appeared to be nearly constant whether the Prevailing winds were from continental areas or from oceanic areas. Linear regression of $O_3$ with (N $O_{\gamma}$- N $O_{x}$ )/N $O_{\gamma}$ (i.e. percent N $O_{x}$ converted to the photochemical products of N $O_{\gamma}$) yielded ( $O_3$) =25.8 〔 N $O_{\gamma}$-N $O_{x}$ 〕/(N $O_{\gamma}$) +27, ( $r^{2}$=0.58). The regression intercept is interpreted as the ozone back ground (intercept=27ppbv) and the slope suggests that 8.6 molecules of ozone are formed per molecule of N $O_{x}$ oxidized products (when the average N $O_{\gamma}$ concentration, about 3 ppbv at the site, is used). The N $O_{x}$ N $O_{\gamma}$ ratio was used as an indicator of the chemical age of airmasses and the ratio showed strong positive correlations with HN $O_3$( $r^{2}$=0.58), PAN ( $r^{2}$=0.46) and $O_3$( $r^{2}$=0.62). Larger N $O_{\gamma}$ and N $O_{x}$ N $O_{\gamma}$ ratio were found when winds came from continental sides. It may suggest that synoptic meteorological conditions and transport of N $O_{x}$ are important in the distribution of N $O_{\gamma}$ and its relationship with photochemical oxidants at the site.

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Combination of Poly-Gamma-Glutamate and Cyclophosphamide Enhanced Antitumor Efficacy Against Tumor Growth and Metastasis in a Murine Melanoma Model

  • Kim, Doo-Jin;Kim, Eun-Jin;Lee, Tae-Young;Won, Ji-Na;Sung, Moon-Hee;Poo, Haryoung
    • Journal of Microbiology and Biotechnology
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    • 제23권9호
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    • pp.1339-1346
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    • 2013
  • Conventional chemotherapeutic regimens often accompany severe side effects and fail to induce complete regression of chemoresistant or relapsing metastatic cancers. The need for establishing more efficacious anticancer strategies led to the development of a combined modality treatment of chemotherapy in conjunction with immunotherapy or radiotherapy. It has been reported that poly-gamma-glutamate (${\gamma}$-PGA), a natural polymer composed of glutamic acids, increases antitumor activity by activating antigen-presenting cells and natural killer (NK) cells. Here, we investigated the antitumor effect of ${\gamma}$-PGA in combination with cyclophosphamide in a murine melanoma model. Whereas cyclophosphamide alone directly triggered apoptosis of tumor cells in vitro, ${\gamma}$-PGA did not show cytotoxicity in tumor cells. Instead, it activated macrophages, as reflected by the upregulation of surface activation markers and the secretion of proinflammatory factors, such as nitric oxide and tumor necrosis factor ${\alpha}$. When the antitumor effects were examined in a mouse model, combined treatment with cyclophosphamide and ${\gamma}$-PGA markedly suppressed tumor growth and metastasis. Notably, ${\gamma}$-PGA treatment dramatically increased the NK cell population in lung tissues, coinciding with decreased metastasis and increased survival. These data collectively suggest that ${\gamma}$-PGA can act as an immunotherapeutic agent that exhibits a synergistic antitumor effect in combination with conventional chemotherapy.

Variance Gamma 과정을 이용한 옵션 가격의 결정 연구 (A Study of Option Pricing Using Variance Gamma Process)

  • 이현의;송성주
    • 응용통계연구
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    • 제25권1호
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    • pp.55-66
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    • 2012
  • 블랙-숄즈 모형이 실제 기초자산의 움직임을 반영하지 못한다는 사실이 실증연구에 의하여 밝혀진 이후 기초자산의 움직임을 레비확률과정을 이용하여 모형화한 옵션가격결정 모형들이 그 대안 중 하나로 연구되어 왔다. 본 논문에서는 블랙-숄즈 모형의 대안으로 제시된 레비모형 중 Variance Gamma 모형이 국내 주식시장에서의 기초자산의 움직임을 블랙-숄즈 모형보다 충실히 재현해내는지 알아보고자 한다. 이를 위하여 Madan 등 (1998)의 연구에서와 같이 로그수익률의 확률밀도함수와 옵션 가격 결정식을 바탕으로 KOSPI 200자료를 이용하여 모수를 추정하고 우도비 검정을 실시하였다. 또한, 옵션 가격을 추정한 후 모형 간의 비교를 위하여 다양한 통계량을 계산하고, 회귀분석을 통하여 변동성 스마일 현상이 교정되는지를 살펴보았다. 연구결과로부터 Variance Gamma 모형 하에서 추정된 옵션 가격이 블랙-숄즈 모형 하에서 추정된 그것보다 더 시장가격과 가까우나, 이 모형도 변동성 스마일 현상을 해결해주지는 못함을 확인할 수 있었다.

교외지역에서 대기 중 Hexachlorocyclohexane의 농도분포 및 온도 의존성 (The Concentration Distribution and Temperature Dependence of Hexachlorocyclohexane in Rural Atmosphere)

  • 최민규;여현구;김태욱;천만영;선우영
    • 한국대기환경학회지
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    • 제18권3호
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    • pp.183-192
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    • 2002
  • Concentrations of $\alpha$- and ${\gamma}$-hexachlorocyclohexane (HCH) were measured in ambient air samples at a two week intervals between July 1999 and February 2000 at Ansung, Kyonggi province. Their concentration levels averaged at 78 ($\alpha$-HCH) and 18 pg/m$^3$(${\gamma}$-HCH). Although the use of HCHs was ceased in South Korea since 1979, their residues are still present in air even after nearly 20 years. Given the composition of the two main HCH pesticide formulation (technical HCH antral lindane), the $\alpha$/${\gamma}$-HCH ratio in air is a useful indicator on the regional scale. The moderately low $\alpha$/${\gamma}$-HCH ration in this study indicates previous usage of both technical HCH and lindane. The relationship of temperature with gas-phase partial pressures was also examined using the Clausius-Clapeyron equation. Slopes generated by linear regression analysis between partial pressure (In P) and 1/T were considerably steep thor HCHs. It is thus suggested that their concentrations are controlled by re-volatilization processes from surfaces in the local surroundings of the sampling site.